NPORT-P
false
0001380786
XXXXXXXX
S000062069
C000201013
C000201011
C000201014
C000201012
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
2020-09-30
N
24514530.00
217903.00
24296627.00
0.00000000
1833752.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2157775.00000000
JPY
EUR
GBP
AUD
CAD
USD
N
CME Group Inc
N/A
NASDAQ 100 E-MINI Dec20
N/A
3.00000000
NC
USD
684435.00000000
2.816995955858
N/A
DE
US
N
1
N/A
N/A
Long
NASDAQ 100 E-MINI Dec20
NDX
2020-12-18
669941.70000000
USD
14493.30000000
N
N
N
Singapore Exchange Ltd
N/A
MSCI TAIWAN INDEX Oct20
N/A
11.00000000
NC
USD
542300.00000000
2.231997058686
N/A
DE
SG
N
1
N/A
N/A
Long
MSCI TAIWAN INDEX Oct20
SGXDB0303204
2020-10-29
533516.39000000
USD
8783.61000000
N
N
N
Intercontinental Exchange Inc
N/A
3MO EURO EURIBOR Dec20
N/A
344.00000000
NC
101339875.60000000
417.0944205547
N/A
DIR
GB
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
3MO EURO EURIBOR Dec20
2020-12-14
98657218.23000000
EUR
43648.27000000
N
N
N
CME Group Inc
N/A
SOYBEAN MEAL FUTR Dec20
N/A
18.00000000
NC
USD
617040.00000000
2.539611774095
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
SOYBEAN MEAL FUTR Dec20
2020-12-14
583020.00000000
USD
34020.00000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
COPPER FUTURE Dec20
N/A
3.00000000
NC
USD
227437.50000000
0.936086725124
N/A
DCO
US
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
COPPER FUTURE Dec20
2020-12-29
221262.50000000
USD
6175.00000000
N
N
N
CME Group Inc
N/A
BRAZIL REAL FUT Nov20
N/A
-62.00000000
NC
USD
-1102360.00000000
-4.53709068341
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
BRAZIL REAL FUT Nov20
2020-10-30
-1105578.06000000
USD
3218.06000000
N
N
N
CME Group Inc
N/A
US ULTRA BOND CBT Dec20
N/A
1.00000000
NC
USD
221812.50000000
0.912935363414
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US ULTRA BOND CBT Dec20
2020-12-21
226103.08000000
USD
-4290.58000000
N
N
N
Tokyo Commodity Exchange Inc
N/A
PLATINUM (OSE) Aug21
N/A
6.00000000
NC
83999.43000000
0.345724655525
N/A
DCO
JP
N
1
N/A
N/A
Long
Tokyo Commodity Exchange Inc
PLATINUM (OSE) Aug21
2021-08-26
89624.32000000
JPY
-5944.57000000
N
N
N
CME Group Inc
N/A
NIKKEI 225 (CME) Dec20
N/A
3.00000000
NC
USD
349575.00000000
1.438779959045
N/A
DE
US
N
1
N/A
N/A
Long
NIKKEI 225 (CME) Dec20
NKY
2020-12-10
345308.46000000
USD
4266.54000000
N
N
N
Intercontinental Exchange Inc
N/A
SUGAR #11 (WORLD) Mar21
N/A
7.00000000
NC
USD
105918.40000000
0.435938700462
N/A
DCO
US
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
SUGAR #11 (WORLD) Mar21
2021-02-26
105649.60000000
USD
268.80000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963U1
494000.00000000
PA
USD
493845.11000000
2.032566536910
Long
STIV
UST
US
N
2
N
N
N
CME Group Inc
N/A
SWISS MKT IX FUTR Dec20
N/A
4.00000000
NC
442277.84000000
1.820326088884
N/A
DE
DE
N
1
N/A
N/A
Long
SWISS MKT IX FUTR Dec20
DE000C47BW46
2020-12-18
459427.22000000
CHF
-11090.04000000
N
N
N
CME Group Inc
N/A
US LONG BOND(CBT) Dec20
N/A
1.00000000
NC
USD
176281.25000000
0.725537952243
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US LONG BOND(CBT) Dec20
2020-12-21
176282.72000000
USD
-1.47000000
N
N
N
CME Group Inc
N/A
NATURAL GAS FUTR Nov20
N/A
-8.00000000
NC
USD
-202160.00000000
-0.83204965034
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
NATURAL GAS FUTR Nov20
2020-10-28
-211080.00000000
USD
8920.00000000
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962S7
4139000.00000000
PA
USD
4138788.75000000
17.03441695837
Long
STIV
UST
US
N
2
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964M8
15092000.00000000
PA
USD
15084997.46000000
62.08679690394
Long
STIV
UST
US
N
2
N
N
N
Eurex
N/A
MILL WHEAT EURO Dec20
N/A
82.00000000
NC
950592.97000000
3.912448299922
N/A
DCO
FR
N
1
N/A
N/A
Long
Eurex
MILL WHEAT EURO Dec20
2020-12-10
907949.19000000
EUR
50312.75000000
N
N
N
Eurex
N/A
STOXX 600 BANK Dec20
N/A
-88.00000000
NC
-426115.15000000
-1.75380372757
N/A
DE
DE
N
1
N/A
N/A
Short
STOXX 600 BANK Dec20
DE000C47BW79
2020-12-18
-454806.63000000
EUR
25066.25000000
N
N
N
CME Group Inc
N/A
DJIA MINI e-CBOT Dec20
N/A
3.00000000
NC
USD
414960.00000000
1.707891387557
N/A
DE
US
N
1
N/A
N/A
Long
DJIA MINI e-CBOT Dec20
INDU
2020-12-18
411380.70000000
USD
3579.30000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME NICKEL FUTURE Oct20
N/A
6.00000000
NC
USD
521532.00000000
2.146520173355
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME NICKEL FUTURE Oct20
2020-10-19
546390.00000000
USD
-24858.00000000
N
N
N
CME Group Inc
N/A
AUST 3YR BOND FUT Dec20
N/A
103.00000000
NC
8654128.08000000
35.61863990421
N/A
DIR
AU
N
1
N/A
N/A
Long
CME Group Inc
AUST 3YR BOND FUT Dec20
2020-12-15
8676741.97000000
AUD
19935.89000000
N
N
N
Euronext NV
N/A
CAC40 10 EURO FUT Oct20
N/A
-1.00000000
NC
-56289.31000000
-0.23167540910
N/A
DE
FR
N
1
N/A
N/A
Short
CAC40 10 EURO FUT Oct20
FRENX9419511
2020-10-16
-54782.34000000
EUR
-1045.23000000
N
N
N
TMX Group Ltd
N/A
CAN 10YR BOND FUT Dec20
N/A
10.00000000
NC
1140099.88000000
4.692420392344
N/A
DIR
CA
N
1
N/A
N/A
Long
TMX Group Ltd
CAN 10YR BOND FUT Dec20
2020-12-18
1149454.98000000
CAD
-789.66000000
N
N
N
Tokyo Commodity Exchange Inc
N/A
GOLD (OSE) Aug21
N/A
3.00000000
NC
181908.69000000
0.748699356499
N/A
DCO
JP
N
1
N/A
N/A
Long
Tokyo Commodity Exchange Inc
GOLD (OSE) Aug21
2021-08-26
187915.35000000
JPY
-7111.36000000
N
N
N
CME Group Inc
N/A
C$ CURRENCY FUT Dec20
N/A
-2.00000000
NC
USD
-150260.00000000
-0.61843975297
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
C$ CURRENCY FUT Dec20
2020-12-15
-149570.86000000
USD
-689.14000000
N
N
N
CME Group Inc
N/A
MEXICAN PESO FUT Dec20
N/A
21.00000000
NC
USD
470925.00000000
1.938232002326
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
MEXICAN PESO FUT Dec20
2020-12-14
488319.47000000
USD
-17394.47000000
N
N
N
CME Group Inc
N/A
SILVER FUTURE Dec20
N/A
1.00000000
NC
USD
117470.00000000
0.483482748448
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
SILVER FUTURE Dec20
2020-12-29
142055.00000000
USD
-24585.00000000
N
N
N
Intercontinental Exchange Inc
N/A
MSCI EmgMkt Dec20
N/A
1.00000000
NC
USD
54425.00000000
0.224002286407
N/A
DE
US
N
1
N/A
N/A
Long
MSCI EmgMkt Dec20
MXEF
2020-12-18
55781.67000000
USD
-1356.67000000
N
N
N
CME Group Inc
N/A
S&P500 EMINI FUT Dec20
N/A
5.00000000
NC
USD
838000.00000000
3.449038420024
N/A
DE
US
N
1
N/A
N/A
Long
S&P500 EMINI FUT Dec20
SPX
2020-12-18
832532.60000000
USD
5467.40000000
N
N
N
CME Group Inc
N/A
DOLLAR INDEX Dec20
N/A
-9.00000000
NC
USD
-845343.00000000
-3.47926072207
N/A
DFE
US
N
1
N/A
N/A
Short
CME Group Inc
DOLLAR INDEX Dec20
2020-12-14
-834613.63000000
USD
-10729.37000000
N
N
N
Eurex
N/A
Short Euro-BTP Fu Dec20
N/A
159.00000000
NC
21115738.38000000
86.90810613341
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Short Euro-BTP Fu Dec20
2020-12-08
21249733.93000000
EUR
47621.46000000
N
N
N
CME Group Inc
N/A
Euro CHF 3MO ICE Dec20
N/A
136.00000000
NC
37202323.44000000
153.1172349149
N/A
DIR
GB
N
1
N/A
N/A
Long
CME Group Inc
Euro CHF 3MO ICE Dec20
2020-12-14
37293403.39000000
CHF
8862.54000000
N
N
N
TMX Group Ltd
N/A
S&P/TSX 60 IX FUT Dec20
N/A
1.00000000
NC
144418.16000000
0.594395921705
N/A
DE
CA
N
1
N/A
N/A
Long
S&P/TSX 60 IX FUT Dec20
SPTSX60
2020-12-17
146460.56000000
CAD
-541.00000000
N
N
N
Intercontinental Exchange Inc
N/A
COCOA FUTURE - IC Dec20
N/A
15.00000000
NC
347620.08000000
1.430733903928
N/A
DCO
GB
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
COCOA FUTURE - IC Dec20
2020-12-14
348520.91000000
GBP
3432.33000000
N
N
N
Singapore Exchange Ltd
N/A
FTSE CHINA A50 Oct20
N/A
37.00000000
NC
USD
559440.00000000
2.302541830189
N/A
DE
SG
N
1
N/A
N/A
Long
FTSE CHINA A50 Oct20
SGXDB0303329
2020-10-29
561345.13000000
USD
-1905.13000000
N
N
N
CME Group Inc
N/A
GOLD 100 OZ FUTR Dec20
N/A
1.00000000
NC
USD
189550.00000000
0.780149442142
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
GOLD 100 OZ FUTR Dec20
2020-12-29
197460.00000000
USD
-7910.00000000
N
N
N
Intercontinental Exchange Inc
N/A
FTSE 100 IDX FUT Dec20
N/A
-2.00000000
NC
-150751.50000000
-0.62046266751
N/A
DE
GB
N
1
N/A
N/A
Short
FTSE 100 IDX FUT Dec20
GB00HDK54J62
2020-12-18
-154192.79000000
GBP
4010.92000000
N
N
N
CME Group Inc
N/A
JPN YEN CURR FUT Dec20
N/A
17.00000000
NC
USD
2016093.75000000
8.297833892745
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
JPN YEN CURR FUT Dec20
2020-12-14
2021002.84000000
USD
-4909.09000000
N
N
N
London International Financial Futures & Options Exchange
N/A
90DAY STERLING FU Dec20
N/A
242.00000000
NC
39001837.46000000
160.5236704666
N/A
DIR
GB
N
1
N/A
N/A
Long
London International Financial Futures & Options Exchange
90DAY STERLING FU Dec20
2020-12-16
38379252.83000000
GBP
34689.72000000
N
N
N
CME Group Inc
N/A
US 5YR NOTE (CBT) Dec20
N/A
20.00000000
NC
USD
2520625.00000000
10.37438241941
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 5YR NOTE (CBT) Dec20
2020-12-31
2520417.94000000
USD
207.06000000
N
N
N
CME Group Inc
N/A
LEAN HOGS FUTURE Dec20
N/A
2.00000000
NC
USD
50480.00000000
0.207765464728
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
LEAN HOGS FUTURE Dec20
2020-12-14
50420.00000000
USD
60.00000000
N
N
N
CME Group Inc
N/A
NEW ZEALAND $ FUT Dec20
N/A
1.00000000
NC
USD
66130.00000000
0.272177697752
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
NEW ZEALAND $ FUT Dec20
2020-12-14
67662.07000000
USD
-1532.07000000
N
N
N
State Street Bank and Trust Co
571474TGEMMWANRLN572
State Street Bank and Trust Co
85799F003
1178579.66000000
PA
USD
1178579.66000000
4.850795379951
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-10-01
1178579.66000000
USD
1202190.44000000
USD
UST
N
N
N
Intercontinental Exchange Inc
N/A
Low Su Gasoil G Nov20
N/A
-18.00000000
NC
USD
-600750.00000000
-2.47256543058
N/A
DCO
GB
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
Low Su Gasoil G Nov20
2020-11-12
-611475.00000000
USD
10725.00000000
N
N
N
Japan Exchange Group Inc
N/A
TOPIX INDX FUTR Dec20
N/A
1.00000000
NC
154126.96000000
0.634355377806
N/A
DE
JP
N
1
N/A
N/A
Long
TOPIX INDX FUTR Dec20
TPX
2020-12-10
154413.57000000
JPY
-242.69000000
N
N
N
CME Group Inc
N/A
EURO FX CURR FUT Dec20
N/A
9.00000000
NC
USD
1320243.75000000
5.433856106857
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO FX CURR FUT Dec20
2020-12-14
1329461.53000000
USD
-9217.78000000
N
N
N
MEXDER Exchange
N/A
MEX BOLSA IDX FUT Dec20
N/A
-12.00000000
NC
-203313.21000000
-0.83679602934
N/A
DE
MX
N
1
N/A
N/A
Short
MEX BOLSA IDX FUT Dec20
MEXBOL
2020-12-18
-207066.27000000
MXN
-4639.17000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME ZINC FUTURE Oct20
N/A
-3.00000000
NC
USD
-179325.00000000
-0.73806541130
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME ZINC FUTURE Oct20
2020-10-19
-180323.75000000
USD
998.75000000
N
N
N
CME Group Inc
N/A
EURO/CHF FUTURE Dec20
N/A
11.00000000
NC
1610648.17000000
6.629101932543
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO/CHF FUTURE Dec20
2020-12-14
1618256.30000000
CHF
-2408.03000000
N
N
N
JSE Ltd
N/A
FTSE/JSE TOP 40 Dec20
N/A
-1.00000000
NC
-30078.81000000
-0.12379829512
N/A
DE
ZA
N
1
N/A
N/A
Short
FTSE/JSE TOP 40 Dec20
ZAD000179521
2020-12-17
-29340.87000000
ZAR
-652.54000000
N
N
N
CME Group Inc
N/A
LIVE CATTLE FUTR Dec20
N/A
2.00000000
NC
USD
89880.00000000
0.369927891636
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
LIVE CATTLE FUTR Dec20
2020-12-31
88960.00000000
USD
920.00000000
N
N
N
CME Group Inc
N/A
FED FUND 30DAY Dec20
N/A
69.00000000
NC
USD
28730735.78000000
118.2498944400
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
FED FUND 30DAY Dec20
2020-12-31
28725437.85000000
USD
5297.93000000
N
N
N
CME Group Inc
N/A
NY Harb ULSD Fut Nov20
N/A
-4.00000000
NC
USD
-193569.60000000
-0.79669330232
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
NY Harb ULSD Fut Nov20
2020-10-30
-189428.40000000
USD
-4141.20000000
N
N
N
CME Group Inc
N/A
YEN DENOM NIKKEI Dec20
N/A
1.00000000
NC
110297.26000000
0.453961202104
N/A
DE
US
N
1
N/A
N/A
Long
YEN DENOM NIKKEI Dec20
NKY
2020-12-10
108002.85000000
JPY
1510.99000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME COPPER FUTURE Oct20
N/A
1.00000000
NC
USD
166900.00000000
0.686926625658
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME COPPER FUTURE Oct20
2020-10-19
165625.00000000
USD
1275.00000000
N
N
N
CME Group Inc
N/A
US 2YR NOTE (CBT) Dec20
N/A
79.00000000
NC
USD
17455914.10000000
71.84501000900
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 2YR NOTE (CBT) Dec20
2020-12-31
17448335.46000000
USD
7578.64000000
N
N
N
Singapore Exchange Ltd
N/A
INR/USD Oct20
N/A
106.00000000
NC
USD
2868360.00000000
11.80558931081
N/A
DFE
SG
N
1
N/A
N/A
Long
Singapore Exchange Ltd
INR/USD Oct20
2020-10-27
2874397.58000000
USD
-6037.58000000
N
N
N
Nasdaq Inc
N/A
OMXS30 IND FUTURE Oct20
N/A
7.00000000
NC
143132.70000000
0.589105228474
N/A
DE
SE
N
1
N/A
N/A
Long
OMXS30 IND FUTURE Oct20
SE0014613105
2020-10-16
144925.71000000
SEK
899.73000000
N
N
N
CME Group Inc
N/A
EURO/GBP FUTURE Dec20
N/A
13.00000000
NC
1906950.66000000
7.848623020800
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO/GBP FUTURE Dec20
2020-12-14
1921820.94000000
GBP
-17592.78000000
N
N
N
Cboe Global Markets Inc
N/A
WHEAT FUTURE(CBT) Dec20
N/A
4.00000000
NC
USD
115600.00000000
0.475786206867
N/A
DCO
US
N
1
N/A
N/A
Long
Cboe Global Markets Inc
WHEAT FUTURE(CBT) Dec20
2020-12-14
110900.00000000
USD
4700.00000000
N
N
N
CME Group Inc
N/A
PALLADIUM FUTURE Dec20
N/A
2.00000000
NC
USD
466100.00000000
1.918373278727
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
PALLADIUM FUTURE Dec20
2020-12-29
439440.00000000
USD
26660.00000000
N
N
N
CME Group Inc
N/A
AUST 10Y BOND FUT Dec20
N/A
10.00000000
NC
1069591.76000000
4.402223238641
N/A
DIR
AU
N
1
N/A
N/A
Long
CME Group Inc
AUST 10Y BOND FUT Dec20
2020-12-15
1069352.50000000
AUD
5389.41000000
N
N
N
Singapore Exchange Ltd
N/A
MSCI SING IX ETS Oct20
N/A
-10.00000000
NC
-207098.64000000
-0.85237609319
N/A
DE
SG
N
1
N/A
N/A
Short
MSCI SING IX ETS Oct20
SGXDB0303014
2020-10-29
-205324.25000000
SGD
-157.43000000
N
N
N
CME Group Inc
N/A
SOYBEAN OIL FUTR Dec20
N/A
8.00000000
NC
USD
159024.00000000
0.654510603467
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
SOYBEAN OIL FUTR Dec20
2020-12-14
162888.00000000
USD
-3864.00000000
N
N
N
CME Group Inc
N/A
EURO/JPY FUTURE Dec20
N/A
8.00000000
NC
1172806.14000000
4.827032739976
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
EURO/JPY FUTURE Dec20
2020-12-14
1183181.30000000
JPY
-17609.16000000
N
N
N
Intercontinental Exchange Inc
N/A
COTTON NO.2 FUTR Dec20
N/A
7.00000000
NC
USD
230265.00000000
0.947724142943
N/A
DCO
US
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
COTTON NO.2 FUTR Dec20
2020-12-08
230355.00000000
USD
-90.00000000
N
N
N
Intercontinental Exchange Inc
N/A
FTSE 250 Index FU Dec20
N/A
-2.00000000
NC
-88907.64000000
-0.36592585464
N/A
DE
GB
N
1
N/A
N/A
Short
FTSE 250 Index FU Dec20
GB00HDK54H49
2020-12-18
-87745.36000000
GBP
-463.56000000
N
N
N
Intercontinental Exchange Inc
N/A
CANOLA FUTR (WCE) Nov20
N/A
69.00000000
NC
539335.36000000
2.219795200379
N/A
DCO
US
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
CANOLA FUTR (WCE) Nov20
2020-11-13
519560.77000000
CAD
24370.10000000
N
N
N
Bursa Malaysia Bhd
N/A
CRUDE PALM OIL FU Dec20
N/A
24.00000000
NC
391866.20000000
1.612841980082
N/A
DCO
MY
N
1
N/A
N/A
Long
Bursa Malaysia Bhd
CRUDE PALM OIL FU Dec20
2020-12-15
432185.58000000
MYR
-38551.32000000
N
N
N
CME Group Inc
N/A
US 10YR NOTE (CBT)Dec20
N/A
27.00000000
NC
USD
3767343.75000000
15.50562450499
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 10YR NOTE (CBT)Dec20
2020-12-21
3756896.32000000
USD
10447.43000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME PRI ALUM FUTR Oct20
N/A
-1.00000000
NC
USD
-43493.75000000
-0.17901147348
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME PRI ALUM FUTR Oct20
2020-10-19
-42887.50000000
USD
-606.25000000
N
N
N
Euronext NV
N/A
RAPESEED EURO Nov20
N/A
35.00000000
NC
789938.04000000
3.251225118614
N/A
DCO
FR
N
1
N/A
N/A
Long
Euronext NV
RAPESEED EURO Nov20
2020-10-30
801965.71000000
EUR
-4894.98000000
N
N
N
Intercontinental Exchange Inc
N/A
COFFEE 'C' FUTURE Dec20
N/A
4.00000000
NC
USD
166425.00000000
0.684971621781
N/A
DCO
US
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
COFFEE 'C' FUTURE Dec20
2020-12-18
191606.25000000
USD
-25181.25000000
N
N
N
Intercontinental Exchange Inc
N/A
MSCI EAFE DEC20
N/A
1.00000000
NC
USD
92660.00000000
0.381369809068
N/A
DE
US
N
1
N/A
N/A
Long
MSCI EAFE Dec20
MXEA
2020-12-18
95631.67000000
USD
-2971.67000000
N
N
N
CME Group Inc
N/A
CORN FUTURE Dec20
N/A
-3.00000000
NC
USD
-56850.00000000
-0.23398309567
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
CORN FUTURE Dec20
2020-12-14
-50862.50000000
USD
-5987.50000000
N
N
N
Intercontinental Exchange Inc
N/A
BRENT CRUDE FUTR Dec20
N/A
-11.00000000
NC
USD
-465300.00000000
-1.91508064061
N/A
DCO
GB
N
1
N/A
N/A
Short
Intercontinental Exchange Inc
BRENT CRUDE FUTR Dec20
2020-10-30
-466840.00000000
USD
1540.00000000
N
N
N
CME Group Inc
N/A
90DAY EURO$ FUTR Dec20
N/A
102.00000000
NC
USD
25437525.00000000
104.6957052927
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
90DAY EURO$ FUTR Dec20
2020-12-14
25394656.94000000
USD
42868.06000000
N
N
N
Eurex
N/A
EURO-BUXL 30Y BND Dec20
N/A
5.00000000
NC
1305405.58000000
5.372785201830
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BUXL 30Y BND Dec20
2020-12-08
1291647.42000000
EUR
23632.41000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME LEAD FUTURE Oct20
N/A
-1.00000000
NC
USD
-45187.50000000
-0.18598260573
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME LEAD FUTURE Oct20
2020-10-19
-47356.25000000
USD
2168.75000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME NICKEL FUTURE Oct20
N/A
-3.00000000
NC
USD
-260766.00000000
-1.07326008667
N/A
DCO
GB
N
1
N/A
N/A
Short
Hong Kong Exchanges & Clearing Ltd
LME NICKEL FUTURE Oct20
2020-10-19
-259596.00000000
USD
-1170.00000000
N
N
N
CME Group Inc
N/A
AUDUSD Crncy Fut Dec20
N/A
3.00000000
NC
USD
214890.00000000
0.884443754270
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
AUDUSD Crncy Fut Dec20
2020-12-14
217948.61000000
USD
-3058.61000000
N
N
N
CME Group Inc
N/A
SOYBEAN FUTURE Nov20
N/A
3.00000000
NC
USD
153525.00000000
0.631877832260
N/A
DCO
US
N
1
N/A
N/A
Long
CME Group Inc
SOYBEAN FUTURE Nov20
2020-11-13
146087.50000000
USD
7437.50000000
N
N
N
Eurex
N/A
EURO-BUND FUTURE Dec20
N/A
7.00000000
NC
1432311.54000000
5.895104452152
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BUND FUTURE Dec20
2020-12-08
1437661.56000000
EUR
5955.73000000
N
N
N
Eurex
N/A
Euro-OAT Future Dec20
N/A
40.00000000
NC
7904656.38000000
32.53396605216
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Euro-OAT Future Dec20
2020-12-08
7930064.27000000
EUR
47145.25000000
N
N
N
London International Financial Futures & Options Exchange
N/A
LONG GILT FUTURE Dec20
N/A
5.00000000
NC
878147.16000000
3.614276006295
N/A
DIR
GB
N
1
N/A
N/A
Long
London International Financial Futures & Options Exchange
LONG GILT FUTURE Dec20
2020-12-29
889246.87000000
GBP
-1657.84000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME LEAD FUTURE Oct20
N/A
1.00000000
NC
USD
45187.50000000
0.185982605733
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME LEAD FUTURE Oct20
2020-10-19
49318.75000000
USD
-4131.25000000
N
N
N
CME Group Inc
N/A
CBOE VIX FUTURE Oct20
N/A
1.00000000
NC
USD
30375.00000000
0.125017353231
N/A
DE
US
N
1
N/A
N/A
Long
CBOE VIX FUTURE Oct20
VIX
2020-10-21
37102.03000000
USD
-6727.03000000
N
N
N
CME Group Inc
N/A
WTI CRUDE FUTURE Nov20
N/A
-5.00000000
NC
USD
-201100.00000000
-0.82768690485
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
WTI CRUDE FUTURE Nov20
2020-10-20
-187070.00000000
USD
-14030.00000000
N
N
N
CME Group Inc
N/A
JPN 10Y BOND(OSE) Dec20
N/A
3.00000000
NC
4326838.29000000
17.80839081079
N/A
DIR
JP
N
1
N/A
N/A
Long
CME Group Inc
JPN 10Y BOND(OSE) Dec20
2020-12-14
4339224.31000000
JPY
-1237.19000000
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
1025899.00000000
PA
USD
1025899.00000000
4.222392680267
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-10-01
1025899.00000000
USD
1046501.85000000
USD
UST
N
N
N
CME Group Inc
N/A
US 10yr Ultra Fut Dec20
N/A
7.00000000
NC
USD
1119453.13000000
4.607442547477
N/A
DIR
US
N
1
N/A
N/A
Long
CME Group Inc
US 10yr Ultra Fut Dec20
2020-12-21
1118008.95000000
USD
1444.18000000
N
N
N
Eurex
N/A
EURO-BOBL FUTURE Dec20
N/A
19.00000000
NC
3011120.69000000
12.39316342140
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-BOBL FUTURE Dec20
2020-12-08
3036807.42000000
EUR
3763.68000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME PRI ALUM FUTR Oct20
N/A
3.00000000
NC
USD
130481.25000000
0.537034420456
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME PRI ALUM FUTR Oct20
2020-10-19
132333.75000000
USD
-1852.50000000
N
N
N
Intercontinental Exchange Inc
N/A
COCOA FUTURE Dec20
N/A
5.00000000
NC
USD
127300.00000000
0.523941039223
N/A
DCO
US
N
1
N/A
N/A
Long
Intercontinental Exchange Inc
COCOA FUTURE Dec20
2020-12-15
132400.00000000
USD
-5100.00000000
N
N
N
Cboe Global Markets Inc
N/A
KC HRW WHEAT FUT Dec20
N/A
2.00000000
NC
USD
50975.00000000
0.209802784559
N/A
DCO
US
N
1
N/A
N/A
Long
Cboe Global Markets Inc
KC HRW WHEAT FUT Dec20
2020-12-14
48675.00000000
USD
2300.00000000
N
N
N
CME Group Inc
N/A
CATTLE FEEDER FUT Nov20
N/A
-2.00000000
NC
USD
-142050.00000000
-0.58464905437
N/A
DCO
US
N
1
N/A
N/A
Short
CME Group Inc
CATTLE FEEDER FUT Nov20
2020-11-19
-140800.00000000
USD
-1250.00000000
N
N
N
Eurex
N/A
Euro-BTP Future Dec20
N/A
34.00000000
NC
5883024.69000000
24.21333911904
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
Euro-BTP Future Dec20
2020-12-08
5865870.20000000
EUR
85750.21000000
N
N
N
CME Group Inc
N/A
CHF CURRENCY FUT Dec20
N/A
12.00000000
NC
USD
1631550.00000000
6.715129635072
N/A
DFE
US
N
1
N/A
N/A
Long
CME Group Inc
CHF CURRENCY FUT Dec20
2020-12-14
1641357.19000000
USD
-9807.19000000
N
N
N
Eurex
N/A
EURO-SCHATZ FUT Dec20
N/A
138.00000000
NC
18168305.17000000
74.77706749171
N/A
DIR
DE
N
1
N/A
N/A
Long
Eurex
EURO-SCHATZ FUT Dec20
2020-12-08
18335927.61000000
EUR
3779.23000000
N
N
N
Hong Kong Exchanges & Clearing Ltd
N/A
LME ZINC FUTURE Oct20
N/A
5.00000000
NC
USD
298875.00000000
1.230109018836
N/A
DCO
GB
N
1
N/A
N/A
Long
Hong Kong Exchanges & Clearing Ltd
LME ZINC FUTURE Oct20
2020-10-19
307006.25000000
USD
-8131.25000000
N
N
N
2020-09-30
Nuveen Investment Trust V
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer