0001752724-21-072153.txt : 20210414
0001752724-21-072153.hdr.sgml : 20210414
20210414082613
ACCESSION NUMBER: 0001752724-21-072153
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20210414
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: UBS FUNDS
CENTRAL INDEX KEY: 0000886244
IRS NUMBER: 367056204
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06637
FILM NUMBER: 21824585
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
CLASS P
BNAYX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
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2020-06-30
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0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4958474.51000000
JPY
EUR
CAD
USD
AUD
GBP
NZD
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
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PA
USD
10172.24000000
0.028600760521
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
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N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AL0
35000.00000000
PA
USD
35281.50000000
0.099199166784
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT SEP20 XDMI 20200918
000000000
7.00000000
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IT
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Italian Derivatives Market
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FTSE/MIB Index
STZ7 Index
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Morgan Stanley
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Morgan Stanley
61746BEA0
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USD
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DBT
CORP
US
N
2
2021-04-21
Fixed
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N
N
N
N
N
N
Lincoln National Corp
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Lincoln National Corp
534187BH1
70000.00000000
PA
USD
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0.218183705298
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DBT
CORP
US
N
2
2028-03-01
Fixed
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N
N
N
N
N
ERAC USA Finance LLC
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ERAC USA Finance LLC
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PA
USD
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DBT
CORP
US
N
2
2042-03-15
Fixed
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N
N
N
N
N
ARGENTUM (SWISS LIFE)
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Argentum Netherlands BV for Swiss Life AG
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100000.00000000
PA
123739.10000000
0.347910820645
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DBT
CORP
NL
N
2
2025-06-16
Variable
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N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
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EnLink Midstream Partners LP
29336UAB3
40000.00000000
PA
USD
33220.00000000
0.093402953972
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
Barclays Bank PLC
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PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
10702.98000000
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DFE
NZ
N
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Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
192579.22000000
USD
315000.00000000
NZD
2020-07-22
10702.98000000
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
10000.00000000
PA
USD
10547.36000000
0.029655466002
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1130000.00000000
PA
USD
1128543.36000000
3.173066932858
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de CV
59284BAG3
200000.00000000
PA
USD
207250.00000000
0.582714094241
Long
DBT
CORP
MX
N
2
2048-01-15
Fixed
5.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EJ8
30000.00000000
PA
USD
31059.16000000
0.087327432025
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100000.00000000
PA
121141.79000000
0.340608098599
Long
DBT
CORP
ES
N
2
2026-04-04
Fixed
3.25000000
N
N
N
N
N
N
ANGLIAN WATER SERV FIN
213800DL377MH46PDY63
Anglian Water Services Financing PLC
000000000
100000.00000000
PA
135495.94000000
0.380966918941
Long
DBT
CORP
GB
N
2
2026-02-22
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP20 XCBT 20200921
000000000
-2.00000000
NC
USD
2449.43000000
0.006886935507
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU0 Comdty
2020-09-21
-438761.93000000
USD
2449.43000000
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAN0
80000.00000000
PA
USD
97209.03000000
0.273317596470
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBH6
25000.00000000
PA
USD
29342.46000000
0.082500675520
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.70000000
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 SEP20 XEUR 20200918
000000000
-43.00000000
NC
-25264.07000000
-0.07103367752
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
STOXX EUROPE 600
SXOU0 Index
2020-09-18
-750734.85000000
EUR
-25264.07000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282P4
1010000.00000000
PA
USD
1045862.89000000
2.940598536295
Long
DBT
UST
US
N
2
2022-07-31
Fixed
1.88000000
N
N
N
N
N
N
CNOOC PETROLEUM NORTH AM
6Q7WW7FQZR6X22IL2I79
Nexen Inc
65334HAG7
35000.00000000
PA
USD
50028.13000000
0.140661502820
Long
DBT
CORP
CA
N
2
2037-05-15
Fixed
6.40000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
100000.00000000
PA
112192.67000000
0.315446321252
Long
DBT
CORP
GB
N
2
2025-11-11
Variable
2.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
295098.64000000
0.829713566801
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3136758.39000000
USD
33030000.00000000
NOK
2020-07-22
295098.64000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
60000.00000000
PA
USD
66307.39000000
0.186433055273
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DD8
25000.00000000
PA
USD
28544.46000000
0.080256980238
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1563879.90000000
NS
USD
1563879.90000000
4.397080142008
Long
STIV
RF
US
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
560000.00000000
PA
USD
562537.50000000
1.581657562313
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
50000.00000000
PA
58595.33000000
0.164749455477
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.63000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAD3
40000.00000000
PA
USD
37988.00000000
0.106808892699
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
2.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP20 XCBT 20200921
000000000
-13.00000000
NC
USD
-10187.35000000
-0.02864324452
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU0 Comdty
2020-09-21
-1799047.03000000
USD
-10187.35000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD GBP
000000000
1.00000000
NC
N/A
35079.50000000
0.098631213842
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
425000.00000000
GBP
5406721.23000000
NOK
2020-07-22
35079.50000000
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BJ9
200000.00000000
PA
USD
217280.00000000
0.610914925919
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.52000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
6146.20000000
0.017280952308
N/A
DFE
XX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
179310.81000000
USD
165000.00000000
EUR
2020-07-22
6146.20000000
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
000000000
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PA
1057425.82000000
2.973109427884
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBM2
20000.00000000
PA
USD
21629.03000000
0.060813223767
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.65000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
100000.00000000
PA
115435.09000000
0.324562865684
Long
DBT
CORP
NL
N
2
2024-03-26
Variable
2.63000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
Q04578AD4
15000.00000000
PA
USD
16445.05000000
0.046237695611
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCK0
90000.00000000
PA
USD
94987.44000000
0.267071266894
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579PU6
32838.11000000
PA
USD
418.69000000
0.001177208994
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
3.86000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
60000.00000000
PA
USD
62149.56000000
0.174742699941
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED CLP / SOLD USD
000000000
1.00000000
NC
26974.75000000
0.075843507906
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
788562.55000000
USD
669600000.00000000
CLP
2020-07-22
26974.75000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
11583.81000000
0.032569598803
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1060000.00000000
EUR
1203004.60000000
USD
2020-07-22
11583.81000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDJ5
100000.00000000
PA
121119.99000000
0.340546804667
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.13000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCF4
25000.00000000
PA
USD
25972.80000000
0.073026376969
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
35000.00000000
PA
USD
36571.70000000
0.102826755321
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
200000.00000000
PA
USD
200500.00000000
0.563735468735
Long
DBT
CORP
SG
N
2
2021-09-07
Variable
3.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
210000.00000000
PA
USD
217399.22000000
0.611250130620
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP20 XEUR 20200908
000000000
-1.00000000
NC
-9191.23000000
-0.02584250549
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Buxl (FGBX)
UBU0 Comdty
2020-09-08
-211779.11000000
EUR
-9191.23000000
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAE8
5000.00000000
PA
USD
5252.25000000
0.014767479379
Long
DBT
CORP
XX
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-73623.26000000
-0.20700270815
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
3175000.00000000
CHF
3279420.69000000
USD
2020-07-22
-73623.26000000
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012725AD9
50000.00000000
PA
USD
52529.36000000
0.147694081705
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
15000.00000000
PA
USD
15913.80000000
0.044744007493
Long
DBT
CORP
XX
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
50000.00000000
PA
USD
50271.96000000
0.141347067006
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
585.03000000
0.001644898559
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8100000.00000000
TWD
275145.22000000
USD
2020-07-22
585.03000000
N
N
N
BUPA Finance PLC
ZIMCVQHUFZ8GVHENP290
BUPA Finance PLC
000000000
20000.00000000
PA
24660.58000000
0.069336875938
Long
DBT
CORP
GB
N
2
2020-09-16
Fixed
6.13000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AH3
25000.00000000
PA
USD
24488.23000000
0.068852288366
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411BC8
60000.00000000
PA
USD
45159.73000000
0.126973274611
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
25000.00000000
PA
USD
28754.58000000
0.080847763763
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-654.28000000
-0.00183960519
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
327000000.00000000
KRW
271213.99000000
USD
2020-07-22
-654.28000000
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 NOK / SOLD USD
000000000
1.00000000
NC
40094.68000000
0.112732135778
N/A
DFE
NO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
535000.00000000
USD
5535014.18000000
NOK
2020-07-22
40094.68000000
N
N
N
VIRGIN MONEY UK PLC
213800TAU9ZX2WZNCO64
Virgin Money UK PLC
000000000
100000.00000000
PA
122035.30000000
0.343120334402
Long
DBT
CORP
GB
N
2
2026-04-24
Variable
3.38000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP20 IFLL 20200928
000000000
-5.00000000
NC
-2246.86000000
-0.00631737992
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G U0 Comdty
2020-09-28
-686386.70000000
GBP
-2246.86000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAT8
35000.00000000
PA
USD
37159.67000000
0.104479920127
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6F6
30000.00000000
PA
USD
31390.50000000
0.088259043547
Long
DBT
CORP
US
N
2
2022-09-07
Fixed
3.15000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
11516.05000000
0.032379081519
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4270000.00000000
MXN
196800.30000000
USD
2020-07-22
11516.05000000
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
723756.00000000
PA
658301.79000000
1.850913058130
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
USD
103375.00000000
0.290654135065
Long
DBT
CORP
FR
N
2
2024-01-22
Fixed
5.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXJ8
120000.00000000
PA
USD
131580.91000000
0.369959231798
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Noble Energy Inc
02VFQXG2D1LR5ZH3K186
Noble Energy Inc
655044AP0
20000.00000000
PA
USD
19319.48000000
0.054319581613
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MAX1
15000.00000000
PA
12051.60000000
0.033884859725
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
3.75000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-155136.10000000
-0.43618813990
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4755000.00000000
CAD
3347561.82000000
USD
2020-07-22
-155136.10000000
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
690000.00000000
PA
532595.02000000
1.497469841625
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FZ2
20000.00000000
PA
USD
23194.02000000
0.065213425120
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-176747.12000000
-0.49695072588
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
4555000.00000000
EUR
4942990.35000000
USD
2020-07-22
-176747.12000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MXN / SOLD GBP
000000000
1.00000000
NC
N/A
48541.97000000
0.136482943697
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
480000.00000000
GBP
14827277.66000000
MXN
2020-07-22
48541.97000000
N
N
N
TEVA PHARM FNC NL II
549300HSQCIKJAOYIT23
Teva Pharmaceutical Finance Netherlands II BV
000000000
100000.00000000
PA
98271.10000000
0.276303763699
Long
DBT
CORP
NL
N
2
2024-10-15
Fixed
1.13000000
N
N
N
N
N
N
YORKSHIRE WATER SRV BRAD
213800O8BDOGHJMTCP32
Yorkshire Water Finance PLC
000000000
100000.00000000
PA
127542.84000000
0.358605599457
Long
DBT
CORP
KY
N
2
2046-03-22
Variable
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJH4
260000.00000000
PA
USD
276439.72000000
0.777251247537
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
15000.00000000
PA
USD
16021.29000000
0.045046231560
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127962R9
8200000.00000000
PA
USD
8195895.45000000
23.04397487887
Long
STIV
UST
US
N
2
2020-10-15
None
0.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-964.18000000
-0.00271093498
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
390000.00000000
AUD
268206.08000000
USD
2020-07-22
-964.18000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
788.98000000
0.002218334215
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
22300000.00000000
JPY
207368.11000000
USD
2020-07-22
788.98000000
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AH6
10000.00000000
PA
USD
10754.50000000
0.030237870815
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-71.40000000
-0.00020075168
N/A
DFE
CH
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
543950.97000000
USD
515000.00000000
CHF
2020-07-22
-71.40000000
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
20000.00000000
PA
USD
21016.06000000
0.059089767755
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
10000.00000000
PA
USD
10103.01000000
0.028406110114
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
60000.00000000
PA
USD
66422.56000000
0.186756872799
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AX9
35000.00000000
PA
USD
37399.43000000
0.105154040905
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.85000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HUF
000000000
1.00000000
NC
-32848.14000000
-0.09235741446
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
257500000.00000000
HUF
783966.53000000
USD
2020-07-22
-32848.14000000
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
176300.00000000
0.495693581736
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-181.95000000
-0.00051157939
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
90420.56000000
USD
387000.00000000
MYR
2020-07-22
-181.95000000
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAA5
75000.00000000
PA
USD
85450.24000000
0.240256015461
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
6427.83000000
0.018072796798
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
165000.00000000
GBP
210905.69000000
USD
2020-07-22
6427.83000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
35000.00000000
PA
USD
38786.54000000
0.109054106271
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty Ltd
000000000
30000.00000000
PA
22065.85000000
0.062041407944
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED SEK / SOLD GBP
000000000
1.00000000
NC
N/A
33549.35000000
0.094328970314
N/A
DFE
SE
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
430000.00000000
GBP
5276857.79000000
SEK
2020-07-22
33549.35000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
15000.00000000
PA
USD
16704.12000000
0.046966109316
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAF4
50000.00000000
PA
USD
52432.12000000
0.147420677032
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
20000.00000000
PA
USD
21510.86000000
0.060480971296
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP20 XEUR 20200908
000000000
-5.00000000
NC
-11824.66000000
-0.03324678427
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU0 Comdty
2020-09-08
-872075.15000000
EUR
-11824.66000000
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
000000000
100000.00000000
PA
116299.06000000
0.326992045399
Long
DBT
CORP
FR
N
2
2025-03-13
Fixed
1.38000000
N
N
N
N
N
N
IRISH TSY 1% 2026
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
490000.00000000
PA
593245.75000000
1.667998358861
Long
DBT
NUSS
IE
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP20 XSFE 20200917
000000000
2.00000000
NC
6541.98000000
0.018393746442
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
S&P ASX Share Price Index 200
XPU0 Index
2020-09-17
287752.88000000
AUD
6541.98000000
N
N
N
WESTPAC BANKING CORP NZ
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp/New Zealand
96122UAA2
80000.00000000
PA
USD
79050.17000000
0.222261270017
Long
DBT
CORP
AU
N
2
2027-09-21
Fixed
5.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
35000.00000000
PA
USD
37870.25000000
0.106477821121
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
000000000
100000.00000000
PA
107372.18000000
0.301892799109
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBD3
45000.00000000
PA
USD
46856.81000000
0.131744866577
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
127711.88000000
0.359080880473
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2B8
70000.00000000
PA
USD
72929.56000000
0.205052267786
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.63000000
N
N
N
N
N
N
Tauron Polska Energia SA
259400NAPDFBOTNCRL54
Tauron Polska Energia SA
000000000
100000.00000000
PA
112447.70000000
0.316163375898
Long
DBT
CORP
PL
N
2
2027-07-05
Fixed
2.38000000
N
N
N
N
N
N
TDF Infrastructure SAS
969500BWNQ1B0PI06I59
TDF Infrastructure SASU
000000000
100000.00000000
PA
115295.18000000
0.324169487981
Long
DBT
CORP
FR
N
2
2022-10-19
Fixed
2.88000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
25000.00000000
PA
USD
26967.90000000
0.075824248116
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEN0
25000.00000000
PA
USD
27744.36000000
0.078007380495
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.38000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
000000000
100000.00000000
PA
116029.19000000
0.326233265893
Long
DBT
CORP
FR
N
2
2026-03-23
Fixed
1.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
50000.00000000
PA
USD
57657.26000000
0.162111932628
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
CANAL ISABEL II GESTION
959800T25J8CA6LUCP08
Canal de Isabel II Gestion SA
000000000
100000.00000000
PA
118621.78000000
0.333522716960
Long
DBT
CORP
ES
N
2
2025-02-26
Fixed
1.68000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP20 XOSE 20200910
000000000
15.00000000
NC
-79003.97000000
-0.22213137186
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPU0 Index
2020-09-10
243380655.00000000
JPY
-79003.97000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill- When Issued
912796TU3
1200000.00000000
PA
USD
1198165.83000000
3.368820826922
Long
STIV
UST
US
N
2
2020-12-03
None
0.00000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
112282.55000000
0.315699032194
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
1.13000000
N
N
N
N
N
N
CNAC HK Finbridge Co Ltd
549300US1UQ7R7WABI28
CNAC HK Finbridge Co Ltd
000000000
200000.00000000
PA
USD
212270.12000000
0.596828905719
Long
DBT
CORP
HK
N
2
2023-03-14
Fixed
4.63000000
N
N
N
N
N
N
TEVA PHARM FIN IV BV
549300P1YOE2RRPSGG38
Teva Pharmaceutical Finance IV BV
88166JAA1
20000.00000000
PA
USD
19916.88000000
0.055999260262
Long
DBT
CORP
CW
N
2
2021-11-10
Fixed
3.65000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
320000.00000000
PA
USD
332362.50000000
0.934486432556
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.38000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
45000.00000000
PA
USD
53254.44000000
0.149732751599
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.38000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AX7
45000.00000000
PA
USD
49636.22000000
0.139559589765
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHJ4
70000.00000000
PA
USD
81600.24000000
0.229431169802
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP
166754AW1
25000.00000000
PA
USD
28654.87000000
0.080567414319
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.13000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
100000.00000000
PA
125388.22000000
0.352547565963
Long
DBT
CORP
GB
N
2
2023-10-06
Variable
2.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCN7
15000.00000000
PA
USD
18566.78000000
0.052203253996
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBF5
35000.00000000
PA
USD
41304.21000000
0.116132908653
Long
DBT
CORP
US
N
2
2028-11-14
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HD6
130000.00000000
PA
USD
142786.92000000
0.401466589902
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.88000000
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
125367.11000000
0.352488212069
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
40000.00000000
PA
53299.07000000
0.149858235459
Long
DBT
CORP
GB
N
2
2021-08-07
Fixed
9.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AV0
40000.00000000
PA
USD
45362.51000000
0.127543420637
Long
DBT
CORP
US
N
2
2029-03-12
Fixed
4.88000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-8338.95000000
-0.02344619395
N/A
DFE
ZA
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
545000.00000000
USD
9333048.70000000
ZAR
2020-07-22
-8338.95000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-111769.90000000
-0.31425764073
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2275000.00000000
NZD
1356379.34000000
USD
2020-07-22
-111769.90000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
-22914.73000000
-0.06442815988
N/A
DFE
BR
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
818370.82000000
USD
4330000.00000000
BRL
2020-07-22
-22914.73000000
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBG8
25000.00000000
PA
USD
29277.24000000
0.082317299823
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.57000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
45000.00000000
PA
USD
47399.70000000
0.133271282281
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAH6
60000.00000000
PA
USD
68079.25000000
0.191414902293
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.70000000
N
N
N
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines 2014-1 Class B Pass Through Trust
02376XAA7
45861.28000000
PA
USD
32972.91000000
0.092708223812
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.38000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
93585.90000000
0.263130629444
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1456379.75000000
USD
35720000.00000000
MXN
2020-07-22
93585.90000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
74291.29000000
0.208880973521
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1614597.66000000
USD
6357559000.00000000
COP
2020-07-22
74291.29000000
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BZ4
15000.00000000
PA
USD
15588.93000000
0.043830587334
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
45000.00000000
PA
USD
48048.90000000
0.135096604307
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.63000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
6866.24000000
0.019305451495
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
610000.00000000
AUD
427876.14000000
USD
2020-07-22
6866.24000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
26160.39000000
0.073553814059
N/A
DFE
BR
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
535986.41000000
USD
3060000.00000000
BRL
2020-07-22
26160.39000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
85000.00000000
PA
USD
96372.03000000
0.270964246907
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BN7
70000.00000000
PA
USD
79630.93000000
0.223894162839
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
90000.00000000
PA
USD
94658.33000000
0.266145925348
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
25000.00000000
PA
USD
25845.28000000
0.072667835588
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
-1939.47000000
-0.00545310737
N/A
DFE
AU
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
215895.32000000
USD
310000.00000000
AUD
2020-07-22
-1939.47000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-115589.50000000
-0.32499701228
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1890000.00000000
AUD
1188851.01000000
USD
2020-07-22
-115589.50000000
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
10000.00000000
PA
USD
10008.95000000
0.028141646482
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAB7
35000.00000000
PA
USD
39518.95000000
0.111113385547
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.63000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NS0
15000.00000000
PA
USD
17237.61000000
0.048466095527
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDM5
10000.00000000
PA
USD
10325.70000000
0.029032236057
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
45000.00000000
PA
USD
51567.65000000
0.144990091492
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
ADO Properties SA
391200OYYFJ3DWAMEC69
ADO Properties SA
000000000
100000.00000000
PA
106372.94000000
0.299083287739
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
1.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650DC1
17000.00000000
PA
USD
17337.27000000
0.048746304389
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAL6
25000.00000000
PA
USD
26128.75000000
0.073464853509
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
RESA SA BELGIUM
549300Y2TNSX5TN57R56
RESA SA/Belgium
000000000
100000.00000000
PA
114392.16000000
0.321630513402
Long
DBT
CORP
BE
N
2
2026-07-22
Fixed
1.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
25000.00000000
PA
USD
25986.00000000
0.073063490726
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.67000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBX5
25000.00000000
PA
USD
28367.95000000
0.079760696211
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15000000
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086MV3
85000.00000000
PA
63240.35000000
0.177809617707
Long
DBT
CORP
CA
N
2
2021-07-15
Fixed
1.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
100000.00000000
PA
USD
113223.20000000
0.318343809095
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.88000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
775.43000000
0.002180236381
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
16790000.00000000
THB
543981.86000000
USD
2020-07-22
775.43000000
N
N
N
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
CAC40 10 EURO FUT JUL20 XPAR 20200717
000000000
-32.00000000
NC
-57824.42000000
-0.16258192774
N/A
DE
FR
N
2
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
Short
CAC 40 Index
CFN0 Index
2020-07-17
-1527552.00000000
EUR
-57824.42000000
N
N
N
Credit Logement SA
969500FYPDQY3Y12Z881
Credit Logement SA
000000000
100000.00000000
PA
91003.46000000
0.255869716606
Long
DBT
CORP
FR
N
2
2020-09-16
Variable
0.78000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
55000.00000000
PA
USD
55503.13000000
0.156055276842
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-47.50000000
-0.00013355329
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
365000.00000000
HKD
47042.13000000
USD
2020-07-22
-47.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP20 XCBT 20200930
000000000
17.00000000
NC
USD
4600.18000000
0.012934087923
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVU0 Comdty
2020-09-30
2133017.02000000
USD
4600.18000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13519 CDS USD R F 5.00000 113519_FEE CCPCDX / Short: S13519 CDS USD P V 03MEVENT 113519_PRO CCPCDX
000000000
1102000.00000000
OU
Notional Amount
USD
-8027.74000000
-0.02257118090
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S34.V1
2I65BRTL4
Y
sell protection
2025-06-20
0.00000000
USD
-36948.87000000
USD
1102000.00000000
USD
28921.13000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
100000.00000000
PA
123832.74000000
0.348174103385
Long
DBT
CORP
GB
N
2
2020-09-10
Variable
3.88000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BL5
50000.00000000
PA
USD
68742.76000000
0.193280459006
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
860.65000000
0.002419845043
N/A
DFE
NZ
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
134660.82000000
USD
210000.00000000
NZD
2020-07-22
860.65000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
1078.89000000
0.003033459151
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
865000.00000000
NZD
559298.27000000
USD
2020-07-22
1078.89000000
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines 2016-1 Class B Pass Through Trust
90933HAA3
41435.20000000
PA
USD
30575.04000000
0.085966256887
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
410.66000000
0.001154631459
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1410000.00000000
GBP
1747766.91000000
USD
2020-07-22
410.66000000
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
25000.00000000
PA
USD
28164.90000000
0.079189791039
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 1/2
N/A
Scentre Group Trust 1 / Scentre Group Trust 2
Q8351LAC7
45000.00000000
PA
USD
45211.87000000
0.127119873949
Long
DBT
AU
N
2
2021-04-28
Fixed
2.38000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-4648.92000000
-0.01307112765
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
537737.82000000
USD
2006730000.00000000
COP
2020-07-22
-4648.92000000
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AY7
40000.00000000
PA
USD
44289.22000000
0.124525706716
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
6.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP20 XCBT 20200921
000000000
-4.00000000
NC
USD
-8255.84000000
-0.02321251786
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU0 Comdty
2020-09-21
-621681.66000000
USD
-8255.84000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP20 XCBT 20200930
000000000
29.00000000
NC
USD
1090.51000000
0.003066130503
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUU0 Comdty
2020-09-30
6402925.14000000
USD
1090.51000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828SF8
1290000.00000000
PA
USD
1328196.10000000
3.734420204520
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAH6
35000.00000000
PA
USD
37943.78000000
0.106684561615
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GN7
20000.00000000
PA
USD
22124.48000000
0.062206254879
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Unibail-Rodamco SE
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
100000.00000000
PA
98867.96000000
0.277981924057
Long
DBT
CORP
FR
N
2
2026-01-25
Fixed
2.88000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAB1
30000.00000000
PA
USD
40168.58000000
0.112939916582
Long
DBT
CORP
KY
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
100000.00000000
PA
112232.66000000
0.315558759065
Long
DBT
CORP
GB
N
2
2029-07-25
Variable
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
200000.00000000
PA
143064.87000000
0.402248087526
Long
DBT
CORP
ES
N
2
2023-01-19
Fixed
4.00000000
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
55320.61000000
0.155542094808
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP20 XEUR 20200918
000000000
-3.00000000
NC
-4403.30000000
-0.01238053062
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Short
EURO STOXX 50 Index
VGU0 Index
2020-09-18
-93041.40000000
EUR
-4403.30000000
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
5000.00000000
PA
USD
5445.76000000
0.015311561427
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
100000.00000000
PA
115680.01000000
0.325251494567
Long
DBT
CORP
AU
N
2
2029-10-03
Variable
1.94000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD THB
000000000
1.00000000
NC
-86354.72000000
-0.24279909504
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
52590000.00000000
THB
1615088.16000000
USD
2020-07-22
-86354.72000000
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAL3
35000.00000000
PA
USD
38470.19000000
0.108164641356
Long
DBT
US
N
2
2024-08-15
Fixed
3.88000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP20 XCME 20200918
000000000
16.00000000
NC
USD
53125.60000000
0.149370498842
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU0 Index
2020-09-18
2419034.40000000
USD
53125.60000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 BANK SEP20 XEUR 20200918
000000000
144.00000000
NC
15049.36000000
0.042313506303
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
STOXX Europe 600 Banks Index
BJU0 Index
2020-09-18
665704.80000000
EUR
15049.36000000
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KM2
25000.00000000
PA
USD
26014.00000000
0.073142216876
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13498 CDS EUR R F 1.00000 113498_FEE CCPITRAXX / Short: S13498 CDS EUR P V 03MEVENT 113498_PRO CCPITRAXX
000000000
400000.00000000
OU
Notional Amount
23206.35000000
0.065248092742
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S33.V1
2I667KHL5
Y
sell protection
2025-06-20
0.00000000
EUR
-33584.26000000
EUR
400000.00000000
EUR
59154.15000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-23708.48000000
-0.06665990566
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
815000.00000000
AUD
538788.35000000
USD
2020-07-22
-23708.48000000
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
000000000
47000000.00000000
PA
437279.56000000
1.229476297880
Long
DBT
NUSS
JP
N
2
2022-05-01
Fixed
0.10000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
124276.50000000
0.349421800400
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1585689.34000000
USD
15930000.00000000
SEK
2020-07-22
124276.50000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
103221.52000000
0.290222603295
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
100000.00000000
PA
122839.40000000
0.345381180739
Long
DBT
CORP
FR
N
2
2049-05-28
Variable
3.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
100000.00000000
PA
114103.74000000
0.320819577822
Long
DBT
CORP
FR
N
2
2024-04-17
Fixed
1.00000000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
30000.00000000
PA
USD
36664.28000000
0.103087057713
Long
DBT
CORP
US
N
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
260000.00000000
PA
299474.08000000
0.842015764902
Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AA2
15000.00000000
PA
USD
16272.87000000
0.045753586020
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.75000000
N
N
N
N
N
TRANSPORT ET INFRASTRUCT
969500Y0L922VYT3UI51
Terega SA
000000000
100000.00000000
PA
118556.17000000
0.333338244720
Long
DBT
CORP
FR
N
2
2025-08-05
Fixed
2.20000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
180000.00000000
PA
219212.79000000
0.616349251488
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
10901.37000000
0.030650817590
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
3330000.00000000
NOK
356892.41000000
USD
2020-07-22
10901.37000000
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DAZ8
70000.00000000
PA
USD
70091.00000000
0.197071235606
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.88000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
4402.05000000
0.012377016060
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
53800000.00000000
JPY
502785.79000000
USD
2020-07-22
4402.05000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT SEP20 XMOD 20200921
000000000
3.00000000
NC
-777.47000000
-0.00218597214
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Canadian Government Bond
CNU0 Comdty
2020-09-21
462515.49000000
CAD
-777.47000000
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAM6
35000.00000000
PA
USD
38025.30000000
0.106913767178
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BV4
10000.00000000
PA
USD
10257.69000000
0.028841015861
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
200000.00000000
PA
USD
193000.00000000
0.542648107062
Long
DBT
CORP
FR
N
2
2029-03-13
Variable
5.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
327875.00000000
NS
USD
327875.00000000
0.921869161155
Long
STIV
RF
US
N
2
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
35000.00000000
PA
USD
36192.37000000
0.101760212801
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
GLOBALWORTH REAL ESTATE
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd
000000000
100000.00000000
PA
112641.62000000
0.316708610722
Long
DBT
GG
N
2
2025-03-29
Fixed
3.00000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
35000.00000000
PA
USD
31763.40000000
0.089307507170
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
30000.00000000
PA
USD
32519.22000000
0.091432607130
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty Ltd
000000000
30000.00000000
PA
22230.11000000
0.062503249281
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT SEP20 XMOD 20200917
000000000
2.00000000
NC
8310.55000000
0.023366343140
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
S&P/TSX 60 Index
PTU0 Index
2020-09-17
360117.60000000
CAD
8310.55000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
111105.77000000
0.312390340798
Long
DBT
CORP
NL
N
2
2024-06-27
Fixed
3.38000000
N
N
N
N
N
N
PHOENIX GROUP HOLDINGS
21380031B1D56JRCE375
Phoenix Group Holdings PLC
000000000
150000.00000000
PA
191725.45000000
0.539064520819
Long
DBT
CORP
KY
N
2
2022-07-20
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
2956.12000000
0.008311569545
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
685000.00000000
CAD
507550.88000000
USD
2020-07-22
2956.12000000
N
N
N
Redexis Gas Finance BV
724500XI19XTPCL36320
Redexis Gas Finance BV
000000000
100000.00000000
PA
116136.41000000
0.326534730816
Long
DBT
CORP
NL
N
2
2027-04-27
Fixed
1.88000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
100000.00000000
PA
115426.55000000
0.324538854208
Long
DBT
CORP
NL
N
2
2025-02-14
Fixed
1.13000000
N
N
N
N
N
N
NET4GAS sro
529900ND5BL2CXRIPT15
NET4GAS sro
000000000
100000.00000000
PA
114400.57000000
0.321654159364
Long
DBT
CORP
CZ
N
2
2021-07-28
Fixed
2.50000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
520000.00000000
PA
400950.31000000
1.127331226671
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
ORIGIN ENERGY FINANCE LT
5493002W5C9Z753C7Q57
Origin Energy Finance Ltd
Q7162LAA2
45000.00000000
PA
USD
47159.71000000
0.132596514824
Long
DBT
CORP
AU
N
2
2021-10-14
Fixed
5.45000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED HUF / SOLD USD
000000000
1.00000000
NC
-36370.40000000
-0.10226077053
N/A
DFE
HU
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
853185.07000000
USD
257500000.00000000
HUF
2020-07-22
-36370.40000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KJ9
30000.00000000
PA
USD
34252.69000000
0.096306514975
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
10872.88000000
0.030570713732
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
496748.43000000
USD
2177000.00000000
MYR
2020-07-22
10872.88000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-2822.80000000
-0.00793672060
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
790000.00000000
AUD
542419.53000000
USD
2020-07-22
-2822.80000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
137376.13000000
0.386253351813
Long
DBT
CORP
NL
N
2
2038-11-16
Fixed
4.13000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-17961.18000000
-0.05050051983
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2524701.68000000
USD
270600000.00000000
JPY
2020-07-22
-17961.18000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT SEP20 IFUS 20200918
000000000
67.00000000
NC
USD
104057.70000000
0.292573647306
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESU0 Index
2020-09-18
3198037.30000000
USD
104057.70000000
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
112849.24000000
0.317292365126
Long
DBT
CORP
GB
N
2
2023-10-13
Fixed
0.88000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP20 IFLL 20200918
000000000
4.00000000
NC
7155.31000000
0.020118214647
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z U0 Index
2020-09-18
239743.76000000
GBP
7155.31000000
N
N
N
GALP GAS NATURAL DISTRIB
213800A9FKHWR4AHQG70
Galp Gas Natural Distribuicao SA
000000000
100000.00000000
PA
114057.84000000
0.320690523168
Long
DBT
CORP
PT
N
2
2023-09-19
Fixed
1.38000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
35000.00000000
PA
43810.67000000
0.123180192459
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.38000000
N
N
N
N
N
N
2021-04-12
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer