0001752724-23-025227.txt : 20230215
0001752724-23-025227.hdr.sgml : 20230215
20230215093331
ACCESSION NUMBER: 0001752724-23-025227
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: 23633908
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
S000053041
UBS Multi Income Bond Fund
C000166868
Class A
UTBAX
C000166870
Class P
UTBPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000053041
C000166868
C000166870
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS Multi Income Bond Fund
S000053041
549300OHZ6UI1RKLNQ71
2023-06-30
2022-12-31
N
27865077.18
2058828.28
25806248.90
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
196794.79000000
EUR
USD
N
50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD
50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBU8
300000.00000000
PA
USD
272998.50000000
1.057877497259
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
ASBURY AUTOMOTIVE GROUP
549300JH4DTA7U42GL91
Asbury Automotive Group, Inc.
043436AU8
150000.00000000
PA
USD
132060.00000000
0.511736519754
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
03969AAQ3
200000.00000000
PA
USD
190347.67000000
0.737603015213
Long
DBT
CORP
XX
N
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc.
00206RMN9
58000.00000000
PA
USD
40016.13000000
0.155063721794
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAG2
250000.00000000
PA
USD
247675.00000000
0.959748163941
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAM8
150000.00000000
PA
USD
136129.66000000
0.527506576130
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
3.50900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CCM1
528081.25000000
PA
USD
466592.93000000
1.808061806301
Long
DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife, Inc.
59156RAP3
110000.00000000
PA
USD
106381.00000000
0.412229613115
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
250000.00000000
PA
USD
254885.00000000
0.987687133405
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CN6
99000.00000000
PA
USD
94381.88000000
0.365732657875
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc.
911365BF0
300000.00000000
PA
USD
296160.00000000
1.147629014769
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW U.S. Capital LLC
05565EAH8
400000.00000000
PA
USD
373688.20000000
1.448053149638
Long
DBT
CORP
US
N
2
2026-04-11
Fixed
2.80000000
N
N
N
N
N
N
AGILE GROUP HOLDINGS LTD
549300ZRISRT38EEYY07
Agile Group Holdings Ltd.
000000000
200000.00000000
PA
USD
104966.00000000
0.406746445044
Long
DBT
CORP
KY
N
2
2025-01-02
Fixed
5.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDS7
64000.00000000
PA
USD
41103.68000000
0.159278011148
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818EF1
40000.00000000
PA
USD
33005.95000000
0.127899060913
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.05000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc.
05352TAA7
275000.00000000
PA
USD
249876.00000000
0.968277105937
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAH4
40000.00000000
PA
USD
36472.46000000
0.141331892679
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
200000.00000000
PA
USD
184399.27000000
0.714552784151
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.83600000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
179022.00000000
NS
USD
179022.00000000
0.693715699223
Long
STIV
RF
US
N
2
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp.
103304BU4
200000.00000000
PA
USD
186276.00000000
0.721825170026
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.75000000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBP5
300000.00000000
PA
USD
220579.89000000
0.854753787947
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38143U8H7
200000.00000000
PA
USD
192511.39000000
0.745987496075
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
3.75000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd.
000000000
250000.00000000
PA
USD
229421.88000000
0.889016768337
Long
DBT
CORP
KY
N
2
2027-02-12
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corportation II
36250SAL3
100000.00000000
PA
USD
83353.68000000
0.322998047190
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.40700000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
6.00000000
NC
USD
-20226.71000000
-0.07837911692
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYH3 Comdty
2023-03-22
729914.21000000
USD
-20226.71000000
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918CC6
100000.00000000
PA
USD
65804.90000000
0.254995990525
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
NOVA Chemicals Corp
549300ZOD6N7RI2FJP09
NOVA Chemicals Corp.
66977WAR0
250000.00000000
PA
USD
224555.75000000
0.870160366468
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
5.25000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAV3
50000.00000000
PA
USD
42235.14000000
0.163662453089
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
350000.00000000
PA
USD
323329.50000000
1.252911654277
Long
DBT
CORP
NO
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
370000.00000000
PA
USD
341571.14000000
1.323598564532
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group, Inc.
30212PAP0
250000.00000000
PA
USD
229499.51000000
0.889317586950
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308AX7
80000.00000000
PA
USD
74295.70000000
0.287898098975
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AM1
200000.00000000
PA
USD
193659.48000000
0.750436379771
Long
DBT
CORP
GB
N
2
2025-12-10
Fixed
4.58200000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762VAA9
105000.00000000
PA
USD
102635.34000000
0.397715066601
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.87500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp.
31428XBG0
50000.00000000
PA
USD
40563.35000000
0.157184215951
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HA2
50000.00000000
PA
USD
53435.54000000
0.207064344016
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
ONE Park Mortgage Trust
N/A
ONE Mortgage Trust
682413AE9
375000.00000000
PA
USD
344618.25000000
1.335406208532
Long
ABS-MBS
CORP
US
N
2
2036-03-15
Floating
5.55000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bonds
455780AX4
100000.00000000
PA
USD
113011.00000000
0.437921064924
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
Yale University
98459LAB9
100000.00000000
PA
USD
80051.91000000
0.310203587937
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
1.48200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJQ4
100000.00000000
PA
USD
99614.00000000
0.386007282135
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
91086QBB3
150000.00000000
PA
USD
120871.88000000
0.468382214200
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
636125.00000000
NS
USD
636125.00000000
2.465003737912
Long
STIV
RF
US
N
2
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
155000.00000000
PA
USD
158172.66000000
0.612923872093
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
50000.00000000
PA
USD
41674.36000000
0.161489413519
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
200000.00000000
PA
USD
208220.00000000
0.806858837977
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFA7
75000.00000000
PA
USD
69310.91000000
0.268581885994
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie, Inc.
00287YAR0
100000.00000000
PA
USD
92630.55000000
0.358946200817
Long
DBT
CORP
US
N
2
2035-05-14
Fixed
4.50000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co.
37045VAK6
300000.00000000
PA
USD
293819.10000000
1.138557956015
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
State of Hawaii
N/A
State of Hawaii
419792ZD1
75000.00000000
PA
USD
51168.61000000
0.198279921263
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
2.24500000
N
N
N
N
N
N
BX Trust
N/A
BX Trust
12434DAL6
400000.00000000
PA
USD
372162.20000000
1.442139853188
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.62000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406RAN7
100000.00000000
PA
USD
92919.20000000
0.360064728353
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp.
574599BS4
400000.00000000
PA
USD
331157.28000000
1.283244540046
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
1.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
549300AGZIS1CJS4RM30
Wells Fargo Commercial Mortgage Trust
95001JBC0
150000.00000000
PA
USD
124668.27000000
0.483093341008
Long
ABS-MBS
CORP
US
N
2
2051-05-15
Variable
4.83200000
N
N
N
N
N
N
Starwood Retail Property Trust
5493007115G809OI4R97
Starwood Retail Property Trust
85571XAN7
125000.00000000
PA
USD
312.50000000
0.001210947012
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Floating
7.06800000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co.
501044CK5
25000.00000000
PA
USD
27364.60000000
0.106038657946
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies, Inc.
156700AZ9
200000.00000000
PA
USD
191937.21000000
0.743762531097
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.62500000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
95000.00000000
PA
USD
92485.13000000
0.358382693890
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd.
05401AAH4
50000.00000000
PA
USD
46188.27000000
0.178980952167
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AL2
100000.00000000
PA
USD
96737.34000000
0.374860137073
Long
DBT
CORP
US
N
2
2025-04-16
Fixed
4.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAC0
250000.00000000
PA
USD
252657.57000000
0.979055774355
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc.
77313LAA1
300000.00000000
PA
USD
257148.71000000
0.996459078560
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
400000.00000000
PA
USD
392209.58000000
1.519824060907
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.
03522AAJ9
165000.00000000
PA
USD
149997.41000000
0.581244529498
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources, Inc.
212015AS0
250000.00000000
PA
USD
229065.00000000
0.887633847474
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30296CAE3
50000.00000000
PA
USD
46516.91000000
0.180254442171
Long
ABS-MBS
USGSE
US
N
2
2050-05-25
Variable
3.99700000
N
N
N
N
N
N
ENACT HOLDINGS INC
N/A
Enact Holdings, Inc.
37255LAA5
250000.00000000
PA
USD
245340.00000000
0.950699967867
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
6.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology PLC
460599AC7
300000.00000000
PA
USD
301827.00000000
1.169588812266
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BD6
155000.00000000
PA
USD
158758.75000000
0.615194988683
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAL9
300000.00000000
PA
USD
286330.40000000
1.109539015567
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BD2
250000.00000000
PA
USD
247415.35000000
0.958742012288
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBE3
45000.00000000
PA
USD
44680.05000000
0.173136553759
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833BX7
100000.00000000
PA
USD
94672.47000000
0.366858702970
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAJ0
200000.00000000
PA
USD
174557.48000000
0.676415548328
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
4.04700000
N
N
N
N
N
N
Texas Transportation Commission
5493006JSGNPGVJS7691
Texas Transportation Commission
882830BH4
100000.00000000
PA
USD
68221.68000000
0.264361086589
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
2.47200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAN3
50000.00000000
PA
USD
49644.95000000
0.192375692385
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
COVANTA HOLDING CORP
40XIFLS8XDQGGHGPGC04
Covanta Holding Corp.
22303XAA3
150000.00000000
PA
USD
122890.50000000
0.476204428145
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co.
110122CQ9
50000.00000000
PA
USD
44488.33000000
0.172393632923
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFM8
25000.00000000
PA
USD
25093.75000000
0.097239045074
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC/CCO Holdings Capital Corp.
1248EPBR3
75000.00000000
PA
USD
72607.54000000
0.281356427589
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co.
20826FBC9
250000.00000000
PA
USD
207328.42000000
0.803403938338
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
State of California
N/A
State of California
13063A7D0
250000.00000000
PA
USD
303718.65000000
1.176919013595
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
State of Washington
93974CRE2
70000.00000000
PA
USD
70680.88000000
0.273890561444
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.14000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAV2
100000.00000000
PA
USD
101770.99000000
0.394365684041
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc.
26078JAD2
100000.00000000
PA
USD
98604.21000000
0.382094315148
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
BX Trust
N/A
BX Mortgage Trust
05609PAL2
175000.00000000
PA
USD
162820.96000000
0.630936176082
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.61600000
N
N
N
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
341667.28000000
PA
USD
327097.02000000
1.267510908956
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
6.56800000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc.
431571AD0
200000.00000000
PA
USD
199000.00000000
0.771131057330
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
50000.00000000
PA
USD
42616.76000000
0.165141242205
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDU2
67000.00000000
PA
USD
41434.50000000
0.160559948718
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc.
651229BB1
200000.00000000
PA
USD
194500.00000000
0.753693420356
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
arbor multifamily mortgage securities trust
N/A
Arbor Multifamily Mortgage Securities Trust
03882KAW2
150000.00000000
PA
USD
106194.06000000
0.411505214924
Long
ABS-MBS
CORP
US
N
2
2054-10-15
Fixed
2.51100000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
City of San Antonio Electric & Gas Systems Revenue
796253Y30
105000.00000000
PA
USD
111873.07000000
0.433511551537
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.80800000
N
N
N
N
N
N
Newmark Group Inc
N/A
Newmark Group, Inc.
65158NAB8
150000.00000000
PA
USD
148576.83000000
0.575739738757
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
6.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFH7
250000.00000000
PA
USD
246132.28000000
0.953770076983
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co.
369604BQ5
99000.00000000
PA
USD
97261.81000000
0.376892474287
Long
DBT
CORP
US
N
2
2023-03-15
Variable
8.09900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
140000.00000000
PA
USD
135833.96000000
0.526360729629
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
155000.00000000
PA
USD
144881.40000000
0.561419835022
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Barclays Commercial Mortgage Securities LLC
N/A
BBCMS Trust
05547HAJ0
135000.00000000
PA
USD
124690.73000000
0.483180374192
Long
ABS-MBS
CORP
US
N
2
2035-08-10
Fixed
4.49800000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Swap
000000000
1350000.00000000
OU
Notional Amount
USD
-23825.77000000
-0.09232558397
N/A
DCR
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Markit iBoxx USD Liquid High Yield Index
IBOXHY INDEX
Y
equity-performance leg
2023-03-20
0.00000000
USD
0.00000000
USD
1350000.00000000
USD
-23825.77000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HJY7
350000.00000000
PA
USD
342604.32000000
1.327602168480
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.87500000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp.
03966VAB3
250000.00000000
PA
USD
245774.15000000
0.952382312332
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co.
844741BC1
200000.00000000
PA
USD
183912.68000000
0.712667233090
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc.
82967NBL1
250000.00000000
PA
USD
221985.00000000
0.860198631967
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38148LAF3
30000.00000000
PA
USD
26946.55000000
0.104418701471
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc.
26442EAG5
50000.00000000
PA
USD
40759.13000000
0.157942869410
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
59022CAJ2
125000.00000000
PA
USD
126420.08000000
0.489881658081
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc.
10373QAV2
50000.00000000
PA
USD
46553.04000000
0.180394447020
Long
DBT
CORP
US
N
2
2027-01-16
Fixed
3.01700000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HBK0
300000.00000000
PA
USD
282453.45000000
1.094515716307
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
3.75000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA, Inc.
404119BT5
200000.00000000
PA
USD
197585.90000000
0.765651376787
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175BK9
350000.00000000
PA
USD
321689.76000000
1.246557611865
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP/GLP Financing II, Inc.
361841AJ8
200000.00000000
PA
USD
196602.91000000
0.761842260616
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
City of Houston
442331QM9
55000.00000000
PA
USD
57513.73000000
0.222867454401
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
50000.00000000
PA
USD
36544.79000000
0.141612173631
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold EUR
000000000
1.00000000
NC
-451.49000000
-0.00174953749
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
85000.00000000
EUR
90617.28000000
USD
2023-01-17
-451.49000000
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc.
437076BN1
100000.00000000
PA
USD
91505.82000000
0.354587837831
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.12500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990FS96
150000.00000000
PA
USD
132788.64000000
0.514560021933
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
2.65700000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAG0
100000.00000000
PA
USD
76151.76000000
0.295090387971
Long
ABS-MBS
CORP
US
N
2
2041-07-15
Fixed
2.85100000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc.
247361ZX9
300000.00000000
PA
USD
306582.22000000
1.188015434509
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BF9
75000.00000000
PA
USD
72304.97000000
0.280183959630
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bonds
760942AS1
100000.00000000
PA
USD
126650.00000000
0.490772605080
Long
DBT
NUSS
UY
N
2
2036-03-21
Fixed
7.62500000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc.
95081QAN4
250000.00000000
PA
USD
253128.03000000
0.980878821175
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505EU4
110000.00000000
PA
USD
109183.11000000
0.423087874658
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
Republic of Peru
254900STKLK2DBJJZ530
Peruvian Government International Bonds
715638AS1
200000.00000000
PA
USD
209225.00000000
0.810753243568
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co. Unlimited Co.
36164Q6M5
200000.00000000
PA
USD
191307.12000000
0.741320913168
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
Olin Corp
549300GKK294V7W57P06
Olin Corp.
680665AJ5
200000.00000000
PA
USD
189000.00000000
0.732380752942
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
5.12500000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AK5
250000.00000000
PA
USD
237625.00000000
0.920804108031
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Turkey Government International Bonds
900123AY6
100000.00000000
PA
USD
83000.00000000
0.321627526424
Long
DBT
NUSS
TR
N
2
2036-03-17
Fixed
6.87500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV/NXP Funding LLC/NXP USA, Inc.
62954HAZ1
65000.00000000
PA
USD
61973.44000000
0.240148966400
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VER1
400000.00000000
PA
USD
384593.51000000
1.490311557833
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAJ1
50000.00000000
PA
USD
46262.78000000
0.179269680685
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
8.00000000
NC
USD
2108.72000000
0.008171354187
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
1638516.29000000
USD
2108.72000000
N
N
N
TOLL BROS FINANCE CORP
N/A
Toll Brothers Finance Corp.
88947EAS9
250000.00000000
PA
USD
238708.60000000
0.925003091014
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCC3
38000.00000000
PA
USD
30357.38000000
0.117635771543
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp.
85172FAM1
200000.00000000
PA
USD
192135.01000000
0.744529012118
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar, Inc.
45031UCF6
200000.00000000
PA
USD
198497.67000000
0.769184513290
Long
DBT
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
70000.00000000
PA
USD
68927.04000000
0.267094378059
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
250000.00000000
PA
USD
237371.37000000
0.919821284061
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas, Inc.
00108WAJ9
50000.00000000
PA
USD
38995.22000000
0.151107664469
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BR2
250000.00000000
PA
USD
241928.67000000
0.937480960280
Long
DBT
CORP
US
N
2
2025-06-06
Fixed
3.95000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd.
09681MAM0
250000.00000000
PA
USD
236177.50000000
0.915195001471
Long
DBT
CORP
SG
N
2
2025-04-29
Fixed
3.25000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services, Inc.
41283LAY1
300000.00000000
PA
USD
279608.31000000
1.083490712204
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BD4
50000.00000000
PA
USD
44996.39000000
0.174362380888
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bonds
698299BL7
50000.00000000
PA
USD
32212.50000000
0.124824418011
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HB0
300000.00000000
PA
USD
301836.21000000
1.169624501296
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM, Inc.
747525AU7
60000.00000000
PA
USD
57057.08000000
0.221097921751
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
70000.00000000
PA
USD
66020.50000000
0.255831447087
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
New York State Urban Development Corp.
6500357E2
70000.00000000
PA
USD
65843.35000000
0.255144985445
Long
DBT
MUN
US
N
2
2027-03-15
Fixed
3.15000000
N
N
N
N
N
N
MED Trust
N/A
Med Trust
58403YAR7
300000.00000000
PA
USD
283449.18000000
1.098374200366
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.31800000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAP6
350000.00000000
PA
USD
335274.81000000
1.299200094129
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.30000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc.
775109BB6
60000.00000000
PA
USD
51402.37000000
0.199185748378
Long
DBT
CORP
CA
N
2
2044-03-15
Fixed
5.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
50000.00000000
PA
USD
42352.87000000
0.164118660422
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAK1
25000.00000000
PA
USD
22304.78000000
0.086431701431
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RGQ9
300000.00000000
PA
USD
282479.03000000
1.094614839586
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp.
56585AAH5
70000.00000000
PA
USD
58449.87000000
0.226495025396
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AH2
100000.00000000
PA
USD
101959.99000000
0.395098064794
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp.
35137LAM7
25000.00000000
PA
USD
23899.16000000
0.092609972462
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
Seagate HDD Cayman
529900BD50TRWEG1SF63
Seagate HDD Cayman
81180WAN1
80000.00000000
PA
USD
67830.40000000
0.262844864679
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397ZW6
300000.00000000
PA
USD
276421.50000000
1.071141726452
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
4.54200000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas, Inc.
0010EPAF5
50000.00000000
PA
USD
51749.36000000
0.200530345190
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
6.65000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd.
878742BG9
300000.00000000
PA
USD
268284.81000000
1.039611805030
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AT9
200000.00000000
PA
USD
196722.25000000
0.762304706748
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-2.00000000
NC
USD
1512.71000000
0.005861797295
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
-270137.71000000
USD
1512.71000000
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
400000.00000000
PA
USD
368367.64000000
1.427435817686
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CEJ6
316605.00000000
PA
USD
295044.48000000
1.143306340814
Long
DBT
UST
US
N
2
2027-04-15
Fixed
0.12500000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-5.00000000
NC
49464.25000000
0.191675474384
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH2 Comdty
2023-03-08
-710858.86000000
EUR
49464.25000000
N
N
N
Banc of America Merrill Lynch Large Loan Inc
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust
05526QAJ5
100000.00000000
PA
USD
88432.95000000
0.342680373047
Long
ABS-MBS
CORP
US
N
2
2033-04-14
Variable
3.59600000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc.
026874DQ7
33000.00000000
PA
USD
31066.20000000
0.120382470619
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co.
254687EX0
50000.00000000
PA
USD
46875.08000000
0.181642361823
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
2023-01-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer