0001752724-23-194329.txt : 20230828
0001752724-23-194329.hdr.sgml : 20230828
20230828130444
ACCESSION NUMBER: 0001752724-23-194329
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
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: 231213379
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
2023-06-30
2023-06-30
N
178622374.47
6576280.21
172046094.26
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
4892425.20000000
CAD
EUR
JPY
NZD
USD
UST
60% MSCI AC WORLD (FX) 40% CITI WGBI (FXHedged)
60% MSCI AC WORLD (FX) 40% CITI WGBI (FXHedged)
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International, Inc.
438516106
1066.00000000
NS
USD
221195.00000000
0.128567289453
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WTZ1
548607.06000000
PA
USD
490948.68000000
0.285358805796
Long
ABS-MBS
USGA
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XJVF7
447845.20000000
PA
USD
412340.76000000
0.239668771193
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust
76123MAA1
28288.48000000
PA
USD
27670.02000000
0.016082910872
Long
ABS-MBS
CORP
US
N
2
2060-05-25
Variable
1.65400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RY6
168000.00000000
PA
USD
135135.00000000
0.078545810982
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
Salesforce, Inc.
79466L302
1842.00000000
NS
USD
389140.92000000
0.226184105877
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace, Inc.
268150109
3327.00000000
NS
USD
171240.69000000
0.099531867164
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWC35
127997.21000000
PA
USD
113029.99000000
0.065697504198
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032674
825000.00000000
PA
USD
751452.08000000
0.436773693254
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
3.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased NOK / Sold USD
000000000
1.00000000
NC
2413.19000000
0.001402641548
N/A
DFE
NO
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
266044.44000000
USD
2880000.00000000
NOK
2023-07-20
2413.19000000
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bonds
000000000
83550000.00000000
PA
564158.64000000
0.327911332382
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
000000000
11800.00000000
NS
465065.32000000
0.270314372436
Long
EC
CORP
JP
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XLG77
247706.85000000
PA
USD
213011.82000000
0.123810901326
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30167FAB8
206663.76000000
PA
USD
206583.12000000
0.120074286422
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
5.29000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGTV1
432806.50000000
PA
USD
411753.16000000
0.239327234815
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1982.02000000
-0.00115202847
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
550000.00000000
CHF
613436.44000000
USD
2023-07-20
-1982.02000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased MYR / Sold USD
000000000
1.00000000
NC
-8770.25000000
-0.00509761644
N/A
DFE
MY
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
255829.45000000
USD
1152000.00000000
MYR
2023-07-20
-8770.25000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F012676
550000.00000000
PA
USD
424786.45000000
0.246902698853
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418D4X7
697196.19000000
PA
USD
568908.48000000
0.330672127401
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
450000.00000000
PA
USD
412541.01000000
0.239785164420
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
300.00000000
NS
USD
140787.00000000
0.081830977102
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals, Inc.
92532F100
1275.00000000
NS
USD
448685.25000000
0.260793627387
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
8127.00000000
NS
USD
592783.38000000
0.344549164309
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
1205.00000000
NS
USD
246567.10000000
0.143314558264
Long
EC
CORP
US
N
1
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
763.00000000
NS
USD
227686.83000000
0.132340598012
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMYS8
316336.44000000
PA
USD
245507.00000000
0.142698386183
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
1.50000000
N
N
N
N
N
N
Heineken Holding NV
724500M1WJLFM9TYBS04
Heineken Holding NV
000000000
2607.00000000
NS
226585.08000000
0.131700217301
Long
EC
CORP
NL
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1794.00000000
NS
USD
862268.16000000
0.501184385329
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Z28
410000.00000000
PA
USD
397809.59000000
0.231222680009
Long
STIV
UST
US
N
2
2024-02-22
None
0.00000000
N
N
N
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
608.00000000
NS
USD
270784.96000000
0.157390937100
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
9649.00000000
NS
319590.15000000
0.185758445360
Long
EC
CORP
GB
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133B0SS3
501967.57000000
PA
USD
409874.32000000
0.238235178637
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
12426.00000000
NS
USD
530341.68000000
0.308255576670
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YT0
4360000.00000000
PA
USD
4283608.22000000
2.489802653425
Long
STIV
UST
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold KRW
000000000
1.00000000
NC
-123482.89000000
-0.07177314343
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
11877000000.00000000
KRW
8896162.75000000
USD
2023-07-20
-123482.89000000
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
6454.00000000
NS
USD
478886.80000000
0.278347963701
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAF1
375000.00000000
PA
USD
361489.13000000
0.210111791002
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased BRL / Sold USD
000000000
1.00000000
NC
177304.21000000
0.103056224997
N/A
DFE
BR
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
4017554.36000000
USD
20140000.00000000
BRL
2023-07-20
177304.21000000
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
158506.94000000
0.092130507630
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
41240437.91000000
CNY
5845000.00000000
USD
2023-07-20
158506.94000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MHS91
394947.07000000
PA
USD
351493.09000000
0.204301696886
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
205000.00000000
PA
129104.89000000
0.075040872363
Long
DBT
NUSS
GB
N
2
2051-07-31
Fixed
1.25000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
150000.00000000
PA
164953.97000000
0.095877776656
Long
DBT
NUSS
DE
N
2
2044-07-04
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179RVA4
81976.67000000
PA
USD
74616.90000000
0.043370295804
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
7999.00000000
NS
USD
1077705.27000000
0.626404961202
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-185.00000000
NC
-156693.10000000
-0.09107623202
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGU3 Index
2023-09-15
-8046353.00000000
EUR
-156693.10000000
N
N
N
American Credit Acceptance Receivables Trust
N/A
American Credit Acceptance Receivables Trust
025297AC6
63963.16000000
PA
USD
63722.12000000
0.037037818425
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EMR8
441520.39000000
PA
USD
424352.70000000
0.246650586184
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
4.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
129000.00000000
PA
138702.64000000
0.080619464566
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MNP42
134571.68000000
PA
USD
122609.18000000
0.071265308594
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-197.00000000
NC
USD
213173.70000000
0.123904992389
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. MSCI Emerging Markets EM Index Futures
MESU3 Index
2023-09-15
-10042488.70000000
USD
213173.70000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
21.00000000
NC
USD
-12608.78000000
-0.00732872202
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
2499796.28000000
USD
-12608.78000000
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japanese Government CPI-Linked Bond
000000000
52858000.00000000
PA
393426.61000000
0.228675118544
Long
DBT
NUSS
JP
N
2
2031-03-10
Fixed
0.00500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAB1
53246.60000000
PA
USD
49285.33000000
0.028646584633
Long
ABS-MBS
CORP
US
N
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust
5493006021R83VCLAO08
Wells Fargo Commercial Mortgage Trust
95001NBB3
130000.00000000
PA
USD
119266.47000000
0.069322393230
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.40500000
N
N
N
N
N
N
Expedia Group Inc
N/A
Expedia Group, Inc.
30212P303
2033.00000000
NS
USD
222389.87000000
0.129261795193
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VDP2
218477.40000000
PA
USD
203894.45000000
0.118511524993
Long
ABS-MBS
USGA
US
N
2
2050-01-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YU8
1160000.00000000
PA
USD
1059089.06000000
0.615584483074
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.62500000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources, Inc.
26875P101
1434.00000000
NS
USD
164106.96000000
0.095385460917
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp.
000000000
4400.00000000
NS
395342.87000000
0.229788924706
Long
EC
CORP
JP
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2314.00000000
NS
USD
255396.18000000
0.148446369037
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1904.00000000
NS
USD
228956.00000000
0.133078289852
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XHZZ3
477611.23000000
PA
USD
421984.24000000
0.245273943483
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
3.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
215000.00000000
PA
219813.69000000
0.127764417405
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
31447.00000000
NS
935539.89000000
0.543772815084
Long
EC
CORP
GB
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
100000.00000000
PA
71148.66000000
0.041354417434
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
250000.00000000
PA
USD
211852.00000000
0.123136768033
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
2.50000000
N
N
N
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk, Inc.
848637104
3575.00000000
NS
USD
379271.75000000
0.220447753627
Long
EC
CORP
US
N
1
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
1711342.75000000
NS
USD
1711342.75000000
0.994700145539
Long
STIV
RF
US
N
2
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
5040.00000000
NS
USD
318074.40000000
0.184877431462
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F052672
375000.00000000
PA
USD
373157.63000000
0.216893985071
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
200000.00000000
PA
USD
164125.00000000
0.095395946479
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
21333.00000000
NS
USD
696095.79000000
0.404598426365
Long
EC
CORP
US
N
1
N
N
N
CPS Auto Trust
N/A
CPS Auto Receivables Trust
12656NAE1
23823.34000000
PA
USD
23721.03000000
0.013787601573
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.83000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
100000.00000000
PA
USD
102187.50000000
0.059395419837
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
443.00000000
NS
USD
235715.87000000
0.137007393869
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAE4
274100.35000000
PA
USD
271758.74000000
0.157956936580
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
0.97000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold EUR
000000000
1.00000000
NC
-126104.10000000
-0.07329669443
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
7766628.93000000
EUR
8355000.00000000
USD
2023-07-20
-126104.10000000
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
000000000
4378.00000000
NS
239890.41000000
0.139433801756
Long
EC
CORP
KR
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
13900.00000000
NS
USD
577545.00000000
0.335692014680
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179RQZ5
71904.48000000
PA
USD
65448.98000000
0.038041537810
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
Marel HF
5299008YTLEN09WTHW26
Marel HF
000000000
28216.00000000
NS
88365.32000000
0.051361421705
Long
EC
CORP
IS
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538DAA7
41969.99000000
PA
USD
35863.29000000
0.020845163707
Long
ABS-MBS
CORP
US
N
2
2064-02-25
Variable
0.91800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QEPQ9
473872.05000000
PA
USD
423482.85000000
0.246144994933
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bonds
000000000
83000.00000000
PA
96338.37000000
0.055995673958
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
OneMain Financial Issuance Trust
N/A
OneMain Financial Issuance Trust
682696AB5
100000.00000000
PA
USD
86910.34000000
0.050515729737
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc.
713448108
1176.00000000
NS
USD
217818.72000000
0.126604861875
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286GAG6
74461.56000000
PA
USD
74261.34000000
0.043163630258
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
3.22000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMVD4
211484.83000000
PA
USD
182435.09000000
0.106038495546
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
-26.00000000
NC
-9032.75000000
-0.00525019183
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Mini Japan Government 10 Year Bond Futures
BJU3 Comdty
2023-09-11
-384744620.00000000
JPY
-9032.75000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
-18.00000000
NC
-29161.34000000
-0.01694972508
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Futures
XPU3 Index
2023-09-21
-3178674.08000000
AUD
-29161.34000000
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
12183.00000000
NS
USD
1458305.10000000
0.847624647494
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBT7
250000.00000000
PA
USD
229515.05000000
0.133403231841
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDZ1
540000.00000000
PA
USD
542917.58000000
0.315565187536
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
5.25000000
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
3580.00000000
NS
USD
439015.40000000
0.255173127811
Long
EC
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-50.00000000
NC
26938.08000000
0.015657478372
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index Futures
Z U3 Index
2023-09-15
-3791961.10000000
GBP
26938.08000000
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings, Inc.
000000000
9100.00000000
NS
195691.47000000
0.113743628323
Long
EC
CORP
JP
N
1
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab AS
000000000
784.00000000
NS
296434.38000000
0.172299395272
Long
EC
CORP
DK
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XH5A1
489918.65000000
PA
USD
417310.25000000
0.242557235486
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
48000.00000000
PA
42644.49000000
0.024786665563
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
77921.00000000
NS
224935.20000000
0.130741241739
Long
EC
CORP
GB
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-20.00000000
NC
7180.75000000
0.004173736132
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX 10 Year Euro BUND Futures
RXU3 Comdty
2023-09-07
-2681380.60000000
EUR
7180.75000000
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1473998.43000000
NS
USD
10907588.38000000
6.339922116172
Long
EC
RF
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
000000000
395000.00000000
NS
466734.81000000
0.271284746106
Long
EC
CORP
JP
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040677
750000.00000000
PA
USD
703613.25000000
0.408967871677
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Bonds
912810RL4
54098.10000000
PA
USD
44668.44000000
0.025963065416
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133B24E6
331140.20000000
PA
USD
271145.27000000
0.157600363534
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
147070.59000000
0.085483248330
Long
DBT
NUSS
IT
N
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
90000.00000000
PA
98366.53000000
0.057174520830
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
BJ's Wholesale Club Holdings Inc
549300UCIWH1C93V0J03
BJ's Wholesale Club Holdings, Inc.
05550J101
3622.00000000
NS
USD
228222.22000000
0.132651787872
Long
EC
CORP
US
N
1
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
8311.00000000
NS
199245.18000000
0.115809185240
Long
EC
CORP
NL
N
1
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc.
548661107
1389.00000000
NS
USD
313497.30000000
0.182217039769
Long
EC
CORP
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JM0
750000.00000000
PA
USD
678769.55000000
0.394527729861
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO Mortgage Trust
05610CAE4
150000.00000000
PA
USD
148138.05000000
0.086103698335
Long
ABS-MBS
CORP
US
N
2
2056-02-15
Variable
5.11700000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
20936.00000000
NS
452521.10000000
0.263023175240
Long
EC
CORP
NL
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
262104AE2
200000.00000000
PA
USD
195274.76000000
0.113501419976
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
0.87000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
54917.93000000
0.031920474705
Long
DBT
NUSS
IT
N
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC/Charter Communications Operating Capital
161175AY0
810000.00000000
PA
USD
794323.95000000
0.461692521074
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Bonds Inflation-Linked
000000000
4025642.40000000
PA
2467252.86000000
1.434065022290
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
63900.00000000
NS
428120.21000000
0.248840412124
Long
EC
CORP
IT
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
6607.00000000
NS
USD
2249947.78000000
1.307758708314
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RP5
47000.00000000
PA
USD
39636.05000000
0.023038041154
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust
38014RAE4
175000.00000000
PA
USD
173066.72000000
0.100593228079
Long
ABS-O
CORP
US
N
2
2026-04-15
Fixed
4.57000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCJ2
750000.00000000
PA
USD
796119.04000000
0.462735898437
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
3322.00000000
NS
USD
476707.00000000
0.277080977659
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
1117.00000000
NS
USD
251068.09000000
0.145930711812
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
3283.00000000
NS
USD
505253.70000000
0.293673449649
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
321000.00000000
PA
USD
312949.92000000
0.181898880847
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
7496.00000000
NS
260369.67000000
0.151337158288
Long
EC
CORP
JE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
1270000.00000000
PA
USD
1011783.21000000
0.588088450570
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased JPY / Sold USD
000000000
1.00000000
NC
-463690.88000000
-0.26951549350
N/A
DFE
JP
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
9432841.03000000
USD
1291300000.00000000
JPY
2023-07-20
-463690.88000000
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
1242.00000000
NS
USD
305693.46000000
0.177681139066
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
2401.00000000
NS
USD
1015671.02000000
0.590348199631
Long
EC
CORP
US
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
80000.00000000
PA
90341.25000000
0.052509910433
Long
DBT
NUSS
GB
N
2
2053-10-22
Fixed
3.75000000
N
N
N
N
N
N
Take-Two Interactive Software Inc
BOMSTHHJK882EWYX3334
Take-Two Interactive Software, Inc.
874054109
5102.00000000
NS
USD
750810.32000000
0.436400676940
Long
EC
CORP
US
N
1
N
N
N
Westlake Automobile Receivables Trust
N/A
Westlake Automobile Receivables Trust
96042HAL4
18364.85000000
PA
USD
18339.24000000
0.010659492201
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
2.72000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
130.00000000
NC
USD
651345.50000000
0.378587786489
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESU3 Index
2023-09-15
28522279.50000000
USD
651345.50000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
1000000.00000000
PA
USD
799766.78000000
0.464856109311
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
140000.00000000
PA
USD
122532.81000000
0.071220919328
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
900000.00000000
PA
USD
789459.79000000
0.458865278747
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
3150.00000000
NS
88956.83000000
0.051705230730
Long
EC
CORP
FR
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
120000.00000000
PA
87147.31000000
0.050653466081
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold CNY
000000000
1.00000000
NC
-658.05000000
-0.00038248470
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
31130000.00000000
CNY
4291743.72000000
USD
2023-07-20
-658.05000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
10000.00000000
PA
9878.64000000
0.005741856589
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XAH39
582544.08000000
PA
USD
481831.72000000
0.280059667772
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80287EAE5
420535.95000000
PA
USD
411908.15000000
0.239417321138
Long
ABS-O
CORP
US
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
810000.00000000
PA
USD
783194.77000000
0.455223801138
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
310000.00000000
PA
198825.98000000
0.115565529607
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle, Inc.
22822V101
1340.00000000
NS
USD
152679.60000000
0.088743426961
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
150000.00000000
PA
USD
142453.13000000
0.082799397808
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Ocado Group PLC
213800LO8F61YB8MBC74
Ocado Group PLC
000000000
10405.00000000
NS
75057.47000000
0.043626372526
Long
EC
CORP
GB
N
1
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
2575.00000000
NS
USD
484306.00000000
0.281497817246
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
3900.00000000
NS
USD
200577.00000000
0.116583291740
Long
EC
CORP
GB
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased EUR / Sold USD
000000000
1.00000000
NC
56116.54000000
0.032617154281
N/A
DFE
XX
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
6403021.81000000
USD
5915000.00000000
EUR
2023-07-20
56116.54000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
93000.00000000
PA
101680.13000000
0.059100516310
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
343033.40000000
0.199384590202
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.68200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WLP1
772601.76000000
PA
USD
669736.28000000
0.389277235778
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased MXN / Sold USD
000000000
1.00000000
NC
214403.89000000
0.124620027511
N/A
DFE
MX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5247445.66000000
USD
93760000.00000000
MXN
2023-07-20
214403.89000000
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
120.00000000
NS
USD
15379.20000000
0.008938999787
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
2027.00000000
NS
USD
217395.75000000
0.126359014969
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
44000.00000000
PA
51106.66000000
0.029705213721
Long
DBT
NUSS
ES
N
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400HS5
630000.00000000
PA
USD
644224.12000000
0.374448558551
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp.
000000000
600.00000000
NS
282130.36000000
0.163985332659
Long
EC
CORP
JP
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418DYX4
722351.24000000
PA
USD
590450.81000000
0.343193382296
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
2578.00000000
NS
USD
223357.92000000
0.129824464170
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
Marvell Technology, Inc.
573874104
3673.00000000
NS
USD
219571.94000000
0.127623902736
Long
EC
CORP
US
N
1
N
N
N
CTS Eventim AG & Co KGaA
529900FDHSN08UBJII80
CTS Eventim AG & Co. KGaA
000000000
5212.00000000
NS
329012.40000000
0.191235030016
Long
EC
CORP
DE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YH7
750000.00000000
PA
USD
715605.47000000
0.415938224624
Long
DBT
UST
US
N
2
2024-09-30
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140QNQS4
512574.93000000
PA
USD
434896.60000000
0.252779118218
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538EAA5
54884.97000000
PA
USD
48139.44000000
0.027980548007
Long
ABS-MBS
CORP
US
N
2
2064-04-25
Variable
1.02000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
London Stock Exchange Group PLC
000000000
4871.00000000
NS
517534.70000000
0.300811652961
Long
EC
CORP
GB
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
3148.00000000
NS
USD
266918.92000000
0.155143841624
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
144560.69000000
PA
USD
140478.79000000
0.081651833250
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.44400000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
20000.00000000
PA
16002.50000000
0.009301286419
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.37500000
N
N
N
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066KAH3
175000.00000000
PA
USD
172194.77000000
0.100086416225
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased USD / Sold JPY
000000000
1.00000000
NC
81599.86000000
0.047429068559
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
354800000.00000000
JPY
2545980.31000000
USD
2023-07-20
81599.86000000
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWP0
650000.00000000
PA
USD
647600.99000000
0.376411329060
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
29.00000000
NC
USD
12253.95000000
0.007122480782
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYU3 Index
2023-09-15
2748111.05000000
USD
12253.95000000
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings, Inc.
70450YAG8
450000.00000000
PA
USD
421111.12000000
0.244766451578
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.65000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc.
893641100
378.00000000
NS
USD
337996.26000000
0.196456805052
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix, Inc.
64110L106
1091.00000000
NS
USD
480574.59000000
0.279328974056
Long
EC
CORP
US
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
18.00000000
NC
8052.25000000
0.004680286428
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPU3 Index
2023-09-07
410678100.00000000
JPY
8052.25000000
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
6894.00000000
NS
358909.69000000
0.208612518374
Long
EC
CORP
GB
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
1813.00000000
NS
USD
713052.90000000
0.414454569902
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1395.00000000
NS
308098.23000000
0.179078886576
Long
EC
CORP
FR
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
000000000
10700.00000000
NS
353564.57000000
0.205505723056
Long
EC
CORP
JP
N
1
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166NAE6
37141.68000000
PA
USD
37074.63000000
0.021549242462
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.32000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
568.00000000
NS
USD
492700.24000000
0.286376881799
Long
EC
CORP
US
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087H72
50000.00000000
PA
29860.35000000
0.017356017367
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
92535.90000000
0.053785527883
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.16000000
N
N
N
N
N
N
MFRA Trust
N/A
MFA Trust
55283FAA6
29765.21000000
PA
USD
25829.25000000
0.015012982486
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15300000
N
N
N
N
N
N
Snap Inc
549300JNC0L6VP8A2Q35
Snap, Inc.
83304A106
13795.00000000
NS
USD
163332.80000000
0.094935488482
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
Swap
000000000
10327545.87000000
OU
Notional Amount
USD
24119.20000000
0.014019033738
N/A
DCO
US
N
2
JPMorgan Securities LLC
ZBUT11V806EZRVTWT807
JPMorgan Emerging Market Bond Index
EMBI Index
Y
equity-performance leg
2023-08-15
0.00000000
USD
-1.13000000
USD
10327545.87000000
USD
24120.33000000
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
1634.00000000
NS
USD
427732.18000000
0.248614873728
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc.
000000000
5469.00000000
NS
452771.24000000
0.263168566509
Long
EC
CORP
CH
N
1
N
N
N
IRISH TSY 1.5% 2050
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
240000.00000000
PA
183292.85000000
0.106537059610
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp.
00914AAU6
750000.00000000
PA
USD
735950.23000000
0.427763404432
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
PACE International Equity Investments
549300IXV06Q6Q1PT327
PACE International Equity Investments
69375U865
1123399.25000000
NS
USD
18861873.37000000
10.96326740291
Long
EC
RF
US
N
1
N
N
N
Drive Auto Receivables Trust
N/A
Drive Auto Receivables Trust
26208VAF3
24769.89000000
PA
USD
24688.84000000
0.014350131054
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
55770.35000000
PA
USD
49348.22000000
0.028683138790
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94100000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
6145353.70000000
NS
USD
6145353.70000000
3.571922818958
Long
STIV
RF
US
N
2
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
173461.11000000
PA
USD
170353.36000000
0.099016115845
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold GBP
000000000
1.00000000
NC
-109717.19000000
-0.06377197370
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3990000.00000000
GBP
4958092.90000000
USD
2023-07-20
-109717.19000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
7.00000000
NC
20783.09000000
0.012079954554
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTU3 Index
2023-09-14
1678507.60000000
CAD
20783.09000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
810000.00000000
PA
USD
781072.89000000
0.453990480492
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418D3H3
396963.76000000
PA
USD
336898.01000000
0.195818458680
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
2094.00000000
NS
USD
228287.88000000
0.132689952063
Long
EC
CORP
US
N
1
N
N
N
PACE High Yield Investments
54930077W0HZFCY95U61
PACE High Yield Investments
69375U600
1034592.86000000
NS
USD
8669888.17000000
5.039282180331
Long
EC
RF
US
N
1
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue, Inc.
49177J102
8700.00000000
NS
USD
229854.00000000
0.133600242998
Long
EC
CORP
US
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
60.00000000
NC
-31786.98000000
-0.01847585098
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange 10 Year Canadian Bond Futures
CNU3 Comdty
2023-09-20
7393909.80000000
CAD
-31786.98000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
250000.00000000
PA
USD
225341.80000000
0.130977573753
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
SLM Corp
N/A
SLM Corp.
78442P106
24883.00000000
NS
USD
406090.56000000
0.236035907555
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XCCM8
247007.81000000
PA
USD
210048.46000000
0.122088479197
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
8300000.00000000
OU
Notional Amount
USD
231493.64000000
0.134553266667
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
sell protection
2028-06-20
175698.99000000
USD
0.00000000
USD
8300000.00000000
USD
55794.65000000
N
N
N
GS Mortgage-Backed Securities Trust
N/A
GS Mortgage-Backed Securities Trust
36259WAA9
19623.32000000
PA
USD
17692.45000000
0.010283552251
Long
ABS-MBS
CORP
US
N
2
2060-09-27
Variable
1.38200000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
546.00000000
NS
USD
306835.62000000
0.178345007667
Long
EC
CORP
US
N
1
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased HKD / Sold USD
000000000
1.00000000
NC
-3048.57000000
-0.00177194955
N/A
DFE
HK
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
897213.87000000
USD
7005000.00000000
HKD
2023-07-20
-3048.57000000
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
7563.00000000
NS
348431.03000000
0.202521906410
Long
EC
CORP
AT
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
3248.00000000
NS
USD
177665.60000000
0.103266279170
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
6091.00000000
NS
421124.20000000
0.244774054192
Long
EC
CORP
GB
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased SGD / Sold USD
000000000
1.00000000
NC
-3113.46000000
-0.00180966619
N/A
DFE
SG
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
483997.19000000
USD
650000.00000000
SGD
2023-07-20
-3113.46000000
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
810000.00000000
PA
USD
786155.07000000
0.456944444674
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
750000.00000000
PA
USD
706247.85000000
0.410499205481
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
1329.00000000
NS
USD
170789.79000000
0.099269786236
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
47950.26000000
0.027870589103
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2858891.71000000
USD
3850000.00000000
CAD
2023-07-20
47950.26000000
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179W2V9
232657.48000000
PA
USD
207827.93000000
0.120797819266
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
9641.00000000
NS
USD
329432.97000000
0.191479481947
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285VAD1
184181.90000000
PA
USD
182301.53000000
0.105960865187
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
196000.00000000
PA
USD
170910.47000000
0.099339930229
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased KRW / Sold USD
000000000
1.00000000
NC
46713.97000000
0.027152008420
N/A
DFE
KR
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
8303881.59000000
USD
10996000000.00000000
KRW
2023-07-20
46713.97000000
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
890.00000000
NS
USD
255412.20000000
0.148455680495
Long
EC
CORP
US
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold CNY
000000000
1.00000000
NC
122553.90000000
0.071233177670
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
24730000.00000000
CNY
3532483.10000000
USD
2023-07-20
122553.90000000
N
N
N
Dryden Senior Loan Fund
549300KI3ILQQHC87U86
Dryden 60 CLO Ltd.
26251NAB6
250000.00000000
PA
USD
247661.50000000
0.143950666863
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.31000000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
841.00000000
NS
USD
318318.50000000
0.185019312044
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZN2
410000.00000000
PA
USD
401216.77000000
0.233203067890
Long
STIV
UST
US
N
2
2023-12-28
None
0.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WVT2
500224.50000000
PA
USD
420283.04000000
0.244285138705
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389X105
3726.00000000
NS
USD
443729.34000000
0.257913056328
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
5577.00000000
NS
USD
399926.67000000
0.232453210705
Long
EC
CORP
US
N
1
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bonds
000000000
20000000.00000000
PA
106426.42000000
0.061859247928
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAA2
11081.88000000
PA
USD
10593.76000000
0.006157512639
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
2.64200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWEK5
212883.98000000
PA
USD
204604.84000000
0.118924431780
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp.
020002101
2526.00000000
NS
USD
275435.04000000
0.160093747657
Long
EC
CORP
US
N
1
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
28548.00000000
NS
302543.39000000
0.175850193694
Long
EC
CORP
SE
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XAH96
248154.66000000
PA
USD
203314.90000000
0.118174667593
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc.
87264ABW4
540000.00000000
PA
USD
476495.08000000
0.276957801366
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp.
000000000
4800.00000000
NS
225305.10000000
0.130956242261
Long
EC
CORP
JP
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
120000.00000000
PA
115918.36000000
0.067376339171
Long
DBT
NUSS
GB
N
2
2032-01-31
Fixed
1.00000000
N
N
N
N
N
N
PACE International Emerging Markets Equity Investments
5493000P1IW5J3ZEPV86
PACE International Emerging Markets Equity Investments
69375U857
909422.58000000
NS
USD
11349593.85000000
6.596833191021
Long
EC
RF
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
1396.00000000
NS
USD
356691.96000000
0.207323485914
Long
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
115736.00000000
NS
486220.98000000
0.282610879422
Long
EC
CORP
IE
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
70000.00000000
PA
USD
45007.81000000
0.026160320694
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810PW2
110000.00000000
PA
USD
117064.06000000
0.068042265361
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
239232.19000000
0.139051218238
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
18085000.00000000
NZD
11337269.48000000
USD
2023-07-20
239232.19000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
302000.00000000
PA
USD
232457.42000000
0.135113453751
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
24263.68000000
PA
USD
22032.39000000
0.012806097165
Long
ABS-MBS
CORP
US
N
2
2065-05-25
Variable
1.50200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140JACX4
452084.55000000
PA
USD
417171.79000000
0.242476757054
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
21.00000000
NC
USD
41969.34000000
0.024394241659
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
2818624.41000000
USD
41969.34000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
165000.00000000
PA
167003.57000000
0.097069085304
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWA52
891616.49000000
PA
USD
729848.09000000
0.424216599126
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166QAD1
100000.00000000
PA
USD
98523.53000000
0.057265775444
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
3.65000000
N
N
N
N
N
N
Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp. of America Holdings
50540R409
2008.00000000
NS
USD
484590.64000000
0.281663261281
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
N/A
MFA Trust
552757AA4
23147.53000000
PA
USD
20610.47000000
0.011979620978
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZY8
410000.00000000
PA
USD
399432.39000000
0.232165915604
Long
STIV
UST
US
N
2
2024-01-25
None
0.00000000
N
N
N
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
8860.00000000
NS
USD
579089.60000000
0.336589797339
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FA0
4360000.00000000
PA
USD
4295842.05000000
2.496913439666
Long
STIV
UST
US
N
2
2023-10-12
None
0.00000000
N
N
N
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
2773.00000000
NS
USD
192501.66000000
0.111889584490
Long
EC
CORP
US
N
1
N
N
N
JTOWER Inc
N/A
JTOWER, Inc.
000000000
4600.00000000
NS
219009.67000000
0.127297089156
Long
EC
CORP
JP
N
1
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
8621.00000000
NS
254559.86000000
0.147960266749
Long
EC
CORP
FR
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAY6
810000.00000000
PA
USD
789792.44000000
0.459058628094
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold NZD
000000000
1.00000000
NC
-24170.57000000
-0.01404889201
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
2795000.00000000
NZD
1691008.54000000
USD
2023-07-20
-24170.57000000
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
134511.00000000
NS
550496.06000000
0.319970100087
Long
EC
CORP
GB
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1921.00000000
NS
USD
638079.36000000
0.370876980814
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EGJ3
238894.72000000
PA
USD
224100.03000000
0.130255807877
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.00000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286WAG1
275000.00000000
PA
USD
265625.28000000
0.154391926851
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
Bio-Rad Laboratories Inc
549300ZC1GPV35XYDK53
Bio-Rad Laboratories, Inc.
090572207
1073.00000000
NS
USD
406795.76000000
0.236445797708
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
42654.00000000
NS
240788.10000000
0.139955574717
Long
EC
CORP
JE
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWFQ1
283843.87000000
PA
USD
272805.07000000
0.158565104993
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.50000000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
4754.00000000
NS
363025.90000000
0.211005022555
Long
EC
CORP
DE
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased NZD / Sold USD
000000000
1.00000000
NC
38124.65000000
0.022159555649
N/A
DFE
NZ
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3422916.56000000
USD
5640000.00000000
NZD
2023-07-20
38124.65000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
7689.00000000
NS
USD
1491435.33000000
0.866881248548
Long
EC
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2T9
630000.00000000
PA
USD
600439.00000000
0.348998913682
Long
DBT
CORP
US
N
2
2025-05-19
Fixed
0.80500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087P32
150000.00000000
PA
106071.71000000
0.061653076436
Long
DBT
NUSS
CA
N
2
2032-12-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold IDR
000000000
1.00000000
NC
9865.90000000
0.005734451597
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
15528800000.00000000
IDR
1045499.23000000
USD
2023-07-20
9865.90000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
240000.00000000
PA
251294.71000000
0.146062432327
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GWB6
810000.00000000
PA
USD
770091.81000000
0.447607842138
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
GM Financial Automobile Leasing Trust
N/A
GM Financial Automobile Leasing Trust
380144AE5
150000.00000000
PA
USD
146832.17000000
0.085344669189
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
810000.00000000
PA
USD
743382.68000000
0.432083438567
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bonds
000000000
55000.00000000
PA
60765.02000000
0.035319034855
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286EAD8
275000.00000000
PA
USD
268984.29000000
0.156344316421
Long
ABS-O
CORP
US
N
2
2026-08-17
Fixed
2.36000000
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
87285.48000000
0.050733775954
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.14600000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRX0
810000.00000000
PA
USD
759343.47000000
0.441360481483
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166RAF4
125000.00000000
PA
USD
118819.10000000
0.069062364078
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.08000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RB6
717000.00000000
PA
USD
599731.29000000
0.348587564617
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
5465.00000000
NS
549522.37000000
0.319404152918
Long
EC
CORP
CH
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
29172.45000000
PA
USD
26228.79000000
0.015245210949
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
51817.00000000
NS
523063.39000000
0.304025146429
Long
EC
CORP
HK
N
2
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
790.00000000
NC
214693.12000000
0.124788139436
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX Banks Index Futures
CAU3 Index
2023-09-15
4075175.50000000
EUR
214693.12000000
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased AUD / Sold USD
000000000
1.00000000
NC
-4148.14000000
-0.00241106316
N/A
DFE
AU
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
6018686.76000000
USD
9025000.00000000
AUD
2023-07-20
-4148.14000000
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc.
606822AN4
450000.00000000
PA
USD
432599.11000000
0.251443726090
Long
DBT
CORP
JP
N
2
2027-02-22
Fixed
3.67700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
900000.00000000
PA
USD
825551.90000000
0.479843441695
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
5990.00000000
NS
273482.29000000
0.158958732063
Long
EC
CORP
GB
N
1
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group, Inc.
82489W107
5364.00000000
NS
USD
137103.84000000
0.079690178721
Long
EC
CORP
US
N
1
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bonds
000000000
11100000.00000000
PA
64709.17000000
0.037611530955
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WBX5
265509.17000000
PA
USD
223734.25000000
0.130043202062
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.00000000
N
N
N
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
5331.00000000
NS
USD
309198.00000000
0.179718116432
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
296000.00000000
PA
324787.28000000
0.188779223031
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
453914.20000000
NS
USD
2215101.30000000
1.287504554827
Long
EC
RF
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
313654.00000000
NS
360741.36000000
0.209677157480
Long
EC
CORP
ES
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
5452.00000000
NS
USD
556594.68000000
0.323514859429
Long
EC
CORP
JE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
400000.00000000
PA
USD
360406.25000000
0.209482378283
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos., Inc.
216648402
630.00000000
NS
USD
241560.90000000
0.140404756666
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
6178.00000000
NS
USD
430606.60000000
0.250285600409
Long
EC
CORP
IN
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XG5C9
723581.97000000
PA
USD
590828.43000000
0.343412869987
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
1968.00000000
NS
USD
922952.64000000
0.536456607149
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050676
175000.00000000
PA
USD
171415.65000000
0.099633560841
Long
ABS-MBS
USGSE
US
N
2
2053-07-15
Fixed
5.00000000
N
N
N
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd.
000000000
6390.00000000
NS
USD
602896.50000000
0.350427309956
Long
EC
CORP
BM
N
1
N
N
N
Bank
N/A
Bank
06539VAJ7
200000.00000000
PA
USD
166972.72000000
0.097051154063
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Fixed
2.92800000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
9457.00000000
NS
USD
1232814.52000000
0.716560596915
Long
EC
CORP
US
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
9513.00000000
NS
392230.56000000
0.227979926941
Long
EC
CORP
DE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
350000.00000000
PA
USD
297431.64000000
0.172879042258
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
90107.44000000
0.052374010806
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co.
233331BD8
810000.00000000
PA
USD
791864.68000000
0.460263096006
Long
DBT
CORP
US
N
2
2024-11-01
Variable
4.22000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
75000.00000000
PA
70003.99000000
0.040689089921
Long
DBT
NUSS
IT
N
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967MF5
810000.00000000
PA
USD
791830.14000000
0.460243019991
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware, Inc.
928563402
2714.00000000
NS
USD
389974.66000000
0.226668708567
Long
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
1415.00000000
NS
USD
246493.00000000
0.143271488411
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
421000.00000000
PA
USD
346288.94000000
0.201276838913
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
90000.00000000
PA
110448.26000000
0.064196900531
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
Canadian Pacific Kansas City Ltd
N/A
Canadian Pacific Kansas City Ltd.
13646K108
6077.00000000
NS
490839.03000000
0.285295072876
Long
EC
CORP
CA
N
1
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold JPY
000000000
1.00000000
NC
127312.72000000
0.073999192220
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
462534690.00000000
JPY
3340000.00000000
USD
2023-07-20
127312.72000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
144000.00000000
PA
157038.97000000
0.091277265360
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
89.00000000
NC
USD
-101288.49000000
-0.05887287964
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
10092929.12000000
USD
-101288.49000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
610000.00000000
PA
525517.96000000
0.305451839671
Long
DBT
NUSS
FR
N
2
2031-11-25
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828T26
971000.00000000
PA
USD
961784.93000000
0.559027471176
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2023-07-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer