0001145549-21-022555.txt : 20210423
0001145549-21-022555.hdr.sgml : 20210423
20210423110037
ACCESSION NUMBER: 0001145549-21-022555
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210423
PERIOD START: 20210831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: RBB FUND, INC.
CENTRAL INDEX KEY: 0000831114
IRS NUMBER: 510312196
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05518
FILM NUMBER: 21847530
BUSINESS ADDRESS:
STREET 1: 615 E. MICHIGAN ST.
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
BUSINESS PHONE: 609-731-6256
MAIL ADDRESS:
STREET 1: 615 E. MICHIGAN ST.
CITY: MILWAUKEE
STATE: WI
ZIP: 53202
FORMER COMPANY:
FORMER CONFORMED NAME: RBB FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: FUND INC /DE/
DATE OF NAME CHANGE: 19600201
0000831114
S000058213
Campbell Systematic Macro Fund
C000190885
Class A Shares
EBSAX
C000190886
Class I Shares
EBSIX
C000190887
Class P Shares
EBSPX
C000190888
Class C Shares
EBSCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000831114
XXXXXXXX
S000058213
C000190886
C000190885
C000190887
C000190888
RBB Fund, Inc.
811-05518
0000831114
5493005KKD0GVHSW0D29
615 East Michigan Street
Milwaukee
53202
414-765-5366
Campbell Systematic Macro Fund
S000058213
5493002VR7Z8ZNJ4QI11
2021-08-31
2021-02-28
N
139318058.100000000000
15746790.770000000000
123571267.330000000000
0.000000000000
16604095.110000000000
0.000000000000
0.000000000000
0.000000000000
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0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
22424602.910000000000
JPY
AUD
CAD
EUR
GBP
USD
N
U.S. Bank Money Market Deposit Account
N/A
U.S. Bank Money Market Deposit Account
8AMMF0A92
24459611.890000000000
NS
USD
24459611.890000000000
19.7939314037
Long
STIV
RF
US
N
1
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127963S6
20000000.000000000000
PA
USD
19996977.800000000000
16.1825465030
Long
DBT
UST
US
N
1
2021-07-15
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964B2
6000000.000000000000
PA
USD
5998701.660000000000
4.8544469840
Long
DBT
UST
US
N
1
2021-08-12
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964M8
20000000.000000000000
PA
USD
19999847.200000000000
16.1848685638
Long
DBT
UST
US
N
1
2021-03-11
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964P1
20000000.000000000000
PA
USD
19999440.200000000000
16.1845391992
Long
DBT
UST
US
N
1
2021-04-01
Fixed
.000000000000
N
N
N
N
N
N
TREASURY BILL
254900HROIFWPRGM1V77
United States Treasury Bill
9127964Y2
10000000.000000000000
PA
USD
9999625.000000000000
8.0921926400
Long
DBT
UST
US
N
1
2021-04-15
Fixed
.000000000000
N
N
N
N
N
N
N/A
N/A
FTSE/JSE TOP 40 Mar21
N/A
62.000000000000
NC
40942.340000000000
0.0331325727
N/A
DE
ZA
N
1
South African Futures Exchange
N/A
Long
FTSE/JSE Top 40 Index
AI_Index
2021-03-18
36733011.000000000006
ZAR
40942.340000000000
N
N
N
N/A
N/A
AUD/USD FWD 20210317
N/A
1.000000000000
NC
USD
73746.500000000000
0.0596793264
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-71260057.800000000000
USD
92700000.000000000000
AUD
2021-03-17
73746.500000000000
N
N
N
N/A
N/A
AUD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-174509.140000000000
-0.1412214536
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-113850000.000000000000
AUD
87434483.500000000000
USD
2021-03-17
-174509.140000000000
N
N
N
N/A
N/A
BANK ACCEPT FUTR Jun22
N/A
103.000000000000
NC
-35740.540000000000
-0.0289230181
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Long
3 Month Canadian Bankers' Acceptances
3 Month Canadian Bankers' Acceptances
2022-06-13
25595920.889999999999
CAD
-35740.540000000000
N
N
N
N/A
N/A
SOYBEAN OIL FUTR May21
N/A
206.000000000000
NC
USD
598418.780000000000
0.4842701648
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Crude Soybean Oil
Crude Soybean Oil
2021-05-14
5574165.220000000000
USD
598418.780000000000
N
N
N
N/A
N/A
BRL/USD FWD 20210317
N/A
1.000000000000
NC
USD
-505566.080000000000
-0.4091291535
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8306256.030000000000
USD
43750000.000000000000
BRL
2021-03-17
-505566.080000000000
N
N
N
N/A
N/A
BRL/USD FWD 20210317
N/A
1.000000000000
NC
USD
251220.740000000000
0.2033002861
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-26550000.000000000000
BRL
4985125.140000000000
USD
2021-03-17
251220.740000000000
N
N
N
N/A
N/A
CORN FUTURE May21
N/A
-85.000000000000
NC
USD
10456.050000000000
0.0084615544
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Corn No. 2 Yellow
Corn No. 2 Yellow
2021-05-14
-2337331.050000000000
USD
10456.050000000000
N
N
N
N/A
N/A
CAD/USD FWD 20210317
N/A
1.000000000000
NC
USD
517826.530000000000
0.4190509179
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-136570647.130000000000
USD
174450000.000000000000
CAD
2021-03-17
517826.530000000000
N
N
N
N/A
N/A
CAD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-119172.170000000000
-0.0964400322
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-101950000.000000000000
CAD
79996447.720000000000
USD
2021-03-17
-119172.170000000000
N
N
N
N/A
N/A
COCOA FUTURE May21
N/A
92.000000000000
NC
USD
121292.160000000000
0.0981556333
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
US Cocoa
US Cocoa
2021-05-13
2274387.840000000000
USD
121292.160000000000
N
N
N
N/A
N/A
CAC40 10 EURO FUT Mar21
N/A
140.000000000000
NC
-115328.490000000000
-0.0933295357
N/A
DE
FR
N
1
Euronext Derivatives Paris
969500HMVSZ0TCV65D58
Long
CAC40 10 Euro Index
CF_Index
2021-03-19
8074185.399999999999
EUR
-115328.490000000000
N
N
N
N/A
N/A
CHF/USD FWD 20210317
N/A
1.000000000000
NC
USD
454026.910000000000
0.3674211002
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-19850000.000000000000
CHF
22288594.500000000000
USD
2021-03-17
454026.910000000000
N
N
N
N/A
N/A
CHF/USD FWD 20210317
N/A
1.000000000000
NC
USD
-408420.490000000000
-0.3305141226
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-17898074.130000000000
USD
15900000.000000000000
CHF
2021-03-17
-408420.490000000000
N
N
N
N/A
N/A
WTI CRUDE FUTURE Apr21
N/A
-13.000000000000
NC
USD
-2851.460000000000
-0.0023075429
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Crude Oil
Crude Oil
2021-03-22
-796648.540000000000
USD
-2851.460000000000
N
N
N
N/A
N/A
CLP/USD FWD 20210317
N/A
1.000000000000
NC
USD
-57972.980000000000
-0.0469146115
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-3670000000.000000000000
CLP
5013757.350000000000
USD
2021-03-17
-57972.980000000000
N
N
N
N/A
N/A
CLP/USD FWD 20210317
N/A
1.000000000000
NC
USD
7008.510000000000
0.0056716340
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8464301.290000000000
USD
6130000000.000000000000
CLP
2021-03-17
7008.510000000000
N
N
N
N/A
N/A
CNH/USD FWD 20210317
N/A
1.000000000000
NC
USD
-23142.840000000000
-0.0187283343
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8568386.310000000000
USD
55500000.000000000000
CNY
2021-03-17
-23142.840000000000
N
N
N
N/A
N/A
CNH/USD FWD 20210317
N/A
1.000000000000
NC
USD
1575.220000000000
0.0012747462
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-42300000.000000000000
CNY
6514436.480000000000
USD
2021-03-17
1575.220000000000
N
N
N
N/A
N/A
CAN 10YR BOND FUT Jun21
N/A
264.000000000000
NC
-478598.430000000000
-0.3873055932
N/A
DIR
CA
N
1
Montreal Exchange
N/A
Long
Canadian 10 Year Government Bonds
Canadian 10 Year Government Bonds
2021-06-21
37510984.320000000000
CAD
-478598.430000000000
N
N
N
N/A
N/A
BRENT CRUDE FUTR Jun21
N/A
-34.000000000000
NC
USD
15411.520000000000
0.0124717666
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
Brent Crude Oil
Brent Crude Oil
2021-04-30
-2182231.520000000000
USD
15411.520000000000
N
N
N
N/A
N/A
COP/USD FWD 20210317
N/A
1.000000000000
NC
USD
276736.410000000000
0.2239488321
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-35490000000.000000000000
COP
10001782.590000000000
USD
2021-03-17
276736.410000000000
N
N
N
N/A
N/A
COP/USD FWD 20210317
N/A
1.000000000000
NC
USD
-388253.440000000000
-0.3141939452
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-10458567.500000000000
USD
36750000000.000000000000
COP
2021-03-17
-388253.440000000000
N
N
N
N/A
N/A
COTTON NO.2 FUTR May21
N/A
-57.000000000000
NC
USD
2602.860000000000
0.0021063634
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
Cotton No.2
Cotton No.2
2021-05-06
-2534257.860000000000
USD
2602.860000000000
N
N
N
N/A
N/A
CZK/USD FWD 20210317
N/A
1.000000000000
NC
USD
-73413.600000000000
-0.0594099272
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-9847792.320000000000
USD
212000000.000000000000
CZK
2021-03-17
-73413.600000000000
N
N
N
N/A
N/A
CZK/USD FWD 20210317
N/A
1.000000000000
NC
USD
111891.330000000000
0.0905480153
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-186000000.000000000000
CZK
8687525.480000000000
USD
2021-03-17
111891.330000000000
N
N
N
N/A
N/A
DJIA MINI e-CBOT Mar21
N/A
32.000000000000
NC
USD
-6841.560000000000
-0.0055365298
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Dow Jones Industrial Average Index
DM_Index
2021-03-19
4952761.560000000000
USD
-6841.560000000000
N
N
N
N/A
N/A
EURO-SCHATZ FUT Mar21
N/A
-2321.000000000000
NC
224447.560000000000
0.1816341006
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-Schatz
Euro-Schatz
2021-03-08
-260532594.370000000000
EUR
224447.560000000000
N
N
N
N/A
N/A
90DAY EURO$ FUTR Jun22
N/A
475.000000000000
NC
USD
-57293.250000000000
-0.0463645403
N/A
DIR
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
3 Month Eurodollar Time Deposits
3 Month Eurodollar Time Deposits
2022-06-13
118504480.750000000000
USD
-57293.250000000000
N
N
N
N/A
N/A
AMSTERDAM IDX FUT Mar21
N/A
-25.000000000000
NC
90342.480000000000
0.0731096168
N/A
DE
NL
N
1
Euronext Derivatives Amsterdam
724500V6UOK62XEZ2L78
Short
Amsterdam Exchanges Index
EO_Index
2021-03-19
-3329176.749999999999
EUR
90342.480000000000
N
N
N
N/A
N/A
3MO EURO EURIBOR Mar22
N/A
-790.000000000000
NC
138420.630000000000
0.1120168410
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
3 Month Euribor
3 Month Euribor
2022-03-14
-198582474.399999999999
EUR
138420.630000000000
N
N
N
N/A
N/A
S&P500 EMINI FUT Mar21
N/A
60.000000000000
NC
USD
-213451.000000000000
-0.1727351387
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 Index
ES_Index
2021-03-19
11641051.000000000000
USD
-213451.000000000000
N
N
N
N/A
N/A
EUR/USD FWD 20210317
N/A
1.000000000000
NC
USD
-613103.070000000000
-0.4961534208
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-91451673.100000000000
USD
75250000.000000000000
EUR
2021-03-17
-613103.070000000000
N
N
N
N/A
N/A
EUR/USD FWD 20210317
N/A
1.000000000000
NC
USD
679976.940000000000
0.5502710741
N/A
DFE
US
N
2
BOFA SECURITIES INC.
549300HN4UKV1E2R3U73
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-69950000.000000000000
EUR
85120614.450000000000
USD
2021-03-17
679976.940000000000
N
N
N
N/A
N/A
S&P MID 400 EMINI Mar21
N/A
12.000000000000
NC
USD
66134.800000000000
0.0535195612
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
S&P Mid Cap 400 Index
FA_Index
2021-03-19
2927505.200000000000
USD
66134.800000000000
N
N
N
N/A
N/A
CATTLE FEEDER FUT Apr21
N/A
23.000000000000
NC
USD
-4842.850000000000
-0.0039190745
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Feeder Cattle
Feeder Cattle
2021-04-29
1644455.350000000000
USD
-4842.850000000000
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Jun21
N/A
-522.000000000000
NC
USD
403711.930000000000
0.3267037223
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury 5 Year Note
U.S. Treasury 5 Year Note
2021-06-30
-65115399.349000000000
USD
403711.930000000000
N
N
N
N/A
N/A
LONG GILT FUTURE Jun21
N/A
-13.000000000000
NC
19000.750000000000
0.0153763495
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
Long Gilt
Long Gilt
2021-06-28
-1674648.170000000000
GBP
19000.750000000000
N
N
N
N/A
N/A
GBP/USD FWD 20210317
N/A
1.000000000000
NC
USD
-3348859.380000000000
-2.7100631501
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-125450000.000000000000
GBP
171451235.400000000000
USD
2021-03-17
-3348859.380000000000
N
N
N
N/A
N/A
GBP/USD FWD 20210317
N/A
1.000000000000
NC
USD
3823510.380000000000
3.0941742871
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-190065953.050000000000
USD
139150000.000000000000
GBP
2021-03-17
3823510.380000000000
N
N
N
N/A
N/A
GOLD 100 OZ FUTR Apr21
N/A
-8.000000000000
NC
USD
43970.640000000000
0.0355832233
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Gold
Gold
2021-04-28
-1427010.640000000000
USD
43970.640000000000
N
N
N
N/A
N/A
DAX INDEX FUTURE Mar21
N/A
21.000000000000
NC
-110771.840000000000
-0.0896420684
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
German Stock Index
GX_Index
2021-03-19
7315283.809999999999
EUR
-110771.840000000000
N
N
N
N/A
N/A
COPPER FUTURE May21
N/A
-6.000000000000
NC
USD
-17114.520000000000
-0.0138499187
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Copper
Copper
2021-05-26
-596760.480000000000
USD
-17114.520000000000
N
N
N
N/A
N/A
HANG SENG IDX FUT Mar21
N/A
23.000000000000
NC
-169634.510000000000
-0.1372766612
N/A
DE
HK
N
1
Hong Kong Futures Exchange
N/A
Long
Hang Seng Index
HI_Index
2021-03-30
34618611.659999999999
HKD
-169634.510000000000
N
N
N
N/A
N/A
NY Harb ULSD Fut Apr21
N/A
12.000000000000
NC
USD
-9701.640000000000
-0.0078510484
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NY Harbor ULSD
NY Harbor ULSD
2021-03-31
938624.040000000000
USD
-9701.640000000000
N
N
N
N/A
N/A
HUF/USD FWD 20210317
N/A
1.000000000000
NC
USD
-134156.010000000000
-0.1085656989
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-6782353.160000000000
USD
1998000000.000000000000
HUF
2021-03-17
-134156.010000000000
N
N
N
N/A
N/A
HUF/USD FWD 20210317
N/A
1.000000000000
NC
USD
151156.110000000000
0.1223230232
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-2820000000.000000000000
HUF
9534497.420000000000
USD
2021-03-17
151156.110000000000
N
N
N
N/A
N/A
IBEX 35 INDX FUTR Mar21
N/A
9.000000000000
NC
2759.160000000000
0.0022328492
N/A
DE
ES
N
1
Meff Renta Variable (Madrid)
N/A
Long
IBEX 35 Index
IB_Index
2021-03-19
735389.169999999999
EUR
2759.160000000000
N
N
N
N/A
N/A
IDR/USD FWD 20210317
N/A
1.000000000000
NC
USD
79983.660000000000
0.0647267457
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-69825000000.000000000000
IDR
4975009.480000000000
USD
2021-03-17
79983.660000000000
N
N
N
N/A
N/A
IDR/USD FWD 20210317
N/A
1.000000000000
NC
USD
-37853.700000000000
-0.0306330920
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8024474.770000000000
USD
113925000000.000000000000
IDR
2021-03-17
-37853.700000000000
N
N
N
N/A
N/A
Euro-BTP Future Mar21
N/A
29.000000000000
NC
-82455.390000000000
-0.0667269923
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro-BTP Italian Government Bonds
Euro-BTP Italian Government Bonds
2021-03-08
4412539.869999999999
EUR
-82455.390000000000
N
N
N
N/A
N/A
INR/USD FWD 20210317
N/A
1.000000000000
NC
USD
43054.220000000000
0.0348416108
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-15304301.150000000000
USD
1131000000.000000000000
INR
2021-03-17
43054.220000000000
N
N
N
N/A
N/A
INR/USD FWD 20210317
N/A
1.000000000000
NC
USD
-18030.370000000000
-0.0145910699
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-307000000.000000000000
INR
4147874.240000000000
USD
2021-03-17
-18030.370000000000
N
N
N
N/A
N/A
90-DAY BANK BILL Mar22
N/A
-89.000000000000
NC
17620.010000000000
0.0142589862
N/A
DIR
AU
N
1
ASX Trade24
N/A
Short
Australian 90 Day Bank Bills
Australian 90 Day Bank Bills
2022-03-10
-88983605.800000000000
AUD
17620.010000000000
N
N
N
N/A
N/A
JPN 10Y BOND(OSE) Mar21
N/A
-53.000000000000
NC
470358.680000000000
0.3806375788
N/A
DIR
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Japanese 10 Year Government Bonds
Japanese 10 Year Government Bonds
2021-03-15
-8032997882.000000000000
JPY
470358.680000000000
N
N
N
N/A
N/A
JPY/USD FWD 20210317
N/A
1.000000000000
NC
USD
3837378.910000000000
3.1053973896
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-17592000000.000000000000
JPY
168909829.450000000000
USD
2021-03-17
3837378.910000000000
N
N
N
N/A
N/A
JPY/USD FWD 20210317
N/A
1.000000000000
NC
USD
-3382459.190000000000
-2.7372537832
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-145259190.200000000000
USD
15120000000.000000000000
JPY
2021-03-17
-3382459.190000000000
N
N
N
N/A
N/A
COFFEE 'C' FUTURE May21
N/A
-3.000000000000
NC
USD
-11127.810000000000
-0.0090051759
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Short
Arabica Coffee
Arabica Coffee
2021-05-18
-143559.690000000000
USD
-11127.810000000000
N
N
N
N/A
N/A
KRW/USD FWD 20210317
N/A
1.000000000000
NC
USD
201787.170000000000
0.1632961888
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-11910000000.000000000000
KRW
10802407.770000000000
USD
2021-03-17
201787.170000000000
N
N
N
N/A
N/A
KRW/USD FWD 20210317
N/A
1.000000000000
NC
USD
-234534.110000000000
-0.1897966373
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8191675.010000000000
USD
8940000000.000000000000
KRW
2021-03-17
-234534.110000000000
N
N
N
N/A
N/A
KC HRW WHEAT FUT May21
N/A
78.000000000000
NC
USD
-32661.360000000000
-0.0264311929
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Hard Red Winter Wheat
Hard Red Winter Wheat
2021-05-14
2504286.360000000000
USD
-32661.360000000000
N
N
N
N/A
N/A
90DAY STERLING FU Mar22
N/A
1464.000000000000
NC
-469101.840000000000
-0.3796204815
N/A
DIR
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Long
90 Day Sterling
90 Day Sterling
2022-03-16
182961557.240000000000
GBP
-469101.840000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Mar21
N/A
166.000000000000
NC
USD
576821.450000000000
0.4667925339
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2021-03-15
8269941.050000000000
USD
576821.450000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Mar21
N/A
-166.000000000000
NC
USD
-615052.800000000000
-0.4977312391
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2021-03-15
-8231709.700000000000
USD
-615052.800000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Jun21
N/A
-28.000000000000
NC
USD
5479.850000000000
0.0044345665
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Aluminum
London Metals - Aluminum
2021-06-14
-1516954.850000000000
USD
5479.850000000000
N
N
N
N/A
N/A
LME PRI ALUM FUTR Jun21
N/A
27.000000000000
NC
USD
17671.900000000000
0.0143009782
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Aluminum
London Metals - Aluminum
2021-06-14
1439821.850000000000
USD
17671.900000000000
N
N
N
N/A
N/A
LIVE CATTLE FUTR Apr21
N/A
-11.000000000000
NC
USD
8787.550000000000
0.0071113214
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
Live Cattle
Live Cattle
2021-04-30
-536787.550000000000
USD
8787.550000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Mar21
N/A
80.000000000000
NC
USD
923853.880000000000
0.7476283929
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2021-03-15
7975346.120000000000
USD
923853.880000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Mar21
N/A
-80.000000000000
NC
USD
-535935.740000000000
-0.4337057890
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2021-03-15
-8363264.260000000000
USD
-535935.740000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Jun21
N/A
31.000000000000
NC
USD
-48874.720000000000
-0.0395518481
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Nickel
London Metals - Nickel
2021-06-14
3504754.720000000000
USD
-48874.720000000000
N
N
N
N/A
N/A
LME NICKEL FUTURE Jun21
N/A
-19.000000000000
NC
USD
93034.400000000000
0.0752880520
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Nickel
London Metals - Nickel
2021-06-14
-2211154.400000000000
USD
93034.400000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Mar21
N/A
186.000000000000
NC
USD
6545144.450000000000
5.2966555992
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2021-03-15
35738468.050000000000
USD
6545144.450000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Mar21
N/A
-186.000000000000
NC
USD
-6242183.300000000000
-5.0514844064
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2021-03-15
-36041429.200000000000
USD
-6242183.300000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Jun21
N/A
30.000000000000
NC
USD
464617.750000000000
0.3759917334
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Copper
London Metals - Copper
2021-06-14
6340882.250000000000
USD
464617.750000000000
N
N
N
N/A
N/A
LME COPPER FUTURE Jun21
N/A
-49.000000000000
NC
USD
-508328.200000000000
-0.4113643980
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Copper
London Metals - Copper
2021-06-14
-10607321.800000000000
USD
-508328.200000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Mar21
N/A
-116.000000000000
NC
USD
-227797.050000000000
-0.1843446741
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2021-03-15
-7832752.950000000000
USD
-227797.050000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Mar21
N/A
116.000000000000
NC
USD
212805.700000000000
0.1722129299
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2021-03-15
7847744.300000000000
USD
212805.700000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Jun21
N/A
37.000000000000
NC
USD
57881.650000000000
0.0468407027
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Long
London Metals - Zinc
London Metals - Zinc
2021-06-14
2527955.850000000000
USD
57881.650000000000
N
N
N
N/A
N/A
LME ZINC FUTURE Jun21
N/A
-28.000000000000
NC
USD
46765.850000000000
0.0378452459
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
London Metal Exchange
213800NB8G5VRT1DXC91
Short
London Metals - Zinc
London Metals - Zinc
2021-06-14
-2003615.850000000000
USD
46765.850000000000
N
N
N
N/A
N/A
MXN/USD FWD 20210317
N/A
1.000000000000
NC
USD
683873.110000000000
0.5534240481
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-403800000.000000000000
MXN
19941646.200000000000
USD
2021-03-17
683873.110000000000
N
N
N
N/A
N/A
MXN/USD FWD 20210317
N/A
1.000000000000
NC
USD
-583003.760000000000
-0.4717955659
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-16120850.410000000000
USD
325800000.000000000000
MXN
2021-03-17
-583003.760000000000
N
N
N
N/A
N/A
NATURAL GAS FUTR Apr21
N/A
-54.000000000000
NC
USD
48649.320000000000
0.0393694433
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Natural Gas
Natural Gas
2021-03-29
-1544989.320000000000
USD
48649.320000000000
N
N
N
N/A
N/A
NIKKEI 225 (OSE) Mar21
N/A
-9.000000000000
NC
73693.480000000000
0.0596364200
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Short
Nikkei 225 Index
NK_Index
2021-03-11
-271105355.999999999992
JPY
73693.480000000000
N
N
N
N/A
N/A
NOK/USD FWD 20210317
N/A
1.000000000000
NC
USD
-221698.530000000000
-0.1794094491
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-20479784.220000000000
USD
175650000.000000000000
NOK
2021-03-17
-221698.530000000000
N
N
N
N/A
N/A
NOK/USD FWD 20210317
N/A
1.000000000000
NC
USD
214985.960000000000
0.1739773045
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-153150000.000000000000
NOK
17878099.110000000000
USD
2021-03-17
214985.960000000000
N
N
N
N/A
N/A
NASDAQ 100 E-MINI Mar21
N/A
7.000000000000
NC
USD
-14299.700000000000
-0.0115720267
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Nasdaq 100 Index
NQ_Index
2021-03-19
1821839.700000000000
USD
-14299.700000000000
N
N
N
N/A
N/A
NZD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-582177.480000000000
-0.4711268991
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-170650000.000000000000
NZD
122721821.200000000000
USD
2021-03-17
-582177.480000000000
N
N
N
N/A
N/A
NZD/USD FWD 20210317
N/A
1.000000000000
NC
USD
614154.860000000000
0.4970045815
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-122473077.300000000000
USD
170350000.000000000000
NZD
2021-03-17
614154.860000000000
N
N
N
N/A
N/A
Euro-OAT Future Mar21
N/A
28.000000000000
NC
-143710.670000000000
-0.1162978038
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
French Government Bonds
French Government Bonds
2021-03-08
4695148.840000000000
EUR
-143710.670000000000
N
N
N
N/A
N/A
EURO-BOBL FUTURE Mar21
N/A
-271.000000000000
NC
30213.030000000000
0.0244498828
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-BOBL
Euro-BOBL
2021-03-08
-36395950.869999999999
EUR
30213.030000000000
N
N
N
N/A
N/A
PALLADIUM FUTURE Jun21
N/A
-5.000000000000
NC
USD
31407.900000000000
0.0254168309
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
Palladium
Palladium
2021-06-28
-1188157.900000000000
USD
31407.900000000000
N
N
N
N/A
N/A
PHP/USD FWD 20210317
N/A
1.000000000000
NC
USD
49976.840000000000
0.0404437383
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-316500000.000000000000
PHP
6569724.160000000000
USD
2021-03-17
49976.840000000000
N
N
N
N/A
N/A
PHP/USD FWD 20210317
N/A
1.000000000000
NC
USD
-15595.620000000000
-0.0126207494
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-3105523.250000000000
USD
150000000.000000000000
PHP
2021-03-17
-15595.620000000000
N
N
N
N/A
N/A
PLATINUM FUTURE Apr21
N/A
5.000000000000
NC
USD
9692.900000000000
0.0078439756
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Platinum
Platinum
2021-04-28
286632.100000000000
USD
9692.900000000000
N
N
N
N/A
N/A
PLN/USD FWD 20210317
N/A
1.000000000000
NC
USD
214295.020000000000
0.1734181615
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-57675000.000000000000
PLN
15607514.420000000000
USD
2021-03-17
214295.020000000000
N
N
N
N/A
N/A
PLN/USD FWD 20210317
N/A
1.000000000000
NC
USD
-149868.530000000000
-0.1212810496
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8657174.460000000000
USD
31875000.000000000000
PLN
2021-03-17
-149868.530000000000
N
N
N
N/A
N/A
S&P/TSX 60 IX FUT Mar21
N/A
38.000000000000
NC
22898.040000000000
0.0185302300
N/A
DE
CA
N
1
Montreal Exchange
N/A
Long
S&P/Toronto Stock Exchange 60 Index
PT_Index
2021-03-18
8116539.939999999999
CAD
22898.040000000000
N
N
N
N/A
N/A
OMXS30 IND FUTURE Mar21
N/A
-58.000000000000
NC
16978.680000000000
0.0137399902
N/A
DE
SE
N
1
OMX Nordic Exchange Stockholm
549300KBQIVNEJEZVL96
Short
OMXS30 Index
QC_Index
2021-03-19
-11772366.120000000001
SEK
16978.680000000000
N
N
N
N/A
N/A
Low Su Gasoil G Apr21
N/A
-98.000000000000
NC
USD
-62043.560000000000
-0.0502087268
N/A
DCO
GB
N
1
ICE Futures Europe Commodities
549300UF4R84F48NCH34
Short
Low Sulphur Gas Oil
Low Sulphur Gas Oil
2021-04-12
-5158906.440000000000
USD
-62043.560000000000
N
N
N
N/A
N/A
MSCI SING IX ETS Mar21
N/A
127.000000000000
NC
51593.210000000000
0.0417517851
N/A
DE
SG
N
1
Singapore Exchange (was SIMEX)
549300IQ650PPXM76X03
Long
MSCI Singapore Index
QZ_Index
2021-03-30
4232060.610000000000
SGD
51593.210000000000
N
N
N
N/A
N/A
E-Mini Russ 2000 Mar21
N/A
19.000000000000
NC
USD
-24114.900000000000
-0.0195149734
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
Russell 2000 Index
RTY_Index
2021-03-19
2113354.900000000000
USD
-24114.900000000000
N
N
N
N/A
N/A
RUB/USD FWD 20210317
N/A
1.000000000000
NC
USD
2780.140000000000
0.0022498272
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-66000000.000000000000
RUB
886241.630000000000
USD
2021-03-17
2780.140000000000
N
N
N
N/A
N/A
RUB/USD FWD 20210317
N/A
1.000000000000
NC
USD
27543.960000000000
0.0222899389
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-5621255.330000000000
USD
422000000.000000000000
RUB
2021-03-17
27543.960000000000
N
N
N
N/A
N/A
EURO-BUND FUTURE Mar21
N/A
-212.000000000000
NC
563219.100000000000
0.4557848375
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Short
Euro-Bund
Euro-Bund
2021-03-08
-37227601.640000000000
EUR
563219.100000000000
N
N
N
N/A
N/A
SOYBEAN FUTURE May21
N/A
44.000000000000
NC
USD
66786.220000000000
0.0540467225
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybeans
Soybeans
2021-05-14
3022563.780000000000
USD
66786.220000000000
N
N
N
N/A
N/A
SUGAR #11 (WORLD) May21
N/A
124.000000000000
NC
USD
121347.120000000000
0.0982001096
N/A
DCO
US
N
1
ICE Futures US Softs
5493004R83R1LVX2IL36
Long
Sugar #11
Sugar #11
2021-04-30
2163228.880000000000
USD
121347.120000000000
N
N
N
N/A
N/A
SEK/USD FWD 20210317
N/A
1.000000000000
NC
USD
-353605.540000000000
-0.2861551456
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-22866501.310000000000
USD
190050000.000000000000
SEK
2021-03-17
-353605.540000000000
N
N
N
N/A
N/A
SEK/USD FWD 20210317
N/A
1.000000000000
NC
USD
311768.040000000000
0.2522981650
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-226200000.000000000000
SEK
27106911.640000000000
USD
2021-03-17
311768.040000000000
N
N
N
N/A
N/A
SGD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-39156.650000000000
-0.0316875038
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-8720856.840000000000
USD
11577000.000000000000
SGD
2021-03-17
-39156.650000000000
N
N
N
N/A
N/A
SGD/USD FWD 20210317
N/A
1.000000000000
NC
USD
31644.260000000000
0.0256081051
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-20961000.000000000000
SGD
15750493.470000000000
USD
2021-03-17
31644.260000000000
N
N
N
N/A
N/A
SILVER FUTURE May21
N/A
-29.000000000000
NC
USD
184004.820000000000
0.1489058290
N/A
DCO
US
N
1
Commodity Exchange, Inc.
N/A
Short
Silver
Silver
2021-05-26
-4017804.820000000000
USD
184004.820000000000
N
N
N
N/A
N/A
SOYBEAN MEAL FUTR May21
N/A
84.000000000000
NC
USD
-115981.080000000000
-0.0938576439
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Meal
Soybean Meal
2021-05-14
3655741.080000000000
USD
-115981.080000000000
N
N
N
N/A
N/A
FTSE/MIB IDX FUT Mar21
N/A
18.000000000000
NC
-23745.720000000000
-0.0192162147
N/A
DE
IT
N
1
Borsa Italiana (IDEM)
8156005391EE905D3124
Long
FTSE/MIB Index
ST_Index
2021-03-19
2074290.680000000000
EUR
-23745.720000000000
N
N
N
N/A
N/A
TOPIX INDX FUTR Mar21
N/A
12.000000000000
NC
-55756.830000000000
-0.0451211930
N/A
DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TP_Index
2021-03-11
231003399.999999999974
JPY
-55756.830000000000
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Jun21
N/A
1367.000000000000
NC
USD
-229303.530000000000
-0.1855637924
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 2 Year Notes
U.S. Treasury 2 Year Notes
2021-06-30
302015914.272000000000
USD
-229303.530000000000
N
N
N
N/A
N/A
TWD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-23620.720000000000
-0.0191150585
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-249300000.000000000000
TWD
8928154.060000000000
USD
2021-03-17
-23620.720000000000
N
N
N
N/A
N/A
TWD/USD FWD 20210317
N/A
1.000000000000
NC
USD
-15975.700000000000
-0.0129283290
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-4685764.340000000000
USD
130050000.000000000000
TWD
2021-03-17
-15975.700000000000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Jun21
N/A
58.000000000000
NC
USD
-92971.890000000000
-0.0752374658
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury 10 Year Notes
U.S. Treasury 10 Year Notes
2021-06-21
7790659.360000000000
USD
-92971.890000000000
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Mar21
N/A
3.000000000000
NC
-51475.120000000000
-0.0416562208
N/A
DIR
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro BUXL 30 Year Bonds
Euro BUXL 30 Year Bonds
2021-03-08
672123.089999999999
EUR
-51475.120000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20210317
N/A
1.000000000000
NC
USD
-159421.950000000000
-0.1290121510
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-20234945.380000000000
USD
304600000.000000000000
ZAR
2021-03-17
-159421.950000000000
N
N
N
N/A
N/A
USD/ZAR FWD 20210317
N/A
1.000000000000
NC
USD
81381.730000000000
0.0658581333
N/A
DFE
US
N
2
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
UBS ASSET MANAGEMENT (US) INC.
F88SLSBEMHN5FUSNRO91
-174400000.000000000000
ZAR
11575706.340000000000
USD
2021-03-17
81381.730000000000
N
N
N
N/A
N/A
US LONG BOND(CBT) Jun21
N/A
33.000000000000
NC
USD
-16775.510000000000
-0.0135755749
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
U.S. Treasury Long Bonds
U.S. Treasury Long Bonds
2021-06-21
5270994.260000000000
USD
-16775.510000000000
N
N
N
N/A
N/A
EURO STOXX 50 Mar21
N/A
96.000000000000
NC
-77872.320000000000
-0.0630181447
N/A
DE
DE
N
1
Eurex
529900UT4DG0LG5R9O07
Long
Euro STOXX 50 Quanto Index
VG_Index
2021-03-19
3546461.360000000000
EUR
-77872.320000000000
N
N
N
N/A
N/A
WHEAT FUTURE(CBT) May21
N/A
-56.000000000000
NC
USD
-37898.220000000000
-0.0306691198
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
Wheat
Wheat
2021-05-14
-1810801.780000000000
USD
-37898.220000000000
N
N
N
N/A
N/A
US ULTRA BOND CBT Jun21
N/A
-1.000000000000
NC
USD
-2501.770000000000
-0.0020245564
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
U.S. Treasury Ultra Bonds
U.S. Treasury Ultra Bonds
2021-06-21
-186560.730000000000
USD
-2501.770000000000
N
N
N
N/A
N/A
GASOLINE RBOB FUT Apr21
N/A
52.000000000000
NC
USD
299241.760000000000
0.2421612778
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Reformulated Gasoline Blendstock
Reformulated Gasoline Blendstock
2021-03-31
3960650.240000000000
USD
299241.760000000000
N
N
N
N/A
N/A
AUST 10Y BOND FUT Mar21
N/A
409.000000000000
NC
-2602021.250000000000
-2.1056846840
N/A
DIR
AU
N
1
ASX Trade24
N/A
Long
Austrailian Government 10 Year Bonds
Austrailian Government 10 Year Bonds
2021-03-15
59443645.749244200000
AUD
-2602021.250000000000
N
N
N
N/A
N/A
SPI 200 FUTURES Mar21
N/A
52.000000000000
NC
-171138.320000000000
-0.1384936189
N/A
DE
AU
N
1
ASX Trade24
N/A
Long
ASX SPI 200 Index
XP_Index
2021-03-18
8840116.480000000000
AUD
-171138.320000000000
N
N
N
N/A
N/A
AUST 3YR BOND FUT Mar21
N/A
1340.000000000000
NC
-540222.230000000000
-0.4371746294
N/A
DIR
AU
N
1
ASX Trade24
N/A
Long
Austrailian Government 3 Year Bonds
Austrailian Government 3 Year Bonds
2021-03-15
157210846.660777500000
AUD
-540222.230000000000
N
N
N
N/A
N/A
FTSE 100 IDX FUT Mar21
N/A
-59.000000000000
NC
118953.570000000000
0.0962631302
N/A
DE
GB
N
1
ICE Futures Europe Financials
549300UF4R84F48NCH34
Short
FTSE 100 Index
Z_Index
2021-03-19
-3884686.309999999999
GBP
118953.570000000000
N
N
N
2021-04-22
RBB Fund, Inc.
/s/ James G. Shaw
RBB Fund, Inc.
Treasurer