0001752724-20-130183.txt : 20200626
0001752724-20-130183.hdr.sgml : 20200626
20200626132648
ACCESSION NUMBER: 0001752724-20-130183
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200430
FILED AS OF DATE: 20200626
PERIOD START: 20201031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Clough Global Dividend & Income Fund
CENTRAL INDEX KEY: 0001288795
IRS NUMBER: 201048784
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21583
FILM NUMBER: 20992816
BUSINESS ADDRESS:
STREET 1: P.O. BOX 328
CITY: DENVER
STATE: CO
ZIP: 80200-0328
BUSINESS PHONE: 303-623-2577
MAIL ADDRESS:
STREET 1: P.O. BOX 328
CITY: DENVER
STATE: CO
ZIP: 80200-0328
FORMER COMPANY:
FORMER CONFORMED NAME: Clough Dividend & Income Fund
DATE OF NAME CHANGE: 20160805
FORMER COMPANY:
FORMER CONFORMED NAME: Clough Global Allocation Fund
DATE OF NAME CHANGE: 20040624
FORMER COMPANY:
FORMER CONFORMED NAME: Clough Global Opportunities Fund
DATE OF NAME CHANGE: 20040428
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001288795
XXXXXXXX
CLOUGH GLOBAL DIVIDEND AND INCOME FUND
811-21583
0001288795
5493001GFY6TW0CYCT15
1290 BROADWAY SUITE 1000
DENVER
80203
8772568445
Clough Global Dividend and Income Fund
5493001GFY6TW0CYCT15
2020-10-31
2020-04-30
N
152260924.78
70574391.78
81686533.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
50500000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1196138.93000000
USD
N
THE OPTIONS CLEARING CORPORATION
549300CII6SLYGKNHA04
S&p 500 Index-spx Us 07/17/20 P2700
60L995C33
32.00000000
NC
USD
313120.00000000
0.383318998249
N/A
DE
CORP
US
N
1
Morgan Stanley
N/A
Put
Purchased
S&P 500 Index
S&P 500 Index
100.00000000
2700.00000000
USD
2020-07-17
XXXX
1528.36000000
N
N
N
First American Financial Corp
549300B6VEZK3N0A1P55
First American Financial Corp.
31847R102
24900.00000000
NS
USD
1148388.00000000
1.405847399595
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Capital Ii
N/A
Goldman Sachs Capital II
381427AA1
828000.00000000
PA
USD
669247.56000000
0.819287507281
Long
DBT
CORP
US
N
2
2099-12-01
Floating
4.00000000
N
N
N
N
N
N
Sun Art Retail Group Ltd
3003009IMRZ363PQCP28
Sun Art Retail Group, Ltd.
B3MPN5908
836000.00000000
NS
1393243.47000000
1.705597506506
Long
EC
CORP
HK
N
1
N
N
N
Massachusetts Mutual Life Insurance Company
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co.
575767AQ1
300000.00000000
PA
USD
308247.15000000
0.377353694274
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
912828L65
2000000.00000000
PA
USD
2010546.88000000
2.461295401042
Long
DBT
UST
US
N
2
2020-09-30
Fixed
1.37500000
N
N
N
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software, Inc.
70432V102
-1360.00000000
NS
USD
-354987.20000000
-0.43457248944
Short
EC
CORP
US
N
1
N
N
N
Bank Of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
151691.00000000
NS
USD
3648168.55000000
4.466058744346
Long
EC
CORP
US
N
1
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc.
571903AN3
300000.00000000
PA
USD
294203.68000000
0.360161790683
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
2.87500000
N
N
N
N
N
N
Pennymac Financial Services In
549300W1D516HBDEU871
PennyMac Financial Services, Inc.
70932M107
141100.00000000
NS
USD
4256987.00000000
5.211369418751
Long
EC
CORP
US
N
1
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings, Ltd.
AS2390746
750000.00000000
PA
USD
748255.04000000
0.916007832037
Long
DBT
CORP
KY
N
2
2023-04-19
Fixed
8.35000000
N
N
N
N
N
N
Usb Capital Ix
N/A
USB Capital IX
91731KAA8
770000.00000000
PA
USD
625043.65000000
0.765173434401
Long
DBT
CORP
US
N
2
2049-12-31
Floating
3.50000000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
9128283G3
5000000.00000000
PA
USD
5044042.95000000
6.174877014305
Long
DBT
UST
US
N
2
2020-11-15
Fixed
1.75000000
N
N
N
N
N
N
Golub Capital Bdc Inc
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M110
47375.00000000
NC
USD
30485.81000000
0.037320484638
N/A
DE
CORP
US
N
1
Morgan Stanley
N/A
Call
Purchased
Golub Capital Bdc Inc
Golub Capital BDC, Inc.
1.00000000
11.45000000
USD
2020-05-07
XXXX
30485.81000000
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust, Inc.
20369C106
115500.00000000
NS
USD
4296600.00000000
5.259863336347
Long
RE
CORP
US
N
1
N
N
N
Li Ning Co Ltd
529900T77L2FV3FZ3U81
Li Ning Co., Ltd.
N/A
255000.00000000
NS
804224.44000000
0.984525123621
Long
EC
CORP
KY
N
1
N
N
N
Sba Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp.
78410G104
4120.00000000
NS
USD
1194470.40000000
1.462261104899
Long
RE
CORP
US
N
1
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Kweichow Moutai Co., Ltd.
N/A
1.00000000
NC
USD
1983236.91000000
2.427862754317
N/A
DE
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Kweichow Moutai Co Ltd
Kweichow Moutai Co., Ltd.
Y
Underlying Performance
2020-05-29
0.00000000
USD
0.00000000
USD
1895084.44500000
USD
88152.47000000
N
N
N
On Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp.
682189105
-23300.00000000
NS
USD
-373848.50000000
-0.45766234196
Short
EC
CORP
US
N
1
N
N
N
Mediobanca Banca Di Credito Fi
PSNL19R2RXX5U3QWHI44
Mediobanca Banca di Credito Finanziario SpA
T10584117
-40686.00000000
NS
-235770.41000000
-0.28862824916
Short
EC
CORP
IT
N
1
N
N
N
Hdfc Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank, Ltd.
N/A
102178.00000000
NS
1363099.01000000
1.668694899806
Long
EC
CORP
IN
N
1
N
N
N
Jpmorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
48128BAH4
200000.00000000
PA
USD
174125.00000000
0.213162431560
Long
DBT
CORP
US
N
2
2049-12-31
Fixed
4.00000000
N
N
N
N
N
N
Melco Resorts & Entertainment
529900NRV6LBR3T6B421
Melco Resorts & Entertainment, Ltd.
585464100
52500.00000000
NS
USD
830550.00000000
1.016752663502
Long
EC
CORP
KY
N
1
N
N
N
Micron Technology Inc.
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
N/A
1000000.00000000
PA
USD
1147014.59000000
1.404166082063
Long
DBT
CORP
US
N
2
2029-02-06
Fixed
5.32700000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAH4
300000.00000000
PA
USD
336594.79000000
0.412056648309
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
5.00000000
N
N
N
N
N
N
Sands China Ltd
549300EVO6UZDGY05787
Sands China, Ltd.
G7800X107
197600.00000000
NS
813084.81000000
0.995371917669
Long
EC
CORP
KY
N
1
N
N
N
Dr Horton Inc
529900ZIUEYVSB8QDD25
DR Horton, Inc.
23331A109
27200.00000000
NS
USD
1284384.00000000
1.572332614483
Long
EC
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CR9
700000.00000000
PA
USD
585564.00000000
0.716842762808
Long
DBT
CORP
US
N
2
2049-12-31
Floating
4.57913000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
7413.00000000
NS
USD
1146346.32000000
1.403347991277
Long
EC
CORP
US
N
1
N
N
N
CME GLOBEX
N/A
Eurodollar 90 Day
N/A
682.00000000
NC
USD
169962925.00000000
208.0672526522
N/A
DCR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CME GLOBEX
Eurodollar 90 Day
2020-12-14
169962925.00000000
USD
79086.42000001
N
N
N
Service Corp International/us
549300RKVM2ME20JHZ15
Service Corp. International
817565104
6600.00000000
NS
USD
242484.00000000
0.296846972315
Long
EC
CORP
US
N
1
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
912828ZC7
3200000.00000000
PA
USD
3320000.00000000
4.064317431613
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings, Ltd.
G87572163
32000.00000000
NS
1721251.21000000
2.107141956924
Long
EC
CORP
KY
N
1
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Wuliangye Yibin Co., Ltd. Trs
N/A
1.00000000
NC
USD
768171.61000000
0.940389537648
N/A
DE
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Wuliangye Yibin Co Ltd
Wuliangye Yibin Co., Ltd. Trs
Y
Underlying Performance
2022-05-03
0.00000000
USD
0.00000000
USD
774443.04000000
USD
-6271.43000000
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp.
526057104
25400.00000000
NS
USD
1271778.00000000
1.556900450163
Long
EC
CORP
US
N
1
N
N
N
Ibm
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200101
-13430.00000000
NS
USD
-1686270.80000000
-2.06431921893
Short
EC
CORP
US
N
1
N
N
N
Unicredit Spa
549300TRUWO2CD2G5692
UniCredit SpA
T960AS101
-44837.00000000
NS
-345368.67000000
-0.42279756199
Short
EC
CORP
IT
N
1
N
N
N
Agnc Investment Corp
5TRACI5HRMELWV32OF39
AGNC Investment Corp.
00123Q104
117100.00000000
NS
USD
1454382.00000000
1.780442805670
Long
RE
CORP
US
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAJ0
250000.00000000
PA
USD
257137.50000000
0.314785669750
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556102
3251.00000000
NS
USD
1088044.68000000
1.331975590150
Long
EC
CORP
US
N
1
N
N
N
Small Business Administration
N/A
United States Small Business Administration
83162CSE4
66024.59000000
PA
USD
73785.42000000
0.090327520694
Long
ABS-MBS
USGA
US
N
2
2028-12-01
Fixed
6.22000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
8749.00000000
NS
USD
2405712.53000000
2.945054027449
Long
EC
CORP
US
N
1
N
N
N
Jpmorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
43500.00000000
NS
USD
4165560.00000000
5.099445216998
Long
EC
CORP
US
N
1
N
N
N
Qualys Inc
549300EMBXYOW9W1XA17
Qualys, Inc.
74758T303
-3600.00000000
NS
USD
-379584.00000000
-0.46468369516
Short
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162100
7564.00000000
NS
USD
1809460.08000000
2.215126549684
Long
EC
CORP
US
N
1
N
N
N
Healthcare Realty Trust Incorporated
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc.
421946AK0
400000.00000000
PA
USD
400382.63000000
0.490145211573
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558103
9700.00000000
NS
USD
814800.00000000
0.997471639541
Long
EC
CORP
US
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
4310.00000000
NS
USD
1100256.80000000
1.346925569726
Long
EC
CORP
US
N
1
N
N
N
Nortonlifelock Inc
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc.
871503AU2
600000.00000000
PA
USD
606750.00000000
0.742778494467
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
Bankunited Inc
96OVUWEW5D4YX6PFXD91
BankUnited, Inc.
06652KAA1
750000.00000000
PA
USD
800129.84000000
0.979512547068
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
4.87500000
N
N
N
N
N
N
Astrazeneca Plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AT5
400000.00000000
PA
USD
470811.21000000
0.576363315603
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
Home Depot Inc
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BP6
500000.00000000
PA
USD
565511.98000000
0.692295240391
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
9128285S5
3000000.00000000
PA
USD
3047285.16000000
3.730462106893
Long
DBT
UST
US
N
2
2020-12-31
Fixed
2.50000000
N
N
N
N
N
N
Golub Capital Bdc Inc
2549005WE0QLGK9APF78
Golub Capital BDC, Inc.
38173M102
92400.00000000
NS
USD
948024.00000000
1.160563394213
Long
EC
RF
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
24734.00000000
NS
USD
4432580.14000000
5.426329135550
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies Ag
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
D35415104
20162.00000000
NS
374503.74000000
0.458464481532
Long
EC
CORP
DE
N
1
N
N
N
Silergy Corp
N/A
Silergy Corp.
N/A
19940.00000000
NS
801314.88000000
0.980963263552
Long
EC
CORP
KY
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co.
N/A
400000.00000000
PA
USD
456405.03000000
0.558727385332
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
Seagate Hdd Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAR2
200000.00000000
PA
USD
208882.92000000
0.255712799073
Long
DBT
CORP
KY
N
2
2027-06-01
Fixed
4.87500000
N
N
N
N
N
N
Kwg Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings, Ltd.
G53224104
594500.00000000
NS
875742.02000000
1.072076372735
Long
EC
CORP
KY
N
1
N
N
N
Wisconsin Public Service Corporation
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp.
976843BJ0
365000.00000000
PA
USD
477251.71000000
0.584247724162
Long
DBT
CORP
US
N
2
2044-11-01
Fixed
4.75200000
N
N
N
N
N
N
Barings Bdc Inc
549300GSF4KFZP6ONG49
Barings BDC, Inc.
06759L103
202900.00000000
NS
USD
1371604.00000000
1.679106640503
Long
EC
RF
US
N
1
N
N
N
Aia Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group, Ltd.
Y002A1105
268200.00000000
NS
2489131.25000000
3.047174556912
Long
EC
CORP
HK
N
1
N
N
N
Times China Hldg Ltd
2549000KTINB9ZPZP710
Times China Holdings, Ltd.
AS8273763
500000.00000000
PA
USD
507582.93000000
0.621378960960
Long
DBT
CORP
KY
N
2
2021-06-04
Fixed
7.85000000
N
N
N
N
N
N
Physicians Realty Trust
549300ITOVH0OY7PZC34
Physicians Realty Trust
71943U104
59600.00000000
NS
USD
919032.00000000
1.125071619822
Long
RE
CORP
US
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis, Inc.
98978V103
6410.00000000
NS
USD
828877.10000000
1.014704712709
Long
EC
CORP
US
N
1
N
N
N
Scorpio Tankers Inc
549300NVJUH16NXG8K87
Scorpio Tankers, Inc.
Y7542C130
21800.00000000
NS
USD
477202.00000000
0.584186869578
Long
EC
CORP
MH
N
1
N
N
N
Mellon Capital Iv
N/A
Mellon Capital IV
58551TAA5
585000.00000000
PA
USD
527520.83000000
0.645786778586
Long
DBT
CORP
US
N
2
2049-12-31
Floating
4.00000000
N
N
N
N
N
N
Tpg Specialty Lending In
549300TX61566GJWCN05
TPG Specialty Lending, Inc.
87265KAF9
1500000.00000000
PA
USD
1380524.31000000
1.690026812620
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.87500000
N
N
N
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals, Inc.
015351109
-14600.00000000
NS
USD
-1569062.00000000
-1.92083314394
Short
EC
CORP
US
N
1
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co., Ltd.
Y74718100
18265.00000000
NS
749517.83000000
0.917553729450
Long
EC
CORP
KR
N
1
N
N
N
Toll Bros Finance Corp
N/A
Toll Brothers Finance Corp.
88947EAU4
250000.00000000
PA
USD
235325.00000000
0.288082981805
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
3.80000000
N
N
N
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co.
146869AA0
500000.00000000
PA
USD
491875.00000000
0.602149438757
Long
DBT
CORP
US
Y
2
2023-10-01
Fixed
8.87500000
N
N
N
N
N
N
Ping An
529900M9MC28JLN35U89
Ping An Insurance Group Co. of China, Ltd.
Y69790106
73200.00000000
NS
752536.60000000
0.921249283526
Long
EC
CORP
CN
N
1
N
N
N
Tpg Specialty Lending Inc
549300TX61566GJWCN05
TPG Specialty Lending, Inc.
87265K102
77100.00000000
NS
USD
1269066.00000000
1.553580441466
Long
EC
RF
US
N
1
N
N
N
Iqvia Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
-7540.00000000
NS
USD
-1075128.60000000
-1.31616382837
Short
EC
CORP
US
N
1
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc.
98956P102
3970.00000000
NS
USD
475209.00000000
0.581747054927
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162CU2
400000.00000000
PA
USD
413884.13000000
0.506673639827
Long
DBT
CORP
US
N
2
2030-02-21
Fixed
2.45000000
N
N
N
N
N
N
Bruker Corp
LEBZ6VLQ6I8XB1NHVY15
Bruker Corp.
116794108
-11300.00000000
NS
USD
-444316.00000000
-0.54392809154
Short
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning, Inc.
219350105
-18700.00000000
NS
USD
-411587.00000000
-0.50386151166
Short
EC
CORP
US
N
1
N
N
N
Pra Health Sciences Inc
549300R1HR1VWWHIAK47
PRA Health Sciences, Inc.
69354M108
-10960.00000000
NS
USD
-1057640.00000000
-1.29475442420
Short
EC
CORP
US
N
1
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
9128285X4
1500000.00000000
PA
USD
1526484.38000000
1.868709962265
Long
DBT
UST
US
N
2
2021-01-31
Fixed
2.50000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
25600.00000000
NS
USD
1535488.00000000
1.879732121817
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Banco Santander SA
N/A
1.00000000
NC
USD
-95355.95000000
-0.11673399090
N/A
DE
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Banco Santander SA
Banco Santander SA
Y
Underlying Performance
2020-05-20
0.00000000
USD
0.00000000
USD
-171224.61900000
USD
75868.66000000
N
N
N
Spdr S&p Regional Banking Etf
5493004JVD6CQEEJSS37
SPDR S&P Regional Banking ETF
78464A698
-21400.00000000
NS
USD
-815982.00000000
-0.99891863448
Short
EC
RF
US
N
1
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings, Ltd.
AV6914221
250000.00000000
PA
USD
254109.48000000
0.311078791898
Long
DBT
CORP
KY
N
2
2020-11-23
Fixed
9.50000000
N
N
N
N
N
N
Paylocity Holding Corp
549300VH75FTB4DIEE07
Paylocity Holding Corp.
70438V106
-3200.00000000
NS
USD
-366496.00000000
-0.44866147030
Short
EC
CORP
US
N
1
N
N
N
Microchip Technology Inc
5493007PTFULNYZJ1R12
Microchip Technology, Inc.
595017104
23500.00000000
NS
USD
2061655.00000000
2.523861552552
Long
EC
CORP
US
N
1
N
N
N
Tsmc
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co., Ltd.
874039100
14400.00000000
NS
USD
765072.00000000
0.936595019891
Long
EC
CORP
TW
N
1
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
9128282Q2
1000000.00000000
PA
USD
1004091.83000000
1.229201183015
Long
DBT
UST
US
N
2
2020-08-15
Fixed
1.50000000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
9128284A5
1900000.00000000
PA
USD
2027656.25000000
2.482240554878
Long
DBT
UST
US
N
2
2023-02-28
Fixed
2.62500000
N
N
N
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Properties Co., Ltd.
N/A
149000.00000000
NS
754369.56000000
0.923493178490
Long
EC
CORP
KY
N
1
N
N
N
Nvidia Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
5760.00000000
NS
USD
1683532.80000000
2.060967381245
Long
EC
CORP
US
N
1
N
N
N
Pultegroup Inc
N/A
PulteGroup, Inc.
745867AW1
300000.00000000
PA
USD
320865.00000000
0.392800365269
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
7559.00000000
NS
USD
1350944.48000000
1.653815421447
Long
EC
CORP
US
N
1
N
N
N
CME GLOBEX
N/A
Eurodollar 90 Day
N/A
1930.00000000
NC
USD
481269625.00000000
589.1664235523
N/A
DCR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CME GLOBEX
Eurodollar 90 Day
2021-06-14
481269625.00000000
USD
3516329.94999999
N
N
N
Deutsche Bank Ag
7LTWFZYICNSX8D621K86
Deutsche Bank AG
D18190898
-203600.00000000
NS
USD
-1508676.00000000
-1.84690908598
Short
EC
CORP
DE
N
1
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Sany Heavy Industry Co., Ltd. Trs
N/A
1.00000000
NC
USD
1536980.45000000
1.881559167164
N/A
DE
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Sany Heavy Industry Co Ltd
Sany Heavy Industry Co., Ltd. Trs
Y
Underlying Performance
2020-05-29
0.00000000
USD
0.00000000
USD
1493641.68000000
USD
43338.77000000
N
N
N
Teradyne Inc
C3X4YJ278QNZHRJULN75
Teradyne, Inc.
880770102
11500.00000000
NS
USD
719210.00000000
0.880451126503
Long
EC
CORP
US
N
1
N
N
N
Mediatek Inc
254900UEGBK1I4DM4E14
MediaTek, Inc.
N/A
64000.00000000
NS
893178.42000000
1.093421874080
Long
EC
CORP
TW
N
1
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810SK5
2300000.00000000
PA
USD
2910757.82000000
3.563326429829
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
-293.00000000
NS
USD
-433807.01000000
-0.53106307009
Short
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
15900.00000000
NS
USD
4671420.00000000
5.718714980840
Long
EC
CORP
US
N
1
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
912828ZB9
6600000.00000000
PA
USD
6867093.75000000
8.406641214654
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.12500000
N
N
N
N
N
N
Midamerican Energy Company
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AL9
500000.00000000
PA
USD
665677.14000000
0.814916627689
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
Charles River Laboratories Int
549300BSQ0R4UZ5KX287
Charles River Laboratories International, Inc.
159864107
-6720.00000000
NS
USD
-972182.40000000
-1.19013791416
Short
EC
CORP
US
N
1
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAN1
160000.00000000
PA
USD
164568.00000000
0.201462828640
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Trinity Capital Inc
N/A
Trinity Capital, Inc.
896442407
22400.00000000
NS
USD
585200.00000000
0.716397156921
Long
EP
CORP
US
Y
1
N
N
N
Solar Capital Ltd
BJOT6DX9ML6BR3Z0O636
Solar Capital, Ltd.
83413U100
34600.00000000
NS
USD
521076.00000000
0.637897069275
Long
EC
RF
US
N
1
N
N
N
Gabelli Equity Trust
54930036JZVAIXXFZV64
Gabelli Equity Trust, Inc.
362397846
27100.00000000
NS
USD
682378.00000000
0.835361686852
Long
EP
CORP
US
N
1
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
N/A
400000.00000000
PA
USD
449229.81000000
0.549943538428
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Note
912828ZA1
8138000.00000000
PA
USD
8276441.38000000
10.13195330495
Long
DBT
UST
US
N
2
2022-02-28
Fixed
1.12500000
N
N
N
N
N
N
Us Treasury N/b
254900HROIFWPRGM1V77
U.S. Treasury Bond
912810FG8
1710000.00000000
PA
USD
2394200.39000000
2.930960957787
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
Societe Generale Sa
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
F43638141
-8443.00000000
NS
-131937.78000000
-0.16151717444
Short
EC
CORP
FR
N
1
N
N
N
Cognizant Technology Solutions
5493006IEVQEFQO40L83
Cognizant Technology Solutions Corp.
192446102
-5100.00000000
NS
USD
-295902.00000000
-0.36224086043
Short
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967424
74730.00000000
NS
USD
3628888.80000000
4.442456628683
Long
EC
CORP
US
N
1
N
N
N
Blackrock Liquidity Funds T-fu
5493007YVNX55LTRQ706
BlackRock Liquidity Funds, T-Fund Portfolio - Institutional Class
09248U718
2355989.16000000
NS
USD
2355989.16000000
2.884183075807
Long
STIV
RF
US
N
1
N
N
N
2020-05-30
CLOUGH GLOBAL DIVIDEND AND INCOME FUND
Jill A. Kerschen
Jill A. Kerschen
Treasurer