0001752724-22-183361.txt : 20220819
0001752724-22-183361.hdr.sgml : 20220819
20220819121738
ACCESSION NUMBER: 0001752724-22-183361
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: 221179687
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
2022-06-30
2022-06-30
N
207927246.89
16973344.42
190953902.47
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
7892466.12000000
CAD
EUR
GBP
JPY
NZD
USD
UST
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-78.00000000
NC
USD
12253.80000000
0.006417150862
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE US MSCI Emerging Markets EM Index Futures
MESU2 Index
2022-09-16
-3922783.80000000
USD
12253.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-128.00000000
NC
USD
-218241.60000000
-0.11429020154
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Future
ESM2 INDEX
2022-09-16
-24034558.40000000
USD
-218241.60000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
034651AA7
50288.90000000
PA
USD
48539.85000000
0.025419669025
Long
ABS-MBS
CORP
US
N
2
2053-04-25
Variable
0.99000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold INR
000000000
1.00000000
NC
13921.73000000
0.007290623454
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
77030000.00000000
INR
986047.11000000
USD
2022-08-18
13921.73000000
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust
76123MAA1
67153.22000000
PA
USD
66382.10000000
0.034763416270
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
1939.00000000
NS
USD
87739.75000000
0.045948131389
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
168000.00000000
PA
USD
150228.75000000
0.078672783355
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
3668.00000000
NS
USD
605366.72000000
0.317022439536
Long
EC
CORP
US
N
1
N
N
N
Bank OZK
549300VYK2WBD7SST478
Bank OZK
06417N103
14477.00000000
NS
USD
543321.81000000
0.284530351551
Long
EC
CORP
US
N
1
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bonds
000000000
83550000.00000000
PA
603255.88000000
0.315917020912
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
000000000
27400.00000000
NS
740535.08000000
0.387808298453
Long
EC
CORP
JP
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp.
958102105
9287.00000000
NS
USD
416336.21000000
0.218029694399
Long
EC
CORP
US
N
1
N
N
N
BioNTech SE
894500UZJ5LG1F8J1U58
BioNTech SE
09075V102
1100.00000000
NS
USD
164010.00000000
0.085889839316
Long
EC
CORP
DE
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012676
725000.00000000
PA
USD
600727.75000000
0.314593073107
Long
ABS-MBS
USGSE
US
N
2
2052-07-15
Fixed
1.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAF7
300000.00000000
PA
USD
298982.31000000
0.156573029476
Long
ABS-O
CORP
US
N
2
2023-01-20
Fixed
2.68000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465CAA3
74459.59000000
PA
USD
69058.02000000
0.036164759717
Long
ABS-MBS
CORP
US
N
2
2066-01-25
Variable
0.90900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538KAA1
123943.81000000
PA
USD
107812.75000000
0.056460092517
Long
ABS-MBS
CORP
US
N
2
2066-09-25
Variable
1.01300000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold GBP
000000000
1.00000000
NC
70487.52000000
0.036913369712
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
12385000.00000000
GBP
15158821.39000000
USD
2022-08-18
70487.52000000
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
2537.00000000
NS
USD
714901.23000000
0.374384194694
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
17317.00000000
NS
USD
1075212.53000000
0.563074394443
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
2210.00000000
NS
USD
471348.80000000
0.246839050631
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
1776.00000000
NS
USD
438458.88000000
0.229615040241
Long
EC
CORP
US
N
1
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
4896.00000000
NS
356331.50000000
0.186606031817
Long
EC
CORP
NL
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1027.00000000
NS
USD
527498.01000000
0.276243639525
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
1412.00000000
NS
USD
342988.92000000
0.179618701458
Long
EC
CORP
US
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087N26
100000.00000000
PA
66923.07000000
0.035046715010
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
1.50000000
N
N
N
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
22384.00000000
NS
958995.09000000
0.502212878393
Long
EC
CORP
GB
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
23383.00000000
NS
USD
915912.11000000
0.479650899066
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
12849.00000000
NS
USD
995283.54000000
0.521216653404
Long
EC
CORP
US
N
1
N
N
N
MFRA TRUST
N/A
MFA Trust
55283WAA9
62080.88000000
PA
USD
56272.60000000
0.029469206584
Long
ABS-MBS
CORP
US
N
2
2064-11-25
Variable
1.02900000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold JPY
000000000
1.00000000
NC
84105.29000000
0.044044813387
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
225800000.00000000
JPY
1752974.12000000
USD
2022-08-18
84105.29000000
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830JAA8
199259.98000000
PA
USD
179143.31000000
0.093814950981
Long
ABS-MBS
CORP
US
N
2
2026-01-25
Variable
2.27700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179RVA4
92890.60000000
PA
USD
89294.36000000
0.046762259815
Long
ABS-MBS
USGA
US
N
2
2045-12-20
Fixed
3.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287Y109
16704.00000000
NS
USD
2558384.64000000
1.339791754401
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828VB3
345000.00000000
PA
USD
341630.86000000
0.178907503633
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
143693.05000000
0.075250124842
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold PHP
000000000
1.00000000
NC
438655.36000000
0.229717934185
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
553050000.00000000
PHP
10490326.25000000
USD
2022-08-18
438655.36000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
5568.00000000
NS
507235.30000000
0.265632329813
Long
EC
CORP
DE
N
1
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19688JAA5
20517.02000000
PA
USD
20248.22000000
0.010603721494
Long
ABS-MBS
CORP
US
N
2
2065-03-25
Variable
1.85300000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japan Government CPI Linked Bonds
000000000
51173000.00000000
PA
398657.58000000
0.208771632757
Long
DBT
NUSS
JP
N
2
2031-03-10
Fixed
0.00500000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE Mortgage Trust
682413AE9
200000.00000000
PA
USD
188331.22000000
0.098626536333
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
2.42400000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased BRL / Sold USD
000000000
1.00000000
NC
-64842.52000000
-0.03395715885
N/A
DFE
BR
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
5728510.93000000
USD
30030000.00000000
BRL
2022-08-18
-64842.52000000
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust
95001NBB3
130000.00000000
PA
USD
127772.81000000
0.066912908480
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
850000.00000000
PA
USD
791265.85000000
0.414375322926
Long
ABS-MBS
USGSE
US
N
2
2052-07-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YU8
760000.00000000
PA
USD
715112.50000000
0.374494833962
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
12300.00000000
NS
1005811.47000000
0.526729989274
Long
EC
CORP
JP
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254XAA2
100000.00000000
PA
USD
93595.91000000
0.049014923910
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 Bonds
000000000
325000.00000000
PA
337408.15000000
0.176696126989
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
73363.00000000
NS
1905764.43000000
0.998023295334
Long
EC
CORP
GB
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
100000.00000000
PA
76568.89000000
0.040098101693
Long
DBT
NUSS
FR
N
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022675
3125000.00000000
PA
USD
2808821.88000000
1.470942381207
Long
ABS-MBS
USGSE
US
N
2
2052-07-15
Fixed
2.50000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
5377.00000000
NS
USD
475649.42000000
0.249091227698
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1736422.35000000
NS
USD
1736422.35000000
0.909341117169
Long
STIV
RF
US
N
2
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased MXN / Sold USD
000000000
1.00000000
NC
-32972.12000000
-0.01726705742
N/A
DFE
MX
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
3944428.19000000
USD
79290000.00000000
MXN
2022-08-18
-32972.12000000
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
10032.00000000
NS
USD
554568.96000000
0.290420333298
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
200000.00000000
PA
USD
172171.88000000
0.090164106505
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
969457100
45382.00000000
NS
USD
1416372.22000000
0.741735152662
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust
12656NAE1
150000.00000000
PA
USD
146776.22000000
0.076864739657
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.83000000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
1314.00000000
NS
USD
395054.10000000
0.206884538566
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64828EAA3
28660.63000000
PA
USD
27707.64000000
0.014510119794
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
2.49200000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-9.00000000
NC
USD
9479.05000000
0.004964051468
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note
FVM2 COMDTY
2022-09-30
-1019729.05000000
USD
9479.05000000
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAG1
425000.00000000
PA
USD
397557.37000000
0.208195467522
Long
ABS-O
CORP
US
N
2
2025-03-20
Fixed
1.34000000
N
N
N
N
N
N
TTAN
N/A
TTAN
87303TAL1
99745.44000000
PA
USD
93983.39000000
0.049217841994
Long
ABS-MBS
CORP
US
N
2
2038-03-15
Floating
3.07500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H020675
625000.00000000
PA
USD
554348.75000000
0.290305012272
Long
ABS-MBS
USGA
US
N
2
2052-07-21
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M49
680000.00000000
PA
USD
679423.09000000
0.355804768172
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
12433YAJ6
75193.95000000
PA
USD
71041.67000000
0.037203570642
Long
ABS-MBS
CORP
US
N
2
2037-10-15
Floating
2.72400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
18870.00000000
NS
USD
740458.80000000
0.387768351639
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020471
275000.00000000
PA
USD
256581.05000000
0.134368057777
Long
ABS-MBS
USGSE
US
N
2
2037-07-15
Fixed
2.00000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64831TAA5
135989.92000000
PA
USD
121004.27000000
0.063368314779
Long
ABS-MBS
CORP
US
N
2
2056-11-27
Variable
1.15600000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179RQZ5
81628.32000000
PA
USD
78468.10000000
0.041092692521
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
AGCO Corp
LYOM0B2GCF1JWXK5ZG04
AGCO Corp.
001084102
7231.00000000
NS
USD
713699.70000000
0.373754969533
Long
EC
CORP
US
N
1
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464WAA0
48704.92000000
PA
USD
46556.89000000
0.024381219444
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.37300000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold KRW
000000000
1.00000000
NC
124085.47000000
0.064981897931
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
8436000000.00000000
KRW
6626657.45000000
USD
2022-08-18
124085.47000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538DAA7
52878.80000000
PA
USD
51106.97000000
0.026764035371
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Belgium Government Bonds
000000000
83000.00000000
PA
104327.11000000
0.054634709555
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
03465AAA7
32373.23000000
PA
USD
30937.11000000
0.016201349959
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.26100000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust
682696AB5
100000.00000000
PA
USD
86993.97000000
0.045557576396
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300KI3ILQQHC87U86
Dryden 60 CLO Ltd.
26251NAD2
250000.00000000
PA
USD
236091.75000000
0.123638085918
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
3.09400000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
14.00000000
NC
-93433.59000000
-0.04892991910
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Future
TPU2 INDEX
2022-09-08
274547070.00000000
JPY
-93433.59000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased CHF / Sold NZD
000000000
1.00000000
NC
N/A
81808.26000000
0.042841889556
N/A
DFE
CH
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
9000000.00000000
NZD
5426118.00000000
CHF
2022-08-18
81808.26000000
N
N
N
ARES CLO Ltd
549300X38KZ67Q2FQG11
ARES XLI CLO Ltd.
04016DAW5
250000.00000000
PA
USD
230553.50000000
0.120737778604
Long
ABS-CBDO
CORP
KY
N
2
2034-04-15
Floating
2.84400000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
805.00000000
NS
USD
1754304.30000000
0.918705654772
Long
EC
CORP
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
7100.00000000
NS
USD
835315.00000000
0.437443272536
Long
EC
US
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings, Inc.
000000000
21100.00000000
NS
422528.74000000
0.221272639382
Long
EC
CORP
JP
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab AS
000000000
2181.00000000
NS
705843.14000000
0.369640594337
Long
EC
CORP
DK
N
1
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
48000.00000000
PA
46614.89000000
0.024411593267
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826C839
5597.00000000
NS
USD
1101993.33000000
0.577099140549
Long
EC
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
24.00000000
NC
USD
-10502.74000000
-0.00550014420
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 1000 Value Index Futures
RVYU2 Index
2022-09-16
1721342.74000000
USD
-10502.74000000
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1912699.54200000
NS
USD
14689532.48000000
7.692711324560
Long
EC
RF
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
000000000
38300.00000000
NS
1099770.05000000
0.575934838604
Long
EC
CORP
JP
N
1
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust
126401AA6
101080.56000000
PA
USD
95781.98000000
0.050159739476
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.20800000
N
N
N
N
N
N
Block Inc
549300OHIIUWSTIZME52
Block, Inc.
852234103
1839.00000000
NS
USD
113024.94000000
0.059189646578
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133B24E6
346142.45000000
PA
USD
300901.24000000
0.157577947403
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
170000.00000000
PA
145507.02000000
0.076200076624
Long
DBT
NUSS
IT
N
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
Akamai Technologies Inc
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies, Inc.
00971T101
10861.00000000
NS
USD
991935.13000000
0.519463135955
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased CLP / Sold USD
000000000
1.00000000
NC
-363856.60000000
-0.19054682585
N/A
DFE
CL
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
6498484.76000000
USD
5682600000.00000000
CLP
2022-08-18
-363856.60000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
90000.00000000
PA
125107.55000000
0.065517147532
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Energy Select Sector SPDR Fund
54930064FLK0RD4TRU75
Energy Select Sector SPDR Fund
81369Y506
43098.00000000
NS
USD
3081937.98000000
1.613969623105
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-18518.93000000
-0.00969811549
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6605000.00000000
EUR
6924040.65000000
USD
2022-08-18
-18518.93000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166RAD9
55870.71000000
PA
USD
55687.08000000
0.029162577606
Long
ABS-O
CORP
US
N
2
2025-02-18
Fixed
0.50000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
28080.00000000
NS
926344.21000000
0.485114050049
Long
EC
CORP
NL
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
2916.00000000
NS
USD
509337.72000000
0.266733338995
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
20630.00000000
NS
444382.83000000
0.232717333477
Long
EC
CORP
NL
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
122.00000000
NC
-16105.25000000
-0.00843410361
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex 2 Year Euro SCHATZ Future
DUU2 Comdty
2022-09-08
13331058.34000000
EUR
-16105.25000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
54865.84000000
0.028732505222
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 Bonds Inflation-Linked
000000000
3762238.50000000
PA
2872233.38000000
1.504150134062
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
127.00000000
NC
USD
341261.70000000
0.178714179488
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Msci World Health Care Future
HLSU2 Index
2022-09-16
5561698.30000000
USD
341261.70000000
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464WAB8
124380.92000000
PA
USD
118079.45000000
0.061836625736
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.57900000
N
N
N
N
N
N
Ocwen Master Advance Receivables Trust
549300THGK42AVJMPW70
Ocwen Master Advance Receivables Trust
67575NBW2
90526.32000000
PA
USD
90302.35000000
0.047290130671
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
113600.00000000
NS
636274.66000000
0.333208513557
Long
EC
CORP
IT
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
7389.00000000
NS
USD
1897716.87000000
0.993808895996
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RP5
47000.00000000
PA
USD
43673.28000000
0.022871111527
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
GCAT
N/A
GCAT Trust
36168HAA2
113926.33000000
PA
USD
99438.32000000
0.052074515741
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
1.09300000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
9855.00000000
NS
USD
1535901.75000000
0.804331165864
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
1851.00000000
NS
USD
401648.49000000
0.210337932246
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
6535.00000000
NS
USD
741853.20000000
0.388498580235
Long
EC
CORP
US
N
1
N
N
N
Venture CDO Ltd
5493001R7OPCYBM5NH78
Venture XXX CLO Ltd.
92331NAG1
200000.00000000
PA
USD
183363.20000000
0.096024850829
Long
ABS-CBDO
CORP
KY
N
2
2031-01-15
Floating
2.99400000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold NZD
000000000
1.00000000
NC
8951.94000000
0.004688011024
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
4580000.00000000
NZD
2868170.50000000
USD
2022-08-18
8951.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
321000.00000000
PA
USD
318116.01000000
0.166593091780
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
N
Wizz Air Holdings Plc
213800COXGZCORLJZA85
Wizz Air Holdings PLC
000000000
9998.00000000
NS
213471.76000000
0.111792300256
Long
EC
CORP
JE
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold CHF
000000000
1.00000000
NC
-292916.42000000
-0.15339640416
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5795000.00000000
CHF
5794969.29000000
USD
2022-08-18
-292916.42000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
1270000.00000000
PA
USD
1052909.38000000
0.551394533644
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
1118.00000000
NS
62142.09000000
0.032542979848
Long
EC
CORP
BE
N
2
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC
29373KAB9
126655.43000000
PA
USD
125745.01000000
0.065850976792
Long
ABS-O
CORP
US
N
2
2025-12-22
Fixed
1.78000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
2029.00000000
NS
USD
472878.74000000
0.247640259708
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
4782.00000000
NS
USD
724903.38000000
0.379622186623
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
451.00000000
NS
USD
165093.06000000
0.086457023325
Long
EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
6455.00000000
NS
USD
790931.15000000
0.414200045020
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold CNY
000000000
1.00000000
NC
-131084.15000000
-0.06864701286
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
98515000.00000000
CNY
14585091.42000000
USD
2022-08-18
-131084.15000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
301656AG9
59432.62000000
PA
USD
59497.75000000
0.031158174423
Long
ABS-O
CORP
US
N
2
2023-11-15
Fixed
3.53000000
N
N
N
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
6197.00000000
NS
272104.72000000
0.142497595744
Long
EC
CORP
FR
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
120000.00000000
PA
90137.04000000
0.047203560039
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
49339.00000000
NS
USD
6622773.97000000
3.468257984955
Long
EC
RF
US
N
1
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
10000.00000000
PA
10872.48000000
0.005693772088
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased KRW / Sold USD
000000000
1.00000000
NC
-29770.53000000
-0.01559042764
N/A
DFE
KR
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
964765.77000000
USD
1213000000.00000000
KRW
2022-08-18
-29770.53000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
310000.00000000
PA
210476.38000000
0.110223659887
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
15741.00000000
NS
149689.82000000
0.078390552936
Long
EC
CORP
GB
N
1
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAJ0
100000.00000000
PA
USD
94763.83000000
0.049626547964
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.04700000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H032670
550000.00000000
PA
USD
534328.30000000
0.279820570875
Long
ABS-MBS
USGA
US
N
2
2052-07-21
Fixed
3.50000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
3846.00000000
NS
USD
597091.50000000
0.312688817707
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
2144.00000000
NS
USD
260667.52000000
0.136508087359
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
9100.00000000
NS
USD
568477.00000000
0.297703787483
Long
EC
CORP
GB
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
-26.00000000
NC
-25128.10000000
-0.01315924926
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Mini Japan Government 10 Year Bond Future
BJU2 Comdty
2022-09-09
-383080620.00000000
JPY
-25128.10000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
93000.00000000
PA
111668.34000000
0.058479213336
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
29429MAG8
345000.00000000
PA
USD
340832.23000000
0.178489271803
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
1367.00000000
NS
USD
138258.38000000
0.072404060986
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet, Inc.
34959E109
2840.00000000
NS
USD
160687.20000000
0.084149733480
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
22.00000000
NC
-12170.27000000
-0.00637340732
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
3571181.68000000
AUD
-12170.27000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased TWD / Sold USD
000000000
1.00000000
NC
-3736.08000000
-0.00195653503
N/A
DFE
TW
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1054410.27000000
USD
31200000.00000000
TWD
2022-08-18
-3736.08000000
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Swap
000000000
12812163.00000000
OU
Notional Amount
USD
-1171766.68000000
-0.61363850900
N/A
DE
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
J.P. Morgan EMBI Global Core Index
JPEICORE INDEX
Y
equity-performance leg
2022-07-18
0.00000000
USD
0.00000000
USD
12812163.00000000
USD
-1171766.68000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
10673.00000000
NS
1033470.11000000
0.541214448425
Long
EC
CORP
CA
N
1
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold IDR
000000000
1.00000000
NC
15254.17000000
0.007988404427
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
15528800000.00000000
IDR
1056884.23000000
USD
2022-08-18
15254.17000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H022671
900000.00000000
PA
USD
822726.00000000
0.430850581924
Long
ABS-MBS
USGA
US
N
2
2052-07-21
Fixed
2.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
21.00000000
NC
USD
-44819.71000000
-0.02347148155
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year US Treasury Note Futures
UXYU2 Comdty
2022-09-21
2719694.71000000
USD
-44819.71000000
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
120.00000000
NS
USD
10689.60000000
0.005598000282
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
1747.00000000
NS
USD
149613.08000000
0.078350365226
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
44000.00000000
PA
54392.73000000
0.028484743855
Long
DBT
NUSS
ES
N
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp.
000000000
900.00000000
NS
307650.35000000
0.161112365874
Long
EC
CORP
JP
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MYR / Sold USD
000000000
1.00000000
NC
-6973.93000000
-0.00365215369
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1263974.45000000
USD
5540000.00000000
MYR
2022-08-18
-6973.93000000
N
N
N
Marvell Technology Inc
N/A
Marvell Technology, Inc.
573874104
8098.00000000
NS
USD
352505.94000000
0.184602637306
Long
EC
CORP
US
N
1
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
000000000
9655.00000000
NS
505897.86000000
0.264931930406
Long
EC
CORP
DE
N
1
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust
24381WAA6
99243.92000000
PA
USD
87652.80000000
0.045902596839
Long
ABS-MBS
CORP
US
N
2
2066-04-25
Variable
0.89900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538EAA5
71101.80000000
PA
USD
67611.23000000
0.035407095181
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAA1
107271.22000000
PA
USD
97001.65000000
0.050798464312
Long
ABS-MBS
CORP
US
N
2
2066-11-25
Variable
1.82000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828M80
528000.00000000
PA
USD
527175.00000000
0.276074483517
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
9275.00000000
NS
861687.91000000
0.451254412114
Long
EC
CORP
GB
N
1
N
N
N
BX Trust
N/A
BX Mortgage Trust
05609PAL2
100000.00000000
PA
USD
92169.86000000
0.048268120634
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.62300000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC
000000000
55161.00000000
NS
426252.33000000
0.223222633570
Long
EC
CORP
GB
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
149082.47000000
PA
USD
143841.36000000
0.075327792802
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
3.57500000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
20000.00000000
PA
17838.92000000
0.009342003367
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464LAA4
38058.34000000
PA
USD
36362.57000000
0.019042590661
Long
ABS-MBS
CORP
US
N
2
2065-06-25
Variable
1.46900000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465HAA2
101602.34000000
PA
USD
90428.85000000
0.047356377026
Long
ABS-MBS
CORP
US
N
2
2066-07-25
Variable
0.95100000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc.
893641100
925.00000000
NS
USD
496419.75000000
0.259968371203
Long
EC
CORP
US
N
1
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp.
000000000
52800.00000000
NS
885707.55000000
0.463833175726
Long
EC
CORP
JP
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
17875.00000000
NS
811474.84000000
0.424958500194
Long
EC
CORP
GB
N
1
N
N
N
COLT Funding LLC
N/A
COLT Funding LLC
19688DAA8
74148.54000000
PA
USD
68404.46000000
0.035822499103
Long
ABS-MBS
CORP
US
N
2
2064-12-25
Variable
1.05100000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold MYR
000000000
1.00000000
NC
1655.71000000
0.000867073140
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
4388000.00000000
MYR
997272.73000000
USD
2022-08-18
1655.71000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
3255.00000000
NS
597961.84000000
0.313144603103
Long
EC
CORP
FR
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
000000000
4300.00000000
NS
484890.92000000
0.253930877414
Long
EC
CORP
JP
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
914.00000000
NS
USD
444030.34000000
0.232532739188
Long
EC
CORP
US
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087H72
50000.00000000
PA
30234.62000000
0.015833465359
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust
23344GAG6
100000.00000000
PA
USD
92704.29000000
0.048547994464
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
Voya CLO Ltd
N/A
Voya CLO Ltd.
92917JAJ6
250000.00000000
PA
USD
231342.00000000
0.121150705488
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.89400000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283FAA6
39065.26000000
PA
USD
36199.72000000
0.018957308298
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15300000
N
N
N
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
773.00000000
NS
USD
520553.66000000
0.272606976483
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc.
000000000
15233.00000000
NS
1063988.31000000
0.557196420831
Long
EC
CORP
CH
N
1
N
N
N
IRISH TSY 1.5% 2050
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
240000.00000000
PA
200295.44000000
0.104892038030
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
Palmer Square Loan Funding Ltd
N/A
Palmer Square Loan Funding Ltd.
69701YAE2
250000.00000000
PA
USD
236850.25000000
0.124035302204
Long
ABS-CBDO
CORP
KY
N
2
2029-04-20
Floating
2.86300000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional U.S. Government Money Market Fund
857492706
33796997.27000000
NS
USD
33796997.27000000
17.69903460093
Long
STIV
RF
US
N
2
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208VAF3
150000.00000000
PA
USD
149346.24000000
0.078210624694
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.28000000
N
N
N
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64831EAA8
77236.37000000
PA
USD
74391.49000000
0.038957826489
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94100000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-79.00000000
NC
196955.25000000
0.103142825285
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Future
RXU2 Comdty
2022-09-08
-11941563.37000000
EUR
196955.25000000
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
MSC Trust
62479WAJ0
299011.22000000
PA
USD
282387.21000000
0.147882397975
Long
ABS-MBS
CORP
US
N
2
2023-11-15
Floating
2.70200000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased EUR / Sold USD
000000000
1.00000000
NC
-153103.65000000
-0.08017832996
N/A
DFE
XX
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6065578.69000000
USD
5625000.00000000
EUR
2022-08-18
-153103.65000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased AUD / Sold USD
000000000
1.00000000
NC
-25298.32000000
-0.01324839119
N/A
DFE
AU
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
9419476.17000000
USD
13605000.00000000
AUD
2022-08-18
-25298.32000000
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
13417.00000000
NS
USD
370577.54000000
0.194066492072
Long
EC
CORP
US
N
1
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
Ford Motor Co.
345370860
47936.00000000
NS
USD
533527.68000000
0.279401296909
Long
EC
CORP
US
N
1
N
N
N
PACE High Yield Investments
54930077W0HZFCY95U61
PACE High Yield Investments
69375U600
2389809.50500000
NS
USD
19261864.61000000
10.08718039319
Long
EC
RF
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold EUR
000000000
1.00000000
NC
N/A
-4129.15000000
-0.00216238052
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
365000.00000000
EUR
311526.41000000
GBP
2022-08-18
-4129.15000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
101.00000000
NC
-47663.32000000
-0.02496064201
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
7231364.94000000
GBP
-47663.32000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
-2.00000000
NC
23009.94000000
0.012049997251
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
MSE S&P/TSX 60 Index Future
PTU2 INDEX
2022-09-15
-486618.40000000
CAD
23009.94000000
N
N
N
Match Group Inc
15OMOPB0A8K0EFUVD031
Match Group, Inc.
57667L107
3995.00000000
NS
USD
278411.55000000
0.145800398105
Long
EC
CORP
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold CNY
000000000
1.00000000
NC
-136.79000000
-0.00007163509
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
9210000.00000000
CNY
1375653.47000000
USD
2022-08-18
-136.79000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased GBP / Sold USD
000000000
1.00000000
NC
-194267.95000000
-0.10173552228
N/A
DFE
GB
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
6023713.05000000
USD
4785000.00000000
GBP
2022-08-18
-194267.95000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XCCM8
264441.00000000
PA
USD
238402.25000000
0.124848063808
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold TWD
000000000
1.00000000
NC
64860.88000000
0.033966773740
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
240200000.00000000
TWD
8153705.15000000
USD
2022-08-18
64860.88000000
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
27576.51000000
PA
USD
26547.56000000
0.013902601442
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
13100000.00000000
OU
Notional Amount
USD
1313275.00000000
0.687744520019
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.EM.S35
2I65BZEC2
Y
buy protection
2027-06-20
1137994.25000000
USD
0.00000000
USD
13100000.00000000
USD
175280.75000000
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
878.00000000
NS
USD
417506.56000000
0.218642591012
Long
EC
CORP
US
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30167YAE1
122852.48000000
PA
USD
122856.53000000
0.064338318521
Long
ABS-O
CORP
US
N
2
2025-05-15
Fixed
3.28000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
6484.00000000
NS
USD
594388.28000000
0.311273177615
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
11417.00000000
NS
477949.37000000
0.250295680694
Long
EC
CORP
GB
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
3736.00000000
NS
USD
278444.08000000
0.145817433631
Long
EC
CORP
US
N
1
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
4602.00000000
NS
301320.17000000
0.157797335431
Long
EC
CORP
NL
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
69.00000000
NC
-208084.42000000
-0.10897102248
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
8823156.27000000
CAD
-208084.42000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-436.00000000
NC
270165.91000000
0.141482266926
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX EURO STOXX 50 Future
VGU2 INDEX
2022-09-16
-15260564.20000000
EUR
270165.91000000
N
N
N
APA Corp
N/A
APA Corp.
03743Q108
22775.00000000
NS
USD
794847.50000000
0.416250985038
Long
EC
CORP
US
N
1
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased NOK / Sold USD
000000000
1.00000000
NC
-3365.61000000
-0.00176252485
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
4674724.30000000
USD
45970000.00000000
NOK
2022-08-18
-3365.61000000
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp.
808513105
4816.00000000
NS
USD
304274.88000000
0.159344677466
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
196000.00000000
PA
USD
178451.88000000
0.093452858355
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
1848.00000000
NS
USD
297990.00000000
0.156053370025
Long
EC
CORP
US
N
1
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19688FAA3
81831.61000000
PA
USD
70765.09000000
0.037058729402
Long
ABS-MBS
CORP
US
N
2
2066-09-27
Variable
0.95600000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300KI3ILQQHC87U86
Dryden 60 CLO Ltd.
26251NAB6
250000.00000000
PA
USD
244737.75000000
0.128165880264
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
2.09400000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
1576.00000000
NS
USD
429633.36000000
0.224993233677
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
7311.00000000
NS
USD
510819.57000000
0.267509363983
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
10253.00000000
NS
USD
610361.09000000
0.319637924182
Long
EC
CORP
US
N
1
N
N
N
Edwards Lifesciences Corp
YA13X31F3V31L8TMPR58
Edwards Lifesciences Corp.
28176E108
4995.00000000
NS
USD
474974.55000000
0.248737807322
Long
EC
CORP
US
N
1
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bonds
000000000
20000000.00000000
PA
115241.75000000
0.060350560271
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
97.00000000
NC
USD
-157008.86000000
-0.08222343611
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year US Treasury Note
TYM2 COMDTY
2022-09-21
11654540.11000000
USD
-157008.86000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
15372.71000000
PA
USD
15287.94000000
0.008006089324
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.
020002101
4538.00000000
NS
USD
575100.74000000
0.301172551365
Long
EC
CORP
US
N
1
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
37774.00000000
NS
321437.64000000
0.168332584902
Long
EC
CORP
SE
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased CAD / Sold USD
000000000
1.00000000
NC
5734.41000000
0.003003033677
N/A
DFE
CA
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1221783.57000000
USD
1580000.00000000
CAD
2022-08-18
5734.41000000
N
N
N
Enterprise Fleet Financing LLC
N/A
Enterprise Fleet Financing LLC
29374WAB2
198600.35000000
PA
USD
198022.38000000
0.103701666967
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp.
000000000
11100.00000000
NS
428276.09000000
0.224282449565
Long
EC
CORP
JP
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
70000.00000000
PA
75813.34000000
0.039702430282
Long
DBT
NUSS
GB
N
2
2032-01-31
Fixed
1.00000000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust
03882LAQ3
200000.00000000
PA
USD
174842.42000000
0.091562632519
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
3.40300000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H030674
250000.00000000
PA
USD
235541.50000000
0.123349927366
Long
ABS-MBS
USGA
US
N
2
2052-07-21
Fixed
3.00000000
N
N
N
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
292.00000000
NS
USD
144230.48000000
0.075531569731
Long
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
352773.00000000
NS
803702.72000000
0.420888345094
Long
EC
CORP
IE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PW2
110000.00000000
PA
USD
128076.95000000
0.067072182523
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased SGD / Sold USD
000000000
1.00000000
NC
2267.82000000
0.001187626945
N/A
DFE
SG
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
465649.40000000
USD
650000.00000000
SGD
2022-08-18
2267.82000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
302000.00000000
PA
USD
256074.77000000
0.134102925725
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538LAA9
31576.92000000
PA
USD
30052.77000000
0.015738232951
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
92838WAA2
1106.68000000
PA
USD
1104.73000000
0.000578532297
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
55282MAG9
150000.00000000
PA
USD
141928.20000000
0.074325896545
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 Bonds
000000000
165000.00000000
PA
169840.49000000
0.088943188802
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Spirit AeroSystems Holdings Inc
N/A
Spirit AeroSystems Holdings, Inc.
848574109
17369.00000000
NS
USD
508911.70000000
0.266510238029
Long
EC
CORP
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64830UAA3
24667.05000000
PA
USD
23740.92000000
0.012432801682
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
3213.00000000
NS
USD
752998.68000000
0.394335318765
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
N/A
MFA Trust
552757AA4
31088.04000000
PA
USD
29932.20000000
0.015675092057
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold EUR
000000000
1.00000000
NC
3332.59000000
0.001745232727
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
995776.58000000
EUR
1050000.00000000
USD
2022-08-18
3332.59000000
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co.
723787107
513.00000000
NS
USD
114440.04000000
0.059930715486
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
23209.00000000
NS
USD
976634.72000000
0.511450516259
Long
EC
CORP
US
N
1
N
N
N
Deephaven Residential Mortgage Trust
N/A
Deephaven Residential Mortgage Trust
24382JAA4
141244.52000000
PA
USD
132030.66000000
0.069142687471
Long
ABS-MBS
CORP
US
N
2
2067-01-25
Variable
2.20500000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
12326.00000000
NS
USD
1056707.98000000
0.553383809564
Long
EC
CORP
US
N
1
N
N
N
ACC Trust
N/A
ACC Trust
00091KAA3
6898.43000000
PA
USD
6890.85000000
0.003608645809
Long
ABS-O
CORP
US
N
2
2023-11-20
Fixed
0.74000000
N
N
N
N
N
N
JTOWER Inc
N/A
JTOWER, Inc.
000000000
11200.00000000
NS
553066.04000000
0.289633274233
Long
EC
CORP
JP
N
1
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
12553.00000000
NS
USD
235745.34000000
0.123456675642
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
16772.00000000
NS
456542.25000000
0.239085058799
Long
EC
CORP
FR
N
1
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
56.00000000
NC
USD
-20679.54000000
-0.01082959799
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYU2 Index
2022-09-16
4803079.54000000
USD
-20679.54000000
N
N
N
SK Hynix Inc
988400XAIK6XISWQV045
SK Hynix, Inc.
000000000
5334.00000000
NS
373840.11000000
0.195775056264
Long
EC
CORP
KR
N
1
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp.
512807108
1022.00000000
NS
USD
435525.30000000
0.228078763704
Long
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
3782.00000000
NS
USD
898905.76000000
0.470744901451
Long
EC
CORP
US
N
1
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding Ltd.
12551MAE9
300000.00000000
PA
USD
282762.30000000
0.148078827582
Long
ABS-CBDO
CORP
KY
N
2
2030-11-16
Floating
2.89400000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03464EAA0
92801.34000000
PA
USD
78517.60000000
0.041118615008
Long
ABS-MBS
CORP
US
N
2
2065-01-20
Variable
1.03500000
N
N
N
N
N
N
Highbridge Loan Management Ltd
N/A
Highbridge Loan Management Ltd.
44330QAD3
250000.00000000
PA
USD
232485.75000000
0.121749672037
Long
ABS-CBDO
CORP
KY
N
2
2031-07-18
Floating
2.89400000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
1508.00000000
NS
USD
746460.00000000
0.390911099665
Long
EC
CORP
US
N
1
N
N
N
Vista Point Securitization Trust
N/A
Vista Point Securitization Trust
92838TAA9
33315.43000000
PA
USD
31805.17000000
0.016655941349
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.47500000
N
N
N
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
87107.00000000
NS
471963.46000000
0.247160939836
Long
EC
CORP
JE
N
1
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics, Inc.
92345Y106
1356.00000000
NS
USD
234710.04000000
0.122914502905
Long
EC
CORP
US
N
1
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
6563.00000000
NS
374284.21000000
0.196007625483
Long
EC
CORP
DE
N
1
N
N
N
COLT Funding LLC
N/A
COLT Mortgage Loan Trust
19685WAA9
81669.02000000
PA
USD
71712.18000000
0.037554707744
Long
ABS-MBS
CORP
US
N
2
2066-08-25
Variable
0.92400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828P79
226000.00000000
PA
USD
224128.44000000
0.117373060775
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
03465DAA1
50905.10000000
PA
USD
46300.01000000
0.024246694831
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
15244.00000000
NS
USD
2084159.68000000
1.091446497317
Long
EC
CORP
US
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
25788.00000000
NS
653993.74000000
0.342487758323
Long
EC
CORP
AT
N
1
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Future
000000000
52.00000000
NC
USD
190060.00000000
0.099531875254
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
3107000.00000000
USD
190060.00000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
253741.39000000
0.132880965886
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust
26253KAC8
34296.00000000
PA
USD
34286.61000000
0.017955438226
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.74000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
34.00000000
NC
-165166.27000000
-0.08649536242
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Future
G U2 Comdty
2022-09-28
4011002.44000000
GBP
-165166.27000000
N
N
N
MED Trust
N/A
Med Trust
58403YAR7
200000.00000000
PA
USD
190459.00000000
0.099740826208
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
3.32500000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Austria Government Bonds
000000000
55000.00000000
PA
67002.15000000
0.035088128146
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
JP Morgan Chase Commercial Mortgage Securities Trust
46592FAJ2
125000.00000000
PA
USD
100311.89000000
0.052531992644
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
30166RAF4
125000.00000000
PA
USD
117731.60000000
0.061654461352
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
63.00000000
NC
USD
-561881.59000000
-0.29424985964
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E Mini Energy Select Sector Futures
IXPU2 Index
2022-09-16
5266091.59000000
USD
-561881.59000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
717000.00000000
PA
USD
653814.38000000
0.342393829894
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
14499.00000000
NS
1227930.81000000
0.643050911301
Long
EC
CORP
CH
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
40108.46000000
PA
USD
38019.92000000
0.019910522648
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
99917.00000000
NS
1082981.71000000
0.567143009905
Long
EC
CORP
HK
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F020679
3475000.00000000
PA
USD
3014406.13000000
1.578604098166
Long
ABS-MBS
USGSE
US
N
2
2052-07-15
Fixed
2.00000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
13973.00000000
NS
461123.12000000
0.241483999036
Long
EC
CORP
GB
N
1
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bonds
000000000
11100000.00000000
PA
68749.15000000
0.036003008637
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd.
13645T100
13083.00000000
NS
913838.20000000
0.478564820189
Long
EC
CORP
CA
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
18909.00000000
NS
USD
635153.31000000
0.332621277588
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased SEK / Sold USD
000000000
1.00000000
NC
-23222.96000000
-0.01216155297
N/A
DFE
SE
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1357829.62000000
USD
13630000.00000000
SEK
2022-08-18
-23222.96000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
296000.00000000
PA
328959.89000000
0.172271886431
Long
DBT
NUSS
ES
N
2
2024-01-31
Fixed
4.80000000
N
N
N
N
N
N
UBS All China Equity Fund
549300RH0PRC18Y55I59
UBS All China Equity Fund
90267D613
504084.28100000
NS
USD
3195894.34000000
1.673647041857
Long
EC
RF
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings, Inc.
09857L108
215.00000000
NS
USD
376032.85000000
0.196923364820
Long
EC
CORP
US
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
4349.00000000
NS
USD
387365.43000000
0.202858085113
Long
EC
CORP
JE
N
1
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust
24703NAD1
225000.00000000
PA
USD
224656.76000000
0.117649734880
Long
ABS-O
CORP
US
N
2
2023-04-24
Fixed
2.98000000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc.
216648402
1053.00000000
NS
USD
329715.36000000
0.172667515947
Long
EC
CORP
US
N
1
N
N
N
MHC Commercial Mortgage Trust
N/A
MHC Trust
55293AAL1
150000.00000000
PA
USD
140959.61000000
0.073818658941
Long
ABS-MBS
CORP
US
N
2
2023-05-15
Floating
2.82400000
N
N
N
N
N
N
Galapagos NV
549300QKJ78IY0IOV655
Galapagos NV
000000000
1099.00000000
NS
61086.01000000
0.031989924903
Long
EC
CORP
BE
N
1
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23306GAA5
91376.24000000
PA
USD
90094.87000000
0.047181476175
Long
ABS-MBS
CORP
US
N
2
2035-05-15
Floating
1.99300000
N
N
N
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
12268.00000000
NS
USD
674249.28000000
0.353095313203
Long
EC
CORP
IN
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
598.00000000
NC
-141208.73000000
-0.07394911974
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Banks Index Future
BJU2 Index
2022-09-16
3842347.58000000
EUR
-141208.73000000
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
3453.00000000
NS
USD
1119566.19000000
0.586301811860
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd.
000000000
12722.00000000
NS
USD
1153758.18000000
0.604207698861
Long
EC
CORP
BM
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co.
406216101
4581.00000000
NS
USD
143660.16000000
0.075232900790
Long
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
16300.00000000
NS
USD
1731223.00000000
0.906618287244
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
22128.00000000
NS
535434.88000000
0.280400071993
Long
EC
CORP
DE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
350000.00000000
PA
USD
312730.47000000
0.163772756646
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 Bonds
000000000
69000.00000000
PA
98708.98000000
0.051692570156
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
210000.00000000
PA
209798.86000000
0.109868851741
Long
DBT
NUSS
IT
N
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc.
928563402
5976.00000000
NS
USD
681144.48000000
0.356706237049
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
201000.00000000
PA
USD
179981.37000000
0.094253831774
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
90000.00000000
PA
107880.01000000
0.056495315678
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828Y61
459000.00000000
PA
USD
457906.29000000
0.239799388269
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilt
000000000
144000.00000000
PA
171893.74000000
0.090018448314
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Corp. Trust
36262EAA4
70189.18000000
PA
USD
65425.10000000
0.034262248193
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Variable
1.01700000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
580000.00000000
PA
510748.45000000
0.267472119392
Long
DBT
NUSS
FR
N
2
2031-11-25
None
0.00000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
1485.00000000
NS
USD
133367.85000000
0.069842955956
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
971000.00000000
PA
USD
952148.95000000
0.498627646612
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