0001752724-20-159878.txt : 20200819
0001752724-20-159878.hdr.sgml : 20200819
20200819095841
ACCESSION NUMBER: 0001752724-20-159878
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200819
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: 201115570
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
CLASS A
BNGLX
C000008185
CLASS P
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7727984.68000000
USD
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NZD
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EUR
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UST
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ViacomCBS Inc
92556H206
33881.00000000
NS
USD
790104.92000000
0.349262351091
Long
EC
CORP
US
N
1
N
N
BONOS Y OBLIG DEL ESTADO
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Spain Government Bond
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325000.00000000
PA
400083.93000000
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Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
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USD
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Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
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21513.00000000
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USD
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0.333410978410
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EC
CORP
BM
N
1
N
N
N
Boston Scientific Corp
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Boston Scientific Corp
101137107
17351.00000000
NS
USD
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Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036P108
1380.00000000
NS
USD
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0.106723495262
Long
EC
CORP
US
N
1
N
N
N
ON Semiconductor Corp
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ON Semiconductor Corp
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EC
CORP
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N
1
N
N
N
Swedish Match AB
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Swedish Match AB
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EC
CORP
SE
N
2
N
N
N
Apache Corp
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Apache Corp
037411105
33298.00000000
NS
USD
449523.00000000
0.198709634474
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Inc
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Berkshire Hathaway Inc
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6881.00000000
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USD
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EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1793.00000000
NS
USD
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Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
9279.00000000
NS
USD
682841.61000000
0.301847083969
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
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717000.00000000
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USD
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Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
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NC
USD
156056.45000000
0.068984056737
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU0 Index
2020-09-18
7105913.55000000
USD
156056.45000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H030674
1450000.00000000
PA
USD
1535810.54000000
0.678898189916
Long
ABS-MBS
USGA
US
N
2
2050-07-21
Fixed
3.00000000
N
N
N
N
N
N
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
CAC40 10 EURO FUT JUL20 XPAR 20200717
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-65.00000000
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-0.05192083390
N/A
DE
FR
N
2
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
Short
CAC 40 Index
CFN0 Index
2020-07-17
-3102840.00000000
EUR
-117455.85000000
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
21000.00000000
NS
1449632.62000000
0.640803625271
Long
EC
CORP
JP
N
2
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAC5
210000.00000000
PA
USD
232568.28000000
0.102805769469
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.20000000
N
N
N
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
23286.00000000
NS
1241556.17000000
0.548824359867
Long
EC
CORP
NL
N
2
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
44000.00000000
PA
75150.63000000
0.033220000351
Long
DBT
NUSS
ES
N
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
Vanguard Emerging Markets Government Bond ETF
549300JYQ3EMXCXKZG97
Vanguard Emerging Markets Government Bond ETF
921946885
36000.00000000
NS
USD
2799360.00000000
1.237444585401
Long
EC
RF
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
69286.53000000
0.030627801136
Long
DBT
NUSS
IT
N
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
27141.00000000
NS
USD
601444.56000000
0.265865881555
Long
EC
CORP
US
N
1
N
N
N
World Omni Automobile Lease Securitization Trust 2018-A
N/A
World Omni Automobile Lease Securitization Trust 2018-A
98161YAD6
130000.00000000
PA
USD
130661.49000000
0.057758328089
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
2.94000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
26126.00000000
NS
USD
954121.52000000
0.421765156585
Long
EC
CORP
US
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
14513.00000000
NS
USD
812437.74000000
0.359134474429
Long
EC
CORP
US
N
1
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
5458.00000000
NS
536582.63000000
0.237193955087
Long
EC
CORP
DE
N
2
N
N
N
UK TSY 3.5% 2045
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
60000.00000000
PA
122598.69000000
0.054194203359
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
345000.00000000
PA
USD
360538.48000000
0.159374424834
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-66649.59000000
-0.02946215358
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7460000.00000000
NOK
708453.45000000
USD
2020-07-22
-66649.59000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
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-0.05794157364
N/A
DFE
MX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
5600000.00000000
USD
126035028.00000000
MXN
2020-07-22
-131076.03000000
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
15700.00000000
NS
USD
1465281.00000000
0.647720921761
Long
EC
US
N
1
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAE6
75000.00000000
PA
USD
75321.06000000
0.033295338171
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.01000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
680000.00000000
PA
USD
706987.50000000
0.312520666802
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.88000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
3106.83000000
0.001373360325
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
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USD
1475000.00000000
NZD
2020-07-22
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N
N
N
CANADIAN GOVERNMENT
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Canadian Government Bond
135087C93
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PA
64814.72000000
0.028651057498
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
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N
N
N
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
144000.00000000
PA
201790.60000000
0.089200633485
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
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N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
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Spain Government Bond
000000000
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PA
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DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Hexpol AB
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Hexpol AB
000000000
102165.00000000
NS
762344.59000000
0.336991021199
Long
EC
CORP
SE
N
2
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT SEP20 XMOD 20200921
000000000
144.00000000
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54962.05000000
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N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Canadian Government Bond
CNU0 Comdty
2020-09-21
22075463.52000000
CAD
54962.05000000
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
21226.00000000
NS
USD
940736.32000000
0.415848288706
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
69000.00000000
PA
143555.19000000
0.063457930588
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
43959160.00000000
NS
USD
43959160.00000000
19.43195034607
Long
STIV
RF
US
N
2
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
10143677.87000000
NS
USD
10143677.87000000
4.483967498387
Long
STIV
RF
US
N
2
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2017-2
30166MAC2
93757.66000000
PA
USD
93838.85000000
0.041481044536
Long
ABS-O
CORP
US
N
2
2022-05-16
Fixed
2.82000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAA2
181119.14000000
PA
USD
184702.93000000
0.081647105279
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.60000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-800005.13000000
-0.35363869470
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
16465000.00000000
NZD
9825523.33000000
USD
2020-07-22
-800005.13000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2017-2
23341TAJ5
100000.00000000
PA
USD
103224.72000000
0.045630026450
Long
ABS-O
CORP
US
N
2
2024-01-15
Fixed
6.03000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
39418.37000000
0.017424714406
N/A
DFE
CN
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2430381.86000000
USD
17490000.00000000
CNY
2020-07-22
39418.37000000
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
14839.00000000
NS
USD
796112.35000000
0.351917908692
Long
EC
CORP
US
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
17395.00000000
NS
USD
1393513.45000000
0.615996396814
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
14564.00000000
NS
USD
1349791.52000000
0.596669312930
Long
EC
CORP
US
N
1
N
N
N
Capital Auto Receivables Asset Trust / Ally
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAD5
256987.17000000
PA
USD
258170.21000000
0.114122988281
Long
ABS-O
CORP
US
N
2
2022-03-21
Fixed
2.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
201000.00000000
PA
USD
257389.92000000
0.113778064572
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087D50
221000.00000000
PA
177719.75000000
0.078560221749
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
2.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
3000.00000000
NS
USD
396780.00000000
0.175394826887
Long
EC
CORP
US
N
1
N
N
N
Madison Square Garden Entertainment Corp
N/A
Madison Square Garden Entertainment Corp
55826T102
3684.00000000
NS
USD
276300.00000000
0.122137180979
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
18664.00000000
NS
1072419.04000000
0.474058046956
Long
EC
CORP
CH
N
2
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP20 IFLL 20200918
000000000
16.00000000
NC
28621.25000000
0.012651895733
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z U0 Index
2020-09-18
958975.04000000
GBP
28621.25000000
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-1
80285TAF1
632277.47000000
PA
USD
637069.82000000
0.281613868627
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
2.96000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
7912.12000000
0.003497517308
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
361854360.00000000
JPY
3360000.00000000
USD
2020-07-22
7912.12000000
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
36167.00000000
NS
1220023.42000000
0.539305903900
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-18785.29000000
-0.00830395354
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7170000.00000000
MXN
292336.03000000
USD
2020-07-22
-18785.29000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-22296.62000000
-0.00985612128
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
27865000.00000000
CNY
3912579.51000000
USD
2020-07-22
-22296.62000000
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-1
33843QAE4
430682.60000000
PA
USD
433653.19000000
0.191694455842
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.22000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
791.00000000
NS
USD
359936.64000000
0.159108384150
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
23400.00000000
NS
USD
1063764.00000000
0.470232125180
Long
EC
CORP
IN
N
1
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
44919P508
1830.00000000
NS
USD
591822.00000000
0.261612271884
Long
EC
CORP
US
N
1
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
11100000.00000000
PA
97027.21000000
0.042890444834
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
8100.00000000
NS
775647.79000000
0.342871641344
Long
EC
CORP
JP
N
2
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-2
80285FAF1
655000.00000000
PA
USD
663653.60000000
0.293365109847
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.35000000
N
N
N
N
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
000000000
23746.00000000
NS
897228.60000000
0.396615895396
Long
EC
CORP
DK
N
2
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
39645.00000000
NS
913944.44000000
0.404005057811
Long
EC
CORP
GB
N
2
N
N
N
Wynn Resorts Ltd
254900CEKKWIHTEAB172
Wynn Resorts Ltd
983134107
2861.00000000
NS
USD
213115.89000000
0.094206927348
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-6422.92000000
-0.00283922309
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
975821.23000000
USD
9330000.00000000
NOK
2020-07-22
-6422.92000000
N
N
N
IAA Inc
549300PZCOPC5178W747
IAA Inc
449253103
7949.00000000
NS
USD
306592.93000000
0.135528035390
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
14230.00000000
NS
1326768.41000000
0.586492049981
Long
EC
CORP
NL
N
2
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
73668.21000000
PA
USD
74690.49000000
0.033016597519
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
ZYMEWORKS INC
894500AHOYAGYLYZJL67
Zymeworks Inc
98985W102
3408.00000000
NS
USD
122926.56000000
0.054339136829
Long
EC
CORP
CA
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
27736.00000000
NS
USD
1418141.68000000
0.626883195890
Long
EC
CORP
US
N
1
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
174840.00000000
NS
USD
19096024.80000000
8.441312475511
Long
EC
RF
US
N
1
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3699.93000000
0.001635537531
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1316978.78000000
USD
1175000.00000000
EUR
2020-07-22
3699.93000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
20111.00000000
NS
USD
1974497.98000000
0.872818013487
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGW8
500000.00000000
PA
USD
523062.10000000
0.231217265186
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
122211.10000000
PA
USD
125308.99000000
0.055392279370
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.13000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
10.00000000
NC
USD
6001.02000000
0.002652724089
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
1568842.73000000
USD
6001.02000000
N
N
N
CGDBB Commercial Mortgage Trust
N/A
CGDBB Commercial Mortgage Trust 2017-BIOC
125282AL7
141599.23000000
PA
USD
139601.97000000
0.061710427343
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.78000000
N
N
N
N
N
N
World Financial Network Credit Card Master Trust
N/A
World Financial Network Credit Card Master Trust
981464EY2
300000.00000000
PA
USD
300659.37000000
0.132905131693
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
2.55000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
2600.00000000
NS
USD
435110.00000000
0.192338432196
Long
EC
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-2
23343DAE9
263821.04000000
PA
USD
266002.71000000
0.117585309924
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2015-UES
46645FAL4
300000.00000000
PA
USD
296951.10000000
0.131265907501
Long
ABS-MBS
CORP
US
N
2
2032-09-05
Variable
3.74000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
4000000.00000000
PA
USD
4168281.24000000
1.842570105619
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
2.50000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1500.00000000
NS
628592.32000000
0.277866427615
Long
EC
CORP
JP
N
2
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
6908.00000000
NS
USD
304988.20000000
0.134818671661
Long
EC
CORP
US
N
1
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491303
3515.00000000
NS
USD
350164.30000000
0.154788564899
Long
EC
CORP
US
N
1
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
3655.00000000
NS
USD
448249.20000000
0.198146556873
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13663 CDS USD R F 5.00000 113663_FEE CCPCDX / Short: S13663 CDS USD P V 03MEVENT 113663_PRO CCPCDX
000000000
4512500.00000000
OU
Notional Amount
USD
-32872.21000000
-0.01453101361
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V4
2I65BRUZ1
Y
sell protection
2025-06-20
110835.48000000
USD
0.00000000
USD
4512500.00000000
USD
-143707.69000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6639.00000000
NS
928061.79000000
0.410245569327
Long
EC
CORP
DE
N
2
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
223170.00000000
NS
USD
18215135.40000000
8.051919250500
Long
EC
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RL4
381160.50000000
PA
USD
466487.39000000
0.206208667307
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAA4
550000.00000000
PA
USD
541749.07000000
0.239477756814
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.08000000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
12547.00000000
NS
USD
695856.62000000
0.307600311012
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
-36.00000000
NC
USD
-1519.78000000
-0.00067181196
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
-7948292.76000000
USD
-1519.78000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-2004.92000000
-0.00088626593
N/A
DFE
CA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
149331.86000000
USD
200000.00000000
CAD
2020-07-22
-2004.92000000
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
7400.00000000
NS
868475.01000000
0.383905499357
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
47000.00000000
PA
USD
63326.99000000
0.027993413096
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
1764.00000000
NS
USD
416057.04000000
0.183916156323
Long
EC
CORP
US
N
1
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
141388.00000000
NS
USD
19016686.00000000
8.406241113316
Long
EC
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282P4
294000.00000000
PA
USD
304439.30000000
0.134576032867
Long
DBT
UST
US
N
2
2022-07-31
Fixed
1.88000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
129000.00000000
PA
190309.48000000
0.084125455667
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
1117.00000000
NS
USD
3081601.94000000
1.362208374419
Long
EC
CORP
US
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
94142.00000000
NS
781466.66000000
0.345443846839
Long
EC
CORP
GB
N
2
N
N
N
Toyota Auto Loan Extended Note Trust 2020-1
549300XP7ILZSI1BWP36
Toyota Auto Loan Extended Note Trust 2020-1
89237JAA4
200000.00000000
PA
USD
202989.74000000
0.089730707967
Long
ABS-O
CORP
US
N
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Q2
104000.00000000
PA
USD
104169.55000000
0.046047684331
Long
DBT
UST
US
N
2
2020-08-15
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
200000.00000000
PA
USD
221686.48000000
0.097995518380
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
100000.00000000
PA
USD
100075.01000000
0.044237711212
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65000000
N
N
N
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
35678.00000000
NS
USD
765293.10000000
0.338294396876
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP20 IFLL 20200928
000000000
19.00000000
NC
926.18000000
0.000409413732
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
United Kingdom Gilt
G U0 Comdty
2020-09-28
2614412.54000000
GBP
926.18000000
N
N
N
Sofi Consumer Loan Program 2017-3 LLC
N/A
Sofi Consumer Loan Program 2017-3 LLC
83404JAA4
475225.07000000
PA
USD
478022.72000000
0.211307808414
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
2.77000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
49333.00000000
NS
USD
938313.66000000
0.414777362673
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
9600.00000000
NS
USD
391584.00000000
0.173097958293
Long
EC
CORP
GB
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2016-2
30165MAG4
204953.82000000
PA
USD
210234.25000000
0.092933111256
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
8.25000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
3003.00000000
NS
USD
331921.59000000
0.146724456419
Long
EC
CORP
US
N
1
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
55000.00000000
PA
104468.21000000
0.046179705650
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
600000.00000000
PA
USD
642489.66000000
0.284009684693
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAA1
183981.61000000
PA
USD
187612.01000000
0.082933051101
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.21000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAA5
98877.75000000
PA
USD
98978.72000000
0.043753101113
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
448.00000000
NS
USD
713368.32000000
0.315341279785
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
93000.00000000
PA
172785.51000000
0.076379062994
Long
DBT
NUSS
FR
N
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
12032.00000000
NS
1048240.04000000
0.463369827995
Long
EC
CORP
CH
N
2
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bond
000000000
20000.00000000
PA
29466.11000000
0.013025362322
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.38000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
8894.00000000
NS
USD
1477382.34000000
0.653070265060
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
100000.00000000
PA
USD
100174.59000000
0.044281730106
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.51000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
90100.00000000
NS
1118794.38000000
0.494558058880
Long
EC
CORP
JP
N
2
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
310000.00000000
PA
258399.07000000
0.114224154822
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
563.00000000
NS
USD
245079.53000000
0.108336311653
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
171383.97000000
0.075759518497
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5010127.89000000
USD
4254300000.00000000
CLP
2020-07-22
171383.97000000
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
32323.00000000
NS
USD
1329444.99000000
0.587675220216
Long
EC
CORP
BM
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-5
80286AAE4
479670.97000000
PA
USD
481790.92000000
0.212973524394
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.52000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
312102.79000000
0.137963644395
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
7706.00000000
NS
USD
878792.24000000
0.388466184799
Long
EC
CORP
NL
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2017-2
24702JAE9
108059.62000000
PA
USD
108232.27000000
0.047843591562
Long
ABS-O
CORP
US
N
2
2022-10-24
Fixed
2.47000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
71939.00000000
NS
1151834.55000000
0.509163318464
Long
EC
CORP
GB
N
2
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
7701.00000000
NS
USD
1487602.17000000
0.657587895268
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-31430.33000000
-0.01389363700
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
810000.00000000
EUR
878994.99000000
USD
2020-07-22
-31430.33000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT SEP20 XSIM 20200911
000000000
-86.00000000
NC
-51836.80000000
-0.02291422592
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
Mini Japan Government Ten Year Bond
BJU0 Comdty
2020-09-11
-1300570922.00000000
JPY
-51836.80000000
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
12792.00000000
NS
USD
848621.28000000
0.375129246682
Long
EC
CORP
IE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
226000.00000000
PA
USD
233962.97000000
0.103422285954
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
2705.00000000
NS
912107.01000000
0.403192830086
Long
EC
CORP
DK
N
2
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
2422.00000000
NS
USD
409487.54000000
0.181012138189
Long
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
3474.00000000
NS
USD
830946.06000000
0.367315994622
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4388.00000000
NS
USD
456220.36000000
0.201670172550
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1655.00000000
NS
USD
352515.00000000
0.155827681335
Long
EC
CORP
US
N
1
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust 2020-MF1
03881BAL7
500000.00000000
PA
USD
534937.35000000
0.236466666411
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
3.72000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
3538.00000000
NS
USD
703000.60000000
0.310758275464
Long
EC
CORP
US
N
1
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1354767.51000000
NS
USD
12599337.84000000
5.569481020571
Long
EC
RF
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
6617.00000000
NS
USD
894089.04000000
0.395228066920
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
302000.00000000
PA
USD
373854.77000000
0.165260831355
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
103000.00000000
PA
USD
134515.59000000
0.059462015781
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828XL9
423908.80000000
PA
USD
453246.73000000
0.200355692690
Long
DBT
UST
US
N
2
2025-07-15
Fixed
0.38000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
83550000.00000000
PA
786813.12000000
0.347807225603
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
3709.00000000
NS
USD
1674576.41000000
0.740239022989
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
186000.00000000
PA
USD
191754.38000000
0.084764167258
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
196000.00000000
PA
USD
213823.75000000
0.094519833700
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
-47.00000000
NC
-82954.25000000
-0.03666955571
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU0 Comdty
2020-09-08
-8222604.41000000
EUR
-82954.25000000
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
120000.00000000
PA
USD
129015.42000000
0.057030690197
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
16262.00000000
NS
859959.26000000
0.380141150103
Long
EC
CORP
DE
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
-4543.39000000
-0.00200838525
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
388805000.00000000
COP
98742.87000000
USD
2020-07-22
-4543.39000000
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
40000.00000000
PA
77647.30000000
0.034323642173
Long
DBT
NUSS
NL
N
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
1040000.00000000
PA
802751.92000000
0.354852900957
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAB1
151241.26000000
PA
USD
152461.88000000
0.067395093123
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.35000000
N
N
N
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
17400.00000000
NS
1004494.62000000
0.444032360462
Long
EC
CORP
JP
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
132000.00000000
PA
187966.78000000
0.083089875595
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
2.50000000
N
N
N
N
N
N
UK TSY 1% 2024
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
90000.00000000
PA
116126.37000000
0.051333143210
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
3474.00000000
NS
USD
661831.74000000
0.292559764771
Long
EC
CORP
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
39600.00000000
NS
922657.66000000
0.407856697797
Long
EC
CORP
JP
N
2
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
9186.00000000
NS
USD
1282090.02000000
0.566742167226
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
11499.00000000
NS
1072784.03000000
0.474219389156
Long
EP
CORP
DE
N
2
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
46021.00000000
NS
1086911.05000000
0.480464175252
Long
EC
CORP
AT
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
111023.20000000
PA
USD
112834.40000000
0.049877942575
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
28920.00000000
NS
USD
474866.40000000
0.209912571255
Long
EC
CORP
PA
N
1
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4947.00000000
NS
USD
452304.21000000
0.199939055933
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
321000.00000000
PA
USD
349275.59000000
0.154395714612
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
91260.04000000
PA
157977.33000000
0.069833173162
Long
DBT
NUSS
FR
N
2
2040-07-25
Fixed
1.80000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
3771.00000000
NS
USD
505653.39000000
0.223521822682
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-3487.04000000
-0.00154143045
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5600000.00000000
USD
21067200000.00000000
COP
2020-07-22
-3487.04000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
10000.00000000
PA
18478.42000000
0.008168303032
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT SEP20 XEUR 20200908
000000000
18.00000000
NC
1498.73000000
0.000662506902
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Schatz Futures (FGBS)
DUU0 Comdty
2020-09-08
2017186.02000000
EUR
1498.73000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
971000.00000000
PA
USD
1008512.46000000
0.445808428689
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.38000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
83000.00000000
PA
164104.40000000
0.072541617091
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
137117.00000000
NS
1283086.10000000
0.567182479941
Long
EC
CORP
HK
N
2
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP20 XOSE 20200910
000000000
31.00000000
NC
-164941.92000000
-0.07291183906
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPU0 Index
2020-09-10
503166687.00000000
JPY
-164941.92000000
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1913.00000000
NS
USD
774879.78000000
0.342532145954
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
11350.00000000
NS
USD
884392.00000000
0.390941533697
Long
EC
CORP
JE
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
1414.00000000
NS
USD
321076.98000000
0.141930645003
Long
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
16230.00000000
NS
USD
3302967.30000000
1.460061943137
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
13100.00000000
NS
USD
630503.00000000
0.278711035175
Long
EC
CORP
GB
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
31844.00000000
NS
738727.38000000
0.326551138999
Long
EC
CORP
IT
N
2
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
2434.00000000
NS
USD
217380.54000000
0.096092096834
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
220000.00000000
PA
261384.65000000
0.115543917127
Long
DBT
NUSS
FR
N
2
2026-05-25
Fixed
0.50000000
N
N
N
N
N
N
IRISH TSY 2% 2045
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
48000.00000000
PA
72818.09000000
0.032188911461
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP20 XSFE 20200915
000000000
51.00000000
NC
107902.57000000
0.047697849150
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMU0 Comdty
2020-09-15
7431849.03000000
AUD
107902.57000000
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208KAF7
488356.05000000
PA
USD
492295.23000000
0.217616907715
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.72000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-2
76123MAA1
100000.00000000
PA
USD
99998.99000000
0.044204106910
Long
ABS-MBS
CORP
US
N
3
2060-05-25
Variable
1.65000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-2
24380NAA7
100000.00000000
PA
USD
100026.52000000
0.044216276424
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Fixed
1.69000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q37
325000.00000000
PA
USD
327602.54000000
0.144815239657
Long
DBT
UST
US
N
2
2021-03-31
Fixed
1.25000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
19910.00000000
NS
USD
680523.80000000
0.300822506410
Long
EC
CORP
US
N
1
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
9368.00000000
NS
USD
554491.92000000
0.245110676744
Long
EC
CORP
US
N
1
N
N
N
HUGO BOSS AG
529900LFVU534EBRXD13
HUGO BOSS AG
000000000
16078.00000000
NS
487257.03000000
0.215389793907
Long
EC
CORP
DE
N
2
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
37000.00000000
PA
45395.88000000
0.020067046005
Long
DBT
NUSS
AT
N
2
2025-10-20
Fixed
1.20000000
N
N
N
N
N
N
DT Auto Owner Trust 2017-2
N/A
DT Auto Owner Trust 2017-2
23341TAG1
79694.84000000
PA
USD
80309.53000000
0.035500469055
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
3.89000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-L3
61691UBE8
400000.00000000
PA
USD
445959.12000000
0.197134237237
Long
ABS-MBS
CORP
US
N
2
2052-11-15
Fixed
3.13000000
N
N
N
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
2366.00000000
NS
USD
496930.98000000
0.219666120298
Long
EC
CORP
US
N
1
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
56100.00000000
NS
1213881.73000000
0.536590997265
Long
EC
CORP
JP
N
2
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
216000.00000000
PA
USD
217490.40000000
0.096140659956
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
39300.00000000
NS
1354662.14000000
0.598822348747
Long
EC
CORP
FI
N
2
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1541.00000000
NS
USD
2185215.05000000
0.965964553169
Long
EC
CORP
US
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
1907.00000000
NS
USD
285325.34000000
0.126126792217
Long
EC
CORP
US
N
1
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
1261.00000000
NS
USD
271997.70000000
0.120235368479
Long
EC
CORP
KY
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-118376.93000000
-0.05232799320
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5105000.00000000
CHF
5272895.31000000
USD
2020-07-22
-118376.93000000
N
N
N
BMW Floorplan Master Owner Trust
N/A
BMW Floorplan Master Owner Trust
05564UAM2
750000.00000000
PA
USD
763495.88000000
0.337499943802
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.15000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CNY
000000000
1.00000000
NC
-4797.58000000
-0.00212074881
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
20500000.00000000
CNY
2890051.18000000
USD
2020-07-22
-4797.58000000
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAD3
216000.00000000
PA
USD
217286.52000000
0.096050535713
Long
ABS-O
CORP
US
N
2
2028-01-14
Fixed
4.40000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2017-2
24702JAF6
394000.00000000
PA
USD
394644.03000000
0.174450630888
Long
ABS-O
CORP
US
N
2
2022-10-24
Fixed
2.73000000
N
N
N
N
N
N
IRISH TSY 1.5% 2050
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
110000.00000000
PA
152217.11000000
0.067286893638
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
206.00000000
NC
239647.04000000
0.105934903712
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGU0 Index
2020-09-18
6444662.20000000
EUR
239647.04000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-11118.05000000
-0.00491468434
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
887823.92000000
USD
780000.00000000
EUR
2020-07-22
-11118.05000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
775000.00000000
PA
USD
792709.96000000
0.350413897389
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
2.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP20 IFUS 20200918
000000000
24.00000000
NC
USD
37274.40000000
0.016476982043
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESU0 Index
2020-09-18
1145565.60000000
USD
37274.40000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
360000.00000000
PA
USD
386915.62000000
0.171034321765
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
100000.00000000
PA
USD
99998.61000000
0.044203938933
Long
ABS-MBS
CORP
US
N
3
2065-03-25
Variable
1.76000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AA0
470000.00000000
PA
USD
462946.71000000
0.204643525526
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.86000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
3246.20000000
0.001434968211
N/A
DFE
NZ
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
538839.67000000
USD
840000.00000000
NZD
2020-07-22
3246.20000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT SEP20 XMOD 20200917
000000000
-47.00000000
NC
-195491.75000000
-0.08641625497
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTU0 Index
2020-09-17
-8462500.40000000
CAD
-195491.75000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
528000.00000000
PA
USD
551223.75000000
0.243665996792
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAC8
235000.00000000
PA
USD
237710.44000000
0.105078838331
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.74000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1542.00000000
NS
USD
229819.68000000
0.101590763115
Long
EC
CORP
US
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAB3
465383.21000000
PA
USD
468958.94000000
0.207301204946
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.14000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-22478.82000000
-0.00993666198
N/A
DFE
JP
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2003971.03000000
USD
213900000.00000000
JPY
2020-07-22
-22478.82000000
N
N
N
Infrastrutture Wireless Italiane SpA
81560066183FE361C071
Infrastrutture Wireless Italiane SpA
000000000
97554.00000000
NS
979273.59000000
0.432883516793
Long
EC
CORP
IT
N
2
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
3570.00000000
NS
USD
502049.10000000
0.221928562385
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2019-2 Mortgage Loan Trust
19685TAA6
61409.65000000
PA
USD
62139.93000000
0.027468678524
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
3.34000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
33700.00000000
NS
1210771.44000000
0.535216107462
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-605497.36000000
-0.26765740369
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
18640000.00000000
CAD
13125373.16000000
USD
2020-07-22
-605497.36000000
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02588NAA3
250000.00000000
PA
USD
251023.68000000
0.110963896613
Long
ABS-O
CORP
US
N
2
2025-02-18
Floating
0.56000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
000000000
51525.00000000
NS
893793.27000000
0.395097323112
Long
EC
CORP
CA
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-74656.10000000
-0.03300139557
N/A
DFE
JP
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10171095.39000000
USD
1089900000.00000000
JPY
2020-07-22
-74656.10000000
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
2116.00000000
NS
USD
188810.68000000
0.083462917821
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
5144.00000000
NS
USD
1235434.48000000
0.546118294143
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAS5
275000.00000000
PA
USD
324224.59000000
0.143322031946
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23000000
N
N
N
N
N
N
uniQure NV
N/A
uniQure NV
000000000
4800.00000000
NS
USD
216288.00000000
0.095609144407
Long
EC
CORP
NL
N
1
N
N
N
World Omni Auto Receivables Trust
N/A
World Omni Auto Receivables Trust 2016-B
98161PAF0
300000.00000000
PA
USD
301024.05000000
0.133066336858
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
1.73000000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
114000.00000000
PA
171573.57000000
0.075843330330
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
33114.00000000
NS
USD
931165.68000000
0.411617630039
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
8984.00000000
NS
USD
1347959.36000000
0.595859414785
Long
EC
CORP
US
N
1
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bond
000000000
20000000.00000000
PA
177455.89000000
0.078443583614
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
296000.00000000
PA
393234.02000000
0.173827342265
Long
DBT
NUSS
ES
N
2
2024-01-31
Fixed
4.80000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
23848.00000000
NS
744834.25000000
0.329250653607
Long
EC
CORP
GB
N
2
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
3481211.40000000
PA
2727205.43000000
1.205548979991
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
1394.00000000
NS
USD
412205.80000000
0.182213732882
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAB1
100000.00000000
PA
USD
100300.58000000
0.044337423423
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
1.10000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1170.00000000
NS
USD
331858.80000000
0.146696700380
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
459000.00000000
PA
USD
495182.11000000
0.218893040125
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
5941.00000000
NS
USD
1112927.53000000
0.491964644040
Long
EC
CORP
US
N
1
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
17867.00000000
NS
USD
920507.84000000
0.406906379467
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
96191.42000000
0.042520987597
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1227341.46000000
USD
12330000.00000000
SEK
2020-07-22
96191.42000000
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
4606.00000000
NS
USD
516977.44000000
0.228527568409
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-328726.74000000
-0.14531218724
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5375000.00000000
AUD
3380991.64000000
USD
2020-07-22
-328726.74000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
17045.00000000
NS
1156463.58000000
0.511209560501
Long
EC
CORP
CA
N
1
N
N
Xtrackers Harvest CSI 300 China A-Shares ETF
549300KGVW9YY7MPVQ67
Xtrackers Harvest CSI 300 China A-Shares ETF
233051879
162823.00000000
NS
USD
4837471.33000000
2.138382596144
Long
EC
RF
US
N
1
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
15824.00000000
NS
USD
507633.92000000
0.224397307123
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NBB3
130000.00000000
PA
USD
145043.42000000
0.064115796013
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.41000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
308.72000000
0.000136468297
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1060000.00000000
GBP
1313924.06000000
USD
2020-07-22
308.72000000
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
16300.00000000
NS
821970.78000000
0.363348512184
Long
EC
CORP
JP
N
2
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
33529.00000000
NS
1285931.67000000
0.568440351450
Long
EC
CORP
GB
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
11104.44000000
0.004908668106
N/A
DFE
SG
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
455332.35000000
USD
650000.00000000
SGD
2020-07-22
11104.44000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC40
36257HBP0
500000.00000000
PA
USD
553107.00000000
0.244498479044
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
170874.00000000
PA
240395.35000000
0.106265690805
Long
DBT
NUSS
IT
N
2
2041-09-15
Fixed
2.55000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
7378.00000000
NS
USD
2691494.40000000
1.189763078674
Long
EC
CORP
US
N
1
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JUL20 XSTO 20200717
000000000
-388.00000000
NC
-412890.78000000
-0.18251652523
N/A
DE
SE
N
2
Nasdaq Nordic
N/A
Short
OMXS30 Index
QCN0 Index
2020-07-17
-61100409.38000000
SEK
-412890.78000000
N
N
N
2020-07-30
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer