0001752724-23-067996.txt : 20230327 0001752724-23-067996.hdr.sgml : 20230327 20230327150545 ACCESSION NUMBER: 0001752724-23-067996 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230131 FILED AS OF DATE: 20230327 DATE AS OF CHANGE: 20230327 PERIOD START: 20230731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PACE SELECT ADVISORS TRUST CENTRAL INDEX KEY: 0000930007 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-08764 FILM NUMBER: 23764250 BUSINESS ADDRESS: STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC. STREET 2: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 BUSINESS PHONE: 212-821-3000 MAIL ADDRESS: STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC. STREET 2: 787 SEVENTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10019 FORMER COMPANY: FORMER CONFORMED NAME: UBS PACE SELECT ADVISORS TRUST DATE OF NAME CHANGE: 20020716 FORMER COMPANY: FORMER CONFORMED NAME: PAINEWEBBER PACE SELECT ADVISORS TRUST DATE OF NAME CHANGE: 19980212 FORMER COMPANY: FORMER CONFORMED NAME: MANAGED ACCOUNTS SERVICES PORTFOLIO TRUST DATE OF NAME CHANGE: 19941212 0000930007 S000002696 PACE Mortgage-Backed Securities Fixed Income Investments C000007349 Class P PCGTX C000007350 Class A PFXAX C000007353 Class Y PFXYX NPORT-P 1 primary_doc.xml NPORT-P false 0000930007 XXXXXXXX S000002696 C000007350 C000007353 C000007349 PACE SELECT ADVISORS TRUST 811-08764 0000930007 549300TPB2UX3QR3SC50 C/O UBS ASSET MANAGEMENT (AMERICAS) INC. 787 SEVENTH AVENUE NEW YORK 10019 212-821-3000 PACE Mortgage-Backed Securities Fixed Income Investments S000002696 549300SL7FH0DG7NFM06 2023-07-31 2023-01-31 N 674729143.25 451441005.25 223288138.00 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 195800975.61000000 0.00000000 0.00000000 0.00000000 USD N Bloomberg Barclays U.S. Mortgage Backed Securities (Returns Universe) LEHM.MC.LEHM003446UUSD Fannie Mae B1V7KEBTPIMZEU4LTD58 31418C7D0 65253.55000000 PA USD 65722.24000000 0.029433825096 Long ABS-MBS USGSE US N 2 2039-02-01 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138Y9DA3 998.74000000 PA USD 1016.64000000 0.000455304078 Long ABS-MBS USGSE US N 2 2044-12-01 Fixed 4.50000000 N N N N N N Residential Asset Securities Corporation N/A 76110W7E0 85863.78000000 PA USD 85042.25000000 0.038086326824 Long ABS-MBS CORP US N 2 2035-12-25 Floating 5.13600000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3620AM6U1 44495.57000000 PA USD 44576.10000000 0.019963487715 Long ABS-MBS USGA US N 2 2041-07-20 Fixed 4.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KC36 1.74000000 PA USD 1.74000000 0.000000779262 Long ABS-MBS USGSE US N 2 2023-03-01 Fixed 6.00000000 N N N N N N LCH Limited F226TOH6YD6XJB17KS62 000000000 500000.00000000 OU Notional Amount USD 59186.45000000 0.026506759620 N/A DIR US N 2 LCH Limited F226TOH6YD6XJB17KS62 N/A N/A Y 2032-06-15 34714.98000000 USD 0.00000000 USD 500000.00000000 USD 24471.47000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128HDPU7 16003.40000000 PA USD 15926.69000000 0.007132797175 Long ABS-MBS USGSE US N 2 2030-01-01 Floating 4.75000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AXTT0 787982.62000000 PA USD 52376.02000000 0.023456696118 Long ABS-MBS USGSE US N 2 2033-01-15 Floating 1.74100000 N N N N N N IndyMac INDX Mortgage Loan Trust N/A 45660LCL1 184534.52000000 PA USD 159566.93000000 0.071462340735 Long ABS-MBS CORP US N 2 2035-02-25 Floating 5.14600000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1500000.00000000 NC USD 6958.50000000 0.003116376921 N/A DIR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Call Purchased Deutsche Bank AG 7LTWFZYICNSX8D621K86 Deutsche Bank AG 7LTWFZYICNSX8D621K86 N/A 1500000.00000000 OU Notional Amount N/A 6958.50000000 0.00000000 DIR US N/A N/A 2030-03-08 0.00000000 N/A 0.00000000 N/A 1500000.00000000 USD 1.00000000 3.09000000 USD 2023-03-06 XXXX -1396.50000000 N N N UMBS, TBA N/A 01F030421 -150000.00000000 PA USD -143819.10000000 -0.06440964633 Short ABS-MBS USGSE US N 2 2038-02-15 Fixed 3.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3617AANP5 4363.92000000 PA USD 4397.43000000 0.001969397048 Long ABS-MBS USGA US N 2 2045-12-15 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136AD3D9 515622.97000000 PA USD 60369.29000000 0.027036496672 Long ABS-MBS USGSE US N 2 2043-02-25 Fixed 3.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140X6LC3 628172.95000000 PA USD 612547.91000000 0.274330699107 Long ABS-MBS USGSE US N 2 2032-09-01 Fixed 3.50000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 312926VK1 26946.43000000 PA USD 27992.61000000 0.012536541461 Long ABS-MBS USGSE US N 2 2033-02-01 Fixed 5.50000000 N N N N N N Citigroup Global Markets, Inc. 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Short ABS-MBS USGA US N 2 2053-02-21 Fixed 4.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3140H8ZE8 31570.29000000 PA USD 31317.45000000 0.014025577122 Long ABS-MBS USGSE US N 2 2038-08-01 Fixed 4.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3128M96X5 1307311.01000000 PA USD 1308704.84000000 0.586105850369 Long ABS-MBS USGSE US N 2 2044-08-01 Fixed 4.00000000 N N N N N N 2023-02-27 PACE SELECT ADVISORS TRUST Joanne Kilkeary Joanne Kilkeary Vice President and Treasurer