0001752724-21-174634.txt : 20210819
0001752724-21-174634.hdr.sgml : 20210819
20210819074513
ACCESSION NUMBER: 0001752724-21-174634
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210819
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: 211188429
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000002979
UBS GLOBAL ALLOCATION FUND
C000008182
CLASS A
BNGLX
C000008185
CLASS P
BPGLX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000002979
C000008182
C000008185
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS GLOBAL ALLOCATION FUND
S000002979
549300BJHWLZT9BPJI53
2021-06-30
2021-06-30
N
262939847.28
13474119.43
249465727.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6020596.75000000
0.00000000
0.00000000
9757605.06000000
EUR
GBP
JPY
NZD
USD
ZAR
UST
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B1915915 CDS USD R V 03MEVENT 11915915_PRO CCPCDX / Short: B1915915 CDS USD P F 1.00000 11915915_FEE CCPCDX
000000000
9800000.00000000
OU
Notional Amount
USD
-249380.60000000
-0.09996587593
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S36.V1
2I65BYDY8
Y
buy protection
2026-06-20
0.00000000
USD
0.00000000
USD
9800000.00000000
USD
-249380.60000000
N
N
N
Ford Credit Auto Owner Trust/Ford Credit
N/A
Ford Credit Auto Owner Trust 2018-REV1
34532RAA4
600000.00000000
PA
USD
647287.38000000
0.259469461227
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
3.19000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-R1
034651AA7
106652.73000000
PA
USD
106636.27000000
0.042745859689
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust 2020-2
76123MAA1
59611.01000000
PA
USD
59986.34000000
0.024045924270
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.65400000
N
N
N
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
1212.00000000
NS
USD
237333.84000000
0.095136851881
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
328000.00000000
PA
USD
373100.00000000
0.149559622163
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
6599.00000000
NS
USD
1611937.73000000
0.646155984588
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
10671.00000000
NS
USD
449889.36000000
0.180341149013
Long
EC
CORP
US
N
1
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
135118.00000000
NS
USD
15195370.28000000
6.091165472291
Long
EC
RF
US
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
4706.27000000
0.001886539702
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2128781.42000000
USD
42780000.00000000
MXN
2021-08-19
4706.27000000
N
N
N
BT Group PLC
213800LRO7NS5CYQMN21
BT Group PLC
000000000
394157.00000000
NS
1057760.49000000
0.424010343671
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
2748.73000000
0.001101846744
N/A
DFE
MX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1235000.00000000
USD
24818934.21000000
MXN
2021-08-19
2748.73000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
200000.00000000
PA
USD
199998.48000000
0.080170723940
Long
ABS-MBS
CORP
US
N
3
2066-06-25
Variable
1.04600000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
2503.00000000
NS
USD
541624.17000000
0.217113659125
Long
EC
CORP
US
N
1
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
83550000.00000000
PA
767882.37000000
0.307810766880
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp
000000000
37700.00000000
NS
1085917.46000000
0.435297252796
Long
EC
CORP
JP
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
9853.00000000
NS
USD
701238.01000000
0.281095930909
Long
EC
CORP
US
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
15560.30000000
PA
USD
15641.50000000
0.006269999544
Long
ABS-O
CORP
US
N
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
Bumble Inc
N/A
Bumble Inc
12047B105
537.00000000
NS
USD
30931.20000000
0.012398977713
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
18476.00000000
NS
USD
1153641.44000000
0.462444861641
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
1758.00000000
NS
USD
386636.94000000
0.154985994802
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
2813.00000000
NS
USD
649774.87000000
0.260466588176
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
1536.00000000
NS
USD
134123.52000000
0.053764307087
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
1217.00000000
NS
USD
487335.48000000
0.195351675839
Long
EC
CORP
US
N
1
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-1
40440YAF6
150000.00000000
PA
USD
149573.07000000
0.059957362195
Long
ABS-O
CORP
US
N
2
2031-03-20
Fixed
1.03000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1417.00000000
NS
USD
452037.17000000
0.181202112969
Long
EC
CORP
US
N
1
N
N
N
SoFi Consumer Loan Program Trust
N/A
SoFi Consumer Loan Program 2017-4 LLC
83405JAB1
69592.07000000
PA
USD
70158.05000000
0.028123322030
Long
ABS-O
CORP
US
N
2
2026-05-26
Variable
3.59000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012478
200000.00000000
PA
USD
202338.00000000
0.081108536127
Long
ABS-MBS
USGSE
US
N
2
2036-07-19
Fixed
1.50000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAG6
100000.00000000
PA
USD
99447.26000000
0.039864097107
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.16000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
22569.00000000
NS
874151.52000000
0.350409464070
Long
EC
CORP
GB
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
28401.00000000
NS
USD
1286281.29000000
0.515614429719
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F101
13708.00000000
NS
USD
1004522.24000000
0.402669436261
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE SEP21 IFLL 20210928
000000000
-93.00000000
NC
-175044.69000000
-0.07016783087
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
United Kingdom Gilt
G U1 Comdty
2021-09-28
-11786758.62000000
GBP
-175044.69000000
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
4489.00000000
NS
659924.75000000
0.264535235235
Long
EC
CORP
DE
N
1
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
Royal Dutch Shell PLC
000000000
53607.00000000
NS
1072868.20000000
0.430066369936
Long
EC
CORP
GB
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
2833.00000000
NS
USD
612097.98000000
0.245363555657
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
21308.00000000
NS
USD
2400133.12000000
0.962109360947
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master Owner Trust
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QGW8
500000.00000000
PA
USD
533361.80000000
0.213801633032
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
3.06000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VB3
345000.00000000
PA
USD
354703.13000000
0.142185114186
Long
DBT
UST
US
N
2
2023-05-15
Fixed
1.75000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
129000.00000000
PA
210987.48000000
0.084575737845
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-IND
056059AG3
70000.00000000
PA
USD
70022.85000000
0.028069126209
Long
ABS-MBS
CORP
US
N
2
2035-11-15
Floating
0.97300000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2019-2
24703KAB1
17493.09000000
PA
USD
17519.91000000
0.007022972714
Long
ABS-O
CORP
US
N
2
2021-12-22
Fixed
1.95000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
6396.00000000
NS
901289.43000000
0.361287876201
Long
EC
CORP
DE
N
1
N
N
N
COLT Funding LLC
N/A
COLT 2020-2 Mortgage Loan Trust
19688JAA5
143765.69000000
PA
USD
144531.77000000
0.057936523483
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE 2021-PARK Mortgage Trust
682413AE9
200000.00000000
PA
USD
199759.26000000
0.080074831008
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
1.17300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust 2018-C45
95001NBB3
130000.00000000
PA
USD
149203.20000000
0.059809097340
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.40500000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F030678
300000.00000000
PA
USD
312732.00000000
0.125360706937
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
760000.00000000
PA
USD
787045.31000000
0.315492359124
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.62500000
N
N
N
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp
000000000
14100.00000000
NS
1372622.53000000
0.550224891342
Long
EC
CORP
JP
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-FARM
36254XAA2
100000.00000000
PA
USD
109859.03000000
0.044037724519
Long
ABS-MBS
CORP
US
N
2
2043-01-10
Variable
3.65900000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
325000.00000000
PA
421876.32000000
0.169111935188
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
COLT Funding LLC
N/A
COLT 2020-1R Mortgage Loan Trust
12597VAA3
56959.26000000
PA
USD
57163.48000000
0.022914362021
Long
ABS-MBS
CORP
US
N
2
2065-09-25
Variable
1.25500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
100000.00000000
PA
116109.60000000
0.046543307171
Long
DBT
NUSS
FR
N
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
BioMarin Pharmaceutical Inc
NSLL8ITTRR0J5HEMR848
BioMarin Pharmaceutical Inc
09061G101
6430.00000000
NS
USD
536519.20000000
0.215067297870
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
1900000.00000000
PA
USD
1964790.00000000
0.787599169205
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
2.50000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1796278.00000000
NS
USD
1796278.00000000
0.720050010669
Long
STIV
RF
US
N
2
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
10705.00000000
NS
USD
909710.90000000
0.364663678590
Long
EC
CORP
US
N
1
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
48483.00000000
NS
USD
1287223.65000000
0.515992181007
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2021-A
12656NAE1
150000.00000000
PA
USD
149884.10000000
0.060082040644
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.83000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-44617.70000000
-0.01788530247
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
2100000.00000000
USD
228252969.00000000
JPY
2021-08-19
-44617.70000000
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
1127.00000000
NS
USD
656725.44000000
0.263252770494
Long
EC
CORP
US
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2018-2
24704DAG5
57196.29000000
PA
USD
57348.15000000
0.022988388222
Long
ABS-O
CORP
US
N
2
2023-10-22
Fixed
3.55000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2019-NQM4
64828EAA3
70329.60000000
PA
USD
71023.13000000
0.028470095115
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49200000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-12841.39000000
-0.00514755678
N/A
DFE
CO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5510197.85000000
USD
20678395000.00000000
COP
2021-08-19
-12841.39000000
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2021-A
88161FAG1
425000.00000000
PA
USD
425870.06000000
0.170712852490
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
1.34000000
N
N
N
N
N
N
TTAN
N/A
TTAN 2021-MHC
87303TAL1
100000.00000000
PA
USD
100452.69000000
0.040267130425
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.82300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H020675
625000.00000000
PA
USD
636425.00000000
0.255115203793
Long
ABS-MBS
USGA
US
N
2
2051-07-21
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
680000.00000000
PA
USD
695618.75000000
0.278843413079
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.87500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-VKNG
12433YAJ6
100000.00000000
PA
USD
99999.96000000
0.040085650586
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
1.47300000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2017-2
03065GAG5
200000.00000000
PA
USD
202909.10000000
0.081337465369
Long
ABS-O
CORP
US
N
2
2023-04-18
Fixed
3.42000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
24730.00000000
NS
USD
1410104.60000000
0.565249828965
Long
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
2168.00000000
NS
USD
424169.20000000
0.170031051421
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020471
475000.00000000
PA
USD
489877.00000000
0.196370461073
Long
ABS-MBS
USGSE
US
N
2
2036-07-19
Fixed
2.00000000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084102
7715.00000000
NS
USD
1005881.70000000
0.403214384865
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
13485.17000000
0.005405620289
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
385000.00000000
GBP
546118.38000000
USD
2021-08-19
13485.17000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust LLC 2020-5
03464WAA0
63089.15000000
PA
USD
63311.03000000
0.025378648420
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R2
92538DAA7
104733.35000000
PA
USD
104852.01000000
0.042030627174
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
83000.00000000
PA
163506.50000000
0.065542670493
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-6
03465AAA7
66484.85000000
PA
USD
66664.59000000
0.026722945301
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903107
5848.00000000
NS
USD
549302.64000000
0.220191625011
Long
EC
CORP
US
N
1
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2020-2
682696AB5
100000.00000000
PA
USD
102212.80000000
0.040972682252
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-1
02528BAE4
100000.00000000
PA
USD
100052.61000000
0.040106755690
Long
ABS-O
CORP
US
N
2
2027-03-15
Fixed
0.83000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
1067.00000000
NS
USD
2605389.93000000
1.044387921521
Long
EC
CORP
US
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-85420.16000000
-0.03424124056
N/A
DFE
NO
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
2470000.00000000
USD
20526751.73000000
NOK
2021-08-19
-85420.16000000
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
8300.00000000
NS
USD
992099.00000000
0.397689497691
Long
EC
US
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
28200.00000000
NS
667083.13000000
0.267404719577
Long
EC
CORP
JP
N
1
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-427123.28000000
-0.17121521408
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
14011249.40000000
USD
11445000.00000000
EUR
2021-08-19
-427123.28000000
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
2210.00000000
NS
904263.11000000
0.362479895652
Long
EC
CORP
DK
N
1
N
N
N
JPMDB Commercial Mortgage Securities Trust
N/A
JPMDB Commercial Mortgage Securities Trust 2017-C7
46648KAZ9
175000.00000000
PA
USD
191677.64000000
0.076835259757
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.98500000
N
N
N
N
N
N
IRISH TSY 2% 2045
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
48000.00000000
PA
72892.33000000
0.029219376396
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
6633.00000000
NS
USD
1550928.06000000
0.621699851665
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP21 XEUR 20210917
000000000
63.00000000
NC
-20632.76000000
-0.00827077938
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGU1 Index
2021-09-17
2572365.60000000
EUR
-20632.76000000
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
956.00000000
NS
USD
216801.68000000
0.086906398673
Long
EC
CORP
KY
N
1
N
N
N
Westlake Chemical Corp
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413102
9902.00000000
NS
USD
892071.18000000
0.357592679238
Long
EC
CORP
US
N
1
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1617672.43400000
NS
USD
20253258.87000000
8.118653830548
Long
EC
RF
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
29300.00000000
NS
763390.34000000
0.306010106710
Long
EC
CORP
JP
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
3988.00000000
NS
USD
820411.36000000
0.328867362691
Long
EC
CORP
NL
N
1
N
N
N
COMM Mortgage Trust
N/A
COMM 2021-LBA Mortgage Trust
12598GAE7
250000.00000000
PA
USD
249999.93000000
0.100214138492
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
1.27300000
N
N
N
N
N
N
Republic of South Africa
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
113500000.00000000
PA
7538648.54000000
3.021917521485
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC 2020-NQM1 Trust
126401AA6
222711.30000000
PA
USD
224126.54000000
0.089842617633
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971T101
10686.00000000
NS
USD
1245987.60000000
0.499462435476
Long
EC
CORP
US
N
1
N
N
N
UK TSY 3.5% 2045
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
60000.00000000
PA
121607.01000000
0.048746980616
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED BRL / SOLD USD
000000000
1.00000000
NC
422745.35000000
0.169460291657
N/A
DFE
BR
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
6930991.60000000
USD
36780000.00000000
BRL
2021-08-19
422745.35000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-20467.92000000
-0.00820470217
N/A
DFE
GB
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
905884.16000000
USD
640000.00000000
GBP
2021-08-19
-20467.92000000
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
25842.00000000
NS
628777.02000000
0.252049460027
Long
EC
CORP
NL
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
3765.00000000
NS
USD
730297.05000000
0.292744440807
Long
EC
CORP
US
N
1
N
N
N
RELX PLC
549300WSX3VBUFFJOO66
RELX PLC
000000000
21963.00000000
NS
583019.40000000
0.233707213020
Long
EC
CORP
GB
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAE7
125000.00000000
PA
USD
124923.60000000
0.050076457827
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.74000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAE6
300000.00000000
PA
USD
300207.36000000
0.120340121501
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.50000000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust 2021-MF2
03881VAQ2
100000.00000000
PA
USD
100383.42000000
0.040239363084
Long
ABS-MBS
CORP
US
N
2
2054-06-15
Variable
2.56000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
76794.49000000
0.030783583244
Long
DBT
NUSS
IT
N
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
3509219.70000000
PA
3053131.40000000
1.223868074509
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
100000.00000000
PA
USD
101081.21000000
0.040519076857
Long
ABS-O
CORP
US
N
2
2052-08-15
Fixed
1.27800000
N
N
N
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
116700.00000000
NS
886038.02000000
0.355174246833
Long
EC
CORP
IT
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
11672.00000000
NS
USD
3161944.80000000
1.267486651273
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688EAA6
98550.88000000
PA
USD
98327.07000000
0.039415061478
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
0.91000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
47000.00000000
PA
USD
55568.32000000
0.022274931502
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
10513.00000000
NS
USD
1046043.50000000
0.419313510122
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
2193.00000000
NS
USD
531407.76000000
0.213018343072
Long
EC
CORP
US
N
1
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222105
4061.00000000
NS
USD
578286.40000000
0.231809958419
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk Inc/The
88339J105
5580.00000000
NS
USD
431668.80000000
0.173037316075
Long
EC
CORP
US
N
1
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903109
1194.00000000
NS
USD
341507.88000000
0.136895710261
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828WJ5
321000.00000000
PA
USD
340021.76000000
0.136299989152
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
1270000.00000000
PA
USD
1183183.59000000
0.474287029403
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
1461.00000000
NS
101309.64000000
0.040610644545
Long
EC
CORP
BE
N
2
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
Coupang Inc
22266T109
2927.00000000
NS
USD
122407.14000000
0.049067718060
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX 600 BANK SEP21 XEUR 20210917
000000000
1100.00000000
NC
-350397.30000000
-0.14045909352
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
STOXX Europe 600 Banks Index
BJU1 Index
2021-09-17
7632506.86000000
EUR
-350397.30000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
42496.58000000
0.017035037384
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
63080000.00000000
NOK
7370460.51000000
USD
2021-08-19
42496.58000000
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S1970465 CDS USD R F 5.00000 11970465_FEE CCPCDX / Short: S1970465 CDS USD P V 03MEVENT 11970465_PRO CCPCDX
000000000
2250000.00000000
OU
Notional Amount
USD
229500.00000000
0.091996604895
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S36.V1
2I65BRYP9
Y
sell protection
2026-06-20
0.00000000
USD
-622.26000000
USD
2250000.00000000
USD
230122.26000000
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066G104
543.00000000
NS
USD
434454.30000000
0.174153902319
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2019-2
30167LAE9
364665.87000000
PA
USD
368607.73000000
0.147758865787
Long
ABS-O
CORP
US
N
2
2024-03-15
Fixed
3.30000000
N
N
N
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust 2018-1
26208GAG4
198597.98000000
PA
USD
200935.56000000
0.080546358704
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.81000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust 2021-1
68269MAA2
300000.00000000
PA
USD
301120.38000000
0.120706111655
Long
ABS-O
CORP
US
N
2
2036-06-16
Fixed
1.55000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054109
4586.00000000
NS
USD
811813.72000000
0.325420941384
Long
EC
CORP
US
N
1
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2021-VINO
05608KAA8
300000.00000000
PA
USD
299909.97000000
0.120220910737
Long
ABS-MBS
CORP
US
N
2
2038-05-15
Floating
0.72500000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-31233.34000000
-0.01252009254
N/A
DFE
XX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1259679.87000000
USD
1035000.00000000
EUR
2021-08-19
-31233.34000000
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2020-2
80285RAE8
100000.00000000
PA
USD
100487.51000000
0.040281088254
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.96000000
N
N
N
N
N
N
RLGH Trust 2021-TROT
N/A
RLGH Trust 2021-TROT
74969CAL1
190000.00000000
PA
USD
189832.76000000
0.076095727311
Long
ABS-MBS
CORP
US
N
2
2036-04-15
Floating
1.38700000
N
N
N
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
7158.00000000
NS
501107.87000000
0.200872430180
Long
EC
CORP
FR
N
1
N
N
N
SPS Servicer Advance Receivables Trust
N/A
SPS Servicer Advance Receivables Trust II
78472JAA1
100000.00000000
PA
USD
100372.54000000
0.040235001763
Long
ABS-O
CORP
US
N
2
2052-11-15
Fixed
1.28000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
1040000.00000000
PA
860059.70000000
0.344760664084
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
Invesco S&P 500 Equal Weight ETF
N/A
Invesco S&P 500 Equal Weight ETF
46137V357
74440.00000000
NS
USD
11220341.20000000
4.497748567188
Long
EC
RF
US
N
1
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
10000.00000000
PA
18233.52000000
0.007309028040
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE SEP21 XEUR 20210917
000000000
18.00000000
NC
7706.07000000
0.003089029529
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXU1 Index
2021-09-17
6981101.10000000
EUR
7706.07000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
310000.00000000
PA
267390.85000000
0.107185404706
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
10635.22000000
0.004263198833
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3075000.00000000
AUD
2317232.06000000
USD
2021-08-19
10635.22000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2017-GS5
36252HAJ0
100000.00000000
PA
USD
109676.30000000
0.043964475980
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.04700000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S1805827 CDS USD R F 1.00000 11805827_FEE CCPCDX / Short: S1805827 CDS USD P V 03MEVENT 11805827_PRO CCPCDX
000000000
12900000.00000000
OU
Notional Amount
USD
-335286.48000000
-0.13440182059
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S35.V1
2I65BZEA6
Y
sell protection
2026-06-20
0.00000000
USD
-434424.38000000
USD
12900000.00000000
USD
99137.90000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748102
4105.00000000
NS
USD
577491.40000000
0.231491277369
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
10500.00000000
NS
USD
883155.00000000
0.354018569048
Long
EC
CORP
GB
N
1
N
N
N
CCG Receivables Trust
N/A
CCG Receivables Trust 2020-1
12509DAD4
100000.00000000
PA
USD
101245.18000000
0.040584805324
Long
ABS-O
CORP
US
N
2
2027-12-14
Fixed
1.84000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
93000.00000000
PA
171704.42000000
0.068828861374
Long
DBT
NUSS
FR
N
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup COmmercial Mortgage Trust 2019-SMRT
29429MAG8
345000.00000000
PA
USD
369601.64000000
0.148157281236
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.68200000
N
N
N
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
1319.00000000
NS
USD
293253.27000000
0.117552528167
Long
EC
CORP
US
N
1
N
N
N
CARDS II Trust
549300GWPYLNK6X47W76
CARDS II Trust
14161GCA6
200000.00000000
PA
USD
199529.64000000
0.079982786300
Long
ABS-O
CORP
CA
N
2
2027-04-15
Fixed
1.20000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2017-2
80285LAF8
163898.15000000
PA
USD
164452.95000000
0.065922061285
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.49000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
11476.00000000
NS
1162690.25000000
0.466072137451
Long
EC
CORP
CA
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD PHP
000000000
1.00000000
NC
26228.62000000
0.010513917172
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
118650000.00000000
PHP
2453271.03000000
USD
2021-08-19
26228.62000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae
21H022671
1125000.00000000
PA
USD
1163632.50000000
0.466449844645
Long
ABS-MBS
USGA
US
N
2
2051-07-21
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087D50
221000.00000000
PA
188267.18000000
0.075468154131
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
2.25000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb Inc
009066101
120.00000000
NS
USD
18376.80000000
0.007366462783
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
44000.00000000
PA
77883.86000000
0.031220264471
Long
DBT
NUSS
ES
N
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1000.00000000
NS
504703.18000000
0.202313634161
Long
EC
CORP
JP
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
67828.57000000
0.027189534444
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2996399.83000000
CAD
2485000.00000000
USD
2021-08-19
67828.57000000
N
N
N
Marvell Technology Inc
N/A
Marvell Technology Inc
573874104
7524.00000000
NS
USD
438874.92000000
0.175925937315
Long
EC
CORP
US
N
1
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co KGaA
000000000
9993.00000000
NS
624452.89000000
0.250316103691
Long
EC
CORP
DE
N
1
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2021-2
24381WAA6
147004.42000000
PA
USD
146864.62000000
0.058871661957
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
9681.00000000
NS
USD
692675.55000000
0.277663611739
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
10817898.06000000
NS
USD
10817898.06000000
4.336426551748
Long
STIV
RF
US
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-R3
92538EAA5
164163.06000000
PA
USD
163992.53000000
0.065737498859
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
528000.00000000
PA
USD
541653.75000000
0.217125516466
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
7569.00000000
NS
834474.74000000
0.334504762314
Long
EC
CORP
GB
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
63709.00000000
NS
602976.28000000
0.241707061405
Long
EC
CORP
GB
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-71579.59000000
-0.02869315581
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
2472341.25000000
USD
3435000.00000000
NZD
2021-08-19
-71579.59000000
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bond
000000000
20000.00000000
PA
28943.59000000
0.011602230995
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.37500000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES SEP21 XSFE 20210916
000000000
-13.00000000
NC
11928.92000000
0.004781787102
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
S&P ASX Share Price Index 200
XPU1 Index
2021-09-16
-2363381.28000000
AUD
11928.92000000
N
N
N
iShares MSCI South Africa ETF
549300N26GW1II0BPW20
iShares MSCI South Africa ETF
464286780
35315.00000000
NS
USD
1725490.90000000
0.691674529752
Long
EC
RF
US
N
1
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2021-2
40441JAF8
100000.00000000
PA
USD
99766.11000000
0.039991910255
Long
ABS-O
CORP
US
N
2
2029-03-20
Fixed
1.29000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2020-4
03464LAA4
93071.19000000
PA
USD
93609.81000000
0.037524116361
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-1
80286NAG1
200000.00000000
PA
USD
200303.62000000
0.080293041343
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
339847.22000000
0.136230023630
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
10615000.00000000
CHF
11826827.61000000
USD
2021-08-19
339847.22000000
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
1157.00000000
NS
USD
611138.97000000
0.244979130106
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
60600.00000000
NS
1022500.56000000
0.409876165681
Long
EC
CORP
JP
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
20575.00000000
NS
1204348.48000000
0.482771116649
Long
EC
CORP
GB
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-451697.24000000
-0.18106584976
N/A
DFE
NO
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
10553785.76000000
USD
86960000.00000000
NOK
2021-08-19
-451697.24000000
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688DAA8
167796.98000000
PA
USD
167743.97000000
0.067241288591
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
1.05100000
N
N
N
N
N
N
Social Professional Loan Program LLC
N/A
SoFi Professional Loan Program 2016-D LLC
83404LAC5
69686.96000000
PA
USD
70886.01000000
0.028415129649
Long
ABS-O
CORP
US
N
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
Hangzhou Tigermed Consulting Co Ltd
300300CP4N8WDF6DOO67
Hangzhou Tigermed Consulting Co Ltd
000000000
18087.00000000
NS
541088.63000000
0.216898984346
Long
EC
CORP
CN
N
1
N
N
N
iShares MSCI Mexico ETF
549300SQ92O6OZ19G545
iShares MSCI Mexico ETF
464286822
38971.00000000
NS
USD
1870218.29000000
0.749689468817
Long
EC
RF
US
N
1
N
N
Oatly Group AB
894500CEIOQNBAH10Z10
Oatly Group AB
67421J108
13800.00000000
NS
USD
337548.00000000
0.135308365966
Long
EC
CORP
SE
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2018-4
30166EAE6
25548.25000000
PA
USD
25661.13000000
0.010286435023
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
3.97000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
3759.00000000
NS
834394.34000000
0.334472533438
Long
EC
CORP
FR
N
1
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741108
19404.00000000
NS
USD
1030158.36000000
0.412945845859
Long
EC
CORP
US
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
5000.00000000
NS
836221.25000000
0.335204862490
Long
EC
CORP
JP
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAG6
100000.00000000
PA
USD
99628.01000000
0.039936551949
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA 2021-NQM1 Trust
55283FAA6
85233.15000000
PA
USD
85097.69000000
0.034111976315
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15300000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2018-1
23342WAG3
102085.86000000
PA
USD
102736.63000000
0.041182662999
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.81000000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
811.00000000
NS
USD
551236.70000000
0.220966905855
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
17503.00000000
NS
1225446.46000000
0.491228382576
Long
EC
CORP
CH
N
1
N
N
N
IRISH TSY 1.5% 2050
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
110000.00000000
PA
151401.11000000
0.060690144215
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP21 IFLL 20210917
000000000
52.00000000
NC
-25243.68000000
-0.01011909740
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index
Z U1 Index
2021-09-17
3648108.88000000
GBP
-25243.68000000
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2021-NQM2R
64831EAA8
161291.41000000
PA
USD
161282.31000000
0.064651089105
Long
ABS-MBS
CORP
US
N
2
2058-09-25
Variable
0.94100000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP21 XCME 20210917
000000000
-101.00000000
NC
USD
-401187.15000000
-0.16081854347
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
E-mini S&P 500 Index
ESU1 Index
2021-09-17
-21256242.85000000
USD
-401187.15000000
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
120000.00000000
PA
USD
129338.82000000
0.051846328196
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
iShares MSCI India ETF
549300282VMCFH7S5848
iShares MSCI India ETF
46429B598
70569.00000000
NS
USD
3122678.25000000
1.251746392946
Long
EC
RF
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
146784.80000000
0.058839665578
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
4275000.00000000
GBP
6061088.59000000
USD
2021-08-19
146784.80000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT SEP21 XSIM 20210910
000000000
26.00000000
NC
10870.16000000
0.004357376098
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
Mini Japan Government Ten Year Bond
BJU1 Comdty
2021-09-10
393368380.00000000
JPY
10870.16000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD TWD
000000000
1.00000000
NC
90652.88000000
0.036338811259
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
283300000.00000000
TWD
10259288.77000000
USD
2021-08-19
90652.88000000
N
N
N
MVW Owner Trust
N/A
MVW 2021-1W LLC
55389TAA9
146987.98000000
PA
USD
146885.71000000
0.058880116024
Long
ABS-O
CORP
US
N
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
1425.00000000
NS
USD
425120.25000000
0.170412286154
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-4958.73000000
-0.00198773997
N/A
DFE
SG
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
488335.95000000
USD
650000.00000000
SGD
2021-08-19
-4958.73000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
14235.00000000
NS
USD
690682.20000000
0.276864564103
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370860
51246.00000000
NS
USD
761515.56000000
0.305258588649
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-9406.50000000
-0.00377065823
N/A
DFE
JP
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
978327.68000000
USD
107600000.00000000
JPY
2021-08-19
-9406.50000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group Inc
57667L107
3380.00000000
NS
USD
545025.00000000
0.218476904501
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-89183.33000000
-0.03574973234
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
67598934.21000000
MXN
3282053.08000000
USD
2021-08-19
-89183.33000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2018-BIOA
056057AA0
470000.00000000
PA
USD
470609.59000000
0.188646991334
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
0.74400000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAC5
216000.00000000
PA
USD
218637.12000000
0.087642147033
Long
ABS-O
CORP
US
N
2
2025-10-14
Fixed
3.85000000
N
N
N
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust 2018-A
12595MAD9
86838.12000000
PA
USD
87787.63000000
0.035190256696
Long
ABS-O
CORP
US
N
2
2023-12-15
Fixed
3.66000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
95437.88000000
PA
USD
96977.95000000
0.038874257733
Long
ABS-O
CORP
US
N
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
10726.00000000
NS
USD
610202.14000000
0.244603595555
Long
EC
CORP
US
N
1
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust 2020-NQM1
36259WAA9
55877.44000000
PA
USD
56066.43000000
0.022474602216
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1577.00000000
NS
USD
866640.35000000
0.347398561505
Long
EC
CORP
US
N
1
N
N
N
Flagship Credit Auto Trust
N/A
Flagship Credit Auto Trust 2017-2
33844HAE3
42123.34000000
PA
USD
42171.28000000
0.016904638710
Long
ABS-O
CORP
US
N
2
2023-07-15
Fixed
2.96000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
000000000
26163.00000000
NS
949770.09000000
0.380721671944
Long
EC
CORP
CA
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP21 XEUR 20210908
000000000
-54.00000000
NC
-67934.45000000
-0.02723197714
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
-9263647.62000000
EUR
-67934.45000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30165XAF2
300000.00000000
PA
USD
299663.52000000
0.120122119612
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
1.40000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED CNY / SOLD USD
000000000
1.00000000
NC
-817.10000000
-0.00032753998
N/A
DFE
CN
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1615268.26000000
USD
10465000.00000000
CNY
2021-08-19
-817.10000000
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
3513.00000000
NS
USD
497686.71000000
0.199501035388
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
16262.00000000
NS
1206643.82000000
0.483691218990
Long
EC
CORP
GB
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26209BAF6
8045.23000000
PA
USD
8057.40000000
0.003229862502
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
3.66000000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom Inc
252131107
1262.00000000
NS
USD
538874.00000000
0.216011235148
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
38420.16000000
0.015400977252
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1455000.00000000
AUD
1129834.27000000
USD
2021-08-19
38420.16000000
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
5316.00000000
NS
519845.33000000
0.208383465929
Long
EC
CORP
NL
N
1
N
N
N
APA Corp
N/A
APA Corp
03743Q108
26268.00000000
NS
USD
568176.84000000
0.227757473901
Long
EC
CORP
US
N
1
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513105
5707.00000000
NS
USD
415526.67000000
0.166566635658
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2018-BNK14
06035RAS5
275000.00000000
PA
USD
318406.91000000
0.127635532441
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Variable
4.23100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
196000.00000000
PA
USD
200463.59000000
0.080357166384
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
2005.00000000
NS
USD
697158.55000000
0.279460652173
Long
EC
CORP
US
N
1
N
N
N
Citigroup Commercial Mortgage Trust
N/A
Citigroup Commercial Mortgage Trust 2019-GC43
17328HBD2
200000.00000000
PA
USD
216247.28000000
0.086684163738
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.03800000
N
N
N
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
4621.00000000
NS
757794.29000000
0.303766892763
Long
EC
CORP
ES
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2018-2
80285FAF1
47299.67000000
PA
USD
47359.60000000
0.018984411369
Long
ABS-O
CORP
US
N
2
2023-07-17
Fixed
3.35000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bond
000000000
40000.00000000
PA
76541.88000000
0.030682322842
Long
DBT
NUSS
NL
N
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
10942.00000000
NS
USD
672933.00000000
0.269749678963
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp
28176E108
6149.00000000
NS
USD
636851.93000000
0.255286341530
Long
EC
CORP
US
N
1
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust 2020-A
88167HAG1
300000.00000000
PA
USD
307751.49000000
0.123364236303
Long
ABS-O
CORP
US
N
2
2024-02-20
Fixed
2.33000000
N
N
N
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bond
000000000
20000000.00000000
PA
165350.38000000
0.066281802083
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
11003.00000000
NS
754366.48000000
0.302392832274
Long
EC
CORP
DE
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
2898.00000000
NS
USD
845926.20000000
0.339095156393
Long
EC
CORP
US
N
1
N
N
N
Prysmian SpA
529900X0H1IO3RS1A464
Prysmian SpA
000000000
21551.00000000
NS
772500.47000000
0.309661963051
Long
EC
CORP
IT
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2019-4
92537KAA2
53551.10000000
PA
USD
54446.39000000
0.021825198382
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
4843.00000000
NS
USD
631720.92000000
0.253229541967
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-140740.00000000
-0.05641656720
N/A
DFE
PL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5010489.24000000
USD
18565000.00000000
PLN
2021-08-19
-140740.00000000
N
N
N
NYSE Liffe
N/A
MSCI EMGMKT SEP21 XNLI 20210917
000000000
-153.00000000
NC
USD
63816.30000000
0.025581189267
N/A
DE
US
N
1
NYSE Liffe
N/A
Short
ICE US MSCI Emerging Markets EM Index
MESU1 Index
2021-09-17
-10504536.30000000
USD
63816.30000000
N
N
N
Arbor Multifamily Mortgage Securities Trust
N/A
Arbor Multifamily Mortgage Securities Trust 2020-MF1
03881BAL7
500000.00000000
PA
USD
538588.30000000
0.215896710398
Long
ABS-MBS
CORP
US
N
2
2053-05-15
Variable
3.71900000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
10100.00000000
NS
706849.99000000
0.283345530503
Long
EC
CORP
JP
N
1
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-2
24380NAA7
42143.50000000
PA
USD
42333.50000000
0.016969665679
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Fixed
1.69200000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PED3
275000.00000000
PA
USD
273513.57000000
0.109639737833
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
0.77500000
N
N
N
N
N
N
ZYMEWORKS INC
894500AHOYAGYLYZJL67
Zymeworks Inc
98985W102
5577.00000000
NS
USD
193466.13000000
0.077552187896
Long
EC
CORP
CA
N
1
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAA9
47700.76000000
PA
USD
47903.17000000
0.019202305027
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust 2015-SRCH
05547HAC5
210000.00000000
PA
USD
238071.18000000
0.095432419535
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.19700000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
248902.00000000
NS
641329.62000000
0.257081253415
Long
EC
CORP
IE
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
5469.00000000
NS
USD
611488.89000000
0.245119397870
Long
EC
CORP
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAE4
125000.00000000
PA
USD
127922.75000000
0.051278687097
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.47800000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP21 XOSE 20210909
000000000
40.00000000
NC
-57790.18000000
-0.02316557889
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPU1 Index
2021-09-09
783620200.00000000
JPY
-57790.18000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
175.00000000
NC
USD
159682.07000000
0.064009622233
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
23027817.93000000
USD
159682.07000000
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust 2020-1
24381RAA7
109517.83000000
PA
USD
110748.96000000
0.044394458892
Long
ABS-MBS
CORP
US
N
2
2060-01-25
Variable
2.33900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
302000.00000000
PA
USD
327150.94000000
0.131140635156
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
HPEFS Equipment Trust
549300NXXXDG2TJQD265
HPEFS Equipment Trust 2019-1
40438DAD1
100000.00000000
PA
USD
100862.27000000
0.040431313298
Long
ABS-O
CORP
US
N
2
2029-09-20
Fixed
2.32000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-4
92538LAA9
71599.76000000
PA
USD
72011.62000000
0.028866337921
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.50200000
N
N
N
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-1
92838WAA2
53983.56000000
PA
USD
54490.42000000
0.021842848101
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.76300000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust 2017-330M
55282MAG9
150000.00000000
PA
USD
152959.47000000
0.061314823209
Long
ABS-MBS
CORP
US
N
2
2034-08-15
Variable
3.60000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
165000.00000000
PA
214019.04000000
0.085790958880
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED COP / SOLD USD
000000000
1.00000000
NC
-58477.11000000
-0.02344093936
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2485000.00000000
USD
9127405000.00000000
COP
2021-08-19
-58477.11000000
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust 2020-NQM
64830UAA3
58401.88000000
PA
USD
59066.08000000
0.023677031914
Long
ABS-MBS
CORP
US
N
2
2060-05-24
Variable
1.65000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
3429.00000000
NS
USD
945889.65000000
0.379166171703
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
N/A
MFA 2020-NQM3 Trust
552757AA4
69679.13000000
PA
USD
69730.01000000
0.027951739343
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687V106
24762.00000000
NS
USD
1208633.22000000
0.484488683241
Long
EC
CORP
US
N
1
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
15052.00000000
NS
USD
774425.40000000
0.310433584073
Long
EC
CORP
US
N
1
N
N
N
ACC Trust
N/A
ACC Trust 2021-1
00091KAA3
150000.00000000
PA
USD
149972.36000000
0.060117420253
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
0.74000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-69.00000000
NC
USD
13914.82000000
0.005577848356
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
-8530563.29000000
USD
13914.82000000
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix Inc
000000000
5377.00000000
NS
608771.03000000
0.244029925571
Long
EC
CORP
KR
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
388871.62000000
0.155881781177
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
17575000.00000000
NZD
12672244.61000000
USD
2021-08-19
388871.62000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-207636.76000000
-0.08323257939
N/A
DFE
SE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6758676.89000000
USD
56040000.00000000
SEK
2021-08-19
-207636.76000000
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
4035.00000000
NS
USD
1004230.80000000
0.402552610595
Long
EC
CORP
US
N
1
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories Inc
090572207
1600.00000000
NS
USD
1030864.00000000
0.413228706357
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD INR
000000000
1.00000000
NC
6553.70000000
0.002627094333
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
98530000.00000000
INR
1325218.56000000
USD
2021-08-20
6553.70000000
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust 2020-2
92838TAA9
75140.04000000
PA
USD
75543.41000000
0.030282079486
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
22800.00000000
NS
763249.47000000
0.305953638031
Long
EC
CORP
JP
N
1
N
N
N
Santander Retail Auto Lease Trust
N/A
Santander Retail Auto Lease Trust 2017-A
80286DAF5
300000.00000000
PA
USD
298984.14000000
0.119849785610
Long
ABS-O
CORP
US
N
2
2025-06-20
Fixed
1.10000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
1607.00000000
NS
184833.54000000
0.074091756648
Long
EC
CORP
DE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
226000.00000000
PA
USD
230864.30000000
0.092543493645
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust 2021-2
03465DAA1
92327.29000000
PA
USD
92232.70000000
0.036972092637
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.98500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
21228.00000000
NS
USD
2907386.88000000
1.165445412104
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP21 XCME 20210917
000000000
48.00000000
NC
USD
-35637.60000000
-0.01428556952
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini Russell 2000 Index
RTYU1 Index
2021-09-17
5574357.60000000
USD
-35637.60000000
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
34271.00000000
NS
1257303.91000000
0.503998653777
Long
EC
CORP
AT
N
1
N
N
N
Vimeo Inc
N/A
Vimeo Inc
92719V100
4027.00000000
NS
USD
197323.00000000
0.079098239946
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO Corp
422806208
2238.00000000
NS
USD
277914.84000000
0.111404016253
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED USD / SOLD KRW
000000000
1.00000000
NC
-25749.73000000
-0.01032195092
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5571000000.00000000
KRW
4920074.19000000
USD
2021-08-19
-25749.73000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
PURCHASED MYR / SOLD USD
000000000
1.00000000
NC
-29485.13000000
-0.01181931091
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3739762.54000000
USD
15434000.00000000
MYR
2021-08-19
-29485.13000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
100444.97000000
0.040264035811
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
116950000.00000000
ZAR
8241440.74000000
USD
2021-08-19
100444.97000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
339256.39000000
0.135993185486
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT SEP21 XMOD 20210916
000000000
-25.00000000
NC
-64311.07000000
-0.02577952112
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTU1 Index
2021-09-16
-5933780.00000000
CAD
-64311.07000000
N
N
N
IAC/InterActiveCorp
549300TO56L57RP6P031
IAC/InterActiveCorp
44891N208
1864.00000000
NS
USD
287372.88000000
0.115195334636
Long
EC
CORP
US
N
1
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2019-3
26253KAC8
235000.00000000
PA
USD
238037.14000000
0.095418774374
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.74000000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
55000.00000000
PA
103463.77000000
0.041474141915
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust 2021-2NU
46592FAJ2
125000.00000000
PA
USD
120266.14000000
0.048209483938
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.14600000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust 2021-2
30166RAF4
125000.00000000
PA
USD
124289.70000000
0.049822354786
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RB6
717000.00000000
PA
USD
824606.01000000
0.330548816106
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
11560.00000000
NS
1053487.38000000
0.422297439042
Long
EC
CORP
CH
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2020-5
92538CAA9
73056.95000000
PA
USD
73244.43000000
0.029360518028
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.21800000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
107317.00000000
NS
1333808.65000000
0.534666088803
Long
EC
CORP
HK
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
2375000.00000000
PA
USD
2399106.25000000
0.961697733262
Long
ABS-MBS
USGSE
US
N
2
2051-07-14
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TJ9
116000.00000000
PA
USD
117975.63000000
0.047291317736
Long
DBT
UST
US
N
2
2022-08-15
Fixed
1.62500000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
16139.00000000
NS
722886.03000000
0.289773684036
Long
EC
CORP
GB
N
1
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group Inc
82489W107
7627.00000000
NS
USD
270758.50000000
0.108535349658
Long
EC
CORP
US
N
1
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
11100000.00000000
PA
93553.93000000
0.037501716490
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
296000.00000000
PA
399010.42000000
0.159945986744
Long
DBT
NUSS
ES
N
2
2024-01-31
Fixed
4.80000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
350.00000000
NS
USD
765831.50000000
0.306988661969
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
6886.00000000
NS
USD
1083374.38000000
0.434277842225
Long
EC
CORP
JE
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAF1
225000.00000000
PA
USD
225222.14000000
0.090281796197
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDZ5
100000.00000000
PA
USD
99920.26000000
0.040053702310
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
0.71000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
844.00000000
NS
USD
334451.88000000
0.134067265625
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust 2021-MHC2
55293AAL1
150000.00000000
PA
USD
150179.99000000
0.060200650123
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
1.57300000
N
N
N
N
N
N
iShares Global Financials ETF
549300ZMR7B4O75NER74
iShares Global Financials ETF
464287333
61641.00000000
NS
USD
4783958.01000000
1.917681459184
Long
EC
RF
US
N
1
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
1099.00000000
NS
76207.59000000
0.030548320467
Long
EC
CORP
BE
N
1
N
N
N
DBGS Mortgage Trust
N/A
DBGS 2018-BIOD Mortgage Trust
23306GAA5
92813.89000000
PA
USD
92964.97000000
0.037265627948
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
0.87600000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd
40415F101
12718.00000000
NS
USD
929940.16000000
0.372772712313
Long
EC
CORP
IN
N
1
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
-113072.59000000
-0.04532590146
N/A
DFE
JP
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
6018449.05000000
USD
655800000.00000000
JPY
2021-08-19
-113072.59000000
N
N
N
COLT Funding LLC
N/A
COLT 2020-3 Mortgage Loan Trust
12597QAA4
135384.17000000
PA
USD
135907.59000000
0.054479463440
Long
ABS-MBS
CORP
US
N
2
2065-04-27
Variable
1.50600000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
1621.00000000
NS
USD
372051.92000000
0.149139492308
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
15233.00000000
NS
USD
1190458.95000000
0.477203405958
Long
EC
CORP
BM
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
801.00000000
NS
USD
2755568.16000000
1.104587866136
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
BANK 2021-BNK32
06542BCB1
150000.00000000
PA
USD
156332.81000000
0.062667049036
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
3.37200000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087C93
54000.00000000
PA
54530.37000000
0.021858862325
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust 2018-SELF
55358PAA4
690000.00000000
PA
USD
690429.59000000
0.276763303701
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
0.97300000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD COP
000000000
1.00000000
NC
39198.39000000
0.015712935936
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
29805800000.00000000
COP
7963077.75000000
USD
2021-08-19
39198.39000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
350000.00000000
PA
USD
355359.38000000
0.142448176373
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
69000.00000000
PA
147758.78000000
0.059230091954
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
Anglo American PLC
549300S9XF92D1X8ME43
Anglo American PLC
000000000
20294.00000000
NS
806388.01000000
0.323246009361
Long
EC
CORP
GB
N
1
N
N
N
OneMain Direct Auto Receivables Trust
N/A
OneMain Direct Auto Receivables Trust 2018-1
68268XAD3
216000.00000000
PA
USD
218901.92000000
0.087748293878
Long
ABS-O
CORP
US
N
2
2028-01-14
Fixed
4.40000000
N
N
N
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust 2021-2
025291AD7
275000.00000000
PA
USD
273990.67000000
0.109830986549
Long
ABS-O
CORP
US
N
2
2027-07-13
Fixed
1.34000000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust 2020-1
03067DAB1
14448.42000000
PA
USD
14458.47000000
0.005795774082
Long
ABS-O
CORP
US
N
2
2023-03-20
Fixed
1.10000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
150000.00000000
PA
233408.98000000
0.093563545586
Long
DBT
NUSS
IT
N
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
114000.00000000
PA
166885.97000000
0.066897353571
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563402
5059.00000000
NS
USD
809288.23000000
0.324408581882
Long
EC
CORP
US
N
1
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
150000.00000000
PA
USD
151001.85000000
0.060530098182
Long
ABS-O
CORP
US
N
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust 2020-2
36259PAE6
75000.00000000
PA
USD
75768.74000000
0.030372404519
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.01000000
N
N
N
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Commercial Mortgage Trust 2021-MHC
55316VAG9
350000.00000000
PA
USD
350329.21000000
0.140431799197
Long
ABS-MBS
CORP
US
N
2
2038-04-15
Floating
1.67400000
N
N
N
N
N
N
iShares Broad USD High Yield Corporate Bond ETF
549300X7H67ZLUE3IZ46
iShares Broad USD High Yield Corporate Bond ETF
46435U853
541568.00000000
NS
USD
22594216.96000000
9.057042486247
Long
EC
RF
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
201000.00000000
PA
USD
226336.99000000
0.090728691251
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 1000 VSEP21 XCME 20210917
000000000
63.00000000
NC
USD
-65639.70000000
-0.02631211131
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini Russell 1000 Value Index
RVYU1 Index
2021-09-17
4975544.70000000
USD
-65639.70000000
N
N
N
UK TSY 1% 2024
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
90000.00000000
PA
127458.78000000
0.051092701630
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
459000.00000000
PA
USD
482703.04000000
0.193494731384
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
144000.00000000
PA
214634.26000000
0.086037573918
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust 2021-1
23344GAE1
100000.00000000
PA
USD
99917.12000000
0.040052443620
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.84000000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp Trust 2021-NQM1
36262EAA4
136916.39000000
PA
USD
136809.55000000
0.054841020118
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.01700000
N
N
N
N
N
N
JPMorgan BetaBuilders MSCI US REIT ETF
549300UDD0DL9T2E4I67
JPMorgan BetaBuilders MSCI US REIT ETF
46641Q738
39998.00000000
NS
USD
3833008.34000000
1.536486944733
Long
EC
RF
US
N
1
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBL7
100000.00000000
PA
USD
101480.10000000
0.040678974572
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
2.37500000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
4997.00000000
NS
USD
304317.30000000
0.121987618348
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
971000.00000000
PA
USD
994402.61000000
0.398612915116
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2021-07-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer