0001752724-21-189965.txt : 20210827
0001752724-21-189965.hdr.sgml : 20210827
20210827142612
ACCESSION NUMBER: 0001752724-21-189965
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
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: 211217740
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
AlphaSimplex Managed Futures Strategy Fund
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NPORT-P
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617-449-2822
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2021-12-31
2021-06-30
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2022-02-24
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Chicago Mercantile Exchange
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E-mini S&P MidCap 400 Index
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UBS AG
BFM8T61CT2L1QCEMIK50
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DFE
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UBS AG
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United States Treasury
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United States Treasury Bill
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USD
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STIV
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US
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2021-12-09
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Canadian Imperial Bank of Commerce/New York NY
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IBN1 Index
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Singapore Exchange Derivatives Clearing Limited
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XUN1 Index
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USD
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XIDN1 Curncy
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Low Sulfur Gas Oil
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STIV
UST
US
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2021-12-16
None
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2021-08-17
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2021-09-23
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UBS AG
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2021-09-15
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USD
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SE
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2
2021-08-17
Fixed
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N
N
N
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000000000
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-2859865.40000000
-0.18914873625
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UBS AG
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213800NB8G5VRT1DXC91
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USD
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0.070007671938
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London Metal Exchange
213800NB8G5VRT1DXC91
Short
Copper
LPU21 Comdty
2021-09-13
-17468242.50000000
USD
1058492.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE SEP21 XLME 20210913
000000000
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NC
USD
-871898.75000000
-0.05766654147
N/A
DCO
GB
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1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Copper
LPU21 Comdty
2021-09-13
45881498.75000000
USD
-871898.75000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H69
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PA
USD
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1.322531199639
Long
STIV
UST
US
N
2
2021-11-18
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE SEP21 XEUR 20210908
000000000
-384.00000000
NC
-72200.33000000
-0.00477526011
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bobl (FGBM)
OEU1 Comdty
2021-09-08
-51452710.00000000
EUR
-72200.33000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 SEP21 XEUR 20210917
000000000
523.00000000
NC
-123501.80000000
-0.00816828980
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DE
DE
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1
Eurex Deutschland
529900LN3S50JPU47S06
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STOXX EUROPE 600
SXOU1 Index
2021-09-17
11903035.00000000
EUR
-123501.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127963S6
44000000.00000000
PA
USD
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2.910066589414
Long
STIV
UST
US
N
2
2021-07-15
None
0.00000000
N
N
N
N
N
N
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SNZ2OJLFK8MNNCLQOF39
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0.000031085346
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Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Live Cattle
LCQ1 Comdty
2021-08-31
1423140.00000000
USD
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N
N
Nasdaq Stockholm AB
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000000000
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-234804.71000000
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DE
SE
N
2
Nasdaq Nordic
N/A
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OMXS30 Index
QCN1 Index
2021-07-16
172771708.00000000
SEK
-234804.71000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
108623.06000000
0.007184224309
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DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
34500000.00000000
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37468965.92000000
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2021-09-15
108623.06000000
N
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N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710RMS1
60000000.00000000
PA
USD
60008562.00000000
3.968908350328
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STIV
CORP
JP
N
2
2021-11-16
Variable
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N
N
N
N
N
TORONTO-DOMINION
N/A
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89114W5C5
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PA
USD
30000989.10000000
1.984236452076
Long
STIV
CORP
CA
N
2
2021-07-22
Variable
0.15000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
90DAY EUR FUTR SEP21 XCME 20210913
000000000
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USD
-155037.50000000
-0.01025403055
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US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Eurodollar Time Deposit
EDU1 Comdty
2021-09-13
764583337.50000000
USD
-155037.50000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796B40
50000000.00000000
PA
USD
50000000.00000000
3.306951723262
Long
STIV
UST
US
N
2
2021-07-01
None
0.00000000
N
N
N
N
N
N
NORDEA BK AB PUBL NY
N/A
NORDEA BK AB PUBL NY
65558UAY8
25000000.00000000
PA
USD
25005727.75000000
1.653854689485
Long
STIV
CORP
US
N
2
2021-11-08
Variable
0.15000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J83
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PA
USD
39998284.00000000
2.645447884026
Long
STIV
UST
US
N
2
2021-08-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H51
20000000.00000000
PA
USD
19996426.60000000
1.322544348079
Long
STIV
UST
US
N
2
2021-11-12
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-87325.02000000
-0.00577559250
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13352954.00000000
USD
12250000.00000000
CHF
2021-09-15
-87325.02000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
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000000000
1.00000000
NC
-230624.57000000
-0.01525328638
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
136000000.00000000
MXN
6528709.59000000
USD
2021-09-15
-230624.57000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
36455.00000000
0.002411098501
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DFE
US
N
2
UBS AG
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NZD
4648822.20000000
USD
2021-09-15
36455.00000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 SEP21 XEUR 20210917
000000000
758.00000000
NC
-660502.53000000
-0.04368499959
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGU1 Index
2021-09-17
31351200.00000000
EUR
-660502.53000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
73381.19000000
0.004853361054
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8250000.00000000
CHF
9007376.22000000
USD
2021-09-15
73381.19000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
SGX IRON ORE 62 AUG21 XSIM 20210831
000000000
93.00000000
NC
USD
5654.00000000
0.000373950100
N/A
DCO
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX Asiaclear TSI Iron Ore CFR China 62% FE Fines Index
SCOQ1 Comdty
2021-08-31
1883455.00000000
USD
5654.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)SEP21 XCBT 20210921
000000000
-254.00000000
NC
USD
-192484.50000000
-0.01273073897
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYU1 Comdty
2021-09-21
-33462515.50000000
USD
-192484.50000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND SEP21 XEUR 20210908
000000000
-114.00000000
NC
-475817.81000000
-0.03147013053
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Buxl (FGBX)
UBU1 Comdty
2021-09-08
-22768080.00000000
EUR
-475817.81000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
506.32000000
0.000033487515
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7500000.00000000
SGD
5577900.21000000
USD
2021-09-15
506.32000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
9330.49000000
0.000617109599
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11000000.00000000
SGD
8189508.20000000
USD
2021-09-15
9330.49000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE SEP21 XCEC 20210928
000000000
427.00000000
NC
USD
-2919612.50000000
-0.19310035176
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Copper
HGU1 Comdty
2021-09-28
48704687.50000000
USD
-2919612.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR DEC21 XCBT 20211214
000000000
478.00000000
NC
USD
882042.00000000
0.058337406237
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Oil
BOZ1 Comdty
2021-12-14
17117526.00000000
USD
882042.00000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
48243012.26000000
PA
USD
48243012.26000000
3.190746250571
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-07-01
49275400.00000000
USD
49207931.62956600
USD
UST
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT SEP21 XMOD 20210916
000000000
559.00000000
NC
709146.50000000
0.046902264804
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
S&P/TSX 60 Index
PTU1 Index
2021-09-16
133582802.00000000
CAD
709146.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI E-CBOT SEP21 XCBT 20210917
000000000
293.00000000
NC
USD
62030.00000000
0.004102604307
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
DJ Industrial Average Mini
DMU1 Index
2021-09-17
50332505.00000000
USD
62030.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J75
25000000.00000000
PA
USD
24993397.00000000
1.653039145586
Long
STIV
UST
US
N
2
2021-12-23
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964B2
25000000.00000000
PA
USD
24998323.00000000
1.653364946470
Long
STIV
UST
US
N
2
2021-08-12
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE SEP21 IFUS 20210920
000000000
199.00000000
NC
USD
69281.25000000
0.004582194981
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Coffee
KCU1 Comdty
2021-09-20
11852062.50000000
USD
69281.25000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
36876.08000000
0.002438948326
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4000000.00000000
CHF
4368510.03000000
USD
2021-09-15
36876.08000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP21 XCBT 20210921
000000000
-85.00000000
NC
USD
-431296.89000000
-0.02852555987
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
USU1 Comdty
2021-09-21
-13232453.11000000
USD
-431296.89000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
DAX INDEX FUTURE SEP21 XEUR 20210917
000000000
60.00000000
NC
-359517.72000000
-0.02377815487
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
DAX Index
GXU1 Index
2021-09-17
23611100.00000000
EUR
-359517.72000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
-102351.26000000
-0.00676941351
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6888180.49000000
USD
9125000.00000000
SGD
2021-09-15
-102351.26000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT AUG21 XCME 20210730
000000000
375.00000000
NC
USD
-43640.00000000
-0.00288630746
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Brazilian Real Currency Future
BRQ1 Curncy
2021-07-30
7547390.00000000
USD
-43640.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-12008.47000000
-0.00079422861
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11000000.00000000
SGD
8168169.24000000
USD
2021-09-15
-12008.47000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) SEP21 XOSE 20210909
000000000
70.00000000
NC
-225836.81000000
-0.01493662856
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
Nikkei 225 Index
NKU1 Index
2021-09-09
2038980000.00000000
JPY
-225836.81000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI SEP21 XCME 20210917
000000000
213.00000000
NC
USD
1700195.00000000
0.112449255702
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini NASDAQ 100 Index
NQU1 Index
2021-09-17
60278545.00000000
USD
1700195.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
133242.61000000
0.008812537575
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
21875000.00000000
CHF
23821865.80000000
USD
2021-09-15
133242.61000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR SEP21 XNYM 20210827
000000000
504.00000000
NC
USD
180770.00000000
0.011955953260
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas
NGU21 Comdty
2021-08-27
18084190.00000000
USD
180770.00000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-62.00000000
NC
USD
-582218.75000000
-0.03850738597
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNU1 Comdty
2021-09-21
-11364406.25000000
USD
-582218.75000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) OCT21 IFUS 20210930
000000000
752.00000000
NC
USD
791448.00000000
0.052345606549
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Sugar
SBV1 Comdty
2021-09-30
14276225.60000000
USD
791448.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR FUT DEC21 XCME 20220315
000000000
109.00000000
NC
USD
1362.50000000
0.000090114434
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Secured Overnight Financing Rate
SFRZ1 Comdty
2022-03-15
27235012.50000000
USD
1362.50000000
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE SEP21 XCEC 20210928
000000000
90.00000000
NC
USD
-607955.00000000
-0.04020955669
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
Silver
SIU1 Comdty
2021-09-28
12395255.00000000
USD
-607955.00000000
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MXD4
25000000.00000000
PA
USD
25001434.75000000
1.653570754610
Long
STIV
CORP
GB
N
2
2021-08-16
Variable
0.15000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB/New York NY
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB/New York NY
83050PVJ5
18500000.00000000
PA
USD
18500555.93000000
1.223608906280
Long
STIV
CORP
SE
N
2
2021-12-02
Variable
0.13000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
43680.75000000
0.002889002629
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
17500000.00000000
PLN
4634282.30000000
USD
2021-09-15
43680.75000000
N
N
N
SUMITOMO MITSUI BKG CORP
N/A
SUMITOMO MITSUI BKG CORP
86565CA90
40000000.00000000
PA
USD
40008317.20000000
2.646111470187
Long
STIV
CORP
JP
N
2
2021-09-08
Variable
0.19000000
N
N
N
N
N
N
DG BANK NY BRANCH
N/A
DG BANK NY BRANCH
23328AW42
55000000.00000000
PA
USD
54997318.75000000
3.637469560302
Long
STIV
CORP
DE
N
2
2021-09-03
Variable
0.06000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) DEC21 XCBT 20211214
000000000
220.00000000
NC
USD
-164025.00000000
-0.01084845512
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Wheat
W Z1 Comdty
2021-12-14
7699025.00000000
USD
-164025.00000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT AUG21 XNYM 20210730
000000000
209.00000000
NC
USD
485860.20000000
0.032134324513
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Gasoline
XBQ1 Comdty
2021-07-30
19192660.20000000
USD
485860.20000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
27808.69000000
0.001839239906
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
57000000.00000000
ZAR
3981981.05000000
USD
2021-09-15
27808.69000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HSCEI FUTURES JUL21 XHKF 20210729
000000000
114.00000000
NC
-33979.23000000
-0.00224735346
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng China Enterprises Index
HCN1 Index
2021-07-29
60546700.00000000
HKD
-33979.23000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR SEP21 IFEU 20210730
000000000
734.00000000
NC
USD
2371680.00000000
0.156860625260
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Brent Crude Oil
COU1 Comdty
2021-07-30
52399400.00000000
USD
2371680.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-83525.02000000
-0.00552426417
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
104000000.00000000
SEK
12077081.51000000
USD
2021-09-15
-83525.02000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796B57
50000000.00000000
PA
USD
49999623.50000000
3.306926821915
Long
STIV
UST
US
N
2
2021-07-08
None
0.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
CAD CURRENCY FUT SEP21 XCME 20210914
000000000
1640.00000000
NC
USD
-3640146.00000000
-0.24075574175
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Canadian Dollar Currency Future
CDU1 Curncy
2021-09-14
135856946.00000000
USD
-3640146.00000000
N
N
N
ROYAL BK CDA N Y BRH INSTL
N/A
ROYAL BK CDA N Y BRH INSTL 08/21 0.14
78012UF42
20000000.00000000
PA
USD
20001632.40000000
1.322888654664
Long
DBT
CORP
CA
N
2
2021-08-11
Fixed
0.14000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-34196.36000000
-0.00226171423
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7500000.00000000
NZD
5207130.00000000
USD
2021-09-15
-34196.36000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE SEP21 XEUR 20210908
000000000
-402.00000000
NC
-362270.38000000
-0.02396021314
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-OAT
OATU1 Comdty
2021-09-08
-63628560.00000000
EUR
-362270.38000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
90DAY STERLING FU SEP21 IFLL 20210915
000000000
-1938.00000000
NC
-6769.52000000
-0.00044772951
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
90 Day Sterling (LIBOR)
L U1 Comdty
2021-09-15
-242014968.75000000
GBP
-6769.52000000
N
N
N
MITSUBISHI TST&BNK C
N/A
MITSUBISHI TST&BNK C
60683BX32
13000000.00000000
PA
USD
12999750.79000000
0.859790965539
Long
STIV
CORP
US
N
2
2021-09-07
Fixed
0.08000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC21 XCBT 20211214
000000000
553.00000000
NC
USD
-71362.50000000
-0.00471984684
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Corn
C Z1 Comdty
2021-12-14
16343387.50000000
USD
-71362.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-11361.55000000
-0.00075144194
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
24500000.00000000
PLN
6415480.61000000
USD
2021-09-15
-11361.55000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT AUG21 XNYM 20210730
000000000
262.00000000
NC
USD
-32121.60000000
-0.00212449160
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harb Ultra Low Sulfur Diesel
HOQ1 Comdty
2021-07-30
23451934.80000000
USD
-32121.60000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
-5048.20000000
-0.00033388307
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10500000.00000000
SGD
7803303.25000000
USD
2021-09-15
-5048.20000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR SEP21 IFLL 20210913
000000000
421.00000000
NC
12480.02000000
0.000825416472
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Long
Euribor 3 Month
ERU1 Comdty
2021-09-13
105802562.50000000
EUR
12480.02000000
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564GB34
18000000.00000000
PA
USD
17999648.10000000
1.190479346048
Long
STIV
CORP
JP
N
2
2021-09-02
Variable
0.07000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
52327.85000000
0.003460913474
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
32000000.00000000
NOK
3770024.28000000
USD
2021-09-15
52327.85000000
N
N
N
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
FTSE 100 IDX FUT SEP21 IFLL 20210917
000000000
401.00000000
NC
-537241.66000000
-0.03553264466
N/A
DE
GB
N
2
ICE Futures Europe - Financial Products Division
N/A
Long
FTSE 100 Index
Z U1 Index
2021-09-17
28413075.00000000
GBP
-537241.66000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
71327.43000000
0.004717527351
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5000000.00000000
NZD
3565545.00000000
USD
2021-09-15
71327.43000000
N
N
N
Skandinaviska Enskilda Banken AB/New York NY
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB/New York NY
83050PQW2
50000000.00000000
PA
USD
50002290.50000000
3.307103214720
Long
STIV
CORP
SE
N
2
2021-07-15
Fixed
0.18000000
N
N
N
N
N
N
Italian Derivatives Market
N/A
FTSE/MIB IDX FUT SEP21 XDMI 20210917
000000000
186.00000000
NC
-536154.70000000
-0.03546075418
N/A
DE
IT
N
2
Italian Derivatives Market
N/A
Long
FTSE/MIB Index
STU1 Index
2021-09-17
23740640.00000000
EUR
-536154.70000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
5729.31000000
0.000378931031
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
26500000.00000000
ZAR
1844072.60000000
USD
2021-09-15
5729.31000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
464.68000000
0.000030733486
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11500000.00000000
SGD
8552468.65000000
USD
2021-09-15
464.68000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD PLN
000000000
1.00000000
NC
-51058.66000000
-0.00337697047
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
39500000.00000000
PLN
10310584.83000000
USD
2021-09-15
-51058.66000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
-1071695.02000000
-0.07088087386
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
105835729.27000000
USD
681000000.00000000
CNY
2021-09-15
-1071695.02000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV21 XCBT 20211112
000000000
342.00000000
NC
USD
-743950.00000000
-0.04920413469
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean
S X1 Comdty
2021-11-12
24666850.00000000
USD
-743950.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
95317.77000000
0.006304225275
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5300000.00000000
NZD
3799188.40000000
USD
2021-09-15
95317.77000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
11399.57000000
0.000753956553
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
14750000.00000000
SGD
10980274.22000000
USD
2021-09-15
11399.57000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT SEP21 XCME 20210913
000000000
-144.00000000
NC
USD
123531.25000000
0.008170237601
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Euro Currency Future
ECU1 Curncy
2021-09-13
-21480531.25000000
USD
123531.25000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
ICE ECX EMISSION DEC21 IFEU 20211220
000000000
156.00000000
NC
231577.00000000
0.015316279184
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Emissions- EUA
MOZ21 Comdty
2021-12-20
8598420.00000000
EUR
231577.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-164128.10000000
-0.01085527406
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4373568.82000000
USD
36000000.00000000
SEK
2021-09-15
-164128.10000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796F61
40000000.00000000
PA
USD
39994691.60000000
2.645210286159
Long
STIV
UST
US
N
2
2021-09-30
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PALLADIUM FUTURE SEP21 XNYM 20210928
000000000
10.00000000
NC
USD
-122340.00000000
-0.00809144947
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Palladium
PAU1 Comdty
2021-09-28
2901540.00000000
USD
-122340.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD ZAR
000000000
1.00000000
NC
-48348.19000000
-0.00319770260
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
72000000.00000000
ZAR
4946395.84000000
USD
2021-09-15
-48348.19000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-1370807.96000000
-0.09066391491
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
40658921.38000000
USD
336000000.00000000
SEK
2021-09-15
-1370807.96000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR DEC21 XCBT 20211214
000000000
-144.00000000
NC
USD
-436160.00000000
-0.02884720127
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Soybean Meal
SMZ1 Comdty
2021-12-14
-5060320.00000000
USD
-436160.00000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE SEP21 XEUR 20210908
000000000
-238.00000000
NC
-307607.30000000
-0.02034484981
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXU1 Comdty
2021-09-08
-40821760.00000000
EUR
-307607.30000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
44587.91000000
0.002949001316
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5375000.00000000
CHF
5865221.04000000
USD
2021-09-15
44587.91000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUDUSD CRNCY FUT SEP21 XCME 20210913
000000000
262.00000000
NC
USD
-545134.00000000
-0.03605463641
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Australian Dollar Currency Future
ADU1 Curncy
2021-09-13
20189894.00000000
USD
-545134.00000000
N
N
N
South African Futures Exchange
N/A
FTSE/JSE TOP 40 SEP21 XSAF 20210916
000000000
99.00000000
NC
-120048.78000000
-0.00793991039
N/A
DE
ZA
N
2
South African Futures Exchange
N/A
Long
FTSE/JSE TOP 40
AIU1 Index
2021-09-16
60986990.00000000
ZAR
-120048.78000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-51773.59000000
-0.00342425525
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12600000.00000000
NZD
8753654.70000000
USD
2021-09-15
-51773.59000000
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367CH42
50000000.00000000
PA
USD
49991561.00000000
3.306393575950
Long
STIV
CORP
CA
N
2
2022-06-23
Variable
0.20000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964L0
44000000.00000000
PA
USD
43995936.16000000
2.909848738017
Long
STIV
UST
US
N
2
2021-09-09
None
0.00000000
N
N
N
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR DEC21 IFUS 20211208
000000000
189.00000000
NC
USD
270620.00000000
0.017898545506
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cotton
CTZ1 Comdty
2021-12-08
7752430.00000000
USD
270620.00000000
N
N
N
Eurex Zurich
N/A
SHORT EURO-BTP FU SEP21 EUCH 20210908
000000000
260.00000000
NC
12331.80000000
0.000815613345
N/A
DIR
DE
N
1
Eurex Zurich
N/A
Long
Short-Term Euro-BTP Futures
BTSU1 Comdty
2021-09-08
29411200.00000000
EUR
12331.80000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C64
55000000.00000000
PA
USD
54997495.85000000
3.637481273525
Long
STIV
UST
US
N
2
2021-08-05
None
0.00000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX JUL21 XSIM 20210729
000000000
254.00000000
NC
USD
142050.00000000
0.009395049845
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
FTSE Taiwan Index
TWTN1 Index
2021-07-29
15354490.00000000
USD
142050.00000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE SEP21 XLME 20210913
000000000
169.00000000
NC
USD
605696.25000000
0.040060165154
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Zinc
LXU1 Comdty
2021-09-13
11972128.75000000
USD
605696.25000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
24898.51000000
0.001646763411
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
52000000.00000000
SEK
6105201.78000000
USD
2021-09-15
24898.51000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
894.63000000
0.000059169964
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7000000.00000000
SGD
5206462.26000000
USD
2021-09-15
894.63000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796F46
25000000.00000000
PA
USD
24997593.75000000
1.653316714579
Long
STIV
UST
US
N
2
2021-09-16
None
0.00000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR SEP21 XOSE 20210909
000000000
130.00000000
NC
-187041.44000000
-0.01237074024
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPU1 Index
2021-09-09
2545790000.00000000
JPY
-187041.44000000
N
N
N
Euronext N.V.
724500QJ4QSZ3H9QU415
CAC40 10 EURO FUT JUL21 XPAR 20210716
000000000
563.00000000
NC
-762922.16000000
-0.05045893503
N/A
DE
FR
N
2
Euronext N.V.
724500QJ4QSZ3H9QU415
Long
CAC 40 Index
CFN1 Index
2021-07-16
37329433.50000000
EUR
-762922.16000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
17138.54000000
0.001133526487
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
30000000.00000000
NOK
3502478.94000000
USD
2021-09-15
17138.54000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT SEP21 XSFE 20210915
000000000
-53.00000000
NC
-15986.76000000
-0.00105734887
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
10 Year Commonwealth Treasury Bond
XMU1 Comdty
2021-09-15
-7461699.37000000
AUD
-15986.76000000
N
N
N
ROYAL BK OF CANADA
N/A
ROYAL BK OF CANADA
78012UN43
30000000.00000000
PA
USD
29991829.20000000
1.983630625134
Long
STIV
CORP
CA
N
2
2022-02-08
Variable
0.10000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
52077.20000000
0.003444335725
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6600000.00000000
NZD
4664444.40000000
USD
2021-09-15
52077.20000000
N
N
N
BANK OF NOVA SCOTIA
N/A
BANK OF NOVA SCOTIA
06417MNN1
30000000.00000000
PA
USD
30010045.50000000
1.984835433628
Long
STIV
CORP
CA
N
2
2022-04-14
Variable
0.22000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796D55
20000000.00000000
PA
USD
19998615.60000000
1.322689126425
Long
STIV
UST
US
N
2
2021-08-26
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD TRY
000000000
1.00000000
NC
-1161.55000000
-0.00007682379
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15000000.00000000
TRY
1657044.21000000
USD
2021-09-15
-1161.55000000
N
N
N
NYSE Liffe
N/A
MSCI EMGMKT SEP21 XNLI 20210917
000000000
430.00000000
NC
USD
-110060.00000000
-0.00727926213
N/A
DE
US
N
1
NYSE Liffe
N/A
Long
ICE US MSCI Emerging Markets EM Index
MESU1 Index
2021-09-17
29453260.00000000
USD
-110060.00000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 3YR BOND FUT SEP21 XSFE 20210915
000000000
823.00000000
NC
-273564.02000000
-0.01809326014
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
3 Year Commonwealth Treasury Bond
YMU1 Comdty
2021-09-15
96233593.74000000
AUD
-273564.02000000
N
N
N
Canadian Imperial Bank of Commerce/New York NY
549300H8L46OOZOFHU82
Canadian Imperial Bank of Commerce/New York NY
13606CSA3
20000000.00000000
PA
USD
20007803.60000000
1.323296811874
Long
STIV
CORP
CA
N
2
2022-01-26
Variable
0.21000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
12772.67000000
0.000844772061
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
10750000.00000000
SGD
8007037.25000000
USD
2021-09-15
12772.67000000
N
N
N
Euronext Eqf, Equities And Indices Derivatives
N/A
AMSTERDAM IDX FUT JUL21 XEUE 20210716
000000000
154.00000000
NC
-34851.83000000
-0.00230506638
N/A
DE
NL
N
2
Euronext Eqf, Equities And Indices Derivatives
N/A
Long
Amsterdam Index
EON1 Index
2021-07-16
22556660.00000000
EUR
-34851.83000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-383.00000000
NC
USD
-38687.79000000
-0.00255877307
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVU1 Comdty
2021-09-30
-47234882.71000000
USD
-38687.79000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-136018.38000000
-0.00899612432
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
156000000.00000000
NOK
17987751.72000000
USD
2021-09-15
-136018.38000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COCOA FUTURE SEP21 IFUS 20210915
000000000
-45.00000000
NC
USD
-1820.00000000
-0.00012037304
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
Cocoa
CCU1 Comdty
2021-09-15
-1073230.00000000
USD
-1820.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 SEP21 XCME 20210917
000000000
268.00000000
NC
USD
-272677.50000000
-0.01803462657
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini Russell 2000 Index
RTYU1 Index
2021-09-17
31197197.50000000
USD
-272677.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-2354413.08000000
-0.15571860784
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
76222172.60000000
USD
105700000.00000000
NZD
2021-09-15
-2354413.08000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-1987903.84000000
-0.13147804058
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
52615680.89000000
USD
193000000.00000000
PLN
2021-09-15
-1987903.84000000
N
N
N
ICE Futures Europe
N/A
ICE 3MTH SONIA FU DEC21 IFLL 20220315
000000000
-170.00000000
NC
0.00000000
0.000000
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
549300UF4R84F48NCH34
Short
Three Month SONIA Index
SO3H2 Index
2022-03-15
-42466000.00000000
GBP
0.00000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
42839.28000000
0.002833348616
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9625000.00000000
SGD
7200494.77000000
USD
2021-09-15
42839.28000000
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JUL21 XHKF 20210729
000000000
89.00000000
NC
-184377.35000000
-0.01219453990
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Long
Hang Seng Index
HIN1 Index
2021-07-29
128664850.00000000
HKD
-184377.35000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796C31
40000000.00000000
PA
USD
39987400.00000000
2.644728026775
Long
STIV
UST
US
N
2
2022-01-27
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796H93
25000000.00000000
PA
USD
24999645.75000000
1.653452431878
Long
STIV
UST
US
N
2
2021-07-13
None
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-192.00000000
NC
USD
-547500.10000000
-0.03621112798
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYU1 Comdty
2021-09-21
-27715499.90000000
USD
-547500.10000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE SEP21 XLME 20210913
000000000
112.00000000
NC
USD
959044.50000000
0.063430277239
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Nickel
LNU1 Comdty
2021-09-13
11280763.50000000
USD
959044.50000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) SEP21 XCBT 20210930
000000000
-4412.00000000
NC
USD
-254266.61000000
-0.01681694808
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUU1 Comdty
2021-09-30
-971798949.93000000
USD
-254266.61000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SGD
000000000
1.00000000
NC
4742.12000000
0.000313639238
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8500000.00000000
SGD
6325788.53000000
USD
2021-09-15
4742.12000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-248965.37000000
-0.01646632918
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7287870.55000000
USD
6500000.00000000
CHF
2021-09-15
-248965.37000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE AUG21 XCME 20210813
000000000
158.00000000
NC
USD
-250630.00000000
-0.01657642620
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Lean Hogs
LHQ1 Comdty
2021-08-13
6776030.00000000
USD
-250630.00000000
N
N
N
NYSE Liffe
N/A
MSCI EAFE SEP21 XNLI 20210917
000000000
546.00000000
NC
USD
-1442805.00000000
-0.09542572962
N/A
DE
US
N
1
NYSE Liffe
N/A
Long
MSCI EAFE Index
MFSU1 Index
2021-09-17
64344735.00000000
USD
-1442805.00000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964W6
30000000.00000000
PA
USD
29994399.90000000
1.983800648750
Long
STIV
UST
US
N
2
2021-11-04
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
9127964V8
30000000.00000000
PA
USD
29995916.70000000
1.983900968438
Long
STIV
UST
US
N
2
2021-10-07
None
0.00000000
N
N
N
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XKE5
30000000.00000000
PA
USD
30002330.70000000
1.984325184205
Long
STIV
CORP
NL
N
2
2021-07-20
Fixed
0.23000000
N
N
N
N
N
N
DNB NOR BK ASA
N/A
DNB NOR BK ASA
23341V5T4
22000000.00000000
PA
USD
22001888.26000000
1.455183645928
Long
STIV
CORP
NO
N
2
2021-10-27
Variable
0.13500000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP21 XLME 20210913
000000000
537.00000000
NC
USD
1977502.50000000
0.130790106002
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
Aluminum
LAU21 Comdty
2021-09-13
31913910.00000000
USD
1977502.50000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR SEP21 XLME 20210913
000000000
-141.00000000
NC
USD
-208742.25000000
-0.01380601086
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
Aluminum
LAU21 Comdty
2021-09-13
-8690120.25000000
USD
-208742.25000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796J34
32000000.00000000
PA
USD
31998931.20000000
2.116378413487
Long
STIV
UST
US
N
2
2021-07-27
None
0.00000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM FUTURE OCT21 XNYM 20211027
000000000
61.00000000
NC
USD
-52030.00000000
-0.00344121396
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Platinum
PLV1 Comdty
2021-10-27
3324375.00000000
USD
-52030.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT SEP21 XCME 20210917
000000000
363.00000000
NC
USD
1365777.50000000
0.090331205144
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini S&P 500 Index
ESU1 Index
2021-09-17
76472312.50000000
USD
1365777.50000000
N
N
N
Eurex Zurich
N/A
EURO-SCHATZ FUT SEP21 EUCH 20210908
000000000
-6700.00000000
NC
-46677.05000000
-0.00308717501
N/A
DIR
DE
N
1
Eurex Zurich
N/A
Short
Euro-Schatz Futures (FGBS)
DUU1 Comdty
2021-09-08
-751298635.00000000
EUR
-46677.05000000
N
N
N
United States Treasury
N/A
United States Treasury Bill
912796G78
20000000.00000000
PA
USD
19996363.80000000
1.322540194547
Long
STIV
UST
US
N
2
2021-10-28
Fixed
0.01000000
N
N
N
N
N
N
2021-07-30
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer