0001752724-21-028618.txt : 20210219
0001752724-21-028618.hdr.sgml : 20210219
20210219101850
ACCESSION NUMBER: 0001752724-21-028618
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: 21652507
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
S000003135
UBS DYNAMIC ALPHA FUND
C000008503
CLASS A
BNAAX
C000008506
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1
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2020-12-31
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USD
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Eurex Deutschland
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STOXX Europe 600 Banks Index
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Oncor Electric Delivery Co LLC
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2028-11-15
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Italian Derivatives Market
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Canal de Isabel II Gestion SA
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2025-02-26
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Royal Bank of Canada
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Royal Bank of Canada
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DBT
CORP
CA
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2021-07-15
Fixed
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N
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Ausgrid Finance Pty Ltd
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Ausgrid Finance Pty Ltd
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DBT
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AU
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2024-10-30
Fixed
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Altria Group Inc
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USD
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DBT
CORP
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2
2026-02-14
Fixed
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N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
Q04578AD4
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PA
USD
16543.58000000
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Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
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N
N
N
N
N
GOLDMAN SACHS GROUP INC
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Goldman Sachs Group Inc/The
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90000.00000000
PA
USD
100081.88000000
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DBT
CORP
US
N
2
2025-04-01
Fixed
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N
N
N
N
N
Bank of America, National Association
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000000000
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NC
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DFE
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Bank of America, National Association
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EUR
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N
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ENABLE MIDSTREAM PARTNER
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Enable Midstream Partners LP
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USD
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DBT
CORP
US
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2
2024-05-15
Fixed
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N
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Banco Santander SA
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Banco Santander SA
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200000.00000000
PA
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DBT
CORP
ES
N
2
2023-01-19
Fixed
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N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
260000.00000000
PA
326719.56000000
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Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AP0
20000.00000000
PA
USD
23247.99000000
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Long
DBT
CORP
US
N
2
2028-01-15
Fixed
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N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
25000.00000000
PA
USD
25537.26000000
0.072584573766
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
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N
N
N
N
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PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAH6
40000.00000000
PA
USD
49928.79000000
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Long
DBT
CORP
US
N
2
2043-06-01
Fixed
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State Street Global Advisors
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State Street Institutional US Government Money Market Fund
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1559628.34000000
NS
USD
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4.432932831989
Long
STIV
RF
US
N
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N
N
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Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AX7
45000.00000000
PA
USD
49713.23000000
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Long
DBT
CORP
US
N
2
2026-11-15
Fixed
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CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
35000.00000000
PA
USD
42285.58000000
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Long
DBT
CORP
US
N
2
2028-10-15
Fixed
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The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR21 XMOD 20210322
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NC
1049.84000000
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DIR
CA
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The Montreal Exchange / Bourse De Montreal
N/A
Long
10 Year Canadian Bond
CNH1 Comdty
2021-03-22
296863.66000000
CAD
1049.84000000
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
25000.00000000
PA
USD
28667.32000000
0.081481145715
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
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N
N
N
N
N
State Street Bank and Trust Company
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PURCHASED SEK / SOLD USD
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NC
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N/A
DFE
SE
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State Street Bank and Trust Company
571474TGEMMWANRLN572
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SEK
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N
N
BPCE SA
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BPCE SA
000000000
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PA
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Long
DBT
CORP
FR
N
2
2026-03-23
Fixed
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N
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CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
35000.00000000
PA
USD
36605.80000000
0.104044693533
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
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N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR21 XEUR 20210319
000000000
-15.00000000
NC
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-0.02675167800
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DE
DE
N
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Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGH1 Index
2021-03-19
-525807.00000000
EUR
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N
N
N
IRISH TSY 1% 2026
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
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PA
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Long
DBT
NUSS
IE
N
2
2026-05-15
Fixed
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N
N
N
N
N
Redexis Gas Finance BV
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Redexis Gas Finance BV
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PA
132588.13000000
0.376855344016
Long
DBT
CORP
NL
N
2
2027-04-27
Fixed
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N
N
N
N
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State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
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NC
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N/A
DFE
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State Street Bank and Trust Company
571474TGEMMWANRLN572
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USD
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NOK
2021-01-21
215580.19000000
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N
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CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
35000.00000000
PA
USD
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Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
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N
N
N
N
State Street Bank and Trust Company
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PURCHASED USD / SOLD AUD
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DFE
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S+P/TSX 60 IX FUT MAR21 XMOD 20210318
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416093.60000000
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-3561.63000000
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N
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State Street Global Advisors
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State Street Navigator Securities Lending Government Money Market Portfolio
857492706
465062.50000000
NS
USD
465062.50000000
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STIV
RF
US
N
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N
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NYSE Euronext Liffe
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FTSE 100 IDX FUT MAR21 XLIF 20210319
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DE
GB
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NYSE Euronext Liffe
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Long
FTSE 100 Index
Z H1 Index
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GBP
-18117.65000000
N
N
N
WILLIAMS COMPANIES INC
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Williams Cos Inc/The
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Long
DBT
CORP
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N
2
2024-03-04
Fixed
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N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
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Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
40000.00000000
PA
USD
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0.111986650345
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
iShares MSCI International Value Factor ETF
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iShares MSCI International Value Factor ETF
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USD
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EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
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PURCHASED USD / SOLD CLP
000000000
1.00000000
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-0.03332893252
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DFE
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Morgan Stanley & Co. International PLC
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456900000.00000000
CLP
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2021-01-21
-11726.04000000
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N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
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-0.00973186729
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DFE
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N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2110000.00000000
NOK
242661.97000000
USD
2021-01-21
-3423.94000000
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N
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GENERAL ELECTRIC CO
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General Electric Co
369604BV4
10000.00000000
PA
USD
11287.36000000
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Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
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Costco Wholesale Corp
22160KAP0
10000.00000000
PA
USD
10241.24000000
0.029108684339
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DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
CVS Health Corp
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CVS Health Corp
126650DC1
17000.00000000
PA
USD
17093.22000000
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Long
DBT
CORP
US
N
2
2021-03-09
Fixed
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N
N
N
N
N
United States Treasury
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United States Treasury Bill
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1200000.00000000
PA
USD
1199464.00000000
3.409237451012
Long
STIV
UST
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
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DFE
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State Street Bank and Trust Company
571474TGEMMWANRLN572
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-27815.55000000
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N
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BONOS Y OBLIG DEL ESTADO
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Spain Government Bond
000000000
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PA
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Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBF5
35000.00000000
PA
USD
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Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
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Natwest Group PLC
780097BJ9
200000.00000000
PA
USD
218348.38000000
0.620611768643
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.52000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBM2
20000.00000000
PA
USD
21718.09000000
0.061729343934
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.65000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
40000.00000000
PA
USD
47685.01000000
0.135535140649
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.88000000
N
N
N
N
N
N
Credit Logement SA
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Credit Logement SA
000000000
100000.00000000
PA
109131.47000000
0.310184461232
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DBT
CORP
FR
N
2
2021-03-16
Variable
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N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SF8
1090000.00000000
PA
USD
1112864.45000000
3.163095483349
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.00000000
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N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED JPY / SOLD USD
000000000
1.00000000
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-2566.11000000
-0.00729365642
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DFE
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
611860.98000000
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62900000.00000000
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2021-01-21
-2566.11000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJH4
220000.00000000
PA
USD
232882.37000000
0.661921739614
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
123660.31000000
0.351479794354
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
35000.00000000
PA
USD
36824.29000000
0.104665707828
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
50000.00000000
PA
USD
53370.93000000
0.151696235444
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDM5
10000.00000000
PA
USD
10500.71000000
0.029846176120
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
AXA SA
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AXA SA
000000000
100000.00000000
PA
142639.38000000
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DBT
CORP
FR
N
2
2049-05-28
Fixed
3.25000000
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N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
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000000000
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NC
-84120.45000000
-0.23909561982
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2960000.00000000
CHF
3261065.12000000
USD
2021-01-21
-84120.45000000
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
725472.00000000
PA
764858.31000000
2.173957363597
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
-2670.17000000
-0.00758942624
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
23800000.00000000
TWD
844420.79000000
USD
2021-01-21
-2670.17000000
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
25000.00000000
PA
USD
28469.55000000
0.080919023891
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
40000.00000000
PA
USD
39470.80000000
0.112187885239
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
50000.00000000
PA
USD
55451.75000000
0.157610551733
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
209000.00000000
0.594040860969
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-771.01000000
-0.00219144231
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3920000.00000000
MXN
195854.75000000
USD
2021-01-21
-771.01000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
60000.00000000
PA
USD
61710.77000000
0.175400569099
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
N
N
N
N
N
N
NET4GAS sro
529900ND5BL2CXRIPT15
NET4GAS sro
000000000
100000.00000000
PA
123681.88000000
0.351541102782
Long
DBT
CORP
CZ
N
2
2021-07-28
Fixed
2.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP NZ
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp/New Zealand
96122UAA2
80000.00000000
PA
USD
84503.23000000
0.240183595712
Long
DBT
CORP
AU
N
2
2027-09-21
Fixed
5.00000000
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
97379.19000000
0.276780946737
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
2197397.04000000
USD
11920000.00000000
BRL
2021-01-21
97379.19000000
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
35000.00000000
PA
USD
37498.88000000
0.106583095505
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
-13.00000000
NC
USD
-2659.61000000
-0.00755941155
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
-1792356.02000000
USD
-2659.61000000
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
15000.00000000
PA
USD
16531.80000000
0.046988347872
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
35000.00000000
PA
USD
38956.88000000
0.110727170028
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
40000.00000000
PA
57360.75000000
0.163036503903
Long
DBT
CORP
GB
N
2
2021-08-07
Fixed
9.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
80000.00000000
PA
USD
91233.50000000
0.259313047316
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
71.92000000
0.000204418271
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1730000.00000000
SEK
210385.75000000
USD
2021-01-21
71.92000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED RUB / SOLD USD
000000000
1.00000000
NC
21780.59000000
0.061906987732
N/A
DFE
RU
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
527864.74000000
USD
40686600.00000000
RUB
2021-01-21
21780.59000000
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
207141.31000000
0.588757904950
Long
DBT
CORP
HK
N
2
2023-03-14
Fixed
4.63000000
N
N
N
N
N
N
PHOENIX GROUP HOLDINGS
21380031B1D56JRCE375
Phoenix Group Holdings PLC
000000000
150000.00000000
PA
213781.26000000
0.607630639949
Long
DBT
CORP
KY
N
2
2022-07-20
Fixed
4.13000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 MAR21 XEUR 20210319
000000000
-34.00000000
NC
-14993.45000000
-0.04261589448
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
STOXX EUROPE 600
SXOH1 Index
2021-03-19
-665412.30000000
EUR
-14993.45000000
N
N
N
CNOOC PETROLEUM NORTH
549300I04PB7X2824122
CNOOC Petroleum North America ULC
65334HAG7
35000.00000000
PA
USD
48070.31000000
0.136630279136
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AY7
40000.00000000
PA
USD
44833.19000000
0.127429410466
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
6.10000000
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
690000.00000000
PA
565546.31000000
1.607452712490
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-1.15000000
-0.00000326864
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
365000.00000000
HKD
47083.78000000
USD
2021-01-21
-1.15000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
100000.00000000
PA
140547.66000000
0.399478722266
Long
DBT
CORP
GB
N
2
2023-10-06
Fixed
2.38000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Y4
4800000.00000000
PA
USD
4798526.69000000
13.63885610675
Long
STIV
UST
US
N
2
2021-05-20
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
15.00000000
NC
USD
3962.48000000
0.011262559955
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
1888498.47000000
USD
3962.48000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD BRL
000000000
1.00000000
NC
6965.10000000
0.019796909094
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
1100000.00000000
BRL
218731.36000000
USD
2021-01-21
6965.10000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
20000.00000000
PA
USD
23441.11000000
0.066626685007
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BH1
70000.00000000
PA
USD
80946.72000000
0.230074924600
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
90000.00000000
PA
USD
94770.13000000
0.269365213489
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
USD
107500.00000000
0.305547332795
Long
DBT
CORP
FR
N
2
2024-01-22
Fixed
5.63000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCS6
25000.00000000
PA
USD
25782.97000000
0.073282955488
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MAX1
15000.00000000
PA
12995.40000000
0.036936835428
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
20000.00000000
PA
USD
22433.60000000
0.063763038558
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
TRANSPORT ET INFRASTRUCT
969500Y0L922VYT3UI51
Terega SA
000000000
100000.00000000
PA
134304.55000000
0.381733925904
Long
DBT
CORP
FR
N
2
2025-08-05
Fixed
2.20000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
35000.00000000
PA
USD
38207.20000000
0.108596353986
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
60000.00000000
PA
USD
73480.39000000
0.208853369090
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
25000.00000000
PA
USD
28465.85000000
0.080908507379
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HD6
130000.00000000
PA
USD
142948.17000000
0.406301693687
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.88000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13853 CDS USD R F 5.00000 113853_FEE CCPCDX / Short: S13853 CDS USD P V 03MEVENT 113853_PRO CCPCDX
000000000
1160000.00000000
OU
Notional Amount
USD
108180.54000000
0.307481632161
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S35.V1
2I65BRYO2
Y
sell protection
2025-12-20
47304.02000000
USD
0.00000000
USD
1160000.00000000
USD
60876.52000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDQ9
100000.00000000
PA
140016.25000000
0.397968295213
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.13000000
N
N
N
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
000000000
47000000.00000000
PA
456535.66000000
1.297611658036
Long
DBT
NUSS
JP
N
2
2022-05-01
Fixed
0.10000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
35000.00000000
PA
USD
39382.86000000
0.111937933310
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.63000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-15779.12000000
-0.04484900492
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
953000000.00000000
KRW
861702.61000000
USD
2021-01-21
-15779.12000000
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
30000.00000000
PA
USD
37728.45000000
0.107235602493
Long
DBT
CORP
US
N
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAH6
35000.00000000
PA
USD
38273.33000000
0.108784315336
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
Tauron Polska Energia SA
259400NAPDFBOTNCRL54
Tauron Polska Energia SA
000000000
100000.00000000
PA
127242.49000000
0.361661427327
Long
DBT
CORP
PL
N
2
2027-07-05
Fixed
2.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
47606.27000000
0.135311337886
N/A
DFE
CL
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
595371.50000000
USD
456900000.00000000
CLP
2021-01-21
47606.27000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DC9
50000.00000000
PA
USD
57070.21000000
0.162210701837
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.88000000
N
N
N
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
000000000
910000.00000000
PA
1147691.80000000
3.262085287078
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
25000.00000000
PA
USD
25865.33000000
0.073517047380
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.67000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
200000.00000000
PA
USD
211250.00000000
0.600436037702
Long
DBT
CORP
FR
N
2
2029-03-13
Fixed
5.25000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR21 XEUR 20210308
000000000
-5.00000000
NC
-2143.81000000
-0.00609335281
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXH1 Comdty
2021-03-08
-886445.15000000
EUR
-2143.81000000
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
55000.00000000
PA
USD
57407.70000000
0.163169949924
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEA0
115000.00000000
PA
USD
115712.85000000
0.328890722675
Long
DBT
CORP
US
N
2
2021-04-21
Fixed
2.50000000
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
35000.00000000
PA
USD
40202.51000000
0.114267625136
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
560000.00000000
PA
USD
561946.87000000
1.597222021405
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
90000.00000000
PA
USD
100456.63000000
0.285527956819
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
100000.00000000
PA
129036.79000000
0.366761367599
Long
DBT
CORP
NL
N
2
2024-03-26
Fixed
2.63000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
000000000
100000.00000000
PA
128992.08000000
0.366634288332
Long
DBT
CORP
FR
N
2
2025-03-13
Fixed
1.38000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
60000.00000000
PA
USD
71509.79000000
0.203252331192
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AL0
35000.00000000
PA
USD
37510.90000000
0.106617259960
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
20000.00000000
PA
USD
23583.78000000
0.067032196057
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
35000.00000000
PA
USD
39252.91000000
0.111568576325
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
15000.00000000
PA
USD
16426.55000000
0.046689195716
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
25000.00000000
PA
USD
30704.26000000
0.087270741846
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
200000.00000000
PA
USD
201500.00000000
0.572723605192
Long
DBT
CORP
SG
N
2
2021-09-07
Fixed
3.60000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED KRW / SOLD USD
000000000
1.00000000
NC
15662.23000000
0.044516768391
N/A
DFE
KR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
861819.50000000
USD
953000000.00000000
KRW
2021-01-21
15662.23000000
N
N
N
iShares MSCI USA Value Factor ETF
549300QCMVXVCAPD3O82
iShares MSCI USA Value Factor ETF
46432F388
10398.00000000
NS
USD
903690.18000000
2.568559294625
Long
EC
RF
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
6859.75000000
0.019497472708
N/A
DFE
PL
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1060002.89000000
USD
3985000.00000000
PLN
2021-01-21
6859.75000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
126006.36000000
0.358147974076
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
1.13000000
N
N
N
N
N
N
ANGLIAN WATER SERV FIN
213800DL377MH46PDY63
Anglian Water Services Financing PLC
000000000
100000.00000000
PA
156893.78000000
0.445939311731
Long
DBT
CORP
GB
N
2
2026-02-22
Fixed
4.50000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
1756.15000000
0.004991506497
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
268503.42000000
USD
27900000.00000000
JPY
2021-01-21
1756.15000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR21 IFUS 20210319
000000000
54.00000000
NC
USD
107818.24000000
0.306451866592
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH1 Index
2021-03-19
3370321.76000000
USD
107818.24000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
1536.70000000
0.004367763593
N/A
DFE
NZ
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
189150.38000000
USD
265000.00000000
NZD
2021-01-21
1536.70000000
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty Ltd
000000000
30000.00000000
PA
25218.91000000
0.071679727316
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
TEVA PHARM FIN IV BV
549300P1YOE2RRPSGG38
Teva Pharmaceutical Finance IV BV
88166JAA1
20000.00000000
PA
USD
20187.50000000
0.057378946798
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AA2
15000.00000000
PA
USD
16311.12000000
0.046361108938
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.75000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AQ4
120000.00000000
PA
USD
127007.98000000
0.360994879374
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
100000.00000000
PA
126440.78000000
0.359382726377
Long
DBT
CORP
FR
N
2
2024-04-17
Fixed
1.00000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
13007.69000000
0.036971767305
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
623996.11000000
USD
2564000.00000000
MYR
2021-01-21
13007.69000000
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
25000.00000000
PA
USD
29351.85000000
0.083426785861
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
5000.00000000
PA
USD
5492.07000000
0.015610114790
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-4.00000000
NC
USD
1181.66000000
0.003358633128
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-626619.16000000
USD
1181.66000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
85000.00000000
PA
USD
97295.02000000
0.276541710281
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
143398.32000000
0.407581155379
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AH6
10000.00000000
PA
USD
10774.87000000
0.030625421299
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAL3
35000.00000000
PA
USD
38714.44000000
0.110038082629
Long
DBT
US
N
2
2024-08-15
Fixed
3.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD GBP
000000000
1.00000000
NC
N/A
-31404.95000000
-0.08926231357
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
818250.87000000
GBP
890000.00000000
EUR
2021-01-21
-31404.95000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282P4
1010000.00000000
PA
USD
1037853.90000000
2.949892939312
Long
DBT
UST
US
N
2
2022-07-31
Fixed
1.88000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NS0
15000.00000000
PA
USD
17531.62000000
0.049830137028
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
25000.00000000
PA
USD
27693.83000000
0.078714194338
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
GLOBALWORTH REAL ESTATE
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd
000000000
100000.00000000
PA
128867.47000000
0.366280109233
Long
DBT
GG
N
2
2025-03-29
Fixed
3.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAE2
35000.00000000
PA
USD
49083.78000000
0.139510865697
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.63000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
50000.00000000
PA
USD
53663.06000000
0.152526556768
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
35000.00000000
PA
48677.56000000
0.138356266278
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.38000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
34540UAC3
100000.00000000
PA
126288.08000000
0.358948707049
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02000000
N
N
N
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines 2016-1 Class B Pass Through Trust
90933HAA3
39294.00000000
PA
USD
38534.97000000
0.109527974910
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
25000.00000000
PA
USD
27755.55000000
0.078889621141
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
100000.00000000
PA
112964.46000000
0.321078971661
Long
DBT
CORP
NL
N
2
2024-10-15
Fixed
1.13000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
520000.00000000
PA
446170.70000000
1.268151324245
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
70000000.00000000
PA
692712.22000000
1.968896476424
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.40000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAL6
25000.00000000
PA
USD
26599.69000000
0.075604319373
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
10000.00000000
PA
USD
11422.91000000
0.032467345890
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japanese Government CPI Linked Bond
000000000
22977230.00000000
PA
223441.35000000
0.635087521196
Long
DBT
NUSS
JP
N
2
2029-03-10
Fixed
0.10000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
45000.00000000
PA
USD
52726.50000000
0.149864571559
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
20000.00000000
PA
USD
21473.95000000
0.061035424623
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
100000.00000000
PA
115904.05000000
0.329434170582
Long
DBT
FR
N
2
2026-01-25
Fixed
2.88000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
-1.00000000
NC
USD
1990.73000000
0.005658253412
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
-215553.23000000
USD
1990.73000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR21 IFLL 20210329
000000000
-5.00000000
NC
-9645.39000000
-0.02741509942
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G H1 Comdty
2021-03-29
-670646.70000000
GBP
-9645.39000000
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
Q8351LAC7
45000.00000000
PA
USD
45170.23000000
0.128387379518
Long
DBT
AU
N
2
2021-04-28
Fixed
2.38000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KM2
25000.00000000
PA
USD
26110.68000000
0.074214405874
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
127826.13000000
0.363320307749
Long
DBT
CORP
NL
N
2
2024-06-27
Fixed
3.38000000
N
N
N
N
N
N
ORIGIN ENERGY FINANCE LT
5493002W5C9Z753C7Q57
Origin Energy Finance Ltd
Q7162LAA2
45000.00000000
PA
USD
46577.20000000
0.132386411433
Long
DBT
CORP
AU
N
2
2021-10-14
Fixed
5.45000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
15000.00000000
PA
USD
16891.46000000
0.048010609767
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
50000.00000000
PA
USD
59787.40000000
0.169933773067
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
194.29000000
0.000552230616
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2630000.00000000
ZAR
178736.82000000
USD
2021-01-21
194.29000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
35243.35000000
0.100172200849
N/A
DFE
ZA
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
668064.87000000
USD
10360000.00000000
ZAR
2021-01-21
35243.35000000
N
N
N
VIRGIN MONEY UK PLC
213800TAU9ZX2WZNCO64
Virgin Money UK PLC
000000000
100000.00000000
PA
144542.37000000
0.410832889575
Long
DBT
CORP
GB
N
2
2026-04-24
Fixed
3.38000000
N
N
N
N
N
N
LNR CDO Ltd
549300FIVXZ33M229N06
LNR CDO IV Ltd
53944MAT6
8000000.00000000
PA
USD
0.00000000
0.000000
Long
ABS-CBDO
CORP
KY
N
3
2043-05-28
Fixed
7.59000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED TWD / SOLD USD
000000000
1.00000000
NC
2909.78000000
0.008270469935
N/A
DFE
TW
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
844181.18000000
USD
23800000.00000000
TWD
2021-01-21
2909.78000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13844 CDS EUR R F 5.00000 113844_FEE CCPITRAXX / Short: S13844 CDS EUR P V 03MEVENT 113844_PRO CCPITRAXX
000000000
400000.00000000
OU
Notional Amount
58055.03000000
0.165009856482
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S34.V1
2I667KIK6
Y
sell protection
2025-12-20
31525.07000000
EUR
0.00000000
EUR
400000.00000000
EUR
21165.56000000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BC8
60000.00000000
PA
USD
59197.80000000
0.168257952533
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
100000.00000000
PA
127730.85000000
0.363049493331
Long
DBT
CORP
AU
N
2
2029-10-03
Fixed
1.94000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100000.00000000
PA
138784.85000000
0.394468286045
Long
DBT
CORP
ES
N
2
2026-04-04
Fixed
3.25000000
N
N
N
N
N
N
RESA SA BELGIUM
549300Y2TNSX5TN57R56
Resa SA/Belgium
000000000
100000.00000000
PA
126419.51000000
0.359322270639
Long
DBT
CORP
BE
N
2
2026-07-22
Fixed
1.00000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
124781.78000000
0.354667349399
Long
DBT
CORP
GB
N
2
2023-10-13
Fixed
0.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
210000.00000000
PA
USD
216168.75000000
0.614416604615
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
26.00000000
NC
USD
5460.15000000
0.015519388550
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
5739930.46000000
USD
5460.15000000
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
10000.00000000
PA
USD
10209.92000000
0.029019663479
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14000000
N
N
N
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
119843.87000000
0.340632324003
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
1.50000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAB1
20000.00000000
PA
USD
28272.05000000
0.080357669489
Long
DBT
CORP
KY
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EJ8
30000.00000000
PA
USD
31051.49000000
0.088257673942
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
60000.00000000
PA
USD
68213.26000000
0.193882601435
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
ARGENTUM (SWISS LIFE)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Life AG
000000000
100000.00000000
PA
138504.58000000
0.393671674408
Long
DBT
CORP
NL
N
2
2025-06-16
Fixed
4.38000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579PU6
28037.51000000
PA
USD
357.48000000
0.001016065679
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
2.97000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2B8
70000.00000000
PA
USD
72456.03000000
0.205941829873
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.63000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1130000.00000000
PA
USD
1127660.55000000
3.205150449775
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAN0
80000.00000000
PA
USD
101916.61000000
0.289677659097
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
TDF Infrastructure SAS
969500BWNQ1B0PI06I59
TDF Infrastructure SASU
000000000
100000.00000000
PA
126880.09000000
0.360631377528
Long
DBT
CORP
FR
N
2
2022-10-19
Fixed
2.88000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
5000.00000000
PA
USD
5380.46000000
0.015292885601
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
35000.00000000
PA
USD
38189.03000000
0.108544709381
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-111272.53000000
-0.31626999771
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4215000.00000000
NZD
2921731.36000000
USD
2021-01-21
-111272.53000000
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BL5
50000.00000000
PA
USD
73065.24000000
0.207673387925
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
40000.00000000
PA
52791.51000000
0.150049349532
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.63000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
75000.00000000
PA
USD
87056.63000000
0.247441126498
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
GALP GAS NATURAL DISTRIB
213800A9FKHWR4AHQG70
Galp Gas Natural Distribuicao SA
000000000
100000.00000000
PA
126276.84000000
0.358916759588
Long
DBT
CORP
PT
N
2
2023-09-19
Fixed
1.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR21 XCME 20210319
000000000
12.00000000
NC
USD
56674.20000000
0.161085122309
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH1 Index
2021-03-19
2192605.80000000
USD
56674.20000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
30000.00000000
PA
USD
35211.01000000
0.100080280842
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-75591.43000000
-0.21485357970
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3855000.00000000
CAD
2953168.04000000
USD
2021-01-21
-75591.43000000
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
10000.00000000
PA
USD
10648.38000000
0.030265898675
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
20000.00000000
PA
USD
21323.14000000
0.060606777244
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR21 XOSE 20210311
000000000
6.00000000
NC
16579.95000000
0.047125204654
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH1 Index
2021-03-11
106802262.00000000
JPY
16579.95000000
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines 2014-1 Class B Pass Through Trust
02376XAA7
41659.08000000
PA
USD
33783.53000000
0.096022953338
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.38000000
N
N
N
N
N
N
YORKSHIRE WATER SRV BRAD
213800O8BDOGHJMTCP32
Yorkshire Water Finance PLC
000000000
100000.00000000
PA
142190.18000000
0.404147258127
Long
DBT
CORP
KY
N
2
2046-03-22
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-24844.95000000
-0.07061682052
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
63680000.00000000
THB
2100637.98000000
USD
2021-01-21
-24844.95000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
34955.11000000
0.099352936075
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1765274.12000000
USD
35890000.00000000
MXN
2021-01-21
34955.11000000
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FZ2
20000.00000000
PA
USD
23396.70000000
0.066500458429
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
320000.00000000
PA
USD
330737.50000000
0.940055450980
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