NPORT-P
false
0001380786
XXXXXXXX
S000062069
C000201012
C000201011
C000201013
C000201014
Nuveen Investment Trust V
811-21979
0001380786
5493005YOHPRCB8M2Y83
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Gresham Managed Futures Strategy Fund
S000062069
549300TBE76IYUBVU750
2020-09-30
2020-06-30
N
24092923.00
70494.00
24022429.00
0.00000000
2277385.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1226999.00000000
JPY
EUR
CHF
GBP
CAD
USD
N
Intercontinental Exchange Inc
N/A
Low Su Gasoil G Aug20
N/A
-3.00000000
NC
USD
-106575.00000000
-0.44364789255
N/A
DCO
GB
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
Low Su Gasoil G Aug20
2020-08-12
-105350.00000000
USD
-1225.00000000
N
N
N
Singapore Exchange Ltd
N/A
MSCI SING IX ETS Jul20
N/A
-4.00000000
NC
-84916.76000000
-0.35348948268
N/A
DE
SG
N
1
N/A
N/A
Short
MSCI SING IX ETS Jul20
SGXDB0267847
2020-07-29
-86714.88000000
SGD
1785.68000000
N
N
N
Intercontinental Exchange Inc
N/A
COFFEE 'C' FUTURE Sep20
N/A
-6.00000000
NC
USD
-227250.00000000
-0.94599093205
N/A
DCO
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
COFFEE 'C' FUTURE Sep20
2020-09-18
-218587.50000000
USD
-8662.50000000
N
N
N
Eurex
N/A
EURO-BUND FUTURE Sep20
N/A
5.00000000
NC
991600.72000000
4.127812054309
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BUND FUTURE Sep20
2020-09-08
987022.23000000
EUR
4556.82000000
N
N
N
CME Group Inc
N/A
SOYBEAN MEAL FUTR Aug20
N/A
-18.00000000
NC
USD
-520380.00000000
-2.16622557194
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
SOYBEAN MEAL FUTR Aug20
2020-08-14
-522000.00000000
USD
1620.00000000
N
N
N
Tokyo Commodity Exchange Inc
N/A
GOLD FUTURE TCOM Apr21
N/A
4.00000000
NC
227497.11000000
0.947019595728
N/A
DCO
JP
N
1
N/A
N/A
Long
Tokyo Commodity Exchange Inc
GOLD FUTURE TCOM Apr21
2021-04-26
220176.74000000
JPY
9835.61000000
N
N
N
Intercontinental Exchange Inc
N/A
COTTON NO.2 FUTR Dec20
N/A
-3.00000000
NC
USD
-91320.00000000
-0.38014473890
N/A
DCO
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
COTTON NO.2 FUTR Dec20
2020-12-08
-89855.00000000
USD
-1465.00000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TJ8
3593000.00000000
PA
USD
3592061.08000000
14.95294701464
Long
STIV
UST
US
N
2
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME COPPER FUTURE Jul20
N/A
-1.00000000
NC
USD
-150206.25000000
-0.62527502943
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME COPPER FUTURE Jul20
2020-07-13
-136800.00000000
USD
-13406.25000000
N
N
N
Eurex
N/A
Euro-OAT Future Sep20
N/A
27.00000000
NC
5085576.96000000
21.17011964110
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Euro-OAT Future Sep20
2020-09-08
5044081.18000000
EUR
36954.35000000
N
N
N
Intercontinental Exchange Inc
N/A
COCOA FUTURE Sep20
N/A
-2.00000000
NC
USD
-43720.00000000
-0.18199658327
N/A
DCO
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
COCOA FUTURE Sep20
2020-09-15
-46080.00000000
USD
2360.00000000
N
N
N
CME Group Inc
N/A
LEAN HOGS FUTURE Aug20
N/A
-5.00000000
NC
USD
-98050.00000000
-0.40816022393
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
LEAN HOGS FUTURE Aug20
2020-08-14
-111070.00000000
USD
13020.00000000
N
N
N
CME Group Inc
N/A
C$ CURRENCY FUT Sep20
N/A
-9.00000000
NC
USD
-662580.00000000
-2.75817237299
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
C$ CURRENCY FUT Sep20
2020-09-15
-667253.97000000
USD
4673.97000000
N
N
N
Singapore Exchange Ltd
N/A
FTSE CHINA A50 Jul20
N/A
24.00000000
NC
USD
328860.00000000
1.368970639896
N/A
DE
SG
N
1
N/A
N/A
Long
FTSE CHINA A50 Jul20
SGXDB0267839
2020-07-30
327970.90000000
USD
889.10000000
N
N
N
CME Group Inc
N/A
US 5YR NOTE (CBT) Sep20
N/A
14.00000000
NC
USD
1760390.63000000
7.328112531834
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 5YR NOTE (CBT) Sep20
2020-09-30
1756706.69000000
USD
3683.94000000
N
N
N
London International Financial Futures & Options Exchange
N/A
LONG GILT FUTURE Sep20
N/A
7.00000000
NC
1193848.61000000
4.969724793441
N/A
DIR
GB
N
1
N/A
N/A
Long
London International Financial Futures & Options Exchange
LONG GILT FUTURE Sep20
2020-09-28
1180000.92000000
GBP
5071.06000000
N
N
N
CME Group Inc
N/A
NY Harb ULSD Fut Aug20
N/A
-1.00000000
NC
USD
-49833.00000000
-0.20744363527
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
NY Harb ULSD Fut Aug20
2020-07-31
-48480.60000000
USD
-1352.40000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME LEAD FUTURE Jul20
N/A
-2.00000000
NC
USD
-88337.50000000
-0.36772925835
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME LEAD FUTURE Jul20
2020-07-13
-83625.00000000
USD
-4712.50000000
N
N
N
KCBT Hard Red Winter Wheat Future
N/A
KC HRW WHEAT FUT Sep20
N/A
-4.00000000
NC
USD
-87950.00000000
-0.36611618250
N/A
DCO
US
N
1
N/A
N/A
Short
KCBT Hard Red Winter Wheat Future
KC HRW WHEAT FUT Sep20
2020-09-14
-89825.00000000
USD
1875.00000000
N
N
N
TMX Group Ltd
N/A
CAN 10YR BOND FUT Sep20
N/A
9.00000000
NC
1019725.99000000
4.244891263910
N/A
DIR
CA
N
1
N/A
N/A
Long
TMX Group Ltd
CAN 10YR BOND FUT Sep20
2020-09-21
1004158.48000000
CAD
1908.32000000
N
N
N
CME Group Inc
N/A
NATURAL GAS FUTR Aug20
N/A
-32.00000000
NC
USD
-560320.00000000
-2.33248686050
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
NATURAL GAS FUTR Aug20
2020-07-29
-590670.00000000
USD
30350.00000000
N
N
N
London International Financial Futures & Options Exchange
N/A
MSCI EAFE Sep20
N/A
-1.00000000
NC
USD
-88920.00000000
-0.37015407559
N/A
DE
US
N
1
N/A
N/A
Short
MSCI EAFE Sep20
MXEA
2020-09-18
-88868.13000000
USD
-51.87000000
N
N
N
Nasdaq Inc
N/A
OMXS30 IND FUTURE Jul20
N/A
1.00000000
NC
17881.67000000
0.074437393487
N/A
DE
SE
N
1
N/A
N/A
Long
OMXS30 IND FUTURE Jul20
SE0014222337
2020-07-17
17255.36000000
SEK
671.04000000
N
N
N
CME Group Inc
N/A
CHF CURRENCY FUT Sep20
N/A
9.00000000
NC
USD
1190250.00000000
4.954744584737
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
CHF CURRENCY FUT Sep20
2020-09-14
1189076.28000000
USD
1173.72000000
N
N
N
Eurex
N/A
EURO-SCHATZ FUT Sep20
N/A
121.00000000
NC
15244698.21000000
63.46026960887
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-SCHATZ FUT Sep20
2020-09-08
15176317.50000000
EUR
5526.07000000
N
N
N
Eurex
N/A
Short Euro-BTP Fu Sep20
N/A
58.00000000
NC
7290433.63000000
30.34844490538
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Short Euro-BTP Fu Sep20
2020-09-08
7277769.03000000
EUR
26962.98000000
N
N
N
CME Group Inc
N/A
GOLD 100 OZ FUTR Aug20
N/A
3.00000000
NC
USD
540150.00000000
2.248523660950
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
GOLD 100 OZ FUTR Aug20
2020-08-27
528320.00000000
USD
11830.00000000
N
N
N
Intercontinental Exchange Inc
N/A
MSCI EmgMkt Sep20
N/A
1.00000000
NC
USD
49285.00000000
0.205162433823
N/A
DE
US
N
1
N/A
N/A
Long
MSCI EmgMkt Sep20
MXEF
2020-09-18
47736.67000000
USD
1548.33000000
N
N
N
CME Group Inc
N/A
SWISS MKT IX FUTR Sep20
N/A
2.00000000
NC
211261.81000000
0.879435672387
N/A
DE
CH
N
1
N/A
N/A
Long
SWISS MKT IX FUTR Sep20
DE000C4SA7H5
2020-09-18
205923.86000000
CHF
4979.32000000
N
N
N
Eurex
N/A
Euro-BTP Future Sep20
N/A
17.00000000
NC
2748035.00000000
11.43945518581
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Euro-BTP Future Sep20
2020-09-08
2689329.44000000
EUR
53066.59000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME NICKEL FUTURE Aug20
N/A
-1.00000000
NC
USD
-76689.00000000
-0.31923915770
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME NICKEL FUTURE Aug20
2020-08-17
-75963.00000000
USD
-726.00000000
N
N
N
ASX Ltd
N/A
AUST 10Y BOND FUT Sep20
N/A
6.00000000
NC
615823.22000000
2.563534353665
N/A
DIR
AU
N
1
N/A
N/A
Long
ASX Ltd
AUST 10Y BOND FUT Sep20
2020-09-15
613668.98000000
AUD
2049.98000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME PRI ALUM FUTR Aug20
N/A
-8.00000000
NC
USD
-321650.00000000
-1.33895702220
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME PRI ALUM FUTR Aug20
2020-08-17
-318350.00000000
USD
-3300.00000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962S7
4139000.00000000
PA
USD
4137051.23000000
17.22161913768
Long
STIV
UST
US
N
2
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME NICKEL FUTURE Jul20
N/A
-3.00000000
NC
USD
-229716.00000000
-0.95625633860
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME NICKEL FUTURE Jul20
2020-07-13
-225447.00000000
USD
-4269.00000000
N
N
N
Singapore Exchange Ltd
N/A
MSCI TAIWAN INDEX Jul20
N/A
9.00000000
NC
USD
389430.00000000
1.621110005153
N/A
DE
SG
N
1
N/A
N/A
Long
MSCI TAIWAN INDEX Jul20
SGXDB0267771
2020-07-30
391920.80000000
USD
-2490.80000000
N
N
N
Eurex
N/A
MILL WHEAT EURO Sep20
N/A
-24.00000000
NC
-243350.01000000
-1.01301167338
N/A
DCO
FR
N
1
N/A
N/A
Short
Eurex
MILL WHEAT EURO Sep20
2020-09-10
-239992.23000000
EUR
-3524.98000000
N
N
N
Eurex
N/A
EURO-BUXL 30Y BND Sep20
N/A
2.00000000
NC
494249.93000000
2.057451933774
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BUXL 30Y BND Sep20
2020-09-08
489121.21000000
EUR
4110.37000000
N
N
N
CME Group Inc
N/A
EURO FX CURR FUT Sep20
N/A
8.00000000
NC
USD
1125350.00000000
4.684580397760
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO FX CURR FUT Sep20
2020-09-14
1131590.11000000
USD
-6240.11000000
N
N
N
CME Group Inc
N/A
CATTLE FEEDER FUT Aug20
N/A
-5.00000000
NC
USD
-332125.00000000
-1.38256210477
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
CATTLE FEEDER FUT Aug20
2020-08-27
-323125.00000000
USD
-9000.00000000
N
N
N
CME Group Inc
N/A
BP CURRENCY FUT Sep20
N/A
-4.00000000
NC
USD
-309925.00000000
-1.29014846916
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
BP CURRENCY FUT Sep20
2020-09-14
-310635.47000000
USD
710.47000000
N
N
N
CME Group Inc
N/A
WHEAT FUTURE(CBT) Sep20
N/A
-5.00000000
NC
USD
-122937.50000000
-0.51176132105
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
WHEAT FUTURE(CBT) Sep20
2020-09-14
-123650.00000000
USD
712.50000000
N
N
N
CME Group Inc
N/A
US 2YR NOTE (CBT) Sep20
N/A
44.00000000
NC
USD
9716437.54000000
40.44735667654
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 2YR NOTE (CBT) Sep20
2020-09-30
9713850.33000000
USD
2587.21000000
N
N
N
Intercontinental Exchange Inc
N/A
FTSE 100 IDX FUT Sep20
N/A
-1.00000000
NC
-76173.71000000
-0.31709412066
N/A
DE
GB
N
1
N/A
N/A
Short
FTSE 100 IDX FUT Sep20
GB00HBBG0L85
2020-09-18
-75289.27000000
GBP
-2095.07000000
N
N
N
CME Group Inc
N/A
US ULTRA BOND CBT Sep20
N/A
1.00000000
NC
USD
218156.25000000
0.908135684363
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US ULTRA BOND CBT Sep20
2020-09-21
218063.82000000
USD
92.43000000
N
N
N
CME Group Inc
N/A
EURO/GBP FUTURE Sep20
N/A
14.00000000
NC
1968388.69000000
8.193961942816
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO/GBP FUTURE Sep20
2020-09-14
1981258.77000000
GBP
27206.25000000
N
N
N
Intercontinental Exchange Inc
N/A
BRENT CRUDE FUTR Sep20
N/A
-1.00000000
NC
USD
-41270.00000000
-0.17179778114
N/A
DCO
GB
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
BRENT CRUDE FUTR Sep20
2020-07-31
-41060.00000000
USD
-210.00000000
N
N
N
CME Group Inc
N/A
US 10yr Ultra Fut Sep20
N/A
6.00000000
NC
USD
944906.25000000
3.933433417578
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 10yr Ultra Fut Sep20
2020-09-21
942031.37000000
USD
2874.88000000
N
N
N
CME Group Inc
N/A
SOYBEAN FUTURE Nov20
N/A
-4.00000000
NC
USD
-176450.00000000
-0.73452189202
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
SOYBEAN FUTURE Nov20
2020-11-13
-173812.50000000
USD
-2637.50000000
N
N
N
State Street Bank and Trust Co
571474TGEMMWANRLN572
State Street Bank and Trust Co
85799F003
1888991.97000000
PA
USD
1888991.97000000
7.863451152254
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-07-01
1888991.97000000
USD
1926848.68000000
USD
UST
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME ZINC FUTURE Jul20
N/A
4.00000000
NC
USD
203825.00000000
0.848477895386
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME ZINC FUTURE Jul20
2020-07-13
204010.00000000
USD
-185.00000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962H1
11540000.00000000
PA
USD
11536457.91000000
48.02369448151
Long
STIV
UST
US
N
2
N
N
N
Intercontinental Exchange Inc
N/A
3MO EURO EURIBOR Dec20
N/A
169.00000000
NC
47686208.82000000
198.5070236652
N/A
DIR
GB
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
3MO EURO EURIBOR Dec20
2020-12-14
46723791.90000000
EUR
7669.36000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME PRI ALUM FUTR Jul20
N/A
10.00000000
NC
USD
398437.50000000
1.658606213384
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME PRI ALUM FUTR Jul20
2020-07-13
394343.75000000
USD
4093.75000000
N
N
N
CME Group Inc
N/A
SOYBEAN OIL FUTR Aug20
N/A
-5.00000000
NC
USD
-84420.00000000
-0.35142158188
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
SOYBEAN OIL FUTR Aug20
2020-08-14
-83598.00000000
USD
-822.00000000
N
N
N
ASX Ltd
N/A
AUST 3YR BOND FUT Sep20
N/A
65.00000000
NC
5250158.10000000
21.85523412307
N/A
DIR
AU
N
1
N/A
N/A
Long
ASX Ltd
AUST 3YR BOND FUT Sep20
2020-09-15
5286685.02000000
AUD
930.73000000
N
N
N
Eurex
N/A
STOXX 600 BANK Sep20
N/A
-37.00000000
NC
-195792.27000000
-0.81503943668
N/A
DE
DE
N
1
N/A
N/A
Short
STOXX 600 BANK Sep20
DE000C4SA7L7
2020-09-18
-193869.07000000
EUR
-3130.60000000
N
N
N
Singapore Exchange Ltd
N/A
INR/USD Jul20
N/A
-33.00000000
NC
USD
-871464.00000000
-3.62770975408
N/A
DFE
SG
N
1
N/A
N/A
Short
Singapore Exchange Ltd
INR/USD Jul20
2020-07-29
-863012.75000000
USD
-8451.25000000
N
N
N
Intercontinental Exchange Inc
N/A
CANOLA FUTR (WCE) Nov20
N/A
-30.00000000
NC
-210371.24000000
-0.87572842862
N/A
DCO
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
CANOLA FUTR (WCE) Nov20
2020-11-13
-208181.32000000
CAD
-1596.14000000
N
N
N
CME Group Inc
N/A
NASDAQ 100 E-MINI Sep20
N/A
3.00000000
NC
USD
608835.00000000
2.534443956520
N/A
DE
US
N
1
N/A
N/A
Long
NASDAQ 100 E-MINI Sep20
NDX
2020-09-18
576277.56000000
USD
32557.44000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME COPPER FUTURE Jul20
N/A
1.00000000
NC
USD
150206.25000000
0.625275029431
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME COPPER FUTURE Jul20
2020-07-13
144043.75000000
USD
6162.50000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME PRI ALUM FUTR Jul20
N/A
-10.00000000
NC
USD
-398437.50000000
-1.65860621338
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME PRI ALUM FUTR Jul20
2020-07-13
-380375.00000000
USD
-18062.50000000
N
N
N
CME Group Inc
N/A
EURO/JPY FUTURE Sep20
N/A
5.00000000
NC
702593.19000000
2.924738335161
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO/JPY FUTURE Sep20
2020-09-14
708343.22000000
JPY
-4944.01000000
N
N
N
CME Group Inc
N/A
MEXICAN PESO FUT Sep20
N/A
-13.00000000
NC
USD
-280020.00000000
-1.16566064156
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
MEXICAN PESO FUT Sep20
2020-09-14
-286292.29000000
USD
6272.29000000
N
N
N
CME Group Inc
N/A
FED FUND 30DAY Dec20
N/A
35.00000000
NC
USD
14579395.43000000
60.69076291161
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
FED FUND 30DAY Dec20
2020-12-31
14539627.23000000
USD
39768.20000000
N
N
N
CME Group Inc
N/A
BRAZIL REAL FUT Aug20
N/A
-28.00000000
NC
USD
-514640.00000000
-2.14233123552
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
BRAZIL REAL FUT Aug20
2020-07-31
-529842.64000000
USD
15202.64000000
N
N
N
CME Group Inc
N/A
S&P500 EMINI FUT Sep20
N/A
1.00000000
NC
USD
154510.00000000
0.643190578271
N/A
DE
US
N
1
N/A
N/A
Long
S&P500 EMINI FUT Sep20
SPX
2020-09-18
149971.52000000
USD
4538.48000000
N
N
N
Bursa Malaysia Bhd
N/A
CRUDE PALM OIL FU Sep20
N/A
18.00000000
NC
241225.20000000
1.004166564505
N/A
DCO
MY
N
1
N/A
N/A
Long
Bursa Malaysia Bhd
CRUDE PALM OIL FU Sep20
2020-09-15
248838.28000000
MYR
-7275.38000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME LEAD FUTURE Aug20
N/A
-2.00000000
NC
USD
-88462.50000000
-0.36824960540
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME LEAD FUTURE Aug20
2020-08-17
-89187.50000000
USD
725.00000000
N
N
N
Borsa Italiana SpA
N/A
FTSE/MIB IDX FUT Sep20
N/A
1.00000000
NC
108355.92000000
0.451061464267
N/A
DE
IT
N
1
N/A
N/A
Long
FTSE/MIB IDX FUT Sep20
IT0016088657
2020-09-18
109360.55000000
EUR
-990.02000000
N
N
N
Intercontinental Exchange Inc
N/A
DOLLAR INDEX Sep20
N/A
-4.00000000
NC
USD
-389396.00000000
-1.62096847075
N/A
DFE
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
DOLLAR INDEX Sep20
2020-09-14
-385767.57000000
USD
-3628.43000000
N
N
N
CME Group Inc
N/A
LIVE CATTLE FUTR Aug20
N/A
-4.00000000
NC
USD
-154040.00000000
-0.64123407337
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
LIVE CATTLE FUTR Aug20
2020-08-31
-157980.00000000
USD
3940.00000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796TD1
143000.00000000
PA
USD
142977.79000000
0.595184566889
Long
STIV
UST
US
N
2
N
N
N
CME Group Inc
N/A
US 10YR NOTE (CBT)Sep20
N/A
17.00000000
NC
USD
2365921.88000000
9.848803715894
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 10YR NOTE (CBT)Sep20
2020-09-21
2359366.72000000
USD
6555.16000000
N
N
N
CME Group Inc
N/A
JPN YEN CURR FUT Sep20
N/A
1.00000000
NC
USD
115887.50000000
0.482413747585
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
JPN YEN CURR FUT Sep20
2020-09-14
117133.32000000
USD
-1245.82000000
N
N
N
CME Group Inc
N/A
WTI CRUDE FUTURE Aug20
N/A
-1.00000000
NC
USD
-39270.00000000
-0.16347222839
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
WTI CRUDE FUTURE Aug20
2020-07-21
-38420.00000000
USD
-850.00000000
N
N
N
Intercontinental Exchange Inc
N/A
ICE NAT GAS FUTR Aug20
N/A
-5.00000000
NC
-31152.23000000
-0.12967976718
N/A
DCO
GB
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
ICE NAT GAS FUTR Aug20
2020-07-30
-26643.90000000
GBP
-4398.19000000
N
N
N
CME Group Inc
N/A
NIKKEI 225 (CME) Sep20
N/A
1.00000000
NC
USD
111700.00000000
0.464982121499
N/A
DE
US
N
1
N/A
N/A
Long
NIKKEI 225 (CME) Sep20
NKY
2020-09-10
114502.62000000
USD
-2802.62000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME ZINC FUTURE Aug20
N/A
-1.00000000
NC
USD
-51050.00000000
-0.21250973413
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME ZINC FUTURE Aug20
2020-08-17
-50850.00000000
USD
-200.00000000
N
N
N
Intercontinental Exchange Inc
N/A
SUGAR #11 (WORLD) Oct20
N/A
-3.00000000
NC
USD
-40185.60000000
-0.16728366644
N/A
DCO
US
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
SUGAR #11 (WORLD) Oct20
2020-09-30
-38987.20000000
USD
-1198.40000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
1166274.00000000
PA
USD
1166274.00000000
4.854937858282
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-07-01
1166274.00000000
USD
1189663.17000000
USD
UST
N
N
N
CME Group Inc
N/A
JPN 10Y BOND(OSE) Sep20
N/A
3.00000000
NC
4221810.60000000
17.57445344099
N/A
DIR
JP
N
1
N/A
N/A
Long
CME Group Inc
JPN 10Y BOND(OSE) Sep20
2020-09-14
4237167.36000000
JPY
2496.13000000
N
N
N
CME Group Inc
N/A
90DAY EURO$ FUTR Dec20
N/A
53.00000000
NC
USD
13211575.00000000
54.99683233531
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
90DAY EURO$ FUTR Dec20
2020-12-14
13161619.58000000
USD
49955.42000000
N
N
N
CME Group Inc
N/A
EURO/CHF FUTURE Sep20
N/A
-7.00000000
NC
-982360.55000000
-4.08934729289
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
EURO/CHF FUTURE Sep20
2020-09-14
-989997.69000000
CHF
10353.59000000
N
N
N
CME Group Inc
N/A
Euro CHF 3MO ICE Dec20
N/A
35.00000000
NC
9301810.12000000
38.72135544661
N/A
DIR
GB
N
1
N/A
N/A
Long
CME Group Inc
Euro CHF 3MO ICE Dec20
2020-12-14
9083623.02000000
CHF
-4313.08000000
N
N
N
JSE Ltd
N/A
FTSE/JSE TOP 40 Sep20
N/A
-2.00000000
NC
-57965.13000000
-0.24129587395
N/A
DE
ZA
N
1
N/A
N/A
Short
FTSE/JSE TOP 40 Sep20
ZAD000179513
2020-09-17
-57743.61000000
ZAR
-1156.61000000
N
N
N
CME Group Inc
N/A
US LONG BOND(CBT) Sep20
N/A
2.00000000
NC
USD
357125.00000000
1.486631514240
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US LONG BOND(CBT) Sep20
2020-09-21
355073.05000000
USD
2051.95000000
N
N
N
CME Group Inc
N/A
PALLADIUM FUTURE Sep20
N/A
1.00000000
NC
USD
196690.00000000
0.818776485924
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
PALLADIUM FUTURE Sep20
2020-09-28
201920.00000000
USD
-5230.00000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
COPPER FUTURE Sep20
N/A
1.00000000
NC
USD
68212.50000000
0.283953383731
N/A
DCO
US
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
COPPER FUTURE Sep20
2020-09-28
66500.00000000
USD
1712.50000000
N
N
N
Financial Times Stock
N/A
FTSE 250 Index FU Sep20
N/A
-2.00000000
NC
-84709.87000000
-0.35262824587
N/A
DE
GB
N
1
N/A
N/A
Short
FTSE 250 Index FU Sep20
GB00HBBG0K78
2020-09-18
-84848.25000000
GBP
-1225.97000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME ZINC FUTURE Jul20
N/A
-4.00000000
NC
USD
-203825.00000000
-0.84847789538
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME ZINC FUTURE Jul20
2020-07-13
-201056.25000000
USD
-2768.75000000
N
N
N
Intercontinental Exchange Inc
N/A
E-Mini Russ 2000 Sep20
N/A
-2.00000000
NC
USD
-143760.00000000
-0.59844073220
N/A
DE
US
N
1
N/A
N/A
Short
E-Mini Russ 2000 Sep20
RTY
2020-09-18
-146266.96000000
USD
2506.96000000
N
N
N
CME Group Inc
N/A
SILVER FUTURE Sep20
N/A
1.00000000
NC
USD
93185.00000000
0.387908316848
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
SILVER FUTURE Sep20
2020-09-28
89250.00000000
USD
3935.00000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME NICKEL FUTURE Jul20
N/A
3.00000000
NC
USD
229716.00000000
0.956256338607
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME NICKEL FUTURE Jul20
2020-07-13
230457.00000000
USD
-741.00000000
N
N
N
Eurex
N/A
EURO-BOBL FUTURE Sep20
N/A
15.00000000
NC
2274749.57000000
9.469273777435
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BOBL FUTURE Sep20
2020-09-08
2265283.11000000
EUR
5602.35000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME LEAD FUTURE Jul20
N/A
2.00000000
NC
USD
88337.50000000
0.367729258352
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME LEAD FUTURE Jul20
2020-07-13
89037.50000000
USD
-700.00000000
N
N
N
CME Group Inc
N/A
CORN FUTURE Sep20
N/A
-11.00000000
NC
USD
-187825.00000000
-0.78187347332
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
CORN FUTURE Sep20
2020-09-14
-182612.50000000
USD
-5212.50000000
N
N
N
Cboe Global Markets Inc
N/A
CBOE VIX FUTURE Jul20
N/A
3.00000000
NC
USD
92625.00000000
0.385577162076
N/A
DE
US
N
1
N/A
N/A
Long
CBOE VIX FUTURE Jul20
VIX
2020-07-22
92316.70000000
USD
308.30000000
N
N
N
CME Group Inc
N/A
AUDUSD Crncy Fut Sep20
N/A
-3.00000000
NC
USD
-207000.00000000
-0.86169471038
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
AUDUSD Crncy Fut Sep20
2020-09-14
-208763.19000000
USD
1763.19000000
N
N
N
London International Financial Futures & Options Exchange
N/A
90DAY STERLING FU Dec20
N/A
159.00000000
NC
24592645.69000000
102.3736845678
N/A
DIR
GB
N
1
N/A
N/A
Long
London International Financial Futures & Options Exchange
90DAY STERLING FU Dec20
2020-12-16
24940156.15000000
GBP
55674.21000000
N
N
N
Tokyo Commodity Exchange Inc
N/A
PLATINUM FUT TCOM Apr21
N/A
1.00000000
NC
13067.84000000
0.054398495672
N/A
DCO
JP
N
1
N/A
N/A
Long
Tokyo Commodity Exchange Inc
PLATINUM FUT TCOM Apr21
2021-04-26
13277.40000000
JPY
-416.76000000
N
N
N
Intercontinental Exchange Inc
N/A
CAC40 10 EURO FUT Jul20
N/A
-1.00000000
NC
-55203.15000000
-0.22979836884
N/A
DE
FR
N
1
N/A
N/A
Short
CAC40 10 EURO FUT Jul20
FRENX8727716
2020-07-17
-55501.16000000
EUR
182.15000000
N
N
N
MEXDER Exchange
N/A
MEX BOLSA IDX FUT Sep20
N/A
-5.00000000
NC
-82964.61000000
-0.34536311877
N/A
DE
MX
N
1
N/A
N/A
Short
MEX BOLSA IDX FUT Sep20
MEXBOL
2020-09-18
-85007.66000000
MXN
49.86000000
N
N
N
Eurex
N/A
STOXX EUROPE 600 Sep20
N/A
-1.00000000
NC
-20161.20000000
-0.08392656712
N/A
DE
DE
N
1
N/A
N/A
Short
STOXX EUROPE 600 Sep20
DE000C4SA8F7
2020-09-18
-20372.34000000
EUR
168.61000000
N
N
N
2020-06-30
Nuveen Investment Trust V
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer
XXXX