0001752724-23-025223.txt : 20230215
0001752724-23-025223.hdr.sgml : 20230215
20230215093326
ACCESSION NUMBER: 0001752724-23-025223
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230215
DATE AS OF CHANGE: 20230215
PERIOD START: 20230630
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: 23633903
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
2023-06-30
2022-12-31
N
25975252.77
1797138.91
24178113.86
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
2239904.18000000
AUD
CAD
EUR
GBP
JPY
NZD
USD
UST
Cash - USD
RMUSD0LP
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBH6
25000.00000000
PA
USD
23576.65000000
0.097512362364
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
103346.55000000
0.427438428813
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
000000000
90000.00000000
PA
89735.12000000
0.371141936544
Long
DBT
NUSS
PL
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1244.89000000
-0.00514883008
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
120000.00000000
CHF
128645.41000000
USD
2023-01-12
-1244.89000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
7.00000000
NC
-30843.71000000
-0.12756871846
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMH3 Comdty
2023-03-15
855071.91000000
AUD
-30843.71000000
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
000000000
30000.00000000
PA
19993.31000000
0.082691768744
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
129.00000000
NC
3719.68000000
0.015384492030
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Banks Index Futures
BJH3 Index
2023-03-17
895189.05000000
EUR
3719.68000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
13000.00000000
PA
USD
12726.41000000
0.052636074400
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
Q04578AD4
15000.00000000
PA
USD
14483.60000000
0.059903762898
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
70000.00000000
PA
USD
67314.97000000
0.278412825705
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased USD / Sold COP
000000000
1.00000000
NC
2530.02000000
0.010464091676
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
657463000.00000000
COP
137948.59000000
USD
2023-01-12
2530.02000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased CNY / Sold USD
000000000
1.00000000
NC
-253.15000000
-0.00104702129
N/A
DFE
CN
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
106769.59000000
USD
740000.00000000
CNY
2023-01-12
-253.15000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
200000.00000000
PA
136150.70000000
0.563115472068
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
261591.14000000
1.081933609522
Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased NOK / Sold USD
000000000
1.00000000
NC
33276.87000000
0.137632199900
N/A
DFE
NO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2282557.47000000
USD
22680000.00000000
NOK
2023-01-12
33276.87000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
100000.00000000
PA
120707.62000000
0.499243326832
Long
DBT
NUSS
CN
N
2
2023-01-21
Fixed
1.25000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
000000000
20000.00000000
PA
24420.79000000
0.101003701700
Long
DBT
NUSS
MX
N
2
2024-02-06
Fixed
6.75000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
99795.12000000
NS
USD
99795.12000000
0.412749814058
Long
STIV
RF
US
N
2
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
11.00000000
NC
1880.23000000
0.007776578482
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z H3 Index
2023-03-17
817640.34000000
GBP
1880.23000000
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
50000.00000000
PA
53099.65000000
0.219618661354
Long
DBT
CORP
IT
N
2
2025-09-16
Fixed
4.37500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold JPY
000000000
1.00000000
NC
-5225.30000000
-0.02161169407
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
19500000.00000000
JPY
143498.99000000
USD
2023-01-12
-5225.30000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
20000.00000000
PA
USD
18463.30000000
0.076363690347
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
41791.33000000
0.172847767373
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
24423.52000000
0.101014992903
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold HKD
000000000
1.00000000
NC
-257.37000000
-0.00106447509
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
865000.00000000
HKD
110590.93000000
USD
2023-01-12
-257.37000000
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd.
000000000
100000.00000000
PA
102423.82000000
0.423622043444
Long
DBT
CORP
NZ
N
2
2024-07-03
Fixed
0.50000000
N
N
N
N
N
N
IRISH TSY 1% 2026
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
490000.00000000
PA
497097.35000000
2.055980681033
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
96047.79000000
0.397250962404
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
23300.56000000
0.096370461876
Long
DBT
NUSS
XX
N
2
2025-06-05
Fixed
4.50000000
N
N
N
N
N
N
Italian Derivatives Market
N/A
Future
000000000
7.00000000
NC
-36097.16000000
-0.14929684014
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STH3 Index
2023-03-17
863468.06000000
EUR
-36097.16000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
200000.00000000
PA
130476.76000000
0.539648215553
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CAD
000000000
1.00000000
NC
54306.17000000
0.224608794194
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3305000.00000000
CAD
2495329.84000000
USD
2023-01-12
54306.17000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
000000000
60000.00000000
PA
40824.76000000
0.168850060994
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased BRL / Sold USD
000000000
1.00000000
NC
33900.82000000
0.140212839580
N/A
DFE
BR
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1420103.05000000
USD
7690000.00000000
BRL
2023-01-12
33900.82000000
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1141725.00000000
NS
USD
1141725.00000000
4.722142540195
Long
STIV
RF
US
N
2
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased JPY / Sold USD
000000000
1.00000000
NC
7210.94000000
0.029824245355
N/A
DFE
JP
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
282610.75000000
USD
38000000.00000000
JPY
2023-01-12
7210.94000000
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAM6
35000.00000000
PA
USD
34576.65000000
0.143008053482
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
-4514.51000000
-0.01867188659
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
1795000.00000000
AUD
1218011.79000000
USD
2023-01-12
-4514.51000000
N
N
N
iShares MSCI International Value Factor ETF
549300HD4TSTWEGNNR73
iShares MSCI International Value Factor ETF
46435G409
52125.00000000
NS
USD
1207736.25000000
4.995163216590
Long
EC
RF
US
N
1
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
30000.00000000
PA
32153.95000000
0.132987834312
Long
DBT
NUSS
XX
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
100000.00000000
PA
116369.99000000
0.481303010953
Long
DBT
CORP
GB
N
2
2049-07-20
Fixed
3.87500000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAP0
10000.00000000
PA
USD
8192.67000000
0.033884653068
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold NOK
000000000
1.00000000
NC
N/A
-1861.32000000
-0.00769836725
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1260000.00000000
NOK
104859.04000000
GBP
2023-01-12
-1861.32000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romania Government International Bonds
000000000
80000.00000000
PA
80647.66000000
0.333556457161
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
187113.20000000
0.773894941034
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
198141.00000000
0.819505612171
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.51900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-4.00000000
NC
USD
4900.41000000
0.020267958155
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
-478025.41000000
USD
4900.41000000
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
500000.00000000
PA
276498.98000000
1.143592017148
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.50000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No. 1
13509PDV2
120000.00000000
PA
87259.68000000
0.360903586215
Long
DBT
NUSS
CA
N
2
2023-09-15
Fixed
2.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJH4
220000.00000000
PA
USD
219830.44000000
0.909212526969
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
18919.11000000
0.078248907708
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-4.00000000
NC
USD
2479.74000000
0.010256135008
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-451667.24000000
USD
2479.74000000
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
104689.96000000
0.432994734850
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
400000.00000000
OU
Notional Amount
4142.29000000
0.017132395123
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S38
2I667KJQ2
Y
sell protection
2027-12-20
0.00000000
EUR
-15882.34000000
EUR
400000.00000000
EUR
19761.46000000
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDM5
10000.00000000
PA
USD
9036.82000000
0.037376033764
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold USD
000000000
1.00000000
NC
13927.17000000
0.057602384043
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
608813.74000000
USD
515000.00000000
GBP
2023-01-12
13927.17000000
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CH9
200000.00000000
PA
USD
196728.47000000
0.813663427755
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
94854.67000000
0.392316251587
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
276720.09000000
1.144506521899
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
467020.00000000
PA
381855.81000000
1.579344907593
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
24456.43000000
0.101151107739
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
30000.00000000
PA
USD
29744.49000000
0.123022375410
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
154000.00000000
0.636939675657
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
69600.00000000
0.287863645621
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
19668.97000000
0.081350307612
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
16.00000000
NC
USD
-11550.40000000
-0.04777213006
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESH3 Index
2023-03-17
779070.40000000
USD
-11550.40000000
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAA1
50000.00000000
PA
USD
47149.60000000
0.195009421632
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
24015.24000000
0.099326358288
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
25000.00000000
PA
USD
22839.05000000
0.094461669476
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
77871.34000000
0.322073675601
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold EUR
000000000
1.00000000
NC
-140023.57000000
-0.57913355363
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
5830000.00000000
EUR
6104202.39000000
USD
2023-01-12
-140023.57000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
13.00000000
NC
-12010.34000000
-0.04967442898
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOH3 Index
2023-03-17
286728.65000000
EUR
-12010.34000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
1.00000000
NC
-4771.02000000
-0.01973280474
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPH3 Index
2023-03-09
19390377.00000000
JPY
-4771.02000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BD6
30000.00000000
PA
USD
30727.50000000
0.127088077167
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased BRL / Sold USD
000000000
1.00000000
NC
6908.73000000
0.028574313281
N/A
DFE
BR
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
380000.00000000
USD
2046300.00000000
BRL
2023-01-12
6908.73000000
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
690000.00000000
PA
488809.45000000
2.021702159359
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KJ9
20000.00000000
PA
USD
19644.39000000
0.081248645422
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased CLP / Sold USD
000000000
1.00000000
NC
23678.96000000
0.097935513651
N/A
DFE
CL
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
333131.70000000
USD
302900000.00000000
CLP
2023-01-12
23678.96000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased NOK / Sold GBP
000000000
1.00000000
NC
N/A
15651.35000000
0.064733544107
N/A
DFE
NO
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
625000.00000000
GBP
7554712.50000000
NOK
2023-01-12
15651.35000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
100000.00000000
PA
USD
94526.63000000
0.390959487358
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
100131.13000000
0.414139541983
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
10787.70000000
0.044617624279
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
19349.63000000
0.080029526339
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
103008.25000000
0.426039229513
Long
DBT
CORP
FR
N
2
2025-08-05
Fixed
2.20000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
6.00000000
NC
-14513.28000000
-0.06002651854
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNH3 Comdty
2023-03-22
754950.98000000
CAD
-14513.28000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HD6
110000.00000000
PA
USD
109049.23000000
0.451024553161
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased JPY / Sold USD
000000000
1.00000000
NC
110179.38000000
0.455698821826
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
1980350.24000000
USD
274100000.00000000
JPY
2023-01-12
110179.38000000
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
60000.00000000
PA
USD
55926.07000000
0.231308655107
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAB7
35000.00000000
PA
USD
35020.19000000
0.144842522467
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
BUNDESSCHATZANWEISUNGEN
529900AQBND3S6YJLY83
Bundesschatzanweisungen
000000000
150000.00000000
PA
159194.25000000
0.658422947802
Long
DBT
NUSS
DE
N
2
2023-06-16
None
0.00000000
N
N
N
N
N
N
Tauron Polska Energia SA
259400NAPDFBOTNCRL54
Tauron Polska Energia SA
000000000
100000.00000000
PA
85823.29000000
0.354962717509
Long
DBT
CORP
PL
N
2
2027-07-05
Fixed
2.37500000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-2.00000000
NC
14360.73000000
0.059395576028
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Long Gilt Futures
G H3 Comdty
2023-03-29
-211678.68000000
GBP
14360.73000000
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
000000000
910000.00000000
PA
920114.17000000
3.805566370180
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
200000.00000000
PA
USD
153000.00000000
0.632803703737
Long
DBT
CORP
FR
N
2
2029-03-13
Fixed
5.25000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
1.00000000
NC
-3157.55000000
-0.01305953813
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Futures
XPH3 Index
2023-03-16
178826.44000000
AUD
-3157.55000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold PHP
000000000
1.00000000
NC
-31459.66000000
-0.13011627036
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
67100000.00000000
PHP
1172154.77000000
USD
2023-01-12
-31459.66000000
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased COP / Sold USD
000000000
1.00000000
NC
2816.28000000
0.011648054998
N/A
DFE
CO
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
1559665.37000000
USD
7585916000.00000000
COP
2023-01-12
2816.28000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
35000.00000000
PA
USD
34275.93000000
0.141764284006
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
511087.50000000
2.113843548588
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
60000.00000000
PA
USD
58369.56000000
0.241414861134
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
103942.79000000
0.429904460711
Long
DBT
CORP
NL
N
2
2023-12-26
Fixed
2.62500000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAQ7
35000.00000000
PA
USD
34906.24000000
0.144371228467
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-46.00000000
NC
74841.34000000
0.309541680684
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGH3 Index
2023-03-17
-1810274.80000000
EUR
74841.34000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
9.00000000
NC
USD
-2474.08000000
-0.01023272540
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
973841.27000000
USD
-2474.08000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
40000.00000000
PA
USD
38038.68000000
0.157326912348
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-13.00000000
NC
USD
54919.80000000
0.227146750644
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index Futures in USD
FMWOH3
2023-03-17
-1097519.80000000
USD
54919.80000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
20000.00000000
PA
USD
19404.85000000
0.080257914708
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587CV7
35000.00000000
PA
USD
32910.52000000
0.136116986587
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
23367.97000000
0.096649267743
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
100000.00000000
PA
100714.31000000
0.416551558087
Long
DBT
NUSS
LU
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
60000.00000000
PA
USD
55241.87000000
0.228478823120
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
2255.00000000
NS
USD
205520.70000000
0.850027844148
Long
EC
RF
US
N
1
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
105428.57000000
0.436049605070
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
1.12500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
18.00000000
NC
USD
-44107.20000000
-0.18242614066
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI World Small Cap Index Futures
FMSCCH3
2023-03-17
1067047.20000000
USD
-44107.20000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-2.00000000
NC
8326.02000000
0.034436184924
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 Comdty
2023-03-08
-239278.06000000
EUR
8326.02000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
460000.00000000
PA
USD
421295.31000000
1.742465572126
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japan Government CPI Linked Bonds
000000000
49550220.00000000
PA
391712.54000000
1.620112066094
Long
DBT
NUSS
JP
N
2
2026-03-10
Fixed
0.10000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
16.00000000
NC
USD
-1641.60000000
-0.00678961150
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
MSCI World Energy NTR Index Future
MWELFH3
2023-03-17
722659.20000000
USD
-1641.60000000
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty. Ltd.
000000000
30000.00000000
PA
20109.90000000
0.083173981711
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
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
119212.01000000
0.493057525869
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
166754AW1
25000.00000000
PA
USD
24961.57000000
0.103240352595
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased AUD / Sold EUR
000000000
1.00000000
NC
N/A
-1697.26000000
-0.00701981970
N/A
DFE
AU
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
355000.00000000
EUR
555778.42000000
AUD
2023-01-12
-1697.26000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
75000.00000000
PA
USD
73236.77000000
0.302905224220
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
114690.68000000
0.474357431948
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AH6
20000.00000000
PA
USD
19102.82000000
0.079008727110
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
13795.70000000
0.057058627814
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased AUD / Sold GBP
000000000
1.00000000
NC
N/A
7993.06000000
0.033059071713
N/A
DFE
AU
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
305000.00000000
GBP
553245.69000000
AUD
2023-01-12
7993.06000000
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
25000.00000000
PA
USD
24209.18000000
0.100128488682
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BT0
30000.00000000
PA
USD
29889.73000000
0.123623083972
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.05000000
N
N
N
N
N
N
GLOBALWORTH REAL ESTATE
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd.
000000000
100000.00000000
PA
92981.92000000
0.384570610174
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
27707.31000000
0.114596656134
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
20000.00000000
PA
USD
19692.73000000
0.081448578305
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
25000.00000000
PA
26603.56000000
0.110031577128
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
20000.00000000
PA
USD
18770.20000000
0.077633020130
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
30729.17000000
PA
USD
27803.22000000
0.114993337201
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
24221.57000000
0.100179733374
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-38239.10000000
-0.15815584384
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2260000.00000000
GBP
2694565.68000000
USD
2023-01-12
-38239.10000000
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
420000.00000000
PA
265405.32000000
1.097708950899
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
483718.45000000
2.000645926315
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
22514.36000000
0.093118760753
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
50000.00000000
PA
43844.54000000
0.181339786278
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
0.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
1160000.00000000
OU
Notional Amount
USD
7543.36000000
0.031199125141
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S39
2I65BRZH6
Y
sell protection
2027-12-20
0.00000000
USD
-55251.46000000
USD
1160000.00000000
USD
62794.82000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAG1
60000.00000000
PA
USD
58680.12000000
0.242699328573
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased USD / Sold NZD
000000000
1.00000000
NC
-90512.56000000
-0.37435740655
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
5070000.00000000
NZD
3128735.03000000
USD
2023-01-12
-90512.56000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417XAL5
30000.00000000
PA
USD
30055.35000000
0.124308083641
Long
DBT
CORP
CA
N
2
2024-12-06
Fixed
5.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
20000.00000000
PA
USD
18857.53000000
0.077994214557
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
80171.53000000
0.331587196851
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
912796X53
3000000.00000000
PA
USD
2940318.13000000
12.16107322111
Long
STIV
UST
US
N
2
2023-06-15
None
0.00000000
N
N
N
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
80000.00000000
PA
85586.98000000
0.353985345985
Long
DBT
NUSS
LU
N
2
2023-01-20
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828R28
310000.00000000
PA
USD
307117.97000000
1.270231300002
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.62500000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased NZD / Sold USD
000000000
1.00000000
NC
6778.45000000
0.028035478860
N/A
DFE
NZ
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
177359.97000000
USD
290000.00000000
NZD
2023-01-12
6778.45000000
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KM2
25000.00000000
PA
USD
24565.25000000
0.101601184204
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold USD
000000000
1.00000000
NC
-115.67000000
-0.00047840787
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
139174.32000000
USD
115000.00000000
GBP
2023-01-12
-115.67000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
15000.00000000
PA
USD
14242.28000000
0.058905670154
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
1016.53000000
0.004204339535
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
197127.86000000
USD
185000.00000000
EUR
2023-01-12
1016.53000000
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
30000.00000000
PA
USD
27109.13000000
0.112122600451
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased AUD / Sold USD
000000000
1.00000000
NC
-3643.25000000
-0.01506837969
N/A
DFE
AU
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
357801.29000000
USD
520000.00000000
AUD
2023-01-12
-3643.25000000
N
N
N
VIRGIN MONEY UK PLC
213800TAU9ZX2WZNCO64
Virgin Money U.K. PLC
000000000
100000.00000000
PA
111432.80000000
0.460882931750
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
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167ES8
150000.00000000
PA
USD
149740.41000000
0.619322131027
Long
DBT
NUSS
XX
N
2
2023-01-24
Fixed
1.62500000
N
N
N
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BC8
60000.00000000
PA
USD
41966.26000000
0.173571272941
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
100798.78000000
0.416900923635
Long
DBT
CORP
AU
N
2
2029-10-03
Fixed
1.93600000
N
N
N
N
N
N
RESA SA BELGIUM
549300Y2TNSX5TN57R56
Resa SA
000000000
100000.00000000
PA
96533.78000000
0.399261003397
Long
DBT
CORP
BE
N
2
2026-07-22
Fixed
1.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
6.00000000
NC
USD
-49017.90000000
-0.20273665797
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
1207317.90000000
USD
-49017.90000000
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
104928.46000000
0.433981164153
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
209035.93000000
0.864566736720
Long
DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796S34
3400000.00000000
PA
USD
3393714.72000000
14.03630878591
Long
STIV
UST
US
N
2
2023-01-26
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
100000.00000000
PA
USD
98296.88000000
0.406553135489
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd.
98420EAB1
20000.00000000
PA
USD
19423.14000000
0.080333561635
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
29981.67000000
0.124003345230
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
50000.00000000
PA
USD
46222.85000000
0.191176409655
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
103759.53000000
0.429146502497
Long
DBT
CORP
NL
N
2
2025-06-16
Fixed
4.37500000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
1.00000000
NC
-6437.81000000
-0.02662660138
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH3 Index
2023-03-16
242696.80000000
CAD
-6437.81000000
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579PU6
61615.26000000
PA
USD
5856.84000000
0.024223725779
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
4.07100000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZT0
1030000.00000000
PA
USD
935046.88000000
3.867327639427
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
69895.93000000
0.289087603792
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
KOREA WATER RESOURCES
98840035IHSMZZ2TP220
Korea Water Resources Corp.
000000000
200000.00000000
PA
USD
199172.00000000
0.823769799221
Long
DBT
NUSS
KR
N
2
2023-05-15
Fixed
3.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
35000.00000000
PA
USD
33153.14000000
0.137120456094
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
33000.00000000
PA
USD
32487.74000000
0.134368380379
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold INR
000000000
1.00000000
NC
2737.97000000
0.011324167037
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
10510000.00000000
INR
129721.06000000
USD
2023-01-12
2737.97000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
30000.00000000
PA
USD
28347.65000000
0.117245084393
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-1.00000000
NC
USD
2959.48000000
0.012240326177
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
-137271.98000000
USD
2959.48000000
N
N
N
BK OF ENGLAND EURO NOTE
YUEDD7W89PH0FV8Q2S28
Bank of England Euro Notes
000000000
40000.00000000
PA
USD
39485.36000000
0.163310340205
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
46045.95000000
0.190444756223
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VAG8
50000.00000000
PA
USD
45026.47000000
0.186228215570
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
16741.45000000
0.069242167097
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
YORKSHIRE WATER SRV BRAD
213800O8BDOGHJMTCP32
Yorkshire Water Finance PLC
000000000
100000.00000000
PA
120219.82000000
0.497225799729
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
18841.74000000
0.077928907561
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CNY
000000000
1.00000000
NC
-17315.33000000
-0.07161571866
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
7560000.00000000
CNY
1070879.62000000
USD
2023-01-12
-17315.33000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
320000.00000000
PA
USD
312200.00000000
1.291250433378
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2023-01-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer