0001752724-20-043204.txt : 20200228
0001752724-20-043204.hdr.sgml : 20200228
20200228154025
ACCESSION NUMBER: 0001752724-20-043204
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200228
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Funds Trust II
CENTRAL INDEX KEY: 0000052136
IRS NUMBER: 041990692
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00242
FILM NUMBER: 20669498
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 800-283-1155
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: IXIS Advisor Funds Trust II
DATE OF NAME CHANGE: 20050502
FORMER COMPANY:
FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20010503
FORMER COMPANY:
FORMER CONFORMED NAME: NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20000202
0000052136
S000029564
ASG Managed Futures Strategy Fund
C000090725
Class A
AMFAX
C000090726
Class C
ASFCX
C000090727
Class Y
ASFYX
C000190721
Class N
AMFNX
NPORT-P
1
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02199-8197
617-449-2822
ASG Managed Futures Strategy Fund
S000029564
5493003UQM09GTIXUQ46
2019-12-31
2019-12-31
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19444831.05
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2020-03-18
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PURCHASED ZAR / SOLD USD
000000000
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NC
125066.78000000
0.007938136848
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UBS AG
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ICE Futures Europe - Financial Products Division
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-0.06676814464
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ICE Futures Europe - Financial Products Division
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Long
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G H0 Comdty
2020-03-27
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GBP
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N
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LANDESBANK BADEN-WUR
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LANDESBANK BADEN-WUR
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STIV
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DE
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2020-01-21
Fixed
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CIBC TIME DEPOSIT
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2020-01-02
Fixed
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N
N
N
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Eurex Deutschland
529900LN3S50JPU47S06
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NC
300851.15000000
0.019095379281
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Short-Term Euro-BTP Futures (FBTS)
BTSH0 Comdty
2020-03-06
198620460
EUR
300851.15
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
43883.81000000
0.002785357464
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10764949.43000000
USD
41000000.00000000
PLN
2020-03-18
43883.81
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
121017.04000000
0.007681095047
N/A
DFE
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UBS AG
BFM8T61CT2L1QCEMIK50
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296000000.00000000
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2020-03-18
121017.04
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-1072727.46000000
-0.06808728407
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
688000000.00000000
SEK
72646654.91000000
USD
2020-03-18
-1072727.46
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR20 XEUR 20200306
000000000
204.00000000
NC
-1038649.29000000
-0.06592430220
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Buxl (FGBX)
UBH0 Comdty
2020-03-06
41395480
EUR
-1038649.29
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
192762.94000000
0.012234892406
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10971660.46000000
USD
10750000.00000000
CHF
2020-03-18
192762.94
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78012UPX7
20000000.00000000
PA
USD
19997406.00000000
1.269259074500
Long
DBT
CORP
CA
N
2
2020-06-12
Floating
1.92000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
3354021.34000000
0.212883712110
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
167654251.65000000
USD
3269500000.00000000
MXN
2020-03-18
3354021.34
N
N
N
CREDIT IND ET CM NY
N/A
CREDIT IND ET CM NY
22536UXX3
30000000.00000000
PA
USD
30002810.10000000
1.904313938514
Long
STIV
CORP
FR
N
2
2020-02-14
Fixed
1.80000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-7487978.40000000
-0.47527086932
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1682000000.00000000
NOK
184142163.00000000
USD
2020-03-18
-7487978.4
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
982716.68000000
0.062374193120
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
92675693.60000000
USD
125875000.00000000
SGD
2020-03-18
982716.68
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
90553.87000000
0.005747561520
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13395513.15000000
USD
18125000.00000000
SGD
2020-03-18
90553.87
N
N
N
TORONTO DOMINION BANK NY
PT3QB789TSUIDF371261
Toronto-Dominion Bank/NY
89114N4L6
30000000.00000000
PA
USD
30007903.80000000
1.904637241694
Long
DBT
CORP
CA
N
2
2020-10-20
Floating
2.07000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
3526.28000000
0.000223817173
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
34800000.00000000
TRY
5742855.71000000
USD
2020-03-18
3526.28
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 MAR20 XSAF 20200319
000000000
44.00000000
NC
-20950.93000000
-0.00132978037
N/A
DE
ZA
N
2
South African Futures Exchange
N/A
Long
FTSE/JSE TOP 40
AIH0 Index
2020-03-19
22904930
ZAR
-20950.93
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
50957.63000000
0.003234341208
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14842278.23000000
USD
22100000.00000000
NZD
2020-03-18
50957.63
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
315568.24000000
0.020029490437
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10621704.99000000
USD
96000000.00000000
NOK
2020-03-18
315568.24
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
479727.81000000
0.030448893028
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
21556870.05000000
USD
32700000.00000000
NZD
2020-03-18
479727.81
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-9573.78000000
-0.00060765917
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8152993.93000000
USD
76000000.00000000
SEK
2020-03-18
-9573.78
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
CAN 10YR BOND FUT MAR20 XMOD 20200320
000000000
671.00000000
NC
-1424373.34000000
-0.09040666510
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Canadian Government Bond
CNH0 Comdty
2020-03-20
94098700
CAD
-1424373.34
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-18461.93000000
-0.00117180059
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
101500000.00000000
MXN
5290404.78000000
USD
2020-03-18
-18461.93
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
1337.00000000
NC
USD
-1749156.28000000
-0.11102102348
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
173449203.16
USD
-1749156.28
N
N
N
SUMITOMO MITSUI TRUST NY
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Sumitomo Mitsui Trust Bank Limited/ New York
86564FZ48
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PA
USD
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0.634857811370
Long
DBT
CORP
JP
N
2
2020-02-13
Floating
1.97000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
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000000000
1.00000000
NC
-1362063.99000000
-0.08645181676
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
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PLN
71004392.70000000
USD
2020-03-18
-1362063.99
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
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000000000
1.00000000
NC
32785.95000000
0.002080963128
N/A
DFE
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N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14725669.50000000
USD
21900000.00000000
NZD
2020-03-18
32785.95
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78012UQF5
30000000.00000000
PA
USD
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1.903920410814
Long
DBT
CORP
CA
N
2
2020-07-10
Floating
1.93000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
4197.78000000
0.000266438074
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
24640363.19000000
USD
230000000.00000000
SEK
2020-03-18
4197.78
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
91117.64000000
0.005783344670
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10976758.05000000
USD
14875000.00000000
SGD
2020-03-18
91117.64
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
133464.12000000
0.008471125976
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12848423.55000000
USD
12500000.00000000
CHF
2020-03-18
133464.12
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RDH0
45500000.00000000
PA
USD
45499481.30000000
2.887906037667
Long
DBT
CORP
SE
N
2
2020-05-18
Floating
1.93000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT FEB20 XNYM 20200131
000000000
255.00000000
NC
USD
302706.60000000
0.019213146893
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harb Ultra Low Sulfur Diesel
HOG0 Comdty
2020-01-31
21361481.4
USD
302706.6
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR20 XEUR 20200306
000000000
727.00000000
NC
-1003035.32000000
-0.06366384129
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-OAT
OATH0 Comdty
2020-03-06
119228000
EUR
-1003035.32
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR JUN20 XCME 20200615
000000000
4529.00000000
NC
USD
-806812.50000000
-0.05120934620
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Eurodollar Time Deposit
EDM0 Comdty
2020-06-15
1113921787.5
USD
-806812.5
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-7296.31000000
-0.00046310544
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30000000.00000000
TRY
4940401.47000000
USD
2020-03-18
-7296.31
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
96009.51000000
0.006093837461
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9204726.37000000
USD
12500000.00000000
SGD
2020-03-18
96009.51
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAR20 XCBT 20200313
000000000
416.00000000
NC
USD
136762.50000000
0.008680478066
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
W H0 Comdty
2020-03-13
11485237.5
USD
136762.5
N
N
N
NORINCHUKIN BK
N/A
NORINCHUKIN BK
65602VWR3
15000000.00000000
PA
USD
15000523.35000000
0.952101006712
Long
STIV
CORP
JP
N
2
2020-03-27
Fixed
1.90000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
90DAY STERLING FU MAR20 IFLL 20200318
000000000
-1434.00000000
NC
-22534.75000000
-0.00143030730
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
90 Day Sterling (LIBOR)
L H0 Comdty
2020-03-18
-177888612.5
GBP
-22534.75
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
158384.81000000
0.010052871725
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11135857.46000000
USD
10875000.00000000
CHF
2020-03-18
158384.81
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-4839.67000000
-0.00030717959
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
31500000.00000000
TRY
5190243.00000000
USD
2020-03-18
-4839.67
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
2970.81000000
0.000188560833
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
25200000.00000000
TRY
4159036.95000000
USD
2020-03-18
2970.81
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR20 IFUS 20200228
000000000
261.00000000
NC
USD
-53692.80000000
-0.00340794569
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Sugar
SBH0 Comdty
2020-02-28
3976627.2
USD
-53692.8
N
N
N
TORONTO DOMINION BANK NY
PT3QB789TSUIDF371261
Toronto-Dominion Bank/NY
89114N2H7
20000000.00000000
PA
USD
20002601.40000000
1.269588832699
Long
DBT
CORP
CA
N
2
2020-09-04
Floating
1.91000000
N
N
N
N
N
N
CREDIT AGRICOLE
N/A
CREDIT AGRICOLE
22535CKF7
75000000.00000000
PA
USD
74998549.50000000
4.760246880383
Long
STIV
CORP
FR
N
2
2020-01-06
Fixed
1.53000000
N
N
N
N
N
N
COFCO CAPITAL CORP.
N/A
COFCO CAPITAL CORP.
19213WAN2
20000000.00000000
PA
USD
19977841.20000000
1.268017273441
Long
STIV
CORP
US
N
2
2020-01-22
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
64380.15000000
0.004086284471
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
27900000.00000000
TRY
4665739.09000000
USD
2020-03-18
64380.15
N
N
N
LANDESBANK BADEN-WUR
B81CK4ESI35472RHJ606
LANDESBANK BADEN-WUR
51501GMF5
4500000.00000000
PA
USD
4500038.79000000
0.285622798767
Long
STIV
CORP
DE
N
2
2020-01-17
Fixed
1.78000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
92350.63000000
0.005861604008
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9580414.68000000
USD
13000000.00000000
SGD
2020-03-18
92350.63
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAR20 XCBT 20200313
000000000
-276.00000000
NC
USD
-917887.50000000
-0.05825940818
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Soybean
S H0 Comdty
2020-03-13
-12268012.5
USD
-917887.5
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
553272.74000000
0.035116876954
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12207597.60000000
USD
180500000.00000000
ZAR
2020-03-18
553272.74
N
N
N
FIXED INC CLEARING CORP.REPO
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
247121.75000000
PA
USD
247121.75000000
0.015685110543
Long
RA
CORP
US
N
2
Repurchase
N
0.90000000
2020-01-02
250000.00000000
USD
256759.50000000
USD
UST
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR FEB20 XNYM 20200129
000000000
-1290.00000000
NC
USD
1166280.00000000
0.074025174735
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Natural Gas
NGG20 Comdty
2020-01-29
-29404380
USD
1166280
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
553336.33000000
0.035120913087
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22004789.71000000
USD
198000000.00000000
NOK
2020-03-18
553336.33
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
177955.68000000
0.011295058053
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
16114773.19000000
USD
311500000.00000000
MXN
2020-03-18
177955.68
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR20 XEUR 20200306
000000000
929.00000000
NC
-521029.63000000
-0.03307036852
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bobl (FGBM)
OEH0 Comdty
2020-03-06
124606770
EUR
-521029.63
N
N
N
ICE Futures U.S.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR20 IFUS 20200320
000000000
1638.00000000
NC
USD
3899830.00000000
0.247526835055
N/A
DE
US
N
1
ICE Futures U.S.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH0 Index
2020-03-20
87844550
USD
3899830
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE MAR20 XEUR 20200320
000000000
144.00000000
NC
-565690.31000000
-0.03590503484
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXH0 Index
2020-03-20
48101400
EUR
-565690.31
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
135934.27000000
0.008627909326
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6699861.50000000
USD
60000000.00000000
NOK
2020-03-18
135934.27
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE MAR20 IFUS 20200316
000000000
312.00000000
NC
USD
-47050.00000000
-0.00298631929
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cocoa
CCH0 Comdty
2020-03-16
7971850
USD
-47050
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR20 XEUR 20200306
000000000
457.00000000
NC
379964.64000000
0.024116806315
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Long-Term Euro-BTP (FBTP)
IKH0 Comdty
2020-03-06
64765480
EUR
379964.64
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR20 XEUR 20200306
000000000
654.00000000
NC
-1195754.59000000
-0.07589596191
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Euro-Bund (FGBL)
RXH0 Comdty
2020-03-06
112566480
EUR
-1195754.59
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
147525.97000000
0.009363648272
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9588889.78000000
USD
9375000.00000000
CHF
2020-03-18
147525.97
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
95908.35000000
0.006087416715
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11427817.14000000
USD
17100000.00000000
NZD
2020-03-18
95908.35
N
N
N
ICE Futures U.S.
5493004R83R1LVX2IL36
MSCI EAFE MAR20 IFUS 20200320
000000000
1288.00000000
NC
USD
2999920.00000000
0.190408480118
N/A
DE
US
N
1
ICE Futures U.S.
5493004R83R1LVX2IL36
Long
MSCI EAFE
MFSH0 Index
2020-03-20
128150680
USD
2999920
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
139911.24000000
0.008880332328
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6695884.53000000
USD
60000000.00000000
NOK
2020-03-18
139911.24
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
147282.00000000
0.009348163207
N/A
DFE
MX
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7802942.04000000
USD
152000000.00000000
MXN
2020-03-18
147282
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR20 IFUS 20200319
000000000
364.00000000
NC
USD
416662.50000000
0.026446063010
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Coffee
KCH0 Comdty
2020-03-19
17287387.5
USD
416662.5
N
N
N
DG BANK NY BRANCH
N/A
DG BANK NY BRANCH
23328AJ70
19000000.00000000
PA
USD
19003233.99000000
1.206157797999
Long
STIV
CORP
DE
N
2
2020-01-24
Fixed
2.09000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
57360.39000000
0.003640731979
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5135394.68000000
USD
5000000.00000000
CHF
2020-03-18
57360.39
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
AUST 10Y BOND FUT MAR20 XSFE 20200316
000000000
1095.00000000
NC
-2077597.62000000
-0.13186758484
N/A
DIR
AU
N
1
ASX - Trade24
549300USWUR0S7VMM868
Long
10 Year Commonwealth Treasury Bond
XMH0 Comdty
2020-03-16
159499758.6
AUD
-2077597.62
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAR20 XLME 20200316
000000000
431.00000000
NC
USD
-929325.00000000
-0.05898535987
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel
LNH0 Comdty
2020-03-16
37197975
USD
-929325
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR20 XCME 20200320
000000000
1362.00000000
NC
USD
1706827.50000000
0.108334365616
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTYH0 Index
2020-03-20
112061032.5
USD
1706827.5
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAR20 XLME 20200316
000000000
-347.00000000
NC
USD
-891120.78000000
-0.05656049272
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Nickel
LNH0 Comdty
2020-03-16
-28308929.22
USD
-891120.78
N
N
N
MUFG BK LTD N Y BRH DISC COML
C3GTMMZIHMY46P4OIX74
MUFG BK LTD N Y BRH DISC COML
55379WX84
50000000.00000000
PA
USD
50012921.50000000
3.174379439821
Long
STIV
CORP
JP
N
2
2020-02-18
Fixed
2.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE FEB20 XNYM 20200121
000000000
618.00000000
NC
USD
1233280.00000000
0.078277744193
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Light Sweet Crude Oil
CLG0 Comdty
2020-01-21
36501800
USD
1233280
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
109668.01000000
0.006960758654
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7809283.47000000
USD
7625000.00000000
CHF
2020-03-18
109668.01
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR20 XLME 20200316
000000000
-617.00000000
NC
USD
-220302.00000000
-0.01398282920
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Zinc
LXH0 Comdty
2020-03-16
-34867716.75
USD
-220302
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR MAR20 XCBT 20200313
000000000
-669.00000000
NC
USD
-358430.00000000
-0.02274997717
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Soybean Meal
SMH0 Comdty
2020-03-13
-20026000
USD
-358430
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
132139.59000000
0.008387056486
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11162102.68000000
USD
10875000.00000000
CHF
2020-03-18
132139.59
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
1018.81000000
0.000064665078
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18600000.00000000
TRY
3068591.43000000
USD
2020-03-18
1018.81
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
72146.60000000
0.004579230263
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14437001.37000000
USD
19500000.00000000
SGD
2020-03-18
72146.6
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
50124.46000000
0.003181458920
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5090662.08000000
USD
19500000.00000000
PLN
2020-03-18
50124.46
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE APR20 XCME 20200415
000000000
-304.00000000
NC
USD
-374010.00000000
-0.02373885825
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Lean Hogs
LHJ0 Comdty
2020-04-15
-9101670
USD
-374010
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
441266.66000000
0.028007718225
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15281063.61000000
USD
138000000.00000000
NOK
2020-03-18
441266.66
N
N
N
NATIONAL AUSTRALIA BK/NY
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd/New York
63253TS41
50000000.00000000
PA
USD
49991937.50000000
3.173047560455
Long
DBT
CORP
AU
N
2
2020-05-20
Floating
1.91000000
N
N
N
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN20 XMRV 20200117
000000000
491.00000000
NC
-155562.78000000
-0.00987375413
N/A
DE
ES
N
2
Meff Financial Derivatives
N/A
Long
IBEX 35 Index
IBF0 Index
2020-01-17
47031200
EUR
-155562.78
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR20 XCEC 20200327
000000000
389.00000000
NC
USD
-44150.00000000
-0.00280225285
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Copper
HGH0 Comdty
2020-03-27
27244975
USD
-44150
N
N
N
NATIONAL BANK OF KUWAIT TIME DEPOSIT
N/A
NATIONAL BANK OF KUWAIT TIME DEPOSIT
000000000
45000000.00000000
PA
USD
45000000.00000000
2.856203367202
Long
STIV
CORP
US
N
2
2020-01-02
Variable
1.50000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
90395.47000000
0.005737507684
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8652296.25000000
USD
11750000.00000000
SGD
2020-03-18
90395.47
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
74883.64000000
0.004752953438
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7923749.21000000
USD
10750000.00000000
SGD
2020-03-18
74883.64
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR MAR20 XCBT 20200313
000000000
1682.00000000
NC
USD
1482126.00000000
0.094072294929
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Oil
BOH0 Comdty
2020-03-13
33607758
USD
1482126
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
1342.00000000
NC
-167949.84000000
-0.01065997552
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH0 Index
2020-03-20
50241640
EUR
-167949.84
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
45987.30000000
0.002918868469
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6808394.75000000
USD
26000000.00000000
PLN
2020-03-18
45987.3
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR20 XLME 20200316
000000000
460.00000000
NC
USD
-105161.75000000
-0.00667474098
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Primary Aluminum
LAH20 Comdty
2020-03-16
20920161.75
USD
-105161.75
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB20 XCEC 20200226
000000000
628.00000000
NC
USD
2960780.00000000
0.187924217901
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Gold (100 oz)
GCG0 Comdty
2020-02-26
92689900
USD
2960780
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT MAR20 XEUR 20200306
000000000
-4128.00000000
NC
245495.25000000
0.015581874659
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Schatz Futures (FGBS)
DUH0 Comdty
2020-03-06
-462162700
EUR
245495.25
N
N
N
BANK OF NOVA SCOTIA
N/A
BANK OF NOVA SCOTIA
06417MBP9
70000000.00000000
PA
USD
70021512.40000000
4.444348433189
Long
STIV
CORP
CA
N
2
2020-03-10
Variable
2.00000000
N
N
N
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JAN20 XHKF 20200130
000000000
334.00000000
NC
216069.97000000
0.013714217241
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng China Enterprises Index
HCF0 Index
2020-01-30
185696200
HKD
216069.97
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-17755.85000000
-0.00112698485
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
81000000.00000000
MXN
4218876.70000000
USD
2020-03-18
-17755.85
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
283548.54000000
0.017997162104
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22824211.51000000
USD
22250000.00000000
CHF
2020-03-18
283548.54
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURR FUT MAR20 XCME 20200316
000000000
-2367.00000000
NC
USD
459920.00000000
0.029191667836
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
JPN Yen Currency Future
JYH0 Curncy
2020-03-16
-274011151.25
USD
459920
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-1885734.12000000
-0.11968978095
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
91439063.95000000
USD
543000000.00000000
TRY
2020-03-18
-1885734.12
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAR20 XCEC 20200327
000000000
337.00000000
NC
USD
1413090.00000000
0.089690498136
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIH0 Comdty
2020-03-27
28783795
USD
1413090
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
-11973.52000000
-0.00075997351
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6869615.75000000
USD
97000000.00000000
ZAR
2020-03-18
-11973.52
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR20 XCBT 20200331
000000000
2110.00000000
NC
USD
-1086780.45000000
-0.06897924401
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH0 Comdty
2020-03-31
251352561.7
USD
-1086780.45
N
N
N
COFCO CAPITAL CORP.
N/A
COFCO CAPITAL CORP.
19213WAF9
15000000.00000000
PA
USD
14988874.95000000
0.951361668950
Long
STIV
CORP
US
N
2
2020-01-15
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G FEB20 IFEU 20200212
000000000
426.00000000
NC
USD
554175.00000000
0.035174144467
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Low Sulfur Gas Oil
QSG0 Comdty
2020-02-12
25591575
USD
554175
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
66746.67000000
0.004236490302
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6787635.38000000
USD
26000000.00000000
PLN
2020-03-18
66746.67
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR20 XCME 20200320
000000000
743.00000000
NC
USD
4530473.00000000
0.287554494169
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
NASDAQ 100 Stock Index
NQH0 Index
2020-03-20
125527962
USD
4530473
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558TRC1
60000000.00000000
PA
USD
59999854.20000000
3.808261902171
Long
DBT
CORP
FI
N
2
2020-06-11
Floating
1.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR20 XCME 20200320
000000000
888.00000000
NC
USD
3878630.00000000
0.246181245914
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESH0 Index
2020-03-20
139582210
USD
3878630
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
74080.86000000
0.004702000039
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2294280.12000000
USD
33500000.00000000
ZAR
2020-03-18
74080.86
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-12336.52000000
-0.00078301355
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18300000.00000000
TRY
3005759.13000000
USD
2020-03-18
-12336.52
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR20 XCBT 20200320
000000000
613.00000000
NC
USD
-2189405.99000000
-0.13896419468
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH0 Comdty
2020-03-20
97759937.24
USD
-2189405.99
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-3664793.08000000
-0.23260876300
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
180625000.00000000
CHF
183923483.76000000
USD
2020-03-18
-3664793.08
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BP CURRENCY FUT MAR20 XCME 20200316
000000000
744.00000000
NC
USD
414906.25000000
0.026334591740
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
British Pound Currency Future
BPH0 Curncy
2020-03-16
61392893.75
USD
414906.25
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR20 XCBT 20200313
000000000
-1385.00000000
NC
USD
-95325.00000000
-0.00605039079
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Corn
C H0 Comdty
2020-03-13
-26756362.5
USD
-95325
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TE9
19400000.00000000
PA
USD
19371896.97000000
1.229557274551
Long
STIV
UST
US
N
2
2020-02-06
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TM1
26400000.00000000
PA
USD
26298231.70000000
1.669179954067
Long
STIV
UST
US
N
2
2020-04-02
None
0.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
INR/USD JAN20 XSIM 20200129
000000000
1413.00000000
NC
USD
-353924.00000000
-0.02246397601
N/A
DFE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
INR USD Currency Future
XIDF0 Curncy
2020-01-29
39875534
USD
-353924
N
N
N
NORINCHUKIN BK
5493007VSMFZCPV1NB83
NORINCHUKIN BK
65602VUZ7
50000000.00000000
PA
USD
50001856.00000000
3.173677099413
Long
STIV
CORP
JP
N
2
2020-02-20
Fixed
1.87000000
N
N
N
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT MAR20 XDMI 20200320
000000000
335.00000000
NC
148045.45000000
0.009396620284
N/A
DE
IT
N
2
Italian Derivatives Market
N/A
Long
FTSE/MIB Index
STZ7 Index
2020-03-20
39111250
EUR
148045.45
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
32914.08000000
0.002089095691
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
252000000.00000000
MXN
13213548.67000000
USD
2020-03-18
32914.08
N
N
N
DG BANK NY BRANCH
N/A
DG BANK NY BRANCH
23328AK94
50000000.00000000
PA
USD
49998782.50000000
3.173482020723
Long
STIV
CORP
DE
N
2
2020-03-27
Variable
1.87000000
N
N
N
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JAN20 XEUE 20200117
000000000
450.00000000
NC
-254479.79000000
-0.01615213406
N/A
DE
NL
N
2
Euronext Eqf, Equities And Indices Derivatives
N/A
Long
Amsterdam Index
EOF0 Index
2020-01-17
54735300
EUR
-254479.79
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
139377.36000000
0.008846446332
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10537640.84000000
USD
40500000.00000000
PLN
2020-03-18
139377.36
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI TAIWAN INDEX JAN20 XSIM 20200130
000000000
1153.00000000
NC
USD
20225.74000000
0.001283751704
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Taiwan Index
TWF0 Index
2020-01-30
53042870
USD
20225.74
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
AUST 3YR BOND FUT MAR20 XSFE 20200316
000000000
3489.00000000
NC
-1932399.06000000
-0.12265166004
N/A
DIR
AU
N
1
ASX - Trade24
549300USWUR0S7VMM868
Long
3 Year Commonwealth Treasury Bond
YMH0 Comdty
2020-03-16
404036380.68
AUD
-1932399.06
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
128861.79000000
0.008179010633
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7688402.28000000
USD
11600000.00000000
NZD
2020-03-18
128861.79
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
51341.52000000
0.003258707162
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3624920.30000000
USD
52000000.00000000
ZAR
2020-03-18
51341.52
N
N
N
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
CAC40 10 EURO FUT JAN20 XPAR 20200117
000000000
774.00000000
NC
273823.53000000
0.017379904186
N/A
DE
FR
N
2
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
Long
CAC 40 Index
CFF0 Index
2020-01-17
46066590
EUR
273823.53
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN20 XHKF 20200130
000000000
98.00000000
NC
119223.40000000
0.007567250589
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng Index
HIF0 Index
2020-01-30
137675150
HKD
119223.4
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
2455.00000000
NC
USD
-460312.50000000
-0.02921658027
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
529512812.5
USD
-460312.5
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
205117.50000000
0.013019050981
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9137136.72000000
USD
82000000.00000000
NOK
2020-03-18
205117.5
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-259154.29000000
-0.01644883012
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
148000000.00000000
CNY
20965132.72000000
USD
2020-03-18
-259154.29
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
246558.75000000
0.015649376265
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11374294.06000000
USD
102000000.00000000
NOK
2020-03-18
246558.75
N
N
N
BANK OF MONTREAL CHICAGO
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal/Chicago IL
06370RXN4
30000000.00000000
PA
USD
30006818.40000000
1.904568350069
Long
DBT
CORP
CA
N
2
2020-04-03
Floating
1.94000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
94296.22000000
0.005985092912
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10043505.89000000
USD
13625000.00000000
SGD
2020-03-18
94296.22
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR20 XMOD 20200319
000000000
478.00000000
NC
252088.87000000
0.016000379540
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
S&P/TSX 60 Index
PTH0 Index
2020-03-19
96458090
CAD
252088.87
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
76355.76000000
0.004846390640
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12014600.88000000
USD
16250000.00000000
SGD
2020-03-18
76355.76
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
3MO EURO EURIBOR MAR20 IFLL 20200316
000000000
-5019.00000000
NC
226387.09000000
0.014369057083
N/A
DIR
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
Euribor 3 Month
ERH0 Comdty
2020-03-16
-1259782612.5
EUR
226387.09
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT FEB20 XCME 20200131
000000000
-180.00000000
NC
USD
-80750.00000000
-0.00512529826
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Brazilian Real Currency Future
BRG0 Curncy
2020-01-31
-4430050
USD
-80750
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
SPI 200 FUTURES MAR20 XSFE 20200319
000000000
545.00000000
NC
-728537.97000000
-0.04624116895
N/A
DE
AU
N
2
ASX - Trade24
549300USWUR0S7VMM868
Long
S&P/ASX 200
XPH0 Index
2020-03-19
91088850
AUD
-728537.97
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT FEB20 XNYM 20200131
000000000
602.00000000
NC
USD
847698.60000000
0.053804435459
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Gasoline
XBG0 Comdty
2020-01-31
41894903.4
USD
847698.6
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE MAR20 XLME 20200316
000000000
-134.00000000
NC
USD
-1055441.25000000
-0.06699010782
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Copper
LPH20 Comdty
2020-03-16
-19630808.75
USD
-1055441.25
N
N
N
SEB TIME DEPOSIT
F3JS33DEI6XQ4ZBPTN86
SEB TIME DEPOSIT
000000000
30000000.00000000
PA
USD
30000000.00000000
1.904135578135
Long
STIV
CORP
US
N
2
2020-01-02
Variable
1.50000000
N
N
N
N
N
N
OVERSEA-CHINESE BK CO NY
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd/New York
69033MLX3
50000000.00000000
PA
USD
49999895.50000000
3.173552664153
Long
DBT
CORP
SG
N
2
2020-06-16
Floating
1.96000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
180582.18000000
0.011461765123
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4148755.14000000
USD
38000000.00000000
NOK
2020-03-18
180582.18
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) MAR20 XOSE 20200312
000000000
257.00000000
NC
254229.76000000
0.016136264367
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NKH0 Index
2020-03-12
6001335500
JPY
254229.76
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
148461.73000000
0.009423042069
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3032918.69000000
USD
45000000.00000000
ZAR
2020-03-18
148461.73
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR20 XLME 20200316
000000000
384.00000000
NC
USD
-214277.00000000
-0.01360041530
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc
LXH0 Comdty
2020-03-16
22051877
USD
-214277
N
N
N
MIZUHO BANK LTD/NY
RB0PEZSDGCO3JS6CEU02
Mizuho Bank Ltd/New York NY
60710AHC9
65000000.00000000
PA
USD
64990918.85000000
4.125050694599
Long
DBT
CORP
JP
N
2
2020-04-20
Floating
1.96000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
16488.32000000
0.001046533224
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2245826.64000000
USD
32000000.00000000
ZAR
2020-03-18
16488.32
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564F3B7
12000000.00000000
PA
USD
11999690.88000000
0.761634611041
Long
STIV
CORP
JP
N
2
2020-03-09
Fixed
1.89000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAR20 XLME 20200316
000000000
-1066.00000000
NC
USD
-1858727.50000000
-0.11797563876
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Primary Aluminum
LAH20 Comdty
2020-03-16
-46377772.5
USD
-1858727.5
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
33980.77000000
0.002156799770
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11100000.00000000
TRY
1864628.95000000
USD
2020-03-18
33980.77
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
242525.88000000
0.015393405224
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9461664.00000000
USD
14400000.00000000
NZD
2020-03-18
242525.88
N
N
N
COFCO CAPITAL CORP.
N/A
COFCO CAPITAL CORP.
19213WA85
32290000.00000000
PA
USD
32277414.00000000
2.048685745586
Long
STIV
CORP
US
N
2
2020-01-08
None
0.00000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, N.A.
06053P4A2
50000000.00000000
PA
USD
50006476.00000000
3.173970336292
Long
STIV
CORP
US
N
2
2020-01-09
Variable
2.02000000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE MAR20 XLME 20200316
000000000
245.00000000
NC
USD
256544.75000000
0.016283199528
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Copper
LPH20 Comdty
2020-03-16
37565330.25
USD
256544.75
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-56908.19000000
-0.00361203030
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10129033.11000000
USD
94000000.00000000
SEK
2020-03-18
-56908.19
N
N
N
BANK OF MONTREAL-
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL-
06367BDB2
46000000.00000000
PA
USD
46003641.82000000
2.919905703775
Long
STIV
CORP
CA
N
2
2020-02-28
Fixed
1.95000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
222170.19000000
0.014101405439
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6776866.73000000
USD
99000000.00000000
ZAR
2020-03-18
222170.19
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
269967.99000000
0.017135188490
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9905953.34000000
USD
15100000.00000000
NZD
2020-03-18
269967.99
N
N
N
MITSUBISHI TST&BNK C
JBONEPAGQXF4QP29B387
MITSUBISHI TST&BNK C
60683BVK6
20000000.00000000
PA
USD
20001871.80000000
1.269542524122
Long
STIV
CORP
US
N
2
2020-02-06
Fixed
2.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-23668.59000000
-0.00150227347
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
21247955.60000000
USD
148000000.00000000
CNY
2020-03-18
-23668.59
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT MAR20 XCME 20200316
000000000
-1776.00000000
NC
USD
-3387720.00000000
-0.21502260602
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Euro FX Currency Future
ECH0 Curncy
2020-03-16
-247072680
USD
-3387720
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR20 IFUS 20200309
000000000
-230.00000000
NC
USD
-361710.00000000
-0.02295816266
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Cotton
CTH0 Comdty
2020-03-09
-7579040
USD
-361710
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
124305.86000000
0.007889840353
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30600000.00000000
TRY
5170957.60000000
USD
2020-03-18
124305.86
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
485313.80000000
0.030803442438
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13641997.46000000
USD
124000000.00000000
NOK
2020-03-18
485313.8
N
N
N
SUMITOMO MITSUI TRUST NY
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST NY
86564FP80
50000000.00000000
PA
USD
50011593.00000000
3.174295118350
Long
STIV
CORP
JP
N
2
2020-02-14
Fixed
2.02000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
45168.12000000
0.002866874142
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
26400000.00000000
TRY
4399142.17000000
USD
2020-03-18
45168.12
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
85526.92000000
0.005428495042
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8222881.19000000
USD
8000000.00000000
CHF
2020-03-18
85526.92
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-163592.63000000
-0.01038341823
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11100000.00000000
NZD
7316720.40000000
USD
2020-03-18
-163592.63
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM FUTURE APR20 XNYM 20200428
000000000
496.00000000
NC
USD
864940.00000000
0.054898767565
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Platinum
PLJ0 Comdty
2020-04-28
23384500
USD
864940
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JAN20 XSTO 20200117
000000000
2590.00000000
NC
-456516.65000000
-0.02897565317
N/A
DE
SE
N
2
Nasdaq Nordic
N/A
Long
OMXS30 Index
QCF0 Index
2020-01-17
462493861
SEK
-456516.65
N
N
N
NATIONAL BANK OF KUWAIT SAKP
N/A
NATIONAL BANK OF KUWAIT SAKP
63375P6Y0
10200000.00000000
PA
USD
10200009.89000000
0.647406724296
Long
STIV
CORP
KW
N
2
2020-01-02
Fixed
1.81000000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR MAR20 IFEU 20200131
000000000
962.00000000
NC
USD
2749290.00000000
0.174500696787
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Brent Crude Oil
COH0 Comdty
2020-01-31
60742710
USD
2749290
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
BANK OF AMERICA, N.A.
06053P5Q6
15000000.00000000
PA
USD
14999258.25000000
0.952020709315
Long
STIV
CORP
US
N
2
2020-06-15
Variable
1.84000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
334.00000000
NC
USD
-1608203.13000000
-0.10207455989
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
62281390.63
USD
-1608203.13
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR APR20 XCME 20200430
000000000
797.00000000
NC
USD
377620.00000000
0.023967989233
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
LCJ0 Comdty
2020-04-30
40165770
USD
377620
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 JAN20 XSIM 20200123
000000000
2781.00000000
NC
USD
645628.11000000
0.040978781816
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
FTSE China A50 Index
XUF0 Index
2020-01-23
39490200
USD
645628.11
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD CURRENCY FUT MAR20 XCME 20200317
000000000
1072.00000000
NC
USD
840790.00000000
0.053365938424
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Canadian Dollar FX Currency Future
CDH0 Curncy
2020-03-17
81794330
USD
840790
N
N
N
SUMITOMO MITSUI BKG CORP
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI BKG CORP
86565BU58
60000000.00000000
PA
USD
60020797.80000000
3.809591217301
Long
STIV
CORP
JP
N
2
2020-02-10
Fixed
2.01000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
127933.30000000
0.008120078271
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6462818.68000000
USD
25000000.00000000
PLN
2020-03-18
127933.3
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR20 XOSE 20200312
000000000
357.00000000
NC
-273628.52000000
-0.01736752667
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH0 Index
2020-03-12
6126655500
JPY
-273628.52
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TA7
33000000.00000000
PA
USD
32990976.48000000
2.093976402433
Long
STIV
UST
US
N
2
2020-01-09
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
88532.60000000
0.005619269116
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18475566.77000000
USD
17875000.00000000
CHF
2020-03-18
88532.6
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
90265.80000000
0.005729277375
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11070617.25000000
USD
15000000.00000000
SGD
2020-03-18
90265.8
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUDUSD CRNCY FUT MAR20 XCME 20200316
000000000
-491.00000000
NC
USD
-905895.00000000
-0.05749822998
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Australian Dollar Currency Future
ADH0 Curncy
2020-03-16
-33650685
USD
-905895
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR20 XCME 20200320
000000000
532.00000000
NC
USD
2259040.00000000
0.143383947881
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P MID 400 EMINI Index
FAH0 Index
2020-03-20
107588320
USD
2259040
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
127487.92000000
0.008091809475
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4429709.26000000
USD
40000000.00000000
NOK
2020-03-18
127487.92
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JAN20 XSIM 20200130
000000000
871.00000000
NC
52668.16000000
0.003342910576
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
MSCI Singapore Index
QZF0 Index
2020-01-30
32321071
SGD
52668.16
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796TH2
25000000.00000000
PA
USD
24934265.50000000
1.582607401774
Long
STIV
UST
US
N
2
2020-03-05
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
78451.76000000
0.004979426246
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7962265.65000000
USD
30500000.00000000
PLN
2020-03-18
78451.76
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-395696.98000000
-0.02511535659
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
23700000.00000000
NZD
15575782.20000000
USD
2020-03-18
-395696.98
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
117442.34000000
0.007454204599
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7801509.14000000
USD
7625000.00000000
CHF
2020-03-18
117442.34
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
94649.00000000
0.006007484277
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9931184.79000000
USD
88000000.00000000
NOK
2020-03-18
94649
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT MAR20 IFLL 20200320
000000000
397.00000000
NC
210797.06000000
0.013379539390
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Long
FTSE 100 Index
Z H0 Index
2020-03-20
29577930
GBP
210797.06
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI E-CBOT MAR20 XCBT 20200320
000000000
941.00000000
NC
USD
2197905.00000000
0.139503636928
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
DJ Industrial Average Mini
DMH0 Index
2020-03-20
131932235
USD
2197905
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-257434.54000000
-0.01633967555
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
18900000.00000000
NZD
12479314.68000000
USD
2020-03-18
-257434.54
N
N
N
LANDESBK HESSEN-THUR
DIZES5CFO5K3I5R58746
LANDESBK HESSEN-THUR
51500VKA6
40000000.00000000
PA
USD
40007744.40000000
2.539338983766
Long
STIV
CORP
DE
N
2
2020-02-06
Fixed
1.81000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
45778.49000000
0.002905615050
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2958858.57000000
USD
42500000.00000000
ZAR
2020-03-18
45778.49
N
N
N
2020-01-28
Natixis Funds Trust II
John Sgroi
John Sgroi
VP