0001752724-22-183356.txt : 20220819
0001752724-22-183356.hdr.sgml : 20220819
20220819121729
ACCESSION NUMBER: 0001752724-22-183356
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220819
DATE AS OF CHANGE: 20220819
PERIOD START: 20220630
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: 221179683
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000003135
UBS DYNAMIC ALPHA FUND
C000008503
CLASS A
BNAAX
C000008506
CLASS P
BNAYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000003135
C000008506
C000008503
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS DYNAMIC ALPHA FUND
S000003135
1NQOD781VYFVBIL5FH78
2022-06-30
2022-06-30
N
28461400.18
1079185.85
27382214.33
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3273501.07000000
AUD
CAD
EUR
GBP
JPY
NZD
USD
UST
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBH6
25000.00000000
PA
USD
24324.87000000
0.088834561393
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.70000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
000000000
100000.00000000
PA
105139.36000000
0.383969531217
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Poland Government International Bonds
000000000
90000.00000000
PA
88703.73000000
0.323946518462
Long
DBT
NUSS
PL
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
000000000
30000.00000000
PA
20311.81000000
0.074178843811
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
16.00000000
NC
USD
-84779.20000000
-0.30961411293
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Bclear MSCI World Energy Index Futures
MEWU2 Index
2022-09-16
699699.20000000
USD
-84779.20000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
13000.00000000
PA
USD
12769.95000000
0.046635928877
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold NZD
000000000
1.00000000
NC
87162.22000000
0.318316915314
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4410000.00000000
NZD
2841340.51000000
USD
2022-07-13
87162.22000000
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
Q04578AD4
15000.00000000
PA
USD
14874.04000000
0.054320077334
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
80000.00000000
PA
USD
78420.33000000
0.286391484103
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
400000.00000000
OU
Notional Amount
-13084.20000000
-0.04778357163
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S27
2I667KJP4
Y
sell protection
2027-06-20
22509.68000000
EUR
0.00000000
EUR
400000.00000000
EUR
-37955.33000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
200000.00000000
PA
138269.54000000
0.504961134017
Long
DBT
CORP
ES
N
2
2023-01-19
Fixed
4.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
260000.00000000
PA
264860.81000000
0.967273160629
Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold CAD
000000000
1.00000000
NC
83566.34000000
0.305184741427
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4410000.00000000
CAD
3509736.45000000
USD
2022-07-13
83566.34000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold GBP
000000000
1.00000000
NC
77712.52000000
0.283806558021
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2260000.00000000
GBP
2829065.74000000
USD
2022-07-13
77712.52000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
100000.00000000
PA
120688.02000000
0.440753324568
Long
DBT
NUSS
CN
N
2
2023-01-21
Fixed
1.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold TWD
000000000
1.00000000
NC
14477.90000000
0.052873371837
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
28300000.00000000
TWD
966431.04000000
USD
2022-07-13
14477.90000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
20000.00000000
PA
USD
18611.80000000
0.067970397776
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308AX7
45000.00000000
PA
USD
43035.46000000
0.157165740802
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DD8
25000.00000000
PA
USD
25052.36000000
0.091491358945
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold PHP
000000000
1.00000000
NC
41657.33000000
0.152132802329
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
67100000.00000000
PHP
1261894.91000000
USD
2022-07-13
41657.33000000
N
N
N
IRISH TSY 1% 2026
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
490000.00000000
PA
510016.05000000
1.862581469319
Long
DBT
NUSS
IE
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
N
N
Redexis Gas Finance BV
724500XI19XTPCL36320
Redexis Gas Finance BV
000000000
100000.00000000
PA
96202.65000000
0.351332616276
Long
DBT
CORP
NL
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
000000000
35000.00000000
PA
23770.11000000
0.086808574768
Long
DBT
NUSS
XX
N
2
2025-06-05
Fixed
4.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased JPY / Sold USD
000000000
1.00000000
NC
-33311.78000000
-0.12165480701
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2054394.15000000
USD
274100000.00000000
JPY
2022-07-13
-33311.78000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-3.00000000
NC
13619.18000000
0.049737321590
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
Long Gilt Future
G U2 Comdty
2022-09-28
-353128.02000000
GBP
13619.18000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
540000.00000000
PA
373264.41000000
1.363163714597
Long
DBT
NUSS
AU
N
2
2022-07-15
Fixed
5.75000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
200000.00000000
PA
133577.59000000
0.487826106355
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
171622.50000000
NS
USD
171622.50000000
0.626766330624
Long
STIV
RF
US
N
2
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
Aviva PLC
000000000
30000.00000000
PA
36519.01000000
0.133367628928
Long
DBT
CORP
GB
N
2
2022-09-29
Fixed
6.12500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAM6
35000.00000000
PA
USD
35151.43000000
0.128373219113
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
169.45000000
0.000618832348
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
838612.80000000
USD
800000.00000000
EUR
2022-07-13
169.45000000
N
N
N
iShares MSCI International Value Factor ETF
549300HD4TSTWEGNNR73
iShares MSCI International Value Factor ETF
46435G409
52125.00000000
NS
USD
1156132.50000000
4.222202361236
Long
EC
RF
US
N
1
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
30000.00000000
PA
33412.77000000
0.122023623061
Long
DBT
NUSS
XX
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased CHF / Sold EUR
000000000
1.00000000
NC
N/A
10961.16000000
0.040030217673
N/A
DFE
CH
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1175000.00000000
EUR
1186016.10000000
CHF
2022-07-13
10961.16000000
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAP0
10000.00000000
PA
USD
8434.98000000
0.030804594173
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romania Government International Bonds
000000000
100000.00000000
PA
98428.70000000
0.359462163336
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
180000.00000000
PA
190123.45000000
0.694331903580
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BJ9
200000.00000000
PA
USD
199486.17000000
0.728524609426
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.51900000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co.
88579YBM2
20000.00000000
PA
USD
19612.78000000
0.071625982338
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.65000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
500000.00000000
PA
277256.45000000
1.012542107291
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased COP / Sold USD
000000000
1.00000000
NC
-134435.75000000
-0.49096011147
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1735994.00000000
USD
6658405000.00000000
COP
2022-07-13
-134435.75000000
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No. 1
13509PDV2
120000.00000000
PA
92367.00000000
0.337324801007
Long
DBT
NUSS
CA
N
2
2023-09-15
Fixed
2.35000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
4.00000000
NC
-19763.47000000
-0.07217630306
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Future
TPU2 INDEX
2022-09-08
77501508.00000000
JPY
-19763.47000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJH4
220000.00000000
PA
USD
220308.39000000
0.804567473415
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAN4
20000.00000000
PA
USD
19245.55000000
0.070284856323
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-2.00000000
NC
2010.03000000
0.007340640810
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Future
OEU2 Comdty
2022-09-08
-250298.06000000
EUR
2010.03000000
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWB1
20000.00000000
PA
USD
19311.40000000
0.070525340891
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
2.12500000
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
101048.58000000
0.369029979760
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold AUD
000000000
1.00000000
NC
17109.77000000
0.062484975808
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
605000.00000000
AUD
434721.54000000
USD
2022-07-13
17109.77000000
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDM5
10000.00000000
PA
USD
9235.25000000
0.033727184692
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CH9
200000.00000000
PA
USD
195961.16000000
0.715651253176
Long
DBT
NUSS
JP
N
2
2023-05-22
Fixed
0.62500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
100000.00000000
PA
96602.13000000
0.352791519472
Long
DBT
CORP
FR
N
2
2049-05-28
Fixed
3.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAU9
300000.00000000
PA
USD
276999.54000000
1.011603870533
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Bonds Inflation-Linked
000000000
545146.00000000
PA
434594.08000000
1.587140012719
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BG0
25000.00000000
PA
USD
24849.48000000
0.090750440050
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
ENLINK MIDSTREAM PARTNER
88CPW63VL7KHJWS0NY83
EnLink Midstream Partners LP
29336UAB3
10000.00000000
PA
USD
9761.45000000
0.035648870037
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.40000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
30000.00000000
PA
USD
30084.96000000
0.109870442314
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
136100.00000000
0.497037961794
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP NZ
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
96122UAA2
80000.00000000
PA
USD
69943.21000000
0.255432994414
Long
DBT
CORP
AU
N
2
2027-09-21
Fixed
5.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BL6
20000.00000000
PA
USD
19785.99000000
0.072258546228
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAA1
50000.00000000
PA
USD
47749.98000000
0.174383194231
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DE7
25000.00000000
PA
USD
24440.63000000
0.089257317561
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417XAH4
30000.00000000
PA
USD
29604.00000000
0.108113973702
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833DM9
30000.00000000
PA
USD
29062.98000000
0.106138165634
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
1.80000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-7.00000000
NC
USD
-2242.80000000
-0.00819071815
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index Futures USD NTR
ZWPU2 Index
2022-09-16
-542917.20000000
USD
-2242.80000000
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
25000.00000000
PA
USD
22870.96000000
0.083524873935
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFS3
80000.00000000
PA
USD
79652.45000000
0.290891193239
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
PHOENIX GROUP HOLDINGS
21380031B1D56JRCE375
Phoenix Group Holdings PLC
000000000
150000.00000000
PA
182630.10000000
0.666966147437
Long
DBT
CORP
KY
N
2
2022-07-20
Fixed
4.12500000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased BRL / Sold USD
000000000
1.00000000
NC
-70610.48000000
-0.25786986818
N/A
DFE
BR
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
852125.12000000
USD
4100000.00000000
BRL
2022-07-13
-70610.48000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BD6
30000.00000000
PA
USD
31111.88000000
0.113620759902
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
AMBER CIRCLE FUNDING LTD
549300XUOOO10CM8FY85
Amber Circle Funding Ltd.
000000000
200000.00000000
PA
USD
199959.96000000
0.730254893158
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
690000.00000000
PA
518287.99000000
1.892790640500
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAW8
5000.00000000
PA
USD
4750.50000000
0.017348852590
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
100000.00000000
PA
121378.23000000
0.443273975352
Long
DBT
CORP
GB
N
2
2023-10-06
Fixed
2.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KJ9
20000.00000000
PA
USD
20025.29000000
0.073132471167
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp.
534187BH1
70000.00000000
PA
USD
66815.17000000
0.244009374825
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHC6
90000.00000000
PA
USD
89704.97000000
0.327603052546
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
USD
91550.00000000
0.334341112434
Long
DBT
CORP
FR
N
2
2024-01-22
Fixed
5.62500000
N
N
N
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
100000.00000000
PA
97459.35000000
0.355922091710
Long
DBT
CORP
FR
N
2
2025-02-26
Fixed
2.62500000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MAX1
15000.00000000
PA
11458.59000000
0.041846834817
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GN7
20000.00000000
PA
USD
19672.17000000
0.071842874951
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
TRANSPORT ET INFRASTRUCT
969500Y0L922VYT3UI51
Terega SA
000000000
100000.00000000
PA
103704.08000000
0.378727880624
Long
DBT
CORP
FR
N
2
2025-08-05
Fixed
2.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
36962GXZ2
6000.00000000
PA
USD
6712.32000000
0.024513430210
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAX6
15000.00000000
PA
USD
13920.00000000
0.050835917914
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
1.00000000
NC
-553.19000000
-0.00202025297
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Future
XPU2 INDEX
2022-09-15
162326.44000000
AUD
-553.19000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HD6
130000.00000000
PA
USD
131332.39000000
0.479626623388
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.87500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
60000.00000000
PA
USD
56442.20000000
0.206127230324
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp.
87612EBM7
15000.00000000
PA
USD
13914.37000000
0.050815357123
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.95000000
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAB7
35000.00000000
PA
USD
35636.25000000
0.130143784467
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury U.S. Corp.
87089HAB9
30000.00000000
PA
USD
27741.88000000
0.101313501040
Long
DBT
CORP
US
N
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
1148400.00000000
OU
Notional Amount
USD
-33188.76000000
-0.12120553728
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S38
2I65BRZG8
Y
sell protection
2027-06-20
0.00000000
USD
-12607.19000000
USD
1148400.00000000
USD
-20581.57000000
N
N
N
Tauron Polska Energia SA
259400NAPDFBOTNCRL54
Tauron Polska Energia SA
000000000
100000.00000000
PA
86901.25000000
0.317363851413
Long
DBT
CORP
PL
N
2
2027-07-05
Fixed
2.37500000
N
N
N
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
000000000
910000.00000000
PA
932822.38000000
3.406672553059
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AP9
25000.00000000
PA
USD
25004.61000000
0.091316975678
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.66500000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
200000.00000000
PA
USD
161250.00000000
0.588885902566
Long
DBT
CORP
FR
N
2
2029-03-13
Fixed
5.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
35000.00000000
PA
USD
35138.08000000
0.128324464838
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZL7
560000.00000000
PA
USD
519728.13000000
1.898050039841
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCK0
90000.00000000
PA
USD
88890.48000000
0.324628530507
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
100000.00000000
PA
101128.43000000
0.369321592407
Long
DBT
CORP
NL
N
2
2023-12-26
Fixed
2.62500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
60000.00000000
PA
USD
59078.26000000
0.215754136199
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023DG7
20000.00000000
PA
USD
18027.31000000
0.065835837024
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
20000.00000000
PA
USD
19793.31000000
0.072285278909
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased USD / Sold HKD
000000000
1.00000000
NC
50.80000000
0.000185521884
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
865000.00000000
HKD
110312.82000000
USD
2022-07-13
50.80000000
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587CV7
35000.00000000
PA
USD
33492.17000000
0.122313592306
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
25000.00000000
PA
USD
24581.43000000
0.089771519949
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-4.00000000
NC
USD
10212.91000000
0.037297604484
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year US Treasury Note Futures
UXYU2 Comdty
2022-09-21
-519712.91000000
USD
10212.91000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
290000.00000000
PA
352925.50000000
1.288885901434
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.50000000
N
N
N
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
100000.00000000
PA
102267.45000000
0.373481299822
Long
DBT
NUSS
LU
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased CAD / Sold USD
000000000
1.00000000
NC
1001.40000000
0.003657118405
N/A
DFE
CA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
158265.01000000
USD
205000.00000000
CAD
2022-07-13
1001.40000000
N
N
N
Italian Derivatives Market
N/A
Future
000000000
4.00000000
NC
-21326.12000000
-0.07788310960
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
MIL FTSE/MIB Index Future
STU2 INDEX
2022-09-16
444510.32000000
EUR
-21326.12000000
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
80000.00000000
PA
USD
75098.43000000
0.274259886709
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
iShares MSCI USA Value Factor ETF
549300QCMVXVCAPD3O82
iShares MSCI USA Value Factor ETF
46432F388
8035.00000000
NS
USD
727328.20000000
2.656206657484
Long
EC
RF
US
N
1
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
103716.03000000
0.378771522091
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
1.12500000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
840240.89000000
NS
USD
840240.89000000
3.068564433371
Long
STIV
RF
US
N
2
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
12.00000000
NC
12425.73000000
0.045378835510
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
HKG Hang Seng China Enterprises Index Future
HCN2 Index
2022-07-28
4455897.76000000
HKD
12425.73000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-6.00000000
NC
19674.40000000
0.071851018923
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXU2 Comdty
2022-09-08
-911454.18000000
EUR
19674.40000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
13.00000000
NC
USD
-16045.26000000
-0.05859737933
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-09-30
1475295.26000000
USD
-16045.26000000
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
100000.00000000
PA
99903.59000000
0.364848469871
Long
DBT
CORP
FR
N
2
2026-04-14
Fixed
1.25000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japan Government CPI Linked Bonds
000000000
48587660.00000000
PA
375114.78000000
1.369921276195
Long
DBT
NUSS
JP
N
2
2026-03-10
Fixed
0.10000000
N
N
N
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty. Ltd.
000000000
30000.00000000
PA
20460.58000000
0.074722152684
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785HN9
100000.00000000
PA
USD
99722.49000000
0.364187091658
Long
DBT
NUSS
XX
N
2
2022-12-15
Fixed
2.00000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
166754AQ4
120000.00000000
PA
USD
119743.39000000
0.437303530521
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
10.00000000
NC
USD
-2054.00000000
-0.00750121949
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI World Small Cap Futures
OHTU2 Index
2022-09-16
542754.00000000
USD
-2054.00000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
9.00000000
NC
-6090.71000000
-0.02224330701
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
ICF FTSE 100 Index Future
Z U2 INDEX
2022-09-16
645893.46000000
GBP
-6090.71000000
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
166754AW1
25000.00000000
PA
USD
25761.05000000
0.094079498792
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
85000.00000000
PA
USD
84928.32000000
0.310158700010
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
116894.18000000
0.426898199653
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AH6
10000.00000000
PA
USD
9738.33000000
0.035564435668
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NS0
15000.00000000
PA
USD
14378.09000000
0.052508865158
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
2.00000000
NC
-6699.55000000
-0.02446679409
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Future
CNU2 Comdty
2022-09-20
256603.66000000
CAD
-6699.55000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-52.00000000
NC
26908.84000000
0.098271234297
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX EURO STOXX 50 Future
VGU2 INDEX
2022-09-16
-1814997.60000000
EUR
26908.84000000
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
25000.00000000
PA
USD
24415.36000000
0.089165031380
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
GLOBALWORTH REAL ESTATE
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd.
000000000
100000.00000000
PA
91748.02000000
0.335064282582
Long
DBT
GG
N
2
2025-03-29
Fixed
3.00000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813BQ1
30000.00000000
PA
USD
28068.93000000
0.102507889470
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-1.00000000
NC
USD
4938.17000000
0.018034224480
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term US Treasury Bond Future
WNU2 Comdty
2022-09-21
-159281.92000000
USD
4938.17000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
20000.00000000
PA
USD
19975.20000000
0.072949542207
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
25000.00000000
PA
26568.68000000
0.097028968073
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
34540UAC3
100000.00000000
PA
100406.60000000
0.366685465207
Long
DBT
CORP
US
N
2
2024-03-06
Fixed
3.02100000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
20000.00000000
PA
USD
18947.75000000
0.069197289056
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines Pass-Through Trust
90933HAA3
32870.37000000
PA
USD
29908.94000000
0.109227616289
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEN0
25000.00000000
PA
USD
24813.71000000
0.090619807810
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
13.00000000
NC
-1240.41000000
-0.00452998426
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOU2 Index
2022-09-16
264303.65000000
EUR
-1240.41000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
8.00000000
NC
USD
-15261.68000000
-0.05573574078
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-09-21
963511.68000000
USD
-15261.68000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
11.00000000
NC
USD
-36429.80000000
-0.13304183350
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Bclear MSCI World Materials Index Futures
MMWU2 Index
2022-09-16
560454.40000000
USD
-36429.80000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
420000.00000000
PA
271550.58000000
0.991704238113
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bonds
000000000
63000000.00000000
PA
470076.21000000
1.716720950083
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.40000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAL6
25000.00000000
PA
USD
23059.72000000
0.084214226512
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAG1
60000.00000000
PA
USD
59149.80000000
0.216015400679
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
20000.00000000
PA
USD
19002.34000000
0.069396652042
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
100000.00000000
PA
72440.99000000
0.264554900954
Long
DBT
FR
N
2
2026-01-25
Fixed
2.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796K57
3400000.00000000
PA
USD
3399355.42000000
12.41446502109
Long
STIV
UST
US
N
2
2022-07-14
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CHF
000000000
1.00000000
NC
-60833.27000000
-0.22216344254
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2485000.00000000
CHF
2543400.03000000
USD
2022-07-13
-60833.27000000
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold EUR
000000000
1.00000000
NC
108281.91000000
0.395446141407
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
4405000.00000000
EUR
4726826.66000000
USD
2022-07-13
108281.91000000
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KM2
25000.00000000
PA
USD
24638.57000000
0.089980195549
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
96585.78000000
0.352731809180
Long
DBT
CORP
NL
N
2
2024-06-27
Fixed
3.37500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
15000.00000000
PA
USD
14554.42000000
0.053152823305
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
30000.00000000
PA
USD
29358.48000000
0.107217333288
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800TAU9ZX2WZNCO64
Virgin Money U.K. PLC
000000000
100000.00000000
PA
115688.42000000
0.422494757384
Long
DBT
CORP
GB
N
2
2026-04-24
Fixed
3.37500000
N
N
N
N
N
N
LNR CDO Ltd
549300FIVXZ33M229N06
LNR CDO IV Ltd.
53944MAT6
8000000.00000000
PA
USD
0.00000000
0.000000
Long
ABS-CBDO
CORP
KY
N
3
2043-05-28
Fixed
7.59200000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BC8
60000.00000000
PA
USD
43745.40000000
0.159758445656
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
100000.00000000
PA
100687.04000000
0.367709633656
Long
DBT
CORP
AU
N
2
2029-10-03
Fixed
1.93600000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
100000.00000000
PA
102419.51000000
0.374036623794
Long
DBT
CORP
ES
N
2
2026-04-04
Fixed
3.25000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
1.00000000
NC
-11510.88000000
-0.04203779819
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
MSE S&P/TSX 60 Index Future
PTU2 INDEX
2022-09-15
243316.80000000
CAD
-11510.88000000
N
N
N
RESA SA BELGIUM
549300Y2TNSX5TN57R56
Resa SA
000000000
100000.00000000
PA
99676.39000000
0.364018734200
Long
DBT
CORP
BE
N
2
2026-07-22
Fixed
1.00000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
103479.61000000
0.377908114927
Long
DBT
CORP
GB
N
2
2023-10-13
Fixed
0.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P79
210000.00000000
PA
USD
208260.94000000
0.760570118581
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
9.00000000
NC
USD
26155.00000000
0.095518206397
N/A
DE
HK
N
1
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
MSCI China A 50 Connect Index Futures
MCYU2 Index
2022-09-16
544490.00000000
USD
26155.00000000
N
N
N
ADLER GROUP SA
391200OYYFJ3DWAMEC69
ADLER Group SA
000000000
100000.00000000
PA
60385.39000000
0.220527782275
Long
DBT
CORP
LU
N
2
2024-07-26
Fixed
1.50000000
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
100000.00000000
PA
USD
99699.22000000
0.364102109487
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased MXN / Sold USD
000000000
1.00000000
NC
-9859.36000000
-0.03600643790
N/A
DFE
MX
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
410090.26000000
USD
8060000.00000000
MXN
2022-07-13
-9859.36000000
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd.
98420EAB1
20000.00000000
PA
USD
21304.60000000
0.077804518448
Long
DBT
CORP
KY
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp.
961214EJ8
30000.00000000
PA
USD
29849.06000000
0.109008934194
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRX0
60000.00000000
PA
USD
57600.46000000
0.210357202327
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
ARGENTUM (SWISS LIFE)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Life AG
000000000
100000.00000000
PA
101808.65000000
0.371805759654
Long
DBT
CORP
NL
N
2
2025-06-16
Fixed
4.37500000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
17.00000000
NC
USD
-2752.30000000
-0.01005141500
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE US MSCI Emerging Markets EM Index Futures
MESU2 Index
2022-09-16
855047.30000000
USD
-2752.30000000
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579PU6
61625.80000000
PA
USD
0.62000000
0.000002264243
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
2.97100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796P94
3000000.00000000
PA
USD
2979791.25000000
10.88221432382
Long
STIV
UST
US
N
2
2022-12-01
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZT0
1030000.00000000
PA
USD
950456.64000000
3.471072969283
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAN0
80000.00000000
PA
USD
75371.46000000
0.275256993797
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased NOK / Sold USD
000000000
1.00000000
NC
-93831.08000000
-0.34267162936
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2556096.03000000
USD
24250000.00000000
NOK
2022-07-13
-93831.08000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
35000.00000000
PA
USD
33706.01000000
0.123094537183
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
119.00000000
NC
-28068.89000000
-0.10250774339
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Banks Index Future
BJU2 Index
2022-09-16
764584.57000000
EUR
-28068.89000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CLP / Sold USD
000000000
1.00000000
NC
-93512.01000000
-0.34150638393
N/A
DFE
CL
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
835457.00000000
USD
681900000.00000000
CLP
2022-07-13
-93512.01000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
30000.00000000
PA
29574.20000000
0.108005143936
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.62500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased USD / Sold CNY
000000000
1.00000000
NC
2909.80000000
0.010626605887
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
10290000.00000000
CNY
1540041.18000000
USD
2022-07-13
2909.80000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
33000.00000000
PA
USD
33306.15000000
0.121634246224
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QAJ7
30000.00000000
PA
USD
30361.88000000
0.110881755704
Long
DBT
NUSS
MX
N
2
2022-09-24
Fixed
8.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
30000.00000000
PA
USD
28949.27000000
0.105722896078
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
BK OF ENGLAND EURO NOTE
YUEDD7W89PH0FV8Q2S28
Bank of England Euro Note
000000000
40000.00000000
PA
USD
39252.96000000
0.143352029631
Long
DBT
NUSS
GB
N
2
2023-04-28
Fixed
0.50000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
50000.00000000
PA
USD
46242.70000000
0.168878599234
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes, Inc.
55903VAG8
50000.00000000
PA
USD
46899.59000000
0.171277565191
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158BC9
20000.00000000
PA
USD
17286.95000000
0.063132038160
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines Pass-Through Trust
02376XAA7
31614.15000000
PA
USD
31575.69000000
0.115314596619
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.37500000
N
N
N
N
N
N
YORKSHIRE WATER SRV BRAD
213800O8BDOGHJMTCP32
Yorkshire Water Finance PLC
000000000
100000.00000000
PA
121701.51000000
0.444454595721
Long
DBT
CORP
KY
N
2
2046-03-22
Fixed
3.75000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co.
927804FZ2
20000.00000000
PA
USD
19548.64000000
0.071391742699
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087G73
500000.00000000
PA
387865.13000000
1.416485625762
Long
DBT
NUSS
CA
N
2
2022-09-01
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
320000.00000000
PA
USD
313787.50000000
1.145953706367
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2022-07-28
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer