0001752724-21-028615.txt : 20210219
0001752724-21-028615.hdr.sgml : 20210219
20210219101845
ACCESSION NUMBER: 0001752724-21-028615
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210219
PERIOD START: 20210630
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: 21652504
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
BPGLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000002979
C000008182
C000008185
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS GLOBAL ALLOCATION FUND
S000002979
549300BJHWLZT9BPJI53
2021-06-30
2020-12-31
N
270425640.63
18109736.56
252315904.07
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7207170.05000000
0.00000000
0.00000000
3328776.19000000
AUD
EUR
NZD
USD
UST
CPS Auto Trust
549300RMJRP95RN5CL91
CPS Auto Receivables Trust 2019-B
22412AAB9
139895.30000000
PA
USD
140748.55000000
0.055782670743
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
3.09000000
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
659320.14000000
0.261307404473
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AA7
150000.00000000
PA
USD
150017.24000000
0.059456117343
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
CGDBB Commercial Mortgage Trust
N/A
CGDBB Commercial Mortgage Trust 2017-BIOC
125282AL7
141599.23000000
PA
USD
141944.72000000
0.056256747081
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
1.76000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2018-1
24704AAG1
100000.00000000
PA
USD
101097.79000000
0.040067941960
Long
ABS-O
CORP
US
N
2
2024-06-24
Fixed
3.85000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-428165.43000000
-0.16969419013
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
10265000.00000000
AUD
7489313.21000000
USD
2021-02-24
-428165.43000000
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-2
76123MAA1
86185.37000000
PA
USD
86923.52000000
0.034450273882
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.65000000
N
N
N
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
2220.00000000
NS
USD
314352.00000000
0.124586676832
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
328000.00000000
PA
USD
410410.00000000
0.162657206057
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
4222.00000000
NS
USD
939521.66000000
0.372359270598
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
157244.00000000
NS
USD
18226152.04000000
7.223544669995
Long
EC
RF
US
N
1
N
N
N
BMW Floorplan Master Owner Trust
N/A
BMW Floorplan Master Owner Trust
05564UAM2
750000.00000000
PA
USD
757867.95000000
0.300364716522
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.15000000
N
N
N
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
483061.00000000
NS
870697.67000000
0.345082357455
Long
EC
CORP
GB
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
381476.25000000
0.151189934461
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5668108.93000000
USD
20678395000.00000000
COP
2021-02-24
381476.25000000
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
3058.00000000
NS
USD
643097.40000000
0.254877869221
Long
EC
CORP
US
N
1
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
83550000.00000000
PA
827044.26000000
0.327781264145
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
12707.00000000
NS
988868.04000000
0.391916650535
Long
EC
CORP
SE
N
2
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
45400.00000000
NS
1305709.22000000
0.517489860503
Long
EC
CORP
JP
N
2
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
10121.00000000
NS
USD
560602.19000000
0.222182661083
Long
EC
CORP
US
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
43173.88000000
PA
USD
43627.69000000
0.017290899739
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BioNTech SE
09075V102
1435.00000000
NS
USD
116981.20000000
0.046362991041
Long
EC
CORP
DE
N
1
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
300178.19000000
0.118969191064
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6774353.97000000
USD
36780000.00000000
BRL
2021-02-24
300178.19000000
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
10334.00000000
NS
USD
1021825.92000000
0.404978799797
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
25473.00000000
NS
USD
1489406.31000000
0.590294264441
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
2150.00000000
NS
USD
447673.00000000
0.177425597347
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-4
30167GAA8
127416.51000000
PA
USD
127679.78000000
0.050603143892
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
2.18000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
2009.00000000
NS
USD
704516.12000000
0.279219862337
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-145097.61000000
-0.05750632744
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3780747.90000000
GBP
4110000.00000000
EUR
2021-02-24
-145097.61000000
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1971.00000000
NS
USD
457094.61000000
0.181159650512
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
220000.00000000
PA
285402.67000000
0.113113230437
Long
DBT
NUSS
FR
N
2
2026-05-25
Fixed
0.50000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2017-4 LLC
83405JAB1
100000.00000000
PA
USD
101818.25000000
0.040353480837
Long
ABS-O
CORP
US
N
2
2026-05-26
Variable
3.59000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
27322.00000000
NS
1014653.54000000
0.402136180729
Long
EC
CORP
GB
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012619
150000.00000000
PA
USD
151529.10000000
0.060055310646
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
1.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208KAF7
177441.09000000
PA
USD
178282.27000000
0.070658356102
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
3.72000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
59127.00000000
NS
USD
1784452.86000000
0.707229639993
Long
EC
CORP
US
N
1
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N109
2603.00000000
NS
USD
492878.05000000
0.195341649911
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
18900.00000000
NS
USD
1458135.00000000
0.577900551047
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2019-2 Mortgage Loan Trust
19685TAA6
44200.00000000
PA
USD
44464.11000000
0.017622396877
Long
ABS-MBS
CORP
US
N
2
2049-05-25
Variable
3.34000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
14465194.70000000
NS
USD
14465194.70000000
5.732969847190
Long
STIV
RF
US
N
2
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
5464.00000000
NS
813235.44000000
0.322308434340
Long
EC
CORP
DE
N
2
N
N
N
Madison Square Garden Entertainment Corp
N/A
Madison Square Garden Entertainment Corp
55826T102
4318.00000000
NS
USD
453562.72000000
0.179759861619
Long
EC
CORP
US
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
59042.00000000
NS
1035383.54000000
0.410352071866
Long
EC
CORP
GB
N
2
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
1980.00000000
NS
USD
395425.80000000
0.156718539585
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
25039.00000000
NS
USD
2682928.85000000
1.063321339131
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2016-2
30165MAG4
147153.44000000
PA
USD
147598.92000000
0.058497668049
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
8.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGW8
500000.00000000
PA
USD
541696.20000000
0.214689677211
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 Note/Bond
912828VB3
345000.00000000
PA
USD
358099.22000000
0.141924949725
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
129000.00000000
PA
227737.44000000
0.090258852623
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AG3
70000.00000000
PA
USD
69915.87000000
0.027709656376
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
1.06000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2019-2
24703KAB1
88259.07000000
PA
USD
88666.46000000
0.035141050789
Long
ABS-O
CORP
US
N
2
2021-12-22
Fixed
1.95000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-1
33843QAE4
118942.30000000
PA
USD
119199.85000000
0.047242305410
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
3.22000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR21 XEUR 20210319
000000000
-147.00000000
NC
-107153.84000000
-0.04246812756
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGH1 Index
2021-03-19
-5140698.60000000
EUR
-107153.84000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6184.00000000
NS
800943.50000000
0.317436787408
Long
EC
CORP
DE
N
2
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAA5
235918.35000000
PA
USD
238791.58000000
0.094639924058
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NBB3
130000.00000000
PA
USD
151274.40000000
0.059954365761
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.41000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
760000.00000000
PA
USD
810528.13000000
0.321235450055
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
16900.00000000
NS
1702979.17000000
0.674939289410
Long
EC
CORP
JP
N
2
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
325000.00000000
PA
443080.57000000
0.175605486159
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1R Mortgage Loan Trust
12597VAA3
84378.54000000
PA
USD
84503.77000000
0.033491257838
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.26000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
100000.00000000
PA
131768.19000000
0.052223497557
Long
DBT
NUSS
FR
N
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
3121.00000000
NS
USD
530226.69000000
0.210143982779
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1083796.25000000
NS
USD
1083796.25000000
0.429539411712
Long
STIV
RF
US
N
2
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
16432.00000000
NS
USD
1235357.76000000
0.489607567368
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
62581.00000000
NS
USD
1254749.05000000
0.497292889492
Long
EC
CORP
US
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
1721.00000000
NS
USD
682273.24000000
0.270404373642
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-2
03066EAE4
100000.00000000
PA
USD
101127.97000000
0.040079903156
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
0.97000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-4
80286WAF3
225000.00000000
PA
USD
225980.28000000
0.089562439923
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.01000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
-37.00000000
NC
USD
-119959.55000000
-0.04754339622
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESH1 Index
2021-03-19
-6815320.45000000
USD
-119959.55000000
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2017-2
23341TAJ5
100000.00000000
PA
USD
102273.83000000
0.040534040205
Long
ABS-O
CORP
US
N
2
2024-01-15
Fixed
6.03000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2018-2
24704DAG5
100000.00000000
PA
USD
101615.30000000
0.040273045955
Long
ABS-O
CORP
US
N
2
2023-10-22
Fixed
3.55000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
106473.38000000
PA
USD
108450.28000000
0.042981943765
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49000000
N
N
N
N
N
N
Sea Ltd
529900OM6JLLW44YKI15
Sea Ltd
81141R100
1900.00000000
NS
USD
378195.00000000
0.149889481360
Long
EC
CORP
KY
N
1
N
N
NYSE Euronext Liffe
N/A
FTSE 100 IDX FUT MAR21 XLIF 20210319
000000000
102.00000000
NC
-142153.90000000
-0.05633965109
N/A
DE
GB
N
2
NYSE Euronext Liffe
N/A
Long
FTSE 100 Index
Z H1 Index
2021-03-19
6639785.88000000
GBP
-142153.90000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
680000.00000000
PA
USD
701701.56000000
0.278104371813
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4741.16000000
0.001879057135
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1389557.40000000
USD
1140000.00000000
EUR
2021-02-24
4741.16000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAJ6
100000.00000000
PA
USD
99880.80000000
0.039585614061
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.56000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-2
03065GAG5
200000.00000000
PA
USD
205429.16000000
0.081417444039
Long
ABS-O
CORP
US
N
2
2023-04-18
Fixed
3.42000000
N
N
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
549300WY6QQ9HGWLNX87
iShares iBoxx High Yield Corporate Bond ETF
464288513
223170.00000000
NS
USD
19482741.00000000
7.721566768377
Long
EC
RF
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
24824.00000000
NS
USD
1300777.60000000
0.515535318629
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
2649.00000000
NS
USD
440449.23000000
0.174562610955
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-268605.62000000
-0.10645607972
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
9435000.00000000
CHF
10404816.28000000
USD
2021-02-24
-268605.62000000
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
11545.00000000
NS
USD
1190174.05000000
0.471699972455
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust LLC 2020-5
03464WAA0
87252.39000000
PA
USD
87859.20000000
0.034821110593
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
83000.00000000
PA
186255.86000000
0.073818517578
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
87158.89000000
PA
USD
87307.62000000
0.034602503683
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2017-1
30166JAE5
305816.20000000
PA
USD
308046.33000000
0.122087559694
Long
ABS-O
CORP
US
N
2
2022-12-15
Fixed
3.95000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2018-1
02529HAG5
335086.40000000
PA
USD
339431.30000000
0.134526319793
Long
ABS-O
CORP
US
N
2
2024-04-10
Fixed
3.93000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
6149.00000000
NS
USD
563924.79000000
0.223499502371
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AB5
100000.00000000
PA
USD
101397.13000000
0.040186578952
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2643.00000000
NS
USD
391956.90000000
0.155343715428
Long
EC
CORP
US
N
1
N
N
N
SOFI CONSUMER LOAN PROGRAM TRUST
N/A
Sofi Consumer Loan Program 2017-3 LLC
83404JAA4
122926.78000000
PA
USD
123286.99000000
0.048862155738
Long
ABS-O
CORP
US
N
2
2026-05-25
Fixed
2.77000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1305.00000000
NS
USD
2287195.20000000
0.906480789798
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
15000.00000000
NS
USD
1494900.00000000
0.592471570712
Long
EC
US
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
14100.00000000
NS
1171370.08000000
0.464247422023
Long
EC
CORP
JP
N
2
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
1990.00000000
NS
806932.81000000
0.319810522041
Long
EC
CORP
DK
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-74085.04000000
-0.02936201753
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1835000.00000000
GBP
2436121.04000000
USD
2021-02-24
-74085.04000000
N
N
N
IRISH TSY 2% 2045
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
48000.00000000
PA
84247.89000000
0.033389845285
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
6770.00000000
NS
USD
1480802.10000000
0.586884170246
Long
EC
CORP
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-3
23343CAE1
200000.00000000
PA
USD
202478.26000000
0.080247918079
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
3.79000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022614
600000.00000000
PA
USD
635039.36000000
0.251684237797
Long
ABS-MBS
USGA
US
N
2
2051-01-21
Fixed
2.50000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
1386.00000000
NS
USD
322563.78000000
0.127841239809
Long
EC
CORP
KY
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137107
15271.00000000
NS
USD
548992.45000000
0.217581389498
Long
EC
CORP
US
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
13654.00000000
NS
USD
1114166.40000000
0.441575969658
Long
EC
CORP
US
N
1
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1727304.38300000
NS
USD
21194024.78000000
8.399797411945
Long
EC
RF
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
35400.00000000
NS
908327.89000000
0.359996288520
Long
EC
CORP
JP
N
2
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
4878.00000000
NS
USD
775650.78000000
0.307412560004
Long
EC
CORP
NL
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-3
30166PAG6
100000.00000000
PA
USD
104143.70000000
0.041275123097
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
4.35000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
311511.94000000
PA
USD
312465.38000000
0.123838955436
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21000000
N
N
N
N
N
N
UK TSY 3.5% 2045
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
60000.00000000
PA
132362.78000000
0.052459150558
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
253406.02000000
0.100432044081
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3174241.14000000
USD
2435500000.00000000
CLP
2021-02-24
253406.02000000
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
5036.00000000
NS
USD
808328.36000000
0.320363618369
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD CLP
000000000
1.00000000
NC
-70651.98000000
-0.02800139779
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2435500000.00000000
CLP
3356995.18000000
USD
2021-02-24
-70651.98000000
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2019-3
02529NAC1
400000.00000000
PA
USD
401742.88000000
0.159222178832
Long
ABS-O
CORP
US
N
2
2023-08-14
Fixed
2.59000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR21 XCME 20210319
000000000
110.00000000
NC
USD
354480.50000000
0.140490747623
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini Russell 2000 Index
RTYH1 Index
2021-03-19
10506919.50000000
USD
354480.50000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
81344.16000000
0.032239014143
Long
DBT
NUSS
IT
N
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
3489393.60000000
PA
3119268.13000000
1.236255059504
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-2
23343DAE9
85292.67000000
PA
USD
85598.75000000
0.033925229689
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.67000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
100000.00000000
PA
USD
100207.63000000
0.039715146125
Long
ABS-O
CORP
US
N
2
2052-08-15
Fixed
1.28000000
N
N
N
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
141100.00000000
NS
932382.66000000
0.369529880978
Long
EC
CORP
IT
N
2
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR21 IFLL 20210329
000000000
7.00000000
NC
13969.54000000
0.005536527731
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
United Kingdom Gilt
G H1 Comdty
2021-03-29
938564.62000000
GBP
13969.54000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
14261.00000000
NS
USD
3171931.62000000
1.257127104885
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
47000.00000000
PA
USD
61050.43000000
0.024196029269
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-3
23343CAC5
30706.62000000
PA
USD
30742.96000000
0.012184313197
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
3.56000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
14496.00000000
NS
USD
1566147.84000000
0.620709124845
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
3107.00000000
NS
USD
556681.19000000
0.220628656783
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4965.00000000
NS
USD
428479.50000000
0.169818665049
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
683.00000000
NS
USD
547083.00000000
0.216824619920
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1459.00000000
NS
USD
365931.79000000
0.145029220947
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
321000.00000000
PA
USD
345864.96000000
0.137076163024
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13852 CDS USD R F 5.00000 113852_FEE CCPCDX / Short: S13852 CDS USD P V 03MEVENT 113852_PRO CCPCDX
000000000
4750000.00000000
OU
Notional Amount
USD
442980.68000000
0.175565896899
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S35.V1
2I65BRYO2
Y
sell protection
2025-12-20
193701.81000000
USD
0.00000000
USD
4750000.00000000
USD
249278.87000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-1
301656AE4
90316.91000000
PA
USD
90668.45000000
0.035934496612
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
3.03000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
1270000.00000000
PA
USD
1237456.25000000
0.490439258896
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.63000000
N
N
N
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
2031.00000000
NS
199684.67000000
0.079140738565
Long
EC
CORP
BE
N
2
N
N
N
Coupa Software Inc
549300Q95ICR2GFL2K37
Coupa Software Inc
22266L106
1591.00000000
NS
USD
539205.81000000
0.213702664517
Long
EC
CORP
US
N
1
N
N
N
Capital Auto Receivables Asset Trust / Ally
N/A
Capital Auto Receivables Asset Trust 2018-1
13976MAD6
92640.93000000
PA
USD
93172.55000000
0.036926942969
Long
ABS-O
CORP
US
N
2
2022-06-20
Fixed
2.93000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
663.00000000
NS
USD
346218.60000000
0.137216320658
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAE9
425000.00000000
PA
USD
433857.04000000
0.171949937757
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-1
26208GAG4
362656.03000000
PA
USD
369819.50000000
0.146570031470
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.81000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
9039.00000000
NS
USD
1878213.81000000
0.744389782690
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAE8
100000.00000000
PA
USD
100613.26000000
0.039875908881
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.96000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
132000.00000000
PA
205981.64000000
0.081636407645
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
2.50000000
N
N
N
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
100000.00000000
PA
USD
100334.35000000
0.039765368881
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
1.28000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
1040000.00000000
PA
852417.63000000
0.337837455447
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
10000.00000000
PA
22070.33000000
0.008747102201
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
103790.00000000
NS
USD
14336512.70000000
5.681969494884
Long
EC
RF
US
N
1
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2017-4
02529JAG1
111511.85000000
PA
USD
112968.30000000
0.044772564145
Long
ABS-O
CORP
US
N
2
2024-01-10
Fixed
3.57000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
310000.00000000
PA
286213.90000000
0.113434744058
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAJ0
100000.00000000
PA
USD
111129.98000000
0.044043985419
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.05000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
5660.00000000
NS
USD
662220.00000000
0.262456701824
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
12700.00000000
NS
USD
840867.00000000
0.333259610843
Long
EC
CORP
GB
N
1
N
N
N
Exeter Automobile Receivables Trust
549300KR7NUJOX0UJ040
Exeter Automobile Receivables Trust 2019-1
30167DAB3
70371.49000000
PA
USD
70475.51000000
0.027931457693
Long
ABS-O
CORP
US
N
2
2023-02-15
Fixed
3.45000000
N
N
N
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2020-1
12509DAD4
100000.00000000
PA
USD
101562.90000000
0.040252278339
Long
ABS-O
CORP
US
N
2
2027-12-14
Fixed
1.84000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
93000.00000000
PA
196277.24000000
0.077790276726
Long
DBT
NUSS
FR
N
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAG8
345000.00000000
PA
USD
369266.61000000
0.146350905370
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.68000000
N
N
N
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
1373.00000000
NS
USD
315515.40000000
0.125047765483
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2017-2
80285LAF8
367030.65000000
PA
USD
371470.66000000
0.147224433342
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.49000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
13849.00000000
NS
1137926.71000000
0.450992859207
Long
EC
CORP
CA
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087D50
221000.00000000
PA
187812.67000000
0.074435525850
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
2.25000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
120.00000000
NS
USD
17616.00000000
0.006981723988
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
44000.00000000
PA
85493.78000000
0.033883627080
Long
DBT
NUSS
ES
N
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
CGDBB Commercial Mortgage Trust
N/A
CGDBB Commercial Mortgage Trust 2017-BIOC
125282AA1
91354.34000000
PA
USD
91388.94000000
0.036220047379
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
0.95000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1300.00000000
NS
731271.56000000
0.289823807458
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
-30235.61000000
-0.01198323590
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
98530000.00000000
INR
1311023.88000000
USD
2021-02-24
-30235.61000000
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAE3
100000.00000000
PA
USD
100435.02000000
0.039805267278
Long
ABS-O
CORP
US
N
2
2024-01-22
Fixed
1.37000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
168908.68000000
0.066943334635
N/A
DFE
XX
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6074858.11000000
USD
5105000.00000000
EUR
2021-02-24
168908.68000000
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-1 Trust
83405RAB3
116228.60000000
PA
USD
116644.93000000
0.046229717635
Long
ABS-O
CORP
US
N
2
2027-02-25
Fixed
3.14000000
N
N
N
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
13349.00000000
NS
USD
925486.17000000
0.366796604998
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR21 XEUR 20210308
000000000
-58.00000000
NC
-31245.24000000
-0.01238338110
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXH1 Comdty
2021-03-08
-10277543.74000000
EUR
-31245.24000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
528000.00000000
PA
USD
546892.50000000
0.216749119329
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
4721.00000000
NS
USD
410632.58000000
0.162745420869
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-327574.80000000
-0.12982725017
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
12385000.00000000
NZD
8585715.48000000
USD
2021-02-24
-327574.80000000
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
77350.00000000
NS
614176.21000000
0.243415575511
Long
EC
CORP
GB
N
2
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bond
000000000
20000.00000000
PA
33470.67000000
0.013265382585
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.38000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
125559.15000000
PA
USD
126124.00000000
0.049986543838
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.47000000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02588NAA3
250000.00000000
PA
USD
251131.13000000
0.099530440193
Long
ABS-O
CORP
US
N
2
2025-02-18
Floating
0.54000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
697.00000000
NS
USD
376888.81000000
0.149371800952
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
73300.00000000
NS
1127655.49000000
0.446922081331
Long
EC
CORP
JP
N
2
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
21775.00000000
NS
1318499.91000000
0.522559176307
Long
EC
CORP
GB
N
1
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2016-D LLC
83404LAC5
98220.26000000
PA
USD
100098.17000000
0.039671764001
Long
ABS-O
CORP
US
N
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAE6
80000.38000000
PA
USD
80983.00000000
0.032095876119
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.97000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
4553.00000000
NS
874387.51000000
0.346544746445
Long
EC
CORP
FR
N
2
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
26754.00000000
NS
USD
1247003.94000000
0.494223281166
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
6000.00000000
NS
1053094.33000000
0.417371363839
Long
EC
CORP
JP
N
2
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-D
22411XAC8
240000.00000000
PA
USD
243771.94000000
0.096613782987
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.83000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
42044.02000000
0.016663246082
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6549304.26000000
USD
680200000.00000000
JPY
2021-02-24
42044.02000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020620
3450000.00000000
PA
USD
3576944.75000000
1.417645377204
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Fixed
2.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-1
23342WAG3
228237.50000000
PA
USD
231342.60000000
0.091687680510
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.81000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
991.00000000
NS
USD
699318.97000000
0.277160083339
Long
EC
CORP
US
N
1
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
15209.00000000
NS
1009818.04000000
0.400219733956
Long
EC
CORP
CH
N
2
N
N
N
IRISH TSY 1.5% 2050
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
110000.00000000
PA
179990.59000000
0.071335412114
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
115451.14000000
0.045756584558
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5824025.93000000
USD
118870000.00000000
MXN
2021-02-24
115451.14000000
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
120000.00000000
PA
USD
131770.28000000
0.052224325884
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR21 IFUS 20210319
000000000
150.00000000
NC
USD
299495.12000000
0.118698470912
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH1 Index
2021-03-19
9362004.88000000
USD
299495.12000000
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
1454.00000000
NS
USD
422488.78000000
0.167444371593
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4358.00000000
NS
USD
477157.42000000
0.189111115194
Long
EC
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
24998.00000000
NS
USD
867680.58000000
0.343886598507
Long
EC
CORP
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2017-2
23341TAG1
15591.95000000
PA
USD
15625.54000000
0.006192847833
Long
ABS-O
CORP
US
N
2
2023-01-15
Fixed
3.89000000
N
N
N
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-4
33844FAD9
56338.91000000
PA
USD
56455.79000000
0.022375042194
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
2.71000000
N
N
N
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
3479.00000000
NS
USD
525990.01000000
0.208464865478
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022618
325000.00000000
PA
USD
342544.50000000
0.135760169880
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-176907.90000000
-0.07011365401
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
9070000.00000000
CAD
6949689.38000000
USD
2021-02-24
-176907.90000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AA0
470000.00000000
PA
USD
469994.60000000
0.186272285027
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.83000000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
216000.00000000
PA
USD
221083.65000000
0.087621765585
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-A
12595MAD9
100000.00000000
PA
USD
102145.43000000
0.040483151617
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.66000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
95437.88000000
PA
USD
97215.07000000
0.038529109117
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
9151.00000000
NS
USD
483630.35000000
0.191676522248
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-44.00000000
NC
USD
5435.76000000
0.002154346956
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-6885248.26000000
USD
5435.76000000
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAA9
86703.31000000
PA
USD
87162.31000000
0.034544913179
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1683.00000000
NS
USD
926373.69000000
0.367148354525
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-2
33844HAE3
270484.19000000
PA
USD
272279.45000000
0.107912123495
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
2.96000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
000000000
42309.00000000
NS
1016758.83000000
0.402970567292
Long
EC
CORP
CA
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
8158.00000000
NS
USD
1154030.68000000
0.457375322516
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
29318.00000000
NS
1380906.98000000
0.547292880759
Long
EC
CORP
GB
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208KAG5
175000.00000000
PA
USD
181143.55000000
0.071792363096
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
4.30000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAF6
140351.47000000
PA
USD
141432.58000000
0.056053771370
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.66000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
10488.00000000
NS
1132480.39000000
0.448834327021
Long
EC
CORP
NL
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
24018.00000000
NS
USD
1127645.10000000
0.446917963477
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAS5
275000.00000000
PA
USD
327892.32000000
0.129953092417
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
196000.00000000
PA
USD
209551.56000000
0.083051268913
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.63000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED GBP / SOLD EUR
000000000
1.00000000
NC
N/A
1924.71000000
0.000762817550
N/A
DFE
GB
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4080000.00000000
EUR
3649263.79000000
GBP
2021-02-24
1924.71000000
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
2455.00000000
NS
USD
670607.80000000
0.265781026555
Long
EC
CORP
US
N
1
N
N
N
Hoya Corp
353800X4VR3BHEUCJB42
Hoya Corp
000000000
6600.00000000
NS
914065.70000000
0.362270346520
Long
EC
CORP
JP
N
2
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
200000.00000000
PA
USD
224410.52000000
0.088940299196
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.04000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-2
80285FAF1
365107.14000000
PA
USD
368163.34000000
0.145913647955
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.35000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
40000.00000000
PA
87351.01000000
0.034619700379
Long
DBT
NUSS
NL
N
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
46031.00000000
NS
USD
653179.89000000
0.258873848007
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2016-2
33843NAG6
32052.01000000
PA
USD
32381.60000000
0.012833753036
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
6.22000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
18246.00000000
NS
USD
1073047.26000000
0.425279279938
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR21 XSFE 20210315
000000000
185.00000000
NC
62480.06000000
0.024762632474
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
10 Year Commonwealth Treasury Bond
XMH1 Comdty
2021-03-15
27156521.85000000
AUD
62480.06000000
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bond
000000000
20000000.00000000
PA
182011.52000000
0.072136364400
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
13328.00000000
NS
1013603.01000000
0.401719825682
Long
EC
CORP
DE
N
2
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
2810.00000000
NS
USD
858005.40000000
0.340052048309
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
26093.00000000
NS
928718.23000000
0.368077562697
Long
EC
CORP
IT
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
82990.83000000
PA
USD
84915.31000000
0.033654362895
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64000000
N
N
N
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
60588.00000000
NS
648695.09000000
0.257096393662
Long
EC
CORP
SE
N
2
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust 2020-MF1
03881BAL7
500000.00000000
PA
USD
553126.55000000
0.219219851415
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
3.60000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2020-2
24704GAF0
100000.00000000
PA
USD
100898.03000000
0.039988771366
Long
ABS-O
CORP
US
N
2
2026-03-23
Fixed
1.92000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
13300.00000000
NS
1032545.66000000
0.409227338960
Long
EC
CORP
JP
N
2
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-2
24380NAA7
76678.21000000
PA
USD
77084.30000000
0.030550709945
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Fixed
1.69000000
N
N
N
N
N
N
ZYMEWORKS INC
894500AHOYAGYLYZJL67
Zymeworks Inc
98985W102
3974.00000000
NS
USD
187811.24000000
0.074434959101
Long
EC
CORP
CA
N
1
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAA9
104129.70000000
PA
USD
105157.60000000
0.041676960629
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAC5
210000.00000000
PA
USD
235922.97000000
0.093503011976
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.20000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR21 XMOD 20210318
000000000
-25.00000000
NC
44410.40000000
0.017601110070
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTH1 Index
2021-03-18
-5201030.00000000
CAD
44410.40000000
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
8185.00000000
NS
USD
875631.30000000
0.347037695950
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAE4
125000.00000000
PA
USD
128995.10000000
0.051124442779
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.37000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
148452.77000000
PA
USD
150177.73000000
0.059519724114
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.34000000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
Sampo Oyj
000000000
31744.00000000
NS
1357168.67000000
0.537884710439
Long
EC
CORP
FI
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
302000.00000000
PA
USD
360099.61000000
0.142717761421
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-2
26208JAG8
150000.00000000
PA
USD
154335.90000000
0.061167725660
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
4.14000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
15696.83000000
0.006221102097
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2408817.29000000
USD
9055000.00000000
PLN
2021-02-24
15696.83000000
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAD1
100000.00000000
PA
USD
101555.36000000
0.040249290021
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.32000000
N
N
N
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
000000000
12808.00000000
NS
USD
608892.32000000
0.241321418974
Long
EC
CORP
BM
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAA9
90151.54000000
PA
USD
90809.88000000
0.035990549361
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.50000000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
83558.44000000
PA
USD
84204.51000000
0.033372652552
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAG9
150000.00000000
PA
USD
154675.44000000
0.061302295061
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.48000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
165000.00000000
PA
225015.12000000
0.089179919446
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
87257.64000000
PA
USD
87843.35000000
0.034814828785
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-71173.78000000
-0.02820820204
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1814263.79000000
GBP
2410666.00000000
USD
2021-02-24
-71173.78000000
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
6434.00000000
NS
USD
1309640.70000000
0.519048018327
Long
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
36741.00000000
NS
USD
795810.06000000
0.315402258503
Long
EC
CORP
PA
N
1
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
96019.39000000
PA
USD
96162.29000000
0.038111862331
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
30441.00000000
NS
USD
1386891.96000000
0.549664899290
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
20759.00000000
NS
USD
803580.89000000
0.318482060400
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022626
1175000.00000000
PA
USD
1236272.89000000
0.489970259527
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Fixed
2.50000000
N
N
N
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
8667.00000000
NS
946683.09000000
0.375197549868
Long
EC
CORP
KR
N
2
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020414
425000.00000000
PA
USD
444260.86000000
0.176073268800
Long
ABS-MBS
USGSE
US
N
2
2036-01-15
Fixed
2.00000000
N
N
N
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
792.00000000
NS
USD
25922.16000000
0.010273692455
Long
EC
CORP
US
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAB1
29574.75000000
PA
USD
29657.70000000
0.011754193660
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.35000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
8311.00000000
NS
USD
1615076.63000000
0.640101001937
Long
EC
CORP
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-2
26208JAF0
15794.03000000
PA
USD
15812.75000000
0.006267044504
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
3.63000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
2203.00000000
NS
USD
1284216.82000000
0.508971808469
Long
EC
CORP
US
N
1
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-2
92838TAA9
92204.36000000
PA
USD
92632.63000000
0.036712957251
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.48000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-1
80285TAF1
330098.42000000
PA
USD
331670.84000000
0.131450627824
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
2.96000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
27400.00000000
NS
991588.35000000
0.392994787092
Long
EC
CORP
JP
N
2
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
37000.00000000
PA
49363.47000000
0.019564153191
Long
DBT
NUSS
AT
N
2
2025-10-20
Fixed
1.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
63.00000000
NC
USD
6798.64000000
0.002694495230
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
8692123.24000000
USD
6798.64000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
226000.00000000
PA
USD
232638.75000000
0.092201381778
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
25935.00000000
NS
USD
3441315.15000000
1.363891492565
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
37659.00000000
NS
1147195.27000000
0.454666254284
Long
EC
CORP
AT
N
2
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-2061.95000000
-0.00081720968
N/A
DFE
CH
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2524767.92000000
USD
2230000.00000000
CHF
2021-02-24
-2061.95000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
139.00000000
NC
USD
29190.84000000
0.011569163706
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
30686551.28000000
USD
29190.84000000
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
2736.00000000
NS
USD
320276.16000000
0.126934590659
Long
EC
CORP
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
357882.10000000
0.141838898867
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAC8
235000.00000000
PA
USD
239671.96000000
0.094988843800
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.74000000
N
N
N
N
N
N
SoFi Consumer Loan Program Trust
N/A
Sofi Consumer Loan Program 2018-2 Trust
78471WAC9
260000.00000000
PA
USD
265650.19000000
0.105284758398
Long
ABS-O
CORP
US
N
2
2027-04-26
Fixed
3.79000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM2
64830QAA2
145409.27000000
PA
USD
146521.64000000
0.058070711214
Long
ABS-MBS
CORP
US
N
2
2049-04-25
Variable
3.60000000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
55000.00000000
PA
117615.27000000
0.046614291094
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DV74
150000.00000000
PA
USD
155808.88000000
0.061751509709
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
717000.00000000
PA
USD
904876.41000000
0.358628368407
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.88000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
13908.00000000
NS
1309547.88000000
0.519011231109
Long
EC
CORP
CH
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
262444.67000000
0.104014319258
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4999935.77000000
USD
77840000.00000000
ZAR
2021-02-24
262444.67000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAA9
93229.55000000
PA
USD
93360.44000000
0.037001409143
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.22000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
111117.00000000
NS
1354084.94000000
0.536662540156
Long
EC
CORP
HK
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
116000.00000000
PA
USD
118813.91000000
0.047089346364
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.63000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-2
92537GAA1
137797.85000000
PA
USD
138859.07000000
0.055033815847
Long
ABS-MBS
CORP
US
N
2
2059-05-25
Variable
3.21000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
19613.00000000
NS
755421.46000000
0.299395102652
Long
EC
CORP
GB
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
365505.75000000
0.144860369126
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
7346084.99000000
USD
66130000.00000000
NOK
2021-02-24
365505.75000000
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
11100000.00000000
PA
101496.93000000
0.040226132543
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
296000.00000000
PA
421544.30000000
0.167070047190
Long
DBT
NUSS
ES
N
2
2024-01-31
Fixed
4.80000000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
3495.00000000
NS
USD
546058.80000000
0.216418700205
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
343.00000000
NS
USD
763953.61000000
0.302776637412
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
32821.00000000
NS
USD
1006620.07000000
0.398952287098
Long
EC
CORP
US
N
1
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
10492.00000000
NS
USD
1153910.16000000
0.457327556997
Long
EC
CORP
IE
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
9248.00000000
NS
USD
1204921.92000000
0.477544974598
Long
EC
CORP
JE
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
7883.98000000
0.003124646474
N/A
DFE
SG
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
483964.04000000
USD
650000.00000000
SGD
2021-02-24
7883.98000000
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1031.00000000
NS
USD
374582.92000000
0.148457910879
Long
EC
CORP
US
N
1
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAA5
92813.89000000
PA
USD
92812.59000000
0.036784280539
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.96000000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
17918.00000000
NS
USD
1294754.68000000
0.513148263393
Long
EC
CORP
IN
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
209666.03000000
PA
USD
211325.39000000
0.083754288410
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.51000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
20958.00000000
NS
USD
1374425.64000000
0.544724140583
Long
EC
CORP
BM
N
1
N
N
N
Vanguard Emerging Markets Government Bond ETF
549300JYQ3EMXCXKZG97
Vanguard Emerging Markets Government Bond ETF
921946885
81100.00000000
NS
USD
6674530.00000000
2.645306892009
Long
EC
RF
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
978.00000000
NS
USD
3185277.54000000
1.262416474197
Long
EC
CORP
US
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087C93
54000.00000000
PA
64746.55000000
0.025660907202
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAA4
690000.00000000
PA
USD
690685.31000000
0.273738317267
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.06000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
69000.00000000
PA
166468.06000000
0.065976047214
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
32395.00000000
NS
1069755.37000000
0.423974609901
Long
EC
CORP
GB
N
2
N
N
N
PPD Inc
N/A
PPD Inc
69355F102
13963.00000000
NS
USD
477813.86000000
0.189371281117
Long
EC
CORP
US
N
1
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAD3
216000.00000000
PA
USD
221123.65000000
0.087637618728
Long
ABS-O
CORP
US
N
2
2028-01-14
Fixed
4.40000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAB1
66039.88000000
PA
USD
66226.69000000
0.026247528963
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
1.10000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
150000.00000000
PA
259533.45000000
0.102860519615
Long
DBT
NUSS
IT
N
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
114000.00000000
PA
184539.32000000
0.073138203745
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAE6
75000.00000000
PA
USD
76005.11000000
0.030122996122
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
912810QY7
201000.00000000
PA
USD
248604.02000000
0.098528874315
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Capital Auto Receivables Asset Trust / Ally
N/A
Capital Auto Receivables Asset Trust 2017-1
13975WAD5
51275.10000000
PA
USD
51349.69000000
0.020351348912
Long
ABS-O
CORP
US
N
2
2022-03-21
Fixed
2.22000000
N
N
N
N
N
N
UK TSY 1% 2024
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
90000.00000000
PA
127619.40000000
0.050579213573
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR21 XOSE 20210311
000000000
65.00000000
NC
218742.55000000
0.086693920784
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH1 Index
2021-03-11
1152984505.00000000
JPY
218742.55000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
459000.00000000
PA
USD
489695.63000000
0.194080365962
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
144000.00000000
PA
221021.48000000
0.087597125838
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBL7
100000.00000000
PA
USD
104950.89000000
0.041595035551
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.37000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR21 XSFE 20210318
000000000
-13.00000000
NC
9602.71000000
0.003805828267
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPH1 Index
2021-03-18
-2138806.28000000
AUD
9602.71000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
971000.00000000
PA
USD
1003581.60000000
0.397748054645
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.38000000
N
N
N
N
N
N
2021-01-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer