0001752724-24-028222.txt : 20240220 0001752724-24-028222.hdr.sgml : 20240220 20240220101222 ACCESSION NUMBER: 0001752724-24-028222 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231231 FILED AS OF DATE: 20240220 DATE AS OF CHANGE: 20240220 PERIOD START: 20240630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UBS FUNDS CENTRAL INDEX KEY: 0000886244 ORGANIZATION NAME: 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: 24651299 BUSINESS ADDRESS: STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC STREET 2: ONE NORTH WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312-525-7100 MAIL ADDRESS: STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC STREET 2: ONE NORTH WACKER DR. CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: BRINSON FUNDS INC DATE OF NAME CHANGE: 19920929 0000886244 S000053041 UBS Multi Income Bond Fund C000166868 Class A UTBAX C000166870 Class P UTBPX C000237722 Class P2 UTBTX NPORT-P 1 primary_doc.xml NPORT-P false 0000886244 XXXXXXXX S000053041 C000237722 C000166868 C000166870 UBS FUNDS 811-06637 0000886244 549300N85N4CCOEZQJ49 ONE NORTH WACKER DR. CHICAGO 60606 312-525-7100 UBS Multi Income Bond Fund S000053041 549300OHZ6UI1RKLNQ71 2024-06-30 2023-12-31 N 26477109.66 3601500.35 22875609.31 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 117718.59000000 BRL EUR JPY MXN NZD USD N 50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD 50% BARCLAYS US INTERMEDIATE CORP 25% BARCLAYS US CORP HY 25% BARCLAYS GLOB EM HARD CCY Agg hUSD Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBU8 300000.00000000 PA USD 282972.17000000 1.237003859286 Long DBT CORP US N 2 2027-04-01 Fixed 2.80000000 N N N N N N ARDAGH PKG FIN/HLDGS USA N/A 03969AAQ3 200000.00000000 PA USD 194504.36000000 0.850269635943 Long DBT CORP XX N 2 2025-04-30 Fixed 5.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMN9 58000.00000000 PA USD 43113.87000000 0.188470914220 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N DCP MIDSTREAM OPERATING 549300Y6CTBSE0QIPL28 23311VAG2 250000.00000000 PA USD 250140.75000000 1.093482348864 Long DBT CORP US N 2 2025-07-15 Fixed 5.37500000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAM8 150000.00000000 PA USD 142135.59000000 0.621341220134 Long DBT CORP US N 2 2029-01-23 Fixed 3.50900000 N N N N N N MetLife Inc C4BXATY60WC6XEOZDX54 59156RAP3 110000.00000000 PA USD 113439.70000000 0.495898047840 Long DBT CORP US N 2 2036-12-15 Fixed 6.40000000 N N N N N N SPRINT LLC 549300ZTTY7CXOLJ6539 85207UAH8 250000.00000000 PA USD 251084.25000000 1.097606829166 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BF0 300000.00000000 PA USD 300662.40000000 1.314336138222 Long DBT CORP US N 2 2027-05-15 Fixed 5.50000000 N N N N N AGILE GROUP HOLDINGS LTD 549300ZRISRT38EEYY07 000000000 200000.00000000 PA USD 35000.00000000 0.153001389058 Long DBT CORP KY N 2 2025-01-02 Fixed 5.75000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 64000.00000000 PA USD 43292.90000000 0.189253538182 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 95000.00000000 PA USD 89850.89000000 0.392780313662 Long DBT CORP US N 2 2026-03-15 Fixed 5.37500000 N N N N N N AVANTOR FUNDING INC 5493003VM0XB4U8YD238 05352TAA7 275000.00000000 PA USD 265782.30000000 1.161858888208 Long DBT CORP US N 2 2028-07-15 Fixed 4.62500000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAH4 40000.00000000 PA USD 38474.41000000 0.168189662092 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EAW5 200000.00000000 PA USD 195288.13000000 0.853695861620 Long DBT CORP GB N 2 2028-05-09 Fixed 4.83600000 N N N N N N BOYD GAMING CORP 254900787YGRYS2A1Z35 103304BU4 200000.00000000 PA USD 192420.14000000 0.841158534369 Long DBT CORP US N 2 2027-12-01 Fixed 4.75000000 N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 300000.00000000 PA USD 246295.15000000 1.076671430528 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -592.34000000 -0.00258939550 N/A DFE US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 55000.00000000 EUR 60155.58000000 USD 2024-01-16 -592.34000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38143U8H7 100000.00000000 PA USD 97706.76000000 0.427122000012 Long DBT CORP US N 2 2026-02-25 Fixed 3.75000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 250000.00000000 PA USD 234062.50000000 1.023196789331 Long DBT CORP KY N 2 2027-02-12 Fixed 2.75000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066EAF1 213891.89000000 PA USD 210157.83000000 0.918698283189 Long ABS-O CORP US N 2 2026-02-18 Fixed 1.48000000 N N N N N N NOVA Chemicals Corp 549300ZOD6N7RI2FJP09 66977WAR0 250000.00000000 PA USD 234377.23000000 1.024572621536 Long DBT CORP CA N 2 2027-06-01 Fixed 5.25000000 N N N N N N Exelon Corp 3SOUA6IRML7435B56G12 30161NAV3 50000.00000000 PA USD 43558.36000000 0.190413988146 Long DBT CORP US N 2 2046-04-15 Fixed 4.45000000 N N N N N N EQT Corp 4NT01YGM4X7ZX86ISY52 26884LAF6 370000.00000000 PA USD 353959.14000000 1.547321145431 Long DBT CORP US N 2 2027-10-01 Fixed 3.90000000 N N N N N N EXPEDIA GROUP INC N/A 30212PAP0 250000.00000000 PA USD 241010.61000000 1.053570231655 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 16009.58000000 0.069985370807 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-15 0.00000000 NZD 0.00000000 NZD 1000000.00000000 NZD 16009.58000000 N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AM1 200000.00000000 PA USD 195728.89000000 0.855622629970 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 61762VAA9 105000.00000000 PA USD 100322.04000000 0.438554613520 Long DBT CORP US N 2 2026-09-15 Variable 5.87500000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428XBG0 50000.00000000 PA USD 44763.05000000 0.195680252243 Long DBT CORP US N 2 2046-04-01 Fixed 4.55000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HA2 50000.00000000 PA USD 56095.93000000 0.245221577444 Long DBT CORP US N 2 2043-09-13 Fixed 6.67500000 N N N N N N Republic of Indonesia 529900FWX0GRR7WG5W79 455780AX4 100000.00000000 PA USD 116937.50000000 0.511188569516 Long DBT NUSS ID N 2 2037-02-17 Fixed 6.62500000 N N N N N N YALE UNIVERSITY 9SFB6DIM0FRWV0EV8S84 98459LAB9 100000.00000000 PA USD 83579.58000000 0.365365481056 Long DBT CORP US N 2 2030-04-15 Fixed 1.48200000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJQ4 100000.00000000 PA USD 99797.35000000 0.436260947840 Long DBT CORP US N 2 2024-02-01 Fixed 6.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967JM4 100000.00000000 PA USD 97880.75000000 0.427882591775 Long DBT CORP US N 2 2025-05-15 Fixed 5.95000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967KM2 100000.00000000 PA USD 98699.75000000 0.431462824279 Long DBT CORP US N 2 2026-08-15 Fixed 6.25000000 N N N N N N United Mexican States 254900EGTWEU67VP6075 91086QBB3 150000.00000000 PA USD 128578.13000000 0.562075214074 Long DBT NUSS MX N 2 2044-03-08 Fixed 4.75000000 N N N N N N State Street Global Advisors 5493008BJIBKQ5KTIF74 857509301 1961465.00000000 NS USD 1961465.00000000 8.574481988300 Long STIV RF US N 2 N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 2900000.00000000 PA 93793.93000000 0.410017187865 Long DBT NUSS TR N 2 2024-04-17 Fixed 20.90000000 N N N N N N LYB INTL FINANCE BV 549300J6QSW38QNOJK61 50247VAC3 50000.00000000 PA USD 46050.49000000 0.201308255338 Long DBT CORP NL N 2 2044-03-15 Fixed 4.87500000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 857492706 293188.03000000 NS USD 293188.03000000 1.281662167013 Long STIV RF US N 2 N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 71647NAS8 200000.00000000 PA USD 210062.50000000 0.918281551119 Long DBT CORP NL N 2 2027-01-17 Fixed 7.37500000 N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 00287YAR0 100000.00000000 PA USD 97803.15000000 0.427543365838 Long DBT CORP US N 2 2035-05-14 Fixed 4.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAB1 150000.00000000 PA USD 124125.00000000 0.542608497626 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N General Motors Co 54930070NSV60J38I987 37045VAK6 300000.00000000 PA USD 321076.85000000 1.403577258419 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 -3.00000000 NC USD -5840.47000000 -0.02553142922 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short CBOT 2 Year U.S. Treasury Notes Futures TUH4 Comdty 2024-03-28 -611901.72000000 USD -5840.47000000 N N N BX Trust N/A 12434DAL6 400000.00000000 PA USD 382974.32000000 1.674160083825 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.77800000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EL4 100000.00000000 PA USD 99515.36000000 0.435028237505 Long DBT CORP US N 2 2024-10-23 Fixed 6.50000000 N N N N N MASCO CORP 5GCSNMQXHEYA1JO8QN11 574599BS4 400000.00000000 PA USD 349973.04000000 1.529896035805 Long DBT CORP US N 2 2028-02-15 Fixed 1.50000000 N N N N N N Starwood Retail Property Trust 5493007115G809OI4R97 85571XAN7 125000.00000000 PA USD 312.50000000 0.001366083830 Long ABS-MBS CORP US N 2 2027-11-15 Floating 8.50000000 N N N N N N KROGER CO 6CPEOKI6OYJ13Q6O7870 501044CK5 25000.00000000 PA USD 28234.38000000 0.123425695977 Long DBT CORP US N 2 2038-04-15 Fixed 6.90000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAH4 50000.00000000 PA USD 48226.72000000 0.210821575707 Long DBT CORP KY N 2 2025-02-15 Fixed 2.87500000 N N N N N N Drive Auto Receivables Trust N/A 26208VAG1 194600.18000000 PA USD 192297.59000000 0.840622810933 Long ABS-O CORP US N 2 2028-05-15 Fixed 3.05000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AL2 100000.00000000 PA USD 98276.79000000 0.429613868064 Long DBT CORP US N 2 2025-04-16 Fixed 4.00000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -4071.49000000 -0.01779838930 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 49134041.00000000 JPY 345000.00000000 USD 2024-01-16 -4071.49000000 N N N DELL INT LLC / EMC CORP N/A 24703TAC0 250000.00000000 PA USD 252447.00000000 1.103564047536 Long DBT CORP US N 2 2025-07-15 Fixed 5.85000000 N N N N N N ROCKETMTGE CO-ISSUER INC N/A 77313LAA1 300000.00000000 PA USD 276750.00000000 1.209803840630 Long DBT CORP US N 2 2026-10-15 Fixed 2.87500000 N N N N N SABINE PASS LIQUEFACTION 549300KJYBG7C6WJYZ11 785592AS5 400000.00000000 PA USD 401726.06000000 1.756132720033 Long DBT CORP US N 2 2027-03-15 Fixed 5.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 4515000.00000000 PA 241591.45000000 1.056109355279 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.50000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A 03522AAJ9 165000.00000000 PA USD 161739.83000000 0.707040533033 Long DBT CORP US N 2 2046-02-01 Fixed 4.90000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 212015AS0 250000.00000000 PA USD 242055.76000000 1.058139071706 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5010.24000000 0.021902105129 N/A DFE JP N 2 Citibank NA E57ODZWZ7FF32TWEFA76 347371.65000000 USD 49600000.00000000 JPY 2024-01-16 5010.24000000 N N N FREMF Mortgage Trust N/A 30296CAE3 50000.00000000 PA USD 47896.83000000 0.209379472043 Long ABS-MBS USGSE US N 2 2050-05-25 Variable 3.99700000 N N N N N N ENACT HOLDINGS INC N/A 37255LAA5 250000.00000000 PA USD 249225.08000000 1.089479526523 Long DBT CORP US N 2 2025-08-15 Fixed 6.50000000 N N N N N N INTERNATIONAL GAME TECH 549300UQ6KHRCZDRGZ76 460599AC7 214000.00000000 PA USD 214221.92000000 0.936464323625 Long DBT CORP GB N 2 2025-02-15 Fixed 6.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAL9 300000.00000000 PA USD 294574.04000000 1.287721065734 Long DBT CORP IE N 2 2026-04-03 Fixed 4.45000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 2701.45000000 0.011809302927 N/A DFE BR N 2 Bank of America NA B4TYDEB6GKMZO031MB27 200905.09000000 USD 990000.00000000 BRL 2024-01-16 2701.45000000 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833BX7 100000.00000000 PA USD 98641.66000000 0.431208885688 Long DBT CORP US N 2 2046-02-23 Fixed 4.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAN3 50000.00000000 PA USD 50609.09000000 0.221236030543 Long DBT CORP US N 2 2027-06-01 Fixed 5.50000000 N N N N N N CODELCO INC 549300UVMBCBCIPSUI70 000000000 200000.00000000 PA USD 193060.00000000 0.843955662049 Long DBT CORP CL N 2 2033-02-02 Fixed 5.12500000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 18.00000000 NC USD 45113.45000000 0.197212014721 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 5 Year U.S. Treasury Notes FVH4 Comdty 2024-03-28 1912808.43000000 USD 45113.45000000 N N N COVANTA HOLDING CORP 40XIFLS8XDQGGHGPGC04 22303XAA3 150000.00000000 PA USD 131053.50000000 0.572896215458 Long DBT CORP US N 2 2029-12-01 Fixed 4.87500000 N N N N N N Eurex Deutschland 529900LN3S50JPU47S06 000000000 -11.00000000 NC -37899.35000000 -0.16567580555 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Short Eurex 10 Year Euro BUND Futures RXH4 Comdty 2024-03-07 -1475089.33000000 EUR -37899.35000000 N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CQ9 50000.00000000 PA USD 45052.66000000 0.196946273165 Long DBT CORP US N 2 2039-06-15 Fixed 4.12500000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPBR3 75000.00000000 PA USD 74500.51000000 0.325676614731 Long DBT CORP US N 2 2026-05-01 Fixed 5.50000000 N N N N N N CONOCOPHILLIPS COMPANY 6VJJ5GQWIRDQ06DUXG89 20826FBC9 250000.00000000 PA USD 211519.02000000 0.924648682068 Long DBT CORP US N 2 2042-03-15 Fixed 3.75800000 N N N N N N State of Washington 549300X3TODFMUKLQ364 93974CRE2 70000.00000000 PA USD 72034.44000000 0.314896268002 Long DBT MUN US N 2 2040-08-01 Fixed 5.14000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 18.00000000 NC USD 87857.20000000 0.384064961109 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long Ultra 10-Year U.S. Treasury Notes Futures UXYH4 Comdty 2024-03-19 2036424.05000000 USD 87857.20000000 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAV2 100000.00000000 PA USD 101343.61000000 0.443020374349 Long DBT CORP US N 2 2025-10-01 Fixed 6.12500000 N N N N N N BX Trust N/A 05609PAL2 175000.00000000 PA USD 167356.96000000 0.731595638533 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.77500000 N N N N N N Extended Stay America Trust N/A 30227FAJ9 326704.02000000 PA USD 320959.39000000 1.403063785757 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.72600000 N N N N N N HILLENBRAND INC U246OE781574J2BUD366 431571AD0 200000.00000000 PA USD 199750.00000000 0.873200784700 Long DBT CORP US N 2 2025-06-15 Fixed 5.75000000 N N N N N N FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 31677QBM0 200000.00000000 PA USD 195644.27000000 0.855252716326 Long DBT CORP US N 2 2025-07-28 Fixed 3.95000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YDY8 50000.00000000 PA USD 45086.17000000 0.197092761067 Long DBT CORP US N 2 2045-01-27 Fixed 4.30000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDU2 67000.00000000 PA USD 44067.24000000 0.192638540914 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BB1 200000.00000000 PA USD 196696.12000000 0.859850845214 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 25015.93000000 0.109356343960 N/A DFE JP N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 888619.37000000 USD 128600000.00000000 JPY 2024-01-16 25015.93000000 N N N arbor multifamily mortgage securities trust N/A 03882KAW2 150000.00000000 PA USD 113901.84000000 0.497918278182 Long ABS-MBS CORP US N 2 2054-10-15 Fixed 2.51100000 N N N N N N City of San Antonio TX Electric & Gas Systems Revenue 5493002G2FEH20Q4GQ04 796253Y30 105000.00000000 PA USD 112711.41000000 0.492714351222 Long DBT MUN US N 2 2041-02-01 Fixed 5.80800000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 100000.00000000 PA USD 99061.93000000 0.433046082653 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2053.48000000 0.008976722640 N/A DFE MX N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 71407.90000000 USD 1250000.00000000 MXN 2024-01-16 2053.48000000 N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 6174467Y9 140000.00000000 PA USD 137391.04000000 0.600600570407 Long DBT CORP US N 2 2026-09-08 Fixed 4.35000000 N N N N N N Liberty Mutual Group Inc QUR0DG15Z6FFGYCHH861 53079EBG8 155000.00000000 PA USD 151477.07000000 0.662177203445 Long DBT CORP US N 2 2029-02-01 Fixed 4.56900000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05547HAJ0 135000.00000000 PA USD 117809.40000000 0.515000052691 Long ABS-MBS CORP US N 2 2035-08-10 Fixed 4.49800000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625HJY7 350000.00000000 PA USD 346099.94000000 1.512964902092 Long DBT CORP US N 2 2024-09-10 Fixed 3.87500000 N N N N N N GLS Auto Receivables Trust N/A 36263DAB3 158232.94000000 PA USD 156765.54000000 0.685295582187 Long ABS-O CORP US N 2 2026-04-15 Fixed 1.53000000 N N N N N N Osaka Exchange 3538001249AILNPRUX57 000000000 -1.00000000 NC -10712.09000000 -0.04682756142 N/A DIR JP N 1 Osaka Exchange 3538001249AILNPRUX57 Short TSE Japanese 10 Year Bond Futures JBH4 Comdty 2024-03-13 -145199596.00000000 JPY -10712.09000000 N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBL1 250000.00000000 PA USD 234917.54000000 1.026934569551 Long DBT CORP US N 2 2026-09-01 Fixed 3.12500000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148LAF3 30000.00000000 PA USD 29001.47000000 0.126779005564 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N Duke Energy Ohio Inc L6KC0HABGHNFU1Z6QY21 26442EAG5 50000.00000000 PA USD 42553.52000000 0.186021361981 Long DBT CORP US N 2 2049-02-01 Fixed 4.30000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 59022CAJ2 125000.00000000 PA USD 133273.57000000 0.582601180995 Long DBT CORP US N 2 2037-01-29 Fixed 6.11000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HBK0 300000.00000000 PA USD 287297.07000000 1.255910022359 Long DBT CORP US N 2 2026-07-28 Fixed 3.75000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 2370000.00000000 PA 478443.51000000 2.091500617606 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 200000.00000000 PA USD 200975.03000000 0.878555964461 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175BK9 350000.00000000 PA USD 336184.99000000 1.469622012879 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N GLP CAPITAL LP / FIN II N/A 361841AJ8 200000.00000000 PA USD 199298.32000000 0.871226279917 Long DBT US N 2 2025-06-01 Fixed 5.25000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEH2 75000.00000000 PA USD 73126.88000000 0.319671834787 Long DBT CORP US N 2 2025-10-29 Fixed 4.15000000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 857524AE2 100000.00000000 PA USD 107917.00000000 0.471755740087 Long DBT NUSS PL N 2 2032-11-16 Fixed 5.75000000 N N N N N N City of Houston TX 549300C64URYS0WQQY42 442331QM9 50000.00000000 PA USD 53163.12000000 0.232400891620 Long DBT MUN US N 2 2032-03-01 Fixed 6.29000000 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 68389XBQ7 50000.00000000 PA USD 39603.99000000 0.173127585207 Long DBT CORP US N 2 2047-11-15 Fixed 4.00000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 600000.00000000 OU Notional Amount USD 5604.00000000 0.024497708122 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Purchased Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD 5604.00000000 0.02000000 DFE US 84600000.00000000 JPY 600000.00000000 USD 2024-01-16 1.00000000 141.00000000 USD 2024-01-16 XXXX -2085.00000000 N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298BU6 184000.00000000 PA USD 178422.00000000 0.779966109676 Long DBT CORP US N 2 2030-05-15 Fixed 10.50000000 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 816851BK4 95000.00000000 PA USD 92934.95000000 0.406262184060 Long DBT CORP US N 2 2025-10-15 Fixed 4.87500000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZX9 300000.00000000 PA USD 305223.64000000 1.334275454103 Long DBT CORP US N 2 2025-05-01 Fixed 7.00000000 N N N N N N RKPF OVERSEAS 2019 A LTD 254900P8BXRCW5458103 000000000 200000.00000000 PA USD 90000.00000000 0.393432143294 Long DBT CORP VG N 2 2025-09-04 Fixed 6.00000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505EU4 110000.00000000 PA USD 110275.22000000 0.482064623965 Long DBT CORP US N 2 2026-03-10 Fixed 6.30000000 N N N N N Republic of Peru 254900STKLK2DBJJZ530 715638AS1 200000.00000000 PA USD 206250.00000000 0.901615328383 Long DBT NUSS PE N 2 2025-07-21 Fixed 7.35000000 N N N N N N GE CAPITAL INTL FUNDING 549300G6UZOB126GBY72 36164Q6M5 200000.00000000 PA USD 194111.86000000 0.848553834651 Long DBT CORP IE N 2 2025-11-15 Fixed 3.37300000 N N N N N N Olin Corp 549300GKK294V7W57P06 680665AJ5 200000.00000000 PA USD 193907.27000000 0.847659475960 Long DBT CORP US N 2 2027-09-15 Fixed 5.12500000 N N N N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AK5 250000.00000000 PA USD 243281.25000000 1.063496262342 Long DBT CORP CO N 2 2025-01-16 Fixed 4.12500000 N N N N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123AY6 100000.00000000 PA USD 95500.00000000 0.417475218718 Long DBT NUSS TR N 2 2036-03-17 Fixed 6.87500000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAZ1 65000.00000000 PA USD 63377.60000000 0.277053166720 Long DBT CORP XX N 2 2026-06-18 Fixed 3.87500000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAJ1 50000.00000000 PA USD 47633.13000000 0.208226715863 Long DBT CORP US N 2 2026-01-15 Fixed 2.87500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAE8 100000.00000000 PA USD 98602.46000000 0.431037524132 Long DBT CORP US N 2 2024-08-10 Fixed 5.50000000 N N N N N N TOLL BROS FINANCE CORP N/A 88947EAS9 250000.00000000 PA USD 248548.46000000 1.086521703670 Long DBT CORP US N 2 2027-03-15 Fixed 4.87500000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030NCC3 38000.00000000 PA USD 31888.30000000 0.139398691277 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 85172FAM1 200000.00000000 PA USD 202456.00000000 0.885029977809 Long DBT CORP US N 2 2025-03-15 Fixed 6.87500000 N N N N N N Exeter Automobile Receivables Trust N/A 30166QAD1 101331.21000000 PA USD 100819.72000000 0.440730205843 Long ABS-O CORP US N 2 2026-10-15 Fixed 3.65000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAJ9 70000.00000000 PA USD 69539.94000000 0.303991640430 Long DBT CORP US N 2 2025-06-01 Fixed 4.87500000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 00108WAJ9 50000.00000000 PA USD 40294.10000000 0.176144379168 Long DBT CORP US N 2 2049-05-01 Fixed 4.15000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668BR2 250000.00000000 PA USD 244828.85000000 1.070261546620 Long DBT CORP US N 2 2025-06-06 Fixed 3.95000000 N N N N N N BOC AVIATION LTD 254900H06V5RMEB3KE72 09681MAM0 250000.00000000 PA USD 243207.50000000 1.063173866558 Long DBT CORP SG N 2 2025-04-29 Fixed 3.25000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286WAG1 162600.61000000 PA USD 159021.19000000 0.695156084565 Long ABS-O CORP US N 2 2027-01-15 Fixed 1.48000000 N N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAY1 300000.00000000 PA USD 289406.29000000 1.265130410639 Long DBT CORP US N 2 2025-06-08 Fixed 3.35000000 N N N N N N Gilead Sciences Inc 549300WTZWR07K8MNV44 375558BD4 50000.00000000 PA USD 47643.94000000 0.208273971435 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 24.00000000 NC USD 89634.84000000 0.391835857945 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT 10 Year U.S. Treasury Notes TYH4 Comdty 2024-03-19 2619740.16000000 USD 89634.84000000 N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BL7 50000.00000000 PA USD 29859.38000000 0.130529331898 Long DBT NUSS PA N 2 2060-07-23 Fixed 3.87000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 300000.00000000 PA USD 301366.21000000 1.317412821298 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 000000000 -600000.00000000 OU Notional Amount USD -933.60000000 -0.00408120276 N/A DFE US N 2 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Put Written Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co. LLC FOR8UP27PHTHYVLBNG30 N/A 1.00000000 NC USD -933.60000000 0.00000000 DFE JP -600000.00000000 USD -82200000.00000000 JPY 2024-01-16 1.00000000 137.00000000 USD 2024-01-16 XXXX 1895.40000000 N N N Ecopetrol SA 254900IDGKCJICKBPA66 279158AL3 70000.00000000 PA USD 68490.63000000 0.299404615072 Long DBT CORP CO N 2 2026-06-26 Fixed 5.37500000 N N N N N N New York State Urban Development Corp 54930039Y2EMGXN6LM88 6500357E2 70000.00000000 PA USD 66917.66000000 0.292528426644 Long DBT MUN US N 2 2027-03-15 Fixed 3.15000000 N N N N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -1072.22000000 -0.00468717569 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 45000.00000000 EUR 48630.63000000 USD 2024-01-16 -1072.22000000 N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAP6 350000.00000000 PA USD 345092.37000000 1.508560341818 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 50000.00000000 PA USD 46589.13000000 0.203662903001 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 35137LAK1 25000.00000000 PA USD 24109.79000000 0.105395181711 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2421.39000000 0.010585029527 N/A DFE NZ N 2 Morgan Stanley & Co. International PLC 4PQUHN3JPFGFNF3BB653 86082.50000000 USD 140000.00000000 NZD 2024-01-16 2421.39000000 N N N AT&T Inc 549300Z40J86GGSTL398 00206RGQ9 300000.00000000 PA USD 293761.75000000 1.284170165782 Long DBT CORP US N 2 2030-02-15 Fixed 4.30000000 N N N N N N Marathon Petroleum Corp 3BNYRYQHD39K4LCKQF12 56585AAH5 70000.00000000 PA USD 62414.92000000 0.272844841657 Long DBT CORP US N 2 2044-09-15 Fixed 4.75000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280AH2 100000.00000000 PA USD 108239.25000000 0.473164445734 Long DBT CORP GB N 2 2037-09-15 Fixed 6.50000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 1000000.00000000 OU Notional Amount 17674.09000000 0.077261723438 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-06-16 0.00000000 NZD 0.00000000 NZD 1000000.00000000 NZD 17674.09000000 N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAN1 80000.00000000 PA USD 76787.96000000 0.335676129800 Long DBT CORP KY N 2 2034-12-01 Fixed 5.75000000 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397ZW6 300000.00000000 PA USD 290492.69000000 1.269879573756 Long DBT CORP US N 2 2026-08-01 Fixed 4.54200000 N N N N N N AEP Texas Inc 5493001L78U618KXNZ75 0010EPAF5 50000.00000000 PA USD 54241.80000000 0.237116307001 Long DBT CORP US N 2 2033-02-15 Fixed 6.65000000 N N N N N N MEXICO CETES 254900EGTWEU67VP6075 000000000 8800000.00000000 PA 486925.39000000 2.128578886802 Long STIV NUSS MX N 2 2024-07-25 None 0.00000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 878742BG9 300000.00000000 PA USD 278392.50000000 1.216983977245 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AT9 200000.00000000 PA USD 197640.56000000 0.863979434696 Long DBT CORP US N 2 2025-11-13 Fixed 4.62500000 N N N N N N QUANTA SERVICES INC SHVRXXEACT60MMH07S24 74762EAG7 400000.00000000 PA USD 385454.72000000 1.685003073695 Long DBT CORP US N 2 2024-10-01 Fixed 0.95000000 N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 54365.94000000 0.237658981071 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT U.S. Long Bond Futures USH4 Comdty 2024-03-19 695259.06000000 USD 54365.94000000 N N N WALT DISNEY COMPANY/THE 549300GZKULIZ0WOW665 254687EX0 50000.00000000 PA USD 49081.66000000 0.214558918780 Long DBT CORP US N 2 2045-10-15 Fixed 4.95000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 400000.00000000 OU Notional Amount 7656.35000000 0.033469491003 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2033-07-18 0.00000000 NZD 0.00000000 NZD 400000.00000000 NZD 7656.35000000 N N N 2024-01-29 UBS FUNDS Joanne Kilkeary Joanne Kilkeary Vice President and Treasurer