0001752724-23-194336.txt : 20230828
0001752724-23-194336.hdr.sgml : 20230828
20230828130445
ACCESSION NUMBER: 0001752724-23-194336
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: 231213383
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000003135
UBS DYNAMIC ALPHA FUND
C000008503
CLASS A
BNAAX
C000008506
CLASS P
BNAYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000886244
XXXXXXXX
S000003135
C000008506
C000008503
UBS FUNDS
811-06637
0000886244
549300N85N4CCOEZQJ49
ONE NORTH WACKER DR.
CHICAGO
60606
312-525-7100
UBS DYNAMIC ALPHA FUND
S000003135
1NQOD781VYFVBIL5FH78
2023-06-30
2023-06-30
N
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418914.11
21657548.20
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
2056996.99000000
AUD
CAD
EUR
GBP
JPY
NZD
USD
N
Cash - USD
RMUSD0LP
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-2.00000000
NC
3096.89000000
0.014299356378
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEU3 Comdty
2023-09-07
-234258.06000000
EUR
3096.89000000
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co. LLC
68233JBH6
25000.00000000
PA
USD
23606.51000000
0.108998995555
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.70000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
000000000
100000.00000000
PA
105744.95000000
0.488259100353
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bonds
000000000
90000.00000000
PA
92048.42000000
0.425017731231
Long
DBT
NUSS
PL
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
000000000
100000.00000000
PA
107340.40000000
0.495625816037
Long
DBT
NUSS
JP
N
2
2028-02-15
Fixed
3.12500000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
Ausgrid Finance Pty. Ltd.
000000000
30000.00000000
PA
19575.78000000
0.090387793757
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group, Inc.
02209SBC6
13000.00000000
PA
USD
12720.41000000
0.058734303082
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd.
Q04578AD4
15000.00000000
PA
USD
14539.77000000
0.067134884640
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
38141GXJ8
70000.00000000
PA
USD
67241.31000000
0.310475171884
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AD4
30000.00000000
PA
USD
30125.66000000
0.139100048268
Long
DBT
CORP
GB
N
2
2028-06-12
Fixed
5.60200000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
260000.00000000
PA
267997.28000000
1.237431298894
Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
8.00000000
NC
USD
1896.80000000
0.008758147425
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
MSCI World Small Cap Futures
OHTU3 Index
2023-09-15
490503.20000000
USD
1896.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796Z28
880000.00000000
PA
USD
853835.21000000
3.942437076049
Long
STIV
UST
US
N
2
2024-02-22
None
0.00000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bonds
000000000
24000000.00000000
PA
166666.90000000
0.769555715452
Long
DBT
NUSS
JP
N
2
2028-03-20
Fixed
0.10000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bonds
000000000
20000.00000000
PA
25394.91000000
0.117256624644
Long
DBT
NUSS
MX
N
2
2024-02-06
Fixed
6.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796YT0
1070000.00000000
PA
USD
1051773.28000000
4.856382034971
Long
STIV
UST
US
N
2
2023-11-02
None
0.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased ZAR / Sold USD
000000000
1.00000000
NC
-2353.56000000
-0.01086715808
N/A
DFE
ZA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
331351.71000000
USD
6200000.00000000
ZAR
2023-07-18
-2353.56000000
N
N
N
AUTOSTRADE PER L'ITALIA
815600149448CEB9B230
Autostrade per l'Italia SpA
000000000
50000.00000000
PA
54499.46000000
0.251641873293
Long
DBT
CORP
IT
N
2
2025-09-16
Fixed
4.37500000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp.
26884LAF6
20000.00000000
PA
USD
18490.39000000
0.085376192306
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc.
452308AX7
45000.00000000
PA
USD
42126.08000000
0.194509921487
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold AUD
000000000
1.00000000
NC
2003.30000000
0.009249892838
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
170000.00000000
AUD
115290.02000000
USD
2023-07-18
2003.30000000
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp.
913017DD8
25000.00000000
PA
USD
24494.89000000
0.113100937251
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-31.00000000
NC
-26256.68000000
-0.12123569924
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGU3 Index
2023-09-15
-1348307.80000000
EUR
-26256.68000000
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087P81
150000.00000000
PA
109701.83000000
0.506529312491
Long
DBT
NUSS
CA
N
2
2026-04-01
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DM9
40000.00000000
PA
USD
39788.71000000
0.183717517941
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold CAD
000000000
1.00000000
NC
N/A
518.51000000
0.002394130652
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
145000.00000000
CAD
100737.55000000
EUR
2023-07-18
518.51000000
N
N
N
BNZ INTL FUNDING/LONDON
549300HVMZ89HDMELW08
BNZ International Funding Ltd.
000000000
100000.00000000
PA
105285.99000000
0.486139931573
Long
DBT
CORP
NZ
N
2
2024-07-03
Fixed
0.50000000
N
N
N
N
N
N
IRISH TSY 1% 2026
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
460000.00000000
PA
474053.25000000
2.188859263395
Long
DBT
NUSS
IE
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
N
N
Redexis Gas Finance BV
724500XI19XTPCL36320
Redexis Gas Finance BV
000000000
100000.00000000
PA
99582.71000000
0.459806018116
Long
DBT
CORP
NL
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
CORP ANDINA DE FOMENTO
UKZ46SXGNYCZK0UOZE76
Corp. Andina de Fomento
000000000
35000.00000000
PA
22589.69000000
0.104304004273
Long
DBT
NUSS
XX
N
2
2025-06-05
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JU1
40000.00000000
PA
USD
39352.94000000
0.181705424993
Long
DBT
NUSS
XX
N
2
2028-03-15
Fixed
3.87500000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
200000.00000000
PA
126734.65000000
0.585175426274
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
13685.00000000
NS
USD
13685.00000000
0.063188131332
Long
STIV
RF
US
N
2
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold KRW
000000000
1.00000000
NC
2760.55000000
0.012746364336
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
280000000.00000000
KRW
215377.99000000
USD
2023-07-18
2760.55000000
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EW8
30000.00000000
PA
USD
27680.27000000
0.127808880970
Long
DBT
USGA
US
N
2
2025-05-15
Fixed
0.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEA5
150000.00000000
PA
USD
146144.53000000
0.674797205345
Long
DBT
UST
US
N
2
2024-02-29
Fixed
1.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos., Inc.
96950FAM6
35000.00000000
PA
USD
34604.27000000
0.159779258854
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
4.30000000
N
N
N
N
N
N
iShares MSCI International Value Factor ETF
549300HD4TSTWEGNNR73
iShares MSCI International Value Factor ETF
46435G409
36269.00000000
NS
USD
923046.05000000
4.262006213611
Long
EC
RF
US
N
1
N
N
N
EUROPEAN UNION
529900FZRK8FGMPEOM08
European Union
000000000
30000.00000000
PA
32421.55000000
0.149700925056
Long
DBT
NUSS
XX
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased BRL / Sold USD
000000000
1.00000000
NC
42610.40000000
0.196746185701
N/A
DFE
BR
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1286705.39000000
USD
6380000.00000000
BRL
2023-07-18
42610.40000000
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
100000.00000000
PA
122407.36000000
0.565194909735
Long
DBT
CORP
GB
N
2
2049-07-20
Fixed
3.87500000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp.
22160KAP0
10000.00000000
PA
USD
8325.15000000
0.038439946771
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co.
210518DS2
60000.00000000
PA
USD
59529.11000000
0.274865416206
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.65000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romania Government International Bonds
000000000
80000.00000000
PA
82740.92000000
0.382041952468
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
170000.00000000
PA
179460.34000000
0.828627221986
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NOK / Sold USD
000000000
1.00000000
NC
14515.00000000
0.067020513430
N/A
DFE
NO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3344683.42000000
USD
36040000.00000000
NOK
2023-07-18
14515.00000000
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bonds
000000000
900000.00000000
PA
489154.39000000
2.258586177358
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold HKD
000000000
1.00000000
NC
101.10000000
0.000466811843
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
865000.00000000
HKD
110510.57000000
USD
2023-07-18
101.10000000
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No. 1
13509PDV2
100000.00000000
PA
75098.70000000
0.346755317390
Long
DBT
NUSS
CA
N
2
2023-09-15
Fixed
2.35000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087P65
100000.00000000
PA
74374.79000000
0.343412787602
Long
DBT
NUSS
CA
N
2
2025-02-01
Fixed
3.75000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636QAN4
20000.00000000
PA
USD
19009.59000000
0.087773508914
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JW5
20000.00000000
PA
USD
19555.24000000
0.090292953844
Long
DBT
CORP
DE
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
107547.61000000
0.496582572536
Long
DBT
CORP
MX
N
2
2024-02-21
Fixed
3.75000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp.
25468PDM5
10000.00000000
PA
USD
9128.92000000
0.042151216359
Long
DBT
CORP
US
N
2
2026-07-30
Fixed
1.85000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LGU4
75000.00000000
PA
USD
74372.41000000
0.343401798362
Long
DBT
CORP
CA
N
2
2024-12-12
Fixed
5.20000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
000000000
100000.00000000
PA
97564.22000000
0.450485988067
Long
DBT
CORP
FR
N
2
2049-05-28
Fixed
3.25000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
00774MAU9
300000.00000000
PA
USD
281912.81000000
1.301683862811
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Bonds Inflation-Linked
000000000
418473.00000000
PA
267327.67000000
1.234339490007
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
1300000.00000000
OU
Notional Amount
USD
-62269.22000000
-0.28751740236
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.EM.S39
2I65BZFD9
Y
sell protection
2028-06-20
0.00000000
USD
-83046.93000000
USD
1300000.00000000
USD
20777.71000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold USD
000000000
1.00000000
NC
-229.62000000
-0.00106023081
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
57384.50000000
USD
45000.00000000
GBP
2023-07-18
-229.62000000
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American, Inc.
761713BG0
25000.00000000
PA
USD
24293.50000000
0.112171053600
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.45000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
30000.00000000
PA
USD
29926.23000000
0.138179214579
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
172320.00000000
0.795657931399
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc.
375558BL6
20000.00000000
PA
USD
19894.51000000
0.091859474656
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold GBP
000000000
1.00000000
NC
-25117.91000000
-0.11597762483
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1905000.00000000
GBP
2394438.70000000
USD
2023-07-18
-25117.91000000
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC/Aptiv Corp.
00217GAA1
50000.00000000
PA
USD
47449.61000000
0.219090404702
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp.
126650DE7
25000.00000000
PA
USD
24178.02000000
0.111637844582
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
25000.00000000
PA
USD
22989.03000000
0.106147887968
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GFS3
80000.00000000
PA
USD
77729.99000000
0.358904845932
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
EURO STABILITY MECHANISM
222100W4EEAQ77386N50
European Stability Mechanism
000000000
70000.00000000
PA
74310.66000000
0.343116678368
Long
DBT
NUSS
XX
N
2
2024-04-22
Fixed
0.12500000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
16.00000000
NC
USD
8856.00000000
0.040891055248
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Bclear MSCI World Energy Index Futures
MEWU3 Index
2023-09-15
688830.40000000
USD
8856.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
2.00000000
NC
USD
10020.70000000
0.046268856970
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
438804.30000000
USD
10020.70000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
3.00000000
NC
-1527.58000000
-0.00705333764
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index Futures
Z U3 Index
2023-09-15
227447.82000000
GBP
-1527.58000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bonds
195325BD6
30000.00000000
PA
USD
30571.80000000
0.141160022906
Long
DBT
NUSS
CO
N
2
2024-05-21
Fixed
8.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
730000.00000000
PA
USD
638921.10000000
2.950108175218
Long
DBT
UST
US
N
2
2028-03-31
Fixed
1.25000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
650000.00000000
PA
472047.93000000
2.179600043554
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-1247.67000000
-0.00576090141
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
120000.00000000
CHF
132997.88000000
USD
2023-07-18
-1247.67000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967KJ9
20000.00000000
PA
USD
19362.97000000
0.089405180222
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased GBP / Sold NOK
000000000
1.00000000
NC
N/A
-326.74000000
-0.00150866569
N/A
DFE
GB
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
1080000.00000000
NOK
78999.05000000
GBP
2023-07-18
-326.74000000
N
N
N
TOTALENERGIES SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
100000.00000000
PA
103395.60000000
0.477411381219
Long
DBT
CORP
FR
N
2
2025-02-26
Fixed
2.62500000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS Corp.
87971MAX1
15000.00000000
PA
11027.36000000
0.050916936202
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GN7
20000.00000000
PA
USD
19252.19000000
0.088893672645
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
TRANSPORT ET INFRASTRUCT
969500Y0L922VYT3UI51
Terega SA
000000000
100000.00000000
PA
105203.72000000
0.485760064013
Long
DBT
CORP
FR
N
2
2025-08-05
Fixed
2.20000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased USD / Sold EUR
000000000
1.00000000
NC
-60823.63000000
-0.28084263942
N/A
DFE
US
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
6150000.00000000
EUR
6654269.25000000
USD
2023-07-18
-60823.63000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-1.00000000
NC
USD
-2173.33000000
-0.01003497708
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CME Ultra Long Term U.S. Treasury Bond Futures
WNU3 Comdty
2023-09-20
-134045.42000000
USD
-2173.33000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc.
172967HD6
110000.00000000
PA
USD
109374.52000000
0.505018014920
Long
DBT
CORP
US
N
2
2023-10-25
Fixed
3.87500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co.
13645RBD5
60000.00000000
PA
USD
56374.18000000
0.260298070120
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
1.35000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc.
49456BAB7
35000.00000000
PA
USD
34978.84000000
0.161508771339
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
5.62500000
N
N
N
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
Future
000000000
-3.00000000
NC
-4700.89000000
-0.02170555021
N/A
DE
FR
N
1
Euronext N.V.
724500QJ4QSZ3H9QU415
Short
Euronext CAC 40 Index Futures
CFN3 Index
2023-07-21
-218007.00000000
EUR
-4700.89000000
N
N
N
Tauron Polska Energia SA
259400NAPDFBOTNCRL54
Tauron Polska Energia SA
000000000
100000.00000000
PA
92927.71000000
0.429077701417
Long
DBT
CORP
PL
N
2
2027-07-05
Fixed
2.37500000
N
N
N
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
000000000
910000.00000000
PA
938902.03000000
4.335218471313
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold TWD
000000000
1.00000000
NC
3321.09000000
0.015334561277
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
7300000.00000000
TWD
238048.65000000
USD
2023-07-18
3321.09000000
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
000000000
200000.00000000
PA
USD
150731.20000000
0.695975364376
Long
DBT
CORP
FR
N
2
2029-03-13
Fixed
5.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
35000.00000000
PA
USD
34119.48000000
0.157540824496
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
100000.00000000
PA
101593.81000000
0.469091926111
Long
DBT
NUSS
FI
N
2
2026-04-15
Fixed
0.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZL7
530000.00000000
PA
USD
487641.40000000
2.251600206527
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co., Inc.
37045XCK0
60000.00000000
PA
USD
58430.69000000
0.269793650972
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
4.35000000
N
N
N
N
N
N
Italian Derivatives Market
N/A
Future
000000000
6.00000000
NC
27742.59000000
0.128096632840
N/A
DE
IT
N
1
Italian Derivatives Market
N/A
Long
FTSE/MIB Index Futures
STU3 Index
2023-09-15
825466.08000000
EUR
27742.59000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
4.00000000
NC
15894.29000000
0.073389147530
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPU3 Index
2023-09-07
89226533.00000000
JPY
15894.29000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc.
00206RHJ4
40000.00000000
PA
USD
38426.05000000
0.177425670002
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
20000.00000000
PA
USD
19314.83000000
0.089182902060
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co.
842587CV7
35000.00000000
PA
USD
32921.13000000
0.152007649693
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc.
53079EBG8
25000.00000000
PA
USD
23576.68000000
0.108861260666
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
EFSF
222100OW6UHQXNHKN143
European Financial Stability Facility
000000000
100000.00000000
PA
102749.82000000
0.474429603254
Long
DBT
NUSS
LU
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased EUR / Sold USD
000000000
1.00000000
NC
-1451.22000000
-0.00670075849
N/A
DFE
XX
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
208909.37000000
USD
190000.00000000
EUR
2023-07-18
-1451.22000000
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
60000.00000000
PA
USD
55280.41000000
0.255247775461
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
iShares MSCI USA Value Factor ETF
549300QCMVXVCAPD3O82
iShares MSCI USA Value Factor ETF
46432F388
2255.00000000
NS
USD
211496.45000000
0.976548444204
Long
EC
RF
US
N
1
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
108288.54000000
0.500003689244
Long
DBT
CORP
NL
N
2
2023-10-02
Fixed
1.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBA0
50000.00000000
PA
USD
46638.31000000
0.215344366635
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
310028.20000000
NS
USD
310028.20000000
1.431501835466
Long
STIV
RF
US
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CEC1
620000.00000000
PA
USD
568317.18000000
2.624106730603
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased JPY / Sold USD
000000000
1.00000000
NC
-84359.38000000
-0.38951491286
N/A
DFE
JP
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
2332043.35000000
USD
323700000.00000000
JPY
2023-07-18
-84359.38000000
N
N
N
AURIZON NETWORK PTY LTD
549300FNL9A7DVZKZ444
Aurizon Network Pty. Ltd.
000000000
30000.00000000
PA
19684.78000000
0.090891082491
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government Bonds
000000000
130000.00000000
PA
141721.28000000
0.654373610028
Long
DBT
NUSS
NL
N
2
2023-07-15
Fixed
1.75000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold BRL
000000000
1.00000000
NC
-822.13000000
-0.00379604372
N/A
DFE
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
3171590.40000000
BRL
660000.00000000
USD
2023-07-18
-822.13000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
6.00000000
NC
-3178.70000000
-0.01467709996
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
739390.98000000
CAD
-3178.70000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
7.00000000
NC
-3148.87000000
-0.01453936507
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMU3 Comdty
2023-09-15
817933.13000000
AUD
-3148.87000000
N
N
N
CHEVRON PHILLIPS CHEM CO
N/A
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP
166754AW1
25000.00000000
PA
USD
24814.62000000
0.114577235478
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468C6
75000.00000000
PA
USD
72816.19000000
0.336216220449
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
100000.00000000
PA
120109.42000000
0.554584567425
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106AH6
20000.00000000
PA
USD
19126.58000000
0.088313690097
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
2.40000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
32.00000000
NC
USD
-30940.80000000
-0.14286381687
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. MSCI Emerging Markets EM Index Futures
MESU3 Index
2023-09-15
1627580.80000000
USD
-30940.80000000
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NS0
15000.00000000
PA
USD
13846.53000000
0.063933968296
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.70000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
Purchased IDR / Sold USD
000000000
1.00000000
NC
-6026.77000000
-0.02782757283
N/A
DFE
ID
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
715583.80000000
USD
10639300000.00000000
IDR
2023-07-18
-6026.77000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHB0
270000.00000000
PA
USD
263418.75000000
1.216290724912
Long
DBT
UST
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAF4
25000.00000000
PA
USD
24236.28000000
0.111906850102
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
3.75000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased USD / Sold CNY
000000000
1.00000000
NC
37441.90000000
0.172881526820
N/A
DFE
US
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
17805000.00000000
CNY
2491983.59000000
USD
2023-07-18
37441.90000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
116.00000000
NC
27410.73000000
0.126564326427
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex STOXX 600 Banks Index Futures
BJU3 Index
2023-09-15
879100.20000000
EUR
27410.73000000
N
N
N
GLOBALWORTH REAL ESTATE
213800R3E823B1UBIA81
Globalworth Real Estate Investments Ltd.
000000000
100000.00000000
PA
89387.86000000
0.412733053504
Long
DBT
GG
N
2
2025-03-29
Fixed
3.00000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International, Inc.
071813BQ1
30000.00000000
PA
USD
27549.71000000
0.127206042648
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
20000.00000000
PA
USD
19780.15000000
0.091331437046
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc.
337738AT5
20000.00000000
PA
USD
18767.29000000
0.086654730381
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
25000.00000000
PA
26896.67000000
0.124190742883
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc.
883556CS9
20000.00000000
PA
USD
18911.42000000
0.087320225841
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZN2
880000.00000000
PA
USD
861148.20000000
3.976203548285
Long
STIV
UST
US
N
2
2023-12-28
None
0.00000000
N
N
N
N
N
N
UNITED AIR 2016-1 B PTT
N/A
United Airlines Pass-Through Trust
90933HAA3
28587.96000000
PA
USD
26315.21000000
0.121505951444
Long
DBT
CORP
US
N
2
2026-01-07
Fixed
3.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc.
92343VEN0
25000.00000000
PA
USD
24146.87000000
0.111494014821
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
60000.00000000
PA
76033.00000000
0.351069286781
Long
DBT
NUSS
GB
N
2
2023-07-22
Fixed
0.75000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japanese Government CPI-Linked Bond
000000000
28656720.00000000
PA
209322.45000000
0.966510373505
Long
DBT
NUSS
JP
N
2
2028-03-10
Fixed
0.10000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bonds
000000000
420000.00000000
PA
258694.03000000
1.194475143774
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc.
92826CAL6
25000.00000000
PA
USD
22792.10000000
0.105238597598
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.90000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc.
000000000
50000.00000000
PA
45619.16000000
0.210638616978
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
0.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-4.00000000
NC
USD
3119.16000000
0.014402184269
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Ultra 10-Year U.S. Treasury Notes Futures
UXYU3 Comdty
2023-09-20
-476869.16000000
USD
3119.16000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CAD
000000000
1.00000000
NC
-16350.23000000
-0.07549437198
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2855000.00000000
CAD
2139180.88000000
USD
2023-07-18
-16350.23000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC/EMC Corp.
24703TAG1
30000.00000000
PA
USD
29781.27000000
0.137509886737
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-9.00000000
NC
USD
11307.17000000
0.052208910702
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
-1021697.80000000
USD
11307.17000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
06417XAL5
30000.00000000
PA
USD
29733.68000000
0.137290148106
Long
DBT
CORP
CA
N
2
2024-12-06
Fixed
5.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBT1
20000.00000000
PA
USD
18982.75000000
0.087649579835
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
UNIBAIL-RODAMCO-WESTFLD
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
100000.00000000
PA
88387.23000000
0.408112816759
Long
DBT
FR
N
2
2026-01-25
Fixed
2.87500000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos., Inc.
29736RAS9
50000.00000000
PA
USD
49242.05000000
0.227366687795
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.37500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc.
55903VBG7
65000.00000000
PA
USD
65053.74000000
0.300374444047
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
625000.00000000
OU
Notional Amount
USD
17431.75000000
0.080488104373
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.HY.S40
2I65BRZI4
Y
sell protection
2028-06-20
3420.47000000
USD
0.00000000
USD
625000.00000000
USD
14011.28000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-5.00000000
NC
USD
-5714.50000000
-0.02638571987
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
MSCI World Index Futures USD NTR
ZWPU3 Index
2023-09-15
-458735.50000000
USD
-5714.50000000
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold NZD
000000000
1.00000000
NC
148.53000000
0.000685811702
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
5150000.00000000
NZD
3160521.01000000
USD
2023-07-18
148.53000000
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KM2
25000.00000000
PA
USD
24928.76000000
0.115104257276
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912796ZY8
880000.00000000
PA
USD
857318.30000000
3.958519644435
Long
STIV
UST
US
N
2
2024-01-25
None
0.00000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp.
30161NAU5
15000.00000000
PA
USD
14251.61000000
0.065804355453
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bills
912797FA0
1070000.00000000
PA
USD
1054535.77000000
4.869137356923
Long
STIV
UST
US
N
2
2023-10-12
None
0.00000000
N
N
N
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp.
012725AD9
30000.00000000
PA
USD
28204.63000000
0.130230022990
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
5.45000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased CLP / Sold USD
000000000
1.00000000
NC
-1290.10000000
-0.00595681463
N/A
DFE
CL
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
378478.34000000
USD
302900000.00000000
CLP
2023-07-18
-1290.10000000
N
N
N
VIRGIN MONEY UK PLC
213800TAU9ZX2WZNCO64
Virgin Money U.K. PLC
000000000
100000.00000000
PA
115432.78000000
0.532990987410
Long
DBT
CORP
GB
N
2
2026-04-24
Fixed
3.37500000
N
N
N
N
N
N
LNR CDO Ltd
549300FIVXZ33M229N06
LNR CDO IV Ltd.
53944MAT6
8000000.00000000
PA
USD
0.00000000
0.000000
Long
ABS-CBDO
CORP
KY
N
3
2043-05-28
Fixed
7.59200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc.
031162DP2
35000.00000000
PA
USD
34968.48000000
0.161460935822
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Swap
000000000
400000.00000000
OU
Notional Amount
17362.57000000
0.080168677634
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe Crossover S39
2I667KKC1
Y
sell protection
2028-06-20
3844.54000000
EUR
0.00000000
EUR
400000.00000000
EUR
13224.75000000
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc.
98389BAV2
20000.00000000
PA
USD
19030.99000000
0.087872319730
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of America N.A.
B4TYDEB6GKMZO031MB27
Purchased COP / Sold USD
000000000
1.00000000
NC
18845.77000000
0.087017098269
N/A
DFE
CO
N
2
Bank of America N.A.
B4TYDEB6GKMZO031MB27
1361349.35000000
USD
5779949000.00000000
COP
2023-07-18
18845.77000000
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp.
037411BC8
60000.00000000
PA
USD
40500.00000000
0.187001777052
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
000000000
100000.00000000
PA
103819.20000000
0.479367281288
Long
DBT
CORP
AU
N
2
2029-10-03
Fixed
1.93600000
N
N
N
N
N
N
RESA SA BELGIUM
549300Y2TNSX5TN57R56
Resa SA
000000000
100000.00000000
PA
99457.24000000
0.459226681993
Long
DBT
CORP
BE
N
2
2026-07-22
Fixed
1.00000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
000000000
100000.00000000
PA
108104.13000000
0.499152207820
Long
DBT
CORP
GB
N
2
2023-10-13
Fixed
0.87500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XCM5
20000.00000000
PA
USD
19459.05000000
0.089848813080
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WE6
560000.00000000
PA
USD
554815.63000000
2.561765648061
Long
DBT
UST
US
N
2
2023-11-15
Fixed
2.75000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
26.00000000
NC
906.46000000
0.004185422983
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOU3 Index
2023-09-15
602109.30000000
EUR
906.46000000
N
N
N
XL GROUP LTD
213800AJ4DD69YLNL348
XL Group Ltd.
98420EAB1
20000.00000000
PA
USD
19686.24000000
0.090897823789
Long
DBT
CORP
BM
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
Purchased USD / Sold INR
000000000
1.00000000
NC
-1496.17000000
-0.00690830737
N/A
DFE
US
N
2
JPMorgan Chase Bank N.A.
7H6GLXDRUGQFU57RNE97
17680000.00000000
INR
213921.86000000
USD
2023-07-18
-1496.17000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRX0
50000.00000000
PA
USD
46873.05000000
0.216428238169
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
ARGENTUM (SWISS LIFE)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Life AG
000000000
100000.00000000
PA
106420.02000000
0.491376119850
Long
DBT
CORP
NL
N
2
2025-06-16
Fixed
4.37500000
N
N
N
N
N
N
Structured Adjustable Rate Mortgage Loan Trust
N/A
Structured Adjustable Rate Mortgage Loan Trust
863579PU6
60942.94000000
PA
USD
7690.35000000
0.035508867065
Long
ABS-MBS
CORP
US
N
2
2035-04-25
Variable
5.03200000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828ZT0
970000.00000000
PA
USD
887663.67000000
4.098634165800
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte. Ltd.
716973AA0
80000.00000000
PA
USD
79287.21000000
0.366095041173
Long
DBT
CORP
SG
N
2
2025-05-19
Fixed
4.65000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FBB6
35000.00000000
PA
USD
33249.71000000
0.153524811271
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAA5
33000.00000000
PA
USD
32213.78000000
0.148741582853
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
3.00000000
NC
USD
18654.00000000
0.086131633312
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Futures
FAU3 Index
2023-09-15
774576.00000000
USD
18654.00000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBN9
30000.00000000
PA
USD
28490.23000000
0.131548731818
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
4.25000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services, Inc.
74762EAG7
50000.00000000
PA
USD
46983.15000000
0.216936605963
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Option
000000000
650000.00000000
OU
Notional Amount
USD
1485.90000000
0.006860887420
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Put
Purchased
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
FX Contract
N/A
1.00000000
NC
USD
1485.90000000
0.01000000
DFE
US
86404500.00000000
JPY
650000.00000000
USD
2023-09-11
1.00000000
132.93000000
USD
2023-09-11
XXXX
-3233.10000000
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products & Chemicals, Inc.
009158BC9
20000.00000000
PA
USD
16977.96000000
0.078392807178
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc.
80282KBF2
25000.00000000
PA
USD
24728.34000000
0.114178852433
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
6.49900000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co.
927804FZ2
20000.00000000
PA
USD
18947.82000000
0.087488296574
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
4.00000000
NC
USD
-5880.84000000
-0.02715376618
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 10 Year U.S. Treasury Notes
TYU3 Comdty
2023-09-20
454943.34000000
USD
-5880.84000000
N
N
N
2023-07-27
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer