0001752724-24-028223.txt : 20240220
0001752724-24-028223.hdr.sgml : 20240220
20240220101224
ACCESSION NUMBER: 0001752724-24-028223
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: 24651302
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
2024-06-30
2023-12-31
N
184764587.31
25230547.99
159534039.32
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
3012687.43000000
AUD
EUR
GBP
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
1136.00000000
NS
USD
238230.56000000
0.149328983968
Long
EC
CORP
US
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
75000.00000000
PA
67763.77000000
0.042476057328
Long
DBT
NUSS
FR
N
2
2032-05-25
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold AUD
000000000
1.00000000
NC
-96489.93000000
-0.06048234621
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3825000.00000000
AUD
2511735.21000000
USD
2024-01-23
-96489.93000000
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold MXN
000000000
1.00000000
NC
-33248.12000000
-0.02084076861
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
13990000.00000000
MXN
788005.64000000
USD
2024-01-23
-33248.12000000
N
N
N
Universal Music Group NV
724500GJBUL3D9TW9Y18
Universal Music Group NV
000000000
8984.00000000
NS
255980.69000000
0.160455217639
Long
EC
CORP
NL
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SN9
230000.00000000
PA
USD
123939.45000000
0.077688404636
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Residential Mortgage Loan Trust
N/A
Residential Mortgage Loan Trust
76123MAA1
20038.35000000
PA
USD
19743.43000000
0.012375684890
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
133000.00000000
PA
USD
103563.36000000
0.064916152340
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Dynatrace Inc
N/A
Dynatrace, Inc.
268150109
3471.00000000
NS
USD
189828.99000000
0.118989646854
Long
EC
CORP
US
N
1
N
N
N
iShares J.P. Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares J.P. Morgan USD Emerging Markets Bond ETF
464288281
92100.00000000
NS
USD
8202426.00000000
5.141489574865
Long
EC
RF
US
N
1
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock, Inc.
09247X101
463.00000000
NS
USD
375863.40000000
0.235600754298
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWC35
123699.90000000
PA
USD
109389.81000000
0.068568319630
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bonds
000000000
70000000.00000000
PA
470548.94000000
0.294952062898
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
ITOCHU Corp
J48DJYXDTLHM30UMYI18
ITOCHU Corp.
000000000
11600.00000000
NS
474448.23000000
0.297396237205
Long
EC
CORP
JP
N
1
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XLG77
237251.74000000
PA
USD
204999.48000000
0.128498896457
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XGTV1
409839.53000000
PA
USD
393772.47000000
0.246826615610
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
4.00000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased SGD / Sold USD
000000000
1.00000000
NC
16034.59000000
0.010050889495
N/A
DFE
SG
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
476939.95000000
USD
650000.00000000
SGD
2024-01-23
16034.59000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold CNY
000000000
1.00000000
NC
-206499.21000000
-0.12943896542
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
52165000.00000000
CNY
7163348.77000000
USD
2024-01-23
-206499.21000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFF3
200000.00000000
PA
USD
183156.25000000
0.114807003433
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased CAD / Sold USD
000000000
1.00000000
NC
76380.99000000
0.047877550349
N/A
DFE
CA
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2830048.95000000
USD
3850000.00000000
CAD
2024-01-23
76380.99000000
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI, Inc.
55354G100
226.00000000
NS
USD
127836.90000000
0.080131425584
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
684.00000000
NC
-18462.24000000
-0.01157260236
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX Banks Index Futures
CAH4 Index
2024-03-15
4093363.80000000
EUR
-18462.24000000
N
N
N
Chipotle Mexican Grill Inc
N/A
Chipotle Mexican Grill, Inc.
169656105
107.00000000
NS
USD
244704.72000000
0.153387152386
Long
EC
CORP
US
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Future
000000000
-26.00000000
NC
-25655.18000000
-0.01608132039
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX Mini Japan Government 10 Year Bond Futures
BJH4 Comdty
2024-03-12
-377360620.00000000
JPY
-25655.18000000
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International, Inc.
609207105
6302.00000000
NS
USD
456453.86000000
0.286116907680
Long
EC
CORP
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
922.00000000
NS
USD
226461.64000000
0.141951925097
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMYS8
307871.84000000
PA
USD
239928.62000000
0.150393371234
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
3164.00000000
NS
267556.01000000
0.167710923098
Long
EC
CORP
NL
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc.
91324P102
1375.00000000
NS
USD
723896.25000000
0.453756610868
Long
EC
CORP
US
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals, Inc.
911363109
297.00000000
NS
USD
170305.74000000
0.106751976396
Long
EC
CORP
US
N
1
N
N
N
British American Tobacco PLC
213800FKA5MF17RJKT63
British American Tobacco PLC
000000000
9488.00000000
NS
277615.03000000
0.174016173089
Long
EC
CORP
GB
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746101
11943.00000000
NS
USD
587834.46000000
0.368469614701
Long
EC
CORP
US
N
1
N
N
N
NextEra Energy Inc
N/A
NextEra Energy, Inc.
65339F101
5002.00000000
NS
USD
303821.48000000
0.190443043562
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066EAF1
320837.83000000
PA
USD
315236.74000000
0.197598419336
Long
ABS-O
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140MHS91
372736.24000000
PA
USD
333962.43000000
0.209336158868
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold NZD
000000000
1.00000000
NC
-607047.86000000
-0.38051306328
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
14660000.00000000
NZD
8660893.44000000
USD
2024-01-23
-607047.86000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
130000.00000000
PA
88254.23000000
0.055319999654
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
116000.00000000
PA
132261.09000000
0.082904620583
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
77812.05000000
PA
USD
71497.38000000
0.044816379190
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
6175.00000000
NS
USD
956939.75000000
0.599834213487
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418EMR8
430927.27000000
PA
USD
417820.35000000
0.261900439417
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
98000.00000000
PA
109486.66000000
0.068629027677
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased TWD / Sold USD
000000000
1.00000000
NC
47346.46000000
0.029677967286
N/A
DFE
TW
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
3169873.01000000
USD
98500000.00000000
TWD
2024-01-23
47346.46000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased CZK / Sold USD
000000000
1.00000000
NC
-42992.47000000
-0.02694877543
N/A
DFE
CZ
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
3445907.18000000
USD
76150000.00000000
CZK
2024-01-23
-42992.47000000
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F042616
550000.00000000
PA
USD
533215.10000000
0.334232808416
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
4.50000000
N
N
N
N
N
N
JAPAN GOVT CPI LINKED
353800WZS8AXZXFUC241
Japan Government CPI-Linked Bonds
000000000
53670500.00000000
PA
407667.41000000
0.255536317978
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
45734.80000000
PA
USD
42903.77000000
0.026893176016
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
121720.68000000
0.076297623077
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Variable
4.40500000
N
N
N
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166TAB9
250000.00000000
PA
USD
250092.60000000
0.156764412827
Long
ABS-O
CORP
US
N
2
2025-12-15
Fixed
6.07000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179VDP2
207072.15000000
PA
USD
194464.25000000
0.121895145906
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
858000.00000000
PA
USD
801894.85000000
0.502648120374
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
1101.00000000
NS
USD
133165.95000000
0.083471809883
Long
EC
CORP
US
N
1
N
N
N
Sony Group Corp
529900R5WX9N2OI2N910
Sony Group Corp.
000000000
4700.00000000
NS
447000.00000000
0.280190987393
Long
EC
CORP
JP
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE, Inc.
654106103
2404.00000000
NS
USD
261002.28000000
0.163602878177
Long
EC
CORP
US
N
1
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies, Inc.
00846U101
1672.00000000
NS
USD
232458.16000000
0.145710696595
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
97000.00000000
PA
103541.48000000
0.064902437399
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
1.50000000
N
N
N
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
25486.00000000
NS
835370.64000000
0.523631598347
Long
EC
CORP
GB
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
75000.00000000
PA
57337.24000000
0.035940442707
Long
DBT
NUSS
FR
N
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
9408621.80000000
NS
USD
9408621.80000000
5.897563830329
Long
STIV
RF
US
N
2
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
100000.00000000
PA
USD
92930.56000000
0.058251242428
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology, Inc.
595112103
3906.00000000
NS
USD
333338.04000000
0.208944775309
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased USD / Sold JPY
000000000
1.00000000
NC
-97446.23000000
-0.06108177942
N/A
DFE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
348100000.00000000
JPY
2378333.32000000
USD
2024-01-23
-97446.23000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCS8
200000.00000000
PA
USD
165492.19000000
0.103734720631
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
16548.00000000
NS
USD
576366.84000000
0.361281418346
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CFV8
300000.00000000
PA
USD
304945.31000000
0.191147488836
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot, Inc.
443573100
425.00000000
NS
USD
246729.50000000
0.154656336072
Long
EC
CORP
US
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
90.00000000
NC
165743.23000000
0.103892078898
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 10 Year Australian Bond Futures
XMH4 Comdty
2024-03-15
10256693.40000000
AUD
165743.23000000
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066TAC5
107853.32000000
PA
USD
105759.74000000
0.066292899277
Long
ABS-O
CORP
US
N
2
2026-11-18
Fixed
2.45000000
N
N
N
N
N
N
Samsung Electronics Co Ltd
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
000000000
5831.00000000
NS
355410.75000000
0.222780512243
Long
EC
CORP
KR
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
Future
000000000
7.00000000
NC
40821.40000000
0.025587893451
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH4 Index
2024-03-14
1724469.60000000
CAD
40821.40000000
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
2739518.75000000
NS
USD
2739518.75000000
1.717200142162
Long
STIV
RF
US
N
2
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
10780.00000000
NS
USD
472703.00000000
0.296302282581
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179RQZ5
68169.23000000
PA
USD
62637.10000000
0.039262529969
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
3.00000000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F040610
725000.00000000
PA
USD
685675.28000000
0.429798733187
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H052611
275000.00000000
PA
USD
276663.75000000
0.173419886551
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
5.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538DAA7
38930.78000000
PA
USD
34256.86000000
0.021473072546
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
453164.75000000
PA
USD
408354.32000000
0.255966890665
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Purchased GBP / Sold USD
000000000
1.00000000
NC
21667.67000000
0.013581847543
N/A
DFE
GB
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
2585275.09000000
USD
2045000.00000000
GBP
2024-01-23
21667.67000000
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bonds
000000000
73000.00000000
PA
89070.83000000
0.055831865337
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
89404.88000000
0.056041256387
Long
ABS-O
CORP
US
N
2
2035-09-14
Fixed
2.21000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DMVD4
199698.76000000
PA
USD
173570.20000000
0.108798223087
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp.
15135B101
4410.00000000
NS
USD
327266.10000000
0.205138728634
Long
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet, Inc.
02079K305
9867.00000000
NS
USD
1378321.23000000
0.863966859909
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBT7
250000.00000000
PA
USD
233269.26000000
0.146219114738
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold GBP
000000000
1.00000000
NC
-428507.49000000
-0.26859941102
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
7995000.00000000
GBP
9763427.64000000
USD
2024-01-23
-428507.49000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDZ1
540000.00000000
PA
USD
545712.20000000
0.342066309062
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
5.25000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis, Inc.
74340W103
2776.00000000
NS
USD
370040.80000000
0.231951000286
Long
EC
US
N
1
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings, Inc.
000000000
10200.00000000
NS
268744.68000000
0.168456011736
Long
EC
CORP
JP
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab AS
000000000
876.00000000
NS
279559.29000000
0.175234884787
Long
EC
CORP
DK
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XH5A1
472489.12000000
PA
USD
404553.23000000
0.253584270619
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.50000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased NOK / Sold USD
000000000
1.00000000
NC
44290.60000000
0.027762476389
N/A
DFE
NO
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1595316.40000000
USD
16650000.00000000
NOK
2024-01-23
44290.60000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-23.00000000
NC
USD
-24454.29000000
-0.01532857194
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Consumer Staples Select Sector Futures
IXRH4 Index
2024-03-15
-1660295.71000000
USD
-24454.29000000
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
93921.00000000
NS
300607.92000000
0.188428702289
Long
EC
CORP
GB
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
33.00000000
NC
USD
111474.66000000
0.069875156722
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Energy Select Sector Futures
IXPH4 Index
2024-03-15
2813315.34000000
USD
111474.66000000
N
N
N
UBS Emerging Markets Equity Opportunity Fund
549300G1CKU0JOAO1N69
UBS Emerging Markets Equity Opportunity Fund
90267D746
1364154.75000000
NS
USD
10258443.72000000
6.430253859129
Long
EC
RF
US
N
1
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
000000000
388000.00000000
NS
474130.50000000
0.297197075947
Long
EC
CORP
JP
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCH2
400000.00000000
PA
USD
356718.75000000
0.223600399965
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3133B24E6
317774.48000000
PA
USD
260922.83000000
0.163553076893
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
Future
000000000
7.00000000
NC
5138.05000000
0.003220660632
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX Futures
TPH4 Index
2024-03-07
164895535.00000000
JPY
5138.05000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
145000.00000000
PA
133128.40000000
0.083448272586
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
104520.04000000
0.065515823736
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold HKD
000000000
1.00000000
NC
-257.72000000
-0.00016154546
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
7005000.00000000
HKD
897225.48000000
USD
2024-01-23
-257.72000000
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas & Electric Co.
694308JM0
750000.00000000
PA
USD
714283.56000000
0.447731131891
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.55000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
000000000
20597.00000000
NS
479432.03000000
0.300520210008
Long
EC
CORP
NL
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
57920.16000000
0.036305831812
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
802299.65000000
0.502901859327
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
3544020.00000000
PA
2235914.60000000
1.401528231548
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
PRADA SpA
8156000FE0A2DC5B7852
PRADA SpA
000000000
58700.00000000
NS
335654.09000000
0.210396534451
Long
EC
CORP
IT
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
5097.00000000
NS
USD
1916675.88000000
1.201421269197
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RP5
100000.00000000
PA
USD
82273.44000000
0.051571088120
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased COP / Sold USD
000000000
1.00000000
NC
271807.04000000
0.170375576998
N/A
DFE
CO
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2420093.81000000
USD
10474166000.00000000
COP
2024-01-23
271807.04000000
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Issuer Trust
38014RAE4
103085.76000000
PA
USD
102556.64000000
0.064285114598
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
815913.59000000
0.511435423736
Long
DBT
CORP
US
N
2
2032-11-09
Fixed
6.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCY5
140000.00000000
PA
USD
124075.00000000
0.077773370829
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree, Inc.
256746108
3578.00000000
NS
USD
508254.90000000
0.318587119191
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings, Inc.
46266C105
850.00000000
NS
USD
196673.00000000
0.123279646674
Long
EC
CORP
US
N
1
N
N
N
Regal Rexnord Corp
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp.
758750103
2545.00000000
NS
USD
376710.90000000
0.236131988888
Long
EC
CORP
US
N
1
N
N
N
Trade Desk Inc/The
549300GXPD31VT3E0P46
Trade Desk, Inc.
88339J105
2648.00000000
NS
USD
190550.08000000
0.119441644436
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold EUR
000000000
1.00000000
NC
-181919.21000000
-0.11403159524
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
4380000.00000000
EUR
4657156.76000000
USD
2024-01-23
-181919.21000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CHT1
256000.00000000
PA
USD
255680.00000000
0.160266737487
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828WJ5
271000.00000000
PA
USD
268353.52000000
0.168210822683
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
8785.00000000
NS
247583.39000000
0.155191576076
Long
EC
CORP
JE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CAE1
1110000.00000000
PA
USD
900357.42000000
0.564366967599
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands, Inc.
21036P108
945.00000000
NS
USD
228453.75000000
0.143200630394
Long
EC
CORP
US
N
1
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp.
67066G104
1784.00000000
NS
USD
883472.48000000
0.553783057061
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe, Inc.
00724F101
457.00000000
NS
USD
272646.20000000
0.170901583863
Long
EC
CORP
US
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
40000.00000000
PA
47623.48000000
0.029851610479
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
3219.00000000
NS
USD
518098.05000000
0.324757056367
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GKA6
1000000.00000000
PA
USD
816537.20000000
0.511826318370
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F032617
225000.00000000
PA
USD
206242.65000000
0.129278147083
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBS9
40000.00000000
PA
USD
35868.75000000
0.022483446261
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
815755.05000000
0.511336046825
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
4243.00000000
NS
108248.64000000
0.067853005202
Long
EC
CORP
FR
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087J96
120000.00000000
PA
88692.50000000
0.055594718455
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
10000.00000000
PA
10293.23000000
0.006452058785
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
569306.25000000
PA
USD
472014.08000000
0.295870449975
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Future
000000000
-239.00000000
NC
USD
-607630.05000000
-0.38087799480
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. MSCI Emerging Markets EM Index Futures
MESH4 Index
2024-03-15
-11745084.95000000
USD
-607630.05000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
-12.00000000
NC
USD
-35266.80000000
-0.02210612866
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Health Care Select Sector Futures
IXCH4 Index
2024-03-15
-1635493.20000000
USD
-35266.80000000
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
810000.00000000
PA
USD
797071.84000000
0.499624934839
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
275000.00000000
PA
183512.64000000
0.115030397764
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828XB1
70000.00000000
PA
USD
67766.02000000
0.042477467685
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased BRL / Sold USD
000000000
1.00000000
NC
308598.84000000
0.193437614514
N/A
DFE
BR
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
5545059.70000000
USD
28470000.00000000
BRL
2024-01-23
308598.84000000
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc.
571748102
1996.00000000
NS
USD
378182.12000000
0.237054187063
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc.
931142103
1554.00000000
NS
USD
244988.10000000
0.153564782189
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
4432.00000000
NS
USD
229311.68000000
0.143738402774
Long
EC
CORP
GB
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
81000.00000000
PA
93273.96000000
0.058466494296
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
344424.85000000
0.215894270256
Long
ABS-MBS
CORP
US
N
2
2036-01-10
Fixed
4.68200000
N
N
N
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft, Inc.
55087P104
21901.00000000
NS
USD
328295.99000000
0.205784289922
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WLP1
538302.67000000
PA
USD
471223.49000000
0.295374888022
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
Airbnb Inc
549300HMUDNO0RY56D37
Airbnb, Inc.
009066101
120.00000000
NS
USD
16336.80000000
0.010240322422
Long
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231G102
1542.00000000
NS
USD
154169.16000000
0.096637156971
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
44000.00000000
PA
53690.70000000
0.033654698538
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
657856.05000000
0.412360931124
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.85000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp.
000000000
800.00000000
NS
352453.90000000
0.220927083337
Long
EC
CORP
JP
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp.
117043109
2855.00000000
NS
USD
276221.25000000
0.173142516278
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
Marvell Technology, Inc.
573874104
2659.00000000
NS
USD
160364.29000000
0.100520422276
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CAD
000000000
1.00000000
NC
-21457.82000000
-0.01345030821
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1250000.00000000
CAD
922188.26000000
USD
2024-01-23
-21457.82000000
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538EAA5
50650.33000000
PA
USD
45018.62000000
0.028218817872
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
4161.00000000
NS
491876.20000000
0.308320532781
Long
EC
CORP
GB
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos., Inc.
872540109
2822.00000000
NS
USD
264731.82000000
0.165940648859
Long
EC
CORP
US
N
1
N
N
N
Extended Stay America Trust
N/A
Extended Stay America Trust
30227FAJ9
140016.02000000
PA
USD
137554.03000000
0.086222370214
Long
ABS-MBS
CORP
US
N
2
2038-07-15
Floating
7.72600000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bonds
000000000
20000.00000000
PA
16741.85000000
0.010494218081
Long
DBT
NUSS
FI
N
2
2047-04-15
Fixed
1.37500000
N
N
N
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp.
61174X109
2331.00000000
NS
USD
134288.91000000
0.084175709818
Long
EC
CORP
US
N
1
N
N
N
AmeriCredit Automobile Receivables Trust
N/A
AmeriCredit Automobile Receivables Trust
03066KAH3
145286.77000000
PA
USD
145069.84000000
0.090933471388
Long
ABS-O
CORP
US
N
2
2025-06-18
Fixed
2.99000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EWP0
650000.00000000
PA
USD
653452.12000000
0.409600435609
Long
DBT
CORP
US
N
2
2026-01-09
Fixed
4.80000000
N
N
N
N
N
N
TransDigm Group Inc
N/A
TransDigm Group, Inc.
893641100
214.00000000
NS
USD
216482.40000000
0.135696683242
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
Unilever PLC
000000000
6289.00000000
NS
304473.98000000
0.190852047185
Long
EC
CORP
GB
N
1
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Future
000000000
-45.00000000
NC
-111972.33000000
-0.07018710895
N/A
DE
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE S&P ASX Share Price Index 200 Futures
XPH4 Index
2024-03-21
-8368810.20000000
AUD
-111972.33000000
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard, Inc.
57636Q104
1376.00000000
NS
USD
586877.76000000
0.367869930769
Long
EC
CORP
US
N
1
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
Pernod Ricard SA
000000000
1541.00000000
NS
271764.65000000
0.170349005866
Long
EC
CORP
FR
N
1
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co. Ltd.
000000000
10600.00000000
NS
444824.11000000
0.278827084110
Long
EC
CORP
JP
N
1
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom, Inc.
11135F101
605.00000000
NS
USD
675331.25000000
0.423314831667
Long
EC
CORP
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F050619
850000.00000000
PA
USD
841229.70000000
0.527304206416
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
5.00000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087H72
50000.00000000
PA
30371.68000000
0.019037742747
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
95633.32000000
0.059945401249
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
24345.59000000
PA
USD
22101.19000000
0.013853588923
Long
ABS-MBS
CORP
US
N
2
2065-04-25
Variable
1.15300000
N
N
N
N
N
N
Bunge Global SA
254900IVXSV9K0B7PO26
Bunge Global SA
000000000
4917.00000000
NS
USD
496371.15000000
0.311138081951
Long
EC
CORP
CH
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla, Inc.
88160R101
1236.00000000
NS
USD
307121.28000000
0.192511442265
Long
EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon, Inc.
000000000
4968.00000000
NS
387729.05000000
0.243038445997
Long
EC
CORP
CH
N
1
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bonds
000000000
240000.00000000
PA
198762.96000000
0.124589686845
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
758259.80000000
0.475296559425
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased USD / Sold CZK
000000000
1.00000000
NC
-138083.52000000
-0.08655426803
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
76150000.00000000
CZK
3264831.19000000
USD
2024-01-23
-138083.52000000
N
N
N
PACE International Equity Investments
549300IXV06Q6Q1PT327
PACE International Equity Investments
69375U865
904124.55000000
NS
USD
15496694.82000000
9.713723093863
Long
EC
RF
US
N
1
N
N
N
New Residential Mortgage Loan Trust
N/A
New Residential Mortgage Loan Trust
64831EAA8
48188.15000000
PA
USD
43830.04000000
0.027473785649
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Variable
0.94100000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association, TBA
21H060614
100000.00000000
PA
USD
101570.00000000
0.063666663511
Long
ABS-MBS
USGA
US
N
2
2054-01-20
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
900000.00000000
PA
USD
877562.51000000
0.550078537308
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80285RAG3
85806.91000000
PA
USD
84773.79000000
0.053138371197
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold BRL
000000000
1.00000000
NC
-11976.66000000
-0.00750727559
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3440000.00000000
BRL
695314.71000000
USD
2024-01-23
-11976.66000000
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased NOK / Sold USD
000000000
1.00000000
NC
261966.22000000
0.164207100325
N/A
DFE
NO
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3488942.52000000
USD
38090000.00000000
NOK
2024-01-23
261966.22000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31418D3H3
382370.28000000
PA
USD
326422.50000000
0.204609938663
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased HKD / Sold USD
000000000
1.00000000
NC
769.40000000
0.000482279520
N/A
DFE
HK
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
896713.80000000
USD
7005000.00000000
HKD
2024-01-23
769.40000000
N
N
N
PACE High Yield Investments
54930077W0HZFCY95U61
PACE High Yield Investments
69375U600
1010335.71000000
NS
USD
8810127.38000000
5.522412281135
Long
EC
RF
US
N
1
N
N
N
UMBS, TBA
N/A
Uniform Mortgage-Backed Security, TBA
01F022618
400000.00000000
PA
USD
340282.80000000
0.213297927796
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CBC4
250000.00000000
PA
USD
231689.45000000
0.145228849584
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
47.00000000
NC
424113.04000000
0.265844857817
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Long Gilt Futures
G H4 Comdty
2024-03-26
4491821.02000000
GBP
424113.04000000
N
N
N
SLM Corp
N/A
SLM Corp.
78442P106
19289.00000000
NS
USD
368805.68000000
0.231176795605
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XCCM8
231867.17000000
PA
USD
198970.15000000
0.124719558815
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.50000000
N
N
N
N
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow, Inc.
81762P102
377.00000000
NS
USD
266346.73000000
0.166952915587
Long
EC
CORP
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased USD / Sold IDR
000000000
1.00000000
NC
-7852.81000000
-0.00492234135
N/A
DFE
US
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
5720300000.00000000
IDR
363597.65000000
USD
2024-01-23
-7852.81000000
N
N
N
BAWAG Group AG
529900S9YO2JHTIIDG38
BAWAG Group AG
000000000
7429.00000000
NS
393495.77000000
0.246653173001
Long
EC
CORP
AT
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
802927AC7
306651.50000000
PA
USD
307475.29000000
0.192733344752
Long
ABS-O
CORP
US
N
2
2027-02-16
Fixed
6.18000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc.
31620M106
6061.00000000
NS
USD
364084.27000000
0.228217295538
Long
EC
CORP
US
N
1
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
5989.00000000
NS
416962.51000000
0.261362723452
Long
EC
CORP
GB
N
1
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co.
025816CY3
810000.00000000
PA
USD
796899.57000000
0.499516951615
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.95000000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased EUR / Sold USD
000000000
1.00000000
NC
8676.59000000
0.005438707649
N/A
DFE
XX
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
1399958.54000000
USD
1275000.00000000
EUR
2024-01-23
8676.59000000
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co.
845467AR0
750000.00000000
PA
USD
731920.13000000
0.458786183262
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.37500000
N
N
N
N
N
N
Sandoz Group AG
5493000JWK6XWFEUD320
Sandoz Group AG
000000000
5799.00000000
NS
186577.42000000
0.116951479944
Long
EC
CORP
CH
N
1
N
N
N
Dexcom Inc
549300YSK3QDSFR5EU59
Dexcom, Inc.
252131107
1466.00000000
NS
USD
181915.94000000
0.114029545528
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179W2V9
223228.34000000
PA
USD
201761.86000000
0.126469473762
Long
ABS-MBS
USGA
US
N
2
2052-04-20
Fixed
3.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Future
000000000
-49.00000000
NC
USD
-203730.24000000
-0.12770330449
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year U.S. Treasury Notes
TYH4 Comdty
2024-03-19
-5327910.39000000
USD
-203730.24000000
N
N
N
APA Corp
549300VCIWLRHYVSHC79
APA Corp.
03743Q108
8011.00000000
NS
USD
287434.68000000
0.180171379866
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased TWD / Sold USD
000000000
1.00000000
NC
30402.47000000
0.019057042703
N/A
DFE
TW
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
648969.76000000
USD
20800000.00000000
TWD
2024-01-23
30402.47000000
N
N
N
Hayward Holdings Inc
N/A
Hayward Holdings, Inc.
421298100
15709.00000000
NS
USD
213642.40000000
0.133916498893
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
912828YB0
196000.00000000
PA
USD
174386.41000000
0.109309844308
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U3B7
900000.00000000
PA
USD
876757.17000000
0.549573729679
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.89700000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc.
30303M102
677.00000000
NS
USD
239630.92000000
0.150206765290
Long
EC
CORP
US
N
1
N
N
N
Dryden Senior Loan Fund
549300KI3ILQQHC87U86
Dryden 60 CLO Ltd.
26251NAB6
246471.06000000
PA
USD
246422.75000000
0.154464057357
Long
ABS-CBDO
CORP
KY
N
2
2031-07-15
Floating
6.70500000
N
N
N
N
N
N
Lululemon Athletica Inc
549300D9GZ4BMLDW5T40
Lululemon Athletica, Inc.
550021109
374.00000000
NS
USD
191222.46000000
0.119863109349
Long
EC
CORP
US
N
1
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association
36179WVT2
480887.32000000
PA
USD
406381.04000000
0.254729988491
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
2846.00000000
NS
USD
300053.78000000
0.188081353220
Long
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial, Inc.
929089100
4322.00000000
NS
USD
315333.12000000
0.197658832775
Long
EC
CORP
US
N
1
N
N
N
JAPAN (40 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Forty Year Bonds
000000000
15000000.00000000
PA
72620.21000000
0.045520197639
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
9882.13000000
PA
USD
9572.06000000
0.006000011057
Long
ABS-MBS
CORP
US
N
2
2059-11-25
Variable
3.64200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp.
3132DWEK5
206452.91000000
PA
USD
200173.52000000
0.125473861787
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
1958.00000000
NS
USD
274080.84000000
0.171800852763
Long
EC
CORP
US
N
1
N
N
N
Hexpol AB
549300MN30TBRLYN3465
Hexpol AB
000000000
23815.00000000
NS
288064.21000000
0.180565985308
Long
EC
CORP
SE
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-24978.61000000
-0.01565722908
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
725000.00000000
EUR
776009.99000000
USD
2024-01-23
-24978.61000000
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAD5
200000.00000000
PA
USD
195407.20000000
0.122486210988
Long
ABS-O
CORP
US
N
2
2029-05-21
Fixed
1.79000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140XAH96
238427.84000000
PA
USD
196789.23000000
0.123352502599
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
493662.44000000
0.309440193518
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
5800.00000000
NS
258860.99000000
0.162260663055
Long
EC
CORP
JP
N
1
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
114000.00000000
PA
120454.82000000
0.075504149781
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
818042.48000000
NS
USD
10348237.40000000
6.486538825261
Long
EC
RF
US
N
1
N
N
N
Palo Alto Networks Inc
549300QXR2YVZV231H43
Palo Alto Networks, Inc.
697435105
814.00000000
NS
USD
240032.32000000
0.150458373036
Long
EC
CORP
US
N
1
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
101669.00000000
NS
435481.53000000
0.272970916963
Long
EC
CORP
IE
N
1
N
N
N
SPDR Portfolio High Yield Bond ETF
N/A
SPDR Portfolio High Yield Bond ETF
78468R606
306000.00000000
NS
USD
7154280.00000000
4.484484960384
Long
EC
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Inflation-Indexed Notes
91282CHP9
5774442.00000000
PA
USD
5597847.44000000
3.508873381417
Long
DBT
UST
US
N
2
2033-07-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810SQ2
70000.00000000
PA
USD
44679.69000000
0.028006367913
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
115585.94000000
0.072452211761
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
Zoom Video Communications Inc
549300T9GCHU0ODOM055
Zoom Video Communications, Inc.
98980L101
1449.00000000
NS
USD
104197.59000000
0.065313703861
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810RQ3
180000.00000000
PA
USD
135063.28000000
0.084661104661
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc.
538034109
2362.00000000
NS
USD
221083.20000000
0.138580581888
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3140JACX4
430487.86000000
PA
USD
400572.37000000
0.251088966158
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
3.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
165000.00000000
PA
175067.84000000
0.109736981992
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
863084.21000000
PA
USD
708913.45000000
0.444365010139
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
81064.97000000
PA
USD
80655.78000000
0.050557097622
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
1556.00000000
NS
USD
353663.24000000
0.221685128457
Long
EC
CORP
US
N
1
N
N
N
MFRA Trust
N/A
MFA Trust
552757AA4
20347.24000000
PA
USD
18221.28000000
0.011421562493
Long
ABS-MBS
CORP
US
N
2
2065-01-26
Variable
1.01400000
N
N
N
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty, Inc.
90384S303
287.00000000
NS
USD
140627.13000000
0.088148667581
Long
EC
CORP
US
N
1
N
N
N
Ingersoll Rand Inc
5299004C02FMZCUOIR50
Ingersoll Rand, Inc.
45687V106
6872.00000000
NS
USD
531480.48000000
0.333145504411
Long
EC
CORP
US
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased USD / Sold KRW
000000000
1.00000000
NC
-9897.68000000
-0.00620411796
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
290000000.00000000
KRW
215533.26000000
USD
2024-01-23
-9897.68000000
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings, Inc.
125269100
2917.00000000
NS
USD
231901.50000000
0.145361767926
Long
EC
CORP
US
N
1
N
N
N
Shopify Inc
549300HGQ43STJLLP808
Shopify, Inc.
82509L107
3000.00000000
NS
USD
233700.00000000
0.146489113543
Long
EC
CORP
CA
N
1
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp.
15135BAY7
250000.00000000
PA
USD
222649.94000000
0.139562654433
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
JTOWER Inc
N/A
JTOWER, Inc.
000000000
5100.00000000
NS
180851.06000000
0.113362051616
Long
EC
CORP
JP
N
1
N
N
Chegg Inc
549300AKX7O8JG0O3G77
Chegg, Inc.
163092109
24810.00000000
NS
USD
281841.60000000
0.176665494838
Long
EC
CORP
US
N
1
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
Cie Generale des Etablissements Michelin SCA
000000000
6882.00000000
NS
246611.12000000
0.154582132472
Long
EC
CORP
FR
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co.
37045VAY6
810000.00000000
PA
USD
824418.57000000
0.516766561866
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
26.00000000
NC
USD
186745.00000000
0.117056523357
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-mini Russell 2000 Index Futures
RTYH4 Index
2024-03-15
2475265.00000000
USD
186745.00000000
N
N
N
Haleon PLC
549300PSB3WWEODCUP19
Haleon PLC
000000000
132260.00000000
NS
542254.38000000
0.339898859397
Long
EC
CORP
GB
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc.
03076C106
1546.00000000
NS
USD
587217.18000000
0.368082687872
Long
EC
CORP
US
N
1
N
N
N
Santander Drive Auto Receivables Trust
N/A
Santander Drive Auto Receivables Trust
80286WAG1
198734.09000000
PA
USD
194359.24000000
0.121829322963
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
1673.00000000
NS
USD
540194.97000000
0.338607968746
Long
EC
CORP
US
N
1
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
62855.00000000
NS
378237.72000000
0.237089038560
Long
EC
CORP
JE
N
1
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Purchased USD / Sold TWD
000000000
1.00000000
NC
-149867.13000000
-0.09394053497
N/A
DFE
US
N
2
Bank of America NA
B4TYDEB6GKMZO031MB27
105400000.00000000
TWD
3292721.02000000
USD
2024-01-23
-149867.13000000
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
05604FAC9
100000.00000000
PA
USD
93875.76000000
0.058843717867
Long
ABS-MBS
CORP
US
N
2
2033-03-10
Fixed
3.45400000
N
N
N
N
N
N
Knorr-Bremse AG
5299001GRRO0Z25YZT52
Knorr-Bremse AG
000000000
6212.00000000
NS
403235.02000000
0.252757983010
Long
EC
CORP
DE
N
1
N
N
N
Keysight Technologies Inc
549300GLKVIO8YRCYN02
Keysight Technologies, Inc.
49338L103
2501.00000000
NS
USD
397884.09000000
0.249403883770
Long
EC
CORP
US
N
1
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
Purchased AUD / Sold USD
000000000
1.00000000
NC
158534.49000000
0.099373457022
N/A
DFE
AU
N
2
Citibank NA
E57ODZWZ7FF32TWEFA76
2449690.65000000
USD
3825000.00000000
AUD
2024-01-23
158534.49000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased MYR / Sold USD
000000000
1.00000000
NC
5390.60000000
0.003378965406
N/A
DFE
MY
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
245649.95000000
USD
1152000.00000000
MYR
2024-01-23
5390.60000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
Future
000000000
-87.00000000
NC
38667.18000000
0.024237573476
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex EURO STOXX 50 Futures
VGH4 Index
2024-03-15
-3987436.20000000
EUR
38667.18000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple, Inc.
037833100
5846.00000000
NS
USD
1125530.38000000
0.705511115243
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
Purchased MXN / Sold USD
000000000
1.00000000
NC
46517.46000000
0.029158328967
N/A
DFE
MX
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
3181555.75000000
USD
54990000.00000000
MXN
2024-01-23
46517.46000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
Future
000000000
-9.00000000
NC
-18078.95000000
-0.01133234642
N/A
DE
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
FTSE 100 Index Futures
Z H4 Index
2024-03-15
-683901.54000000
GBP
-18078.95000000
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government Bonds
135087P32
100000.00000000
PA
71933.89000000
0.045089994778
Long
DBT
NUSS
CA
N
2
2032-12-01
Fixed
2.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
140000.00000000
PA
153968.81000000
0.096511572487
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
iShares MSCI Emerging Markets ex China ETF
549300OO3LEZN53XCB15
iShares MSCI Emerging Markets ex China ETF
46434G764
57700.00000000
NS
USD
3197157.00000000
2.004059455667
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold CHF
000000000
1.00000000
NC
-36536.51000000
-0.02290201524
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
550000.00000000
CHF
618701.97000000
USD
2024-01-23
-36536.51000000
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAG6
810000.00000000
PA
USD
774738.12000000
0.485625590188
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
45000.00000000
PA
51714.54000000
0.032415991107
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased JPY / Sold USD
000000000
1.00000000
NC
155285.75000000
0.097337064028
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
3199569.79000000
USD
471700000.00000000
JPY
2024-01-23
155285.75000000
N
N
N
JP Morgan Chase Commercial Mortgage Sec Trust
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46592FAJ2
125000.00000000
PA
USD
88273.08000000
0.055331815314
Long
ABS-MBS
CORP
US
N
2
2040-01-05
Variable
2.07600000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRX0
810000.00000000
PA
USD
777264.41000000
0.487209133118
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
Purchased USD / Sold EUR
000000000
1.00000000
NC
-8726.00000000
-0.00546967909
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
2065000.00000000
EUR
2272710.50000000
USD
2024-01-23
-8726.00000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30166RAF4
125000.00000000
PA
USD
120924.21000000
0.075798375390
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
588584.18000000
0.368939558296
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
5681.00000000
NS
573267.31000000
0.359338553981
Long
EC
CORP
CH
N
1
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAA9
25899.75000000
PA
USD
23921.35000000
0.014994511580
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
50817.00000000
NS
442863.14000000
0.277597898158
Long
EC
CORP
HK
N
1
N
N
N
State Street Bank & Trust Co.
571474TGEMMWANRLN572
Purchased USD / Sold CNY
000000000
1.00000000
NC
-11709.35000000
-0.00733971887
N/A
DFE
US
N
2
State Street Bank & Trust Co.
571474TGEMMWANRLN572
16745000.00000000
CNY
2354016.80000000
USD
2024-01-23
-11709.35000000
N
N
N
Exeter Automobile Receivables Trust
N/A
Exeter Automobile Receivables Trust
30168CAB4
181097.72000000
PA
USD
181083.16000000
0.113507537809
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
5.87000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc.
11135FAS0
900000.00000000
PA
USD
863427.62000000
0.541218428167
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
Spectris PLC
213800Z4CO2CZO3M3T10
Spectris PLC
000000000
5889.00000000
NS
283667.41000000
0.177809959058
Long
EC
CORP
GB
N
1
N
N
N
Shoals Technologies Group Inc
N/A
Shoals Technologies Group, Inc.
82489W107
4141.00000000
NS
USD
64351.14000000
0.040336933907
Long
EC
CORP
US
N
1
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bonds
000000000
11100000.00000000
PA
60849.26000000
0.038141866312
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Future
000000000
140.00000000
NC
USD
858592.00000000
0.538187338363
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's 500 Index Futures
ESH4 Index
2024-03-15
32881408.00000000
USD
858592.00000000
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp.
517834107
4549.00000000
NS
USD
223856.29000000
0.140318825345
Long
EC
CORP
US
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bonds
000000000
276000.00000000
PA
304862.70000000
0.191095706784
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
468854.22000000
NS
USD
2016073.15000000
1.263726010194
Long
EC
RF
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
308405.00000000
NS
378936.16000000
0.237526838545
Long
EC
CORP
ES
N
1
N
N
N
Aptiv PLC
N/A
Aptiv PLC
000000000
6074.00000000
NS
USD
544959.28000000
0.341594359625
Long
EC
CORP
JE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCJ8
250000.00000000
PA
USD
231181.64000000
0.144910541339
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
476.00000000
NS
USD
180137.44000000
0.112914736421
Long
EC
CORP
US
N
1
N
N
N
HDFC Bank Ltd
335800ZQ6I4E2JXENC50
HDFC Bank Ltd.
40415F101
6639.00000000
NS
USD
445543.29000000
0.279277884455
Long
EC
CORP
IN
N
1
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co.
532457108
497.00000000
NS
USD
289711.24000000
0.181598385670
Long
EC
CORP
US
N
1
N
N
N
Bank
N/A
Bank
06539VAJ7
200000.00000000
PA
USD
172285.94000000
0.107993216202
Long
ABS-MBS
CORP
US
N
2
2055-02-15
Variable
2.92800000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com, Inc.
023135106
7181.00000000
NS
USD
1091081.14000000
0.683917454012
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
Purchased MXN / Sold USD
000000000
1.00000000
NC
254771.63000000
0.159697348030
N/A
DFE
MX
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
3529805.20000000
USD
64470000.00000000
MXN
2024-01-23
254771.63000000
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
10553.00000000
NS
440369.47000000
0.276034802276
Long
EC
CORP
DE
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Notes
91282CCB5
350000.00000000
PA
USD
300220.70000000
0.188185982928
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
59000.00000000
PA
80986.45000000
0.050764370002
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
75000.00000000
PA
71881.23000000
0.045056986149
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
803794.71000000
0.503839001022
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
3.35200000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co.
025816109
1251.00000000
NS
USD
234362.34000000
0.146904285128
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
U.S. Treasury Bonds
912810QY7
170000.00000000
PA
USD
137467.58000000
0.086168181151
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Canadian Pacific Kansas City Ltd
N/A
Canadian Pacific Kansas City Ltd.
13646K108
6374.00000000
NS
504320.71000000
0.316121068675
Long
EC
CORP
CA
N
1
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Purchased GBP / Sold USD
000000000
1.00000000
NC
6462.68000000
0.004050972461
N/A
DFE
GB
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
1574275.23000000
USD
1240000.00000000
GBP
2024-01-23
6462.68000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
U.K. Gilts
000000000
94000.00000000
PA
110957.84000000
0.069551200780
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bonds OAT
000000000
565000.00000000
PA
518149.01000000
0.324788999393
Long
DBT
NUSS
FR
N
2
2031-11-25
None
0.00000000
N
N
N
N
N
N
2024-01-29
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer