0001752724-23-046345.txt : 20230228
0001752724-23-046345.hdr.sgml : 20230228
20230228124621
ACCESSION NUMBER: 0001752724-23-046345
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230228
DATE AS OF CHANGE: 20230228
PERIOD START: 20221231
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: 23682180
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
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CFF3 Index
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2023-01-17
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USH3 Comdty
2023-03-22
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2023-03-09
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Three-Month SOFR Futures
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2023-09-19
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2023-01-17
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2023-03-13
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2023-03-22
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STIV
CORP
CA
N
2
2023-06-05
Fixed
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N
N
N
N
N
UBS AG
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2023-03-15
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London Metal Exchange
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LME PRI ALUM FUTR MAR23
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GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAH2 COMDTY
2023-03-13
-26069357.50000000
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N
N
United States Treasury
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United States Treasury Bill
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USD
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STIV
UST
US
N
2
2023-04-04
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N
N
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N
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UBS AG
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N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR23
000000000
-2239.00000000
NC
USD
637723.62000000
0.022263071096
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYH3 Comdty
2023-03-22
-252070426.75000000
USD
637723.62000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 10Y BOND FUT MAR23
000000000
-1322.00000000
NC
569846.84000000
0.019893477856
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 10 Year Australian Bond Futures
XMH3 Comdty
2023-03-15
-153767840.59000000
AUD
569846.84000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR FEB23
000000000
1651.00000000
NC
USD
1448931.80000000
0.050582526137
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCG3 Comdty
2023-02-28
102828228.20000000
USD
1448931.80000000
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE MAR23
000000000
958.00000000
NC
USD
2214443.65000000
0.077306712300
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIH3 Comdty
2023-03-29
112937156.35000000
USD
2214443.65000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-14853.92000000
-0.00051855359
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6157751.75000000
USD
60000000.00000000
NOK
2023-03-15
-14853.92000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P500 EMINI FUT MAR23
000000000
-158.00000000
NC
USD
333238.56000000
0.011633431035
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini Standard & Poor's 500 Index Futures
ESH3 Index
2023-03-17
-30835138.56000000
USD
333238.56000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
32925.35000000
0.001149431171
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11298984.90000000
USD
78000000.00000000
CNY
2023-03-15
32925.35000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME COPPER FUTURE MAR23
000000000
57.00000000
NC
USD
42941.25000000
0.001499088432
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Copper Futures
LPH2 Comdty
2023-03-13
11892146.25000000
USD
42941.25000000
N
N
N
BANK OF MONTREAL
N/A
BANK OF MONTREAL
06367CYD3
43000000.00000000
PA
USD
42879888.96000000
1.496946304911
Long
STIV
CORP
CA
N
2
2023-10-06
Fixed
5.00000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR MAR23
000000000
493.00000000
NC
USD
-2083763.25000000
-0.07274463094
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOF3 COMDTY
2023-03-14
21035669.25000000
USD
-2083763.25000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
9400.72000000
0.000328181191
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
5870213.47000000
USD
100500000.00000000
ZAR
2023-03-15
9400.72000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR MAR23
000000000
-104.00000000
NC
USD
-826608.94000000
-0.02885709894
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Short
ICE Brent Crude Oil Futures
COH3 Comdty
2023-01-31
-8108031.06000000
USD
-826608.94000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XR5
115000000.00000000
PA
USD
114900165.05000000
4.011189899904
Long
STIV
UST
US
N
2
2023-01-12
None
0.00000000
N
N
N
N
N
N
CANADIAN IMPERIAL BK
N/A
CANADIAN IMPERIAL BK
13606KRR9
40000000.00000000
PA
USD
39982188.40000000
1.395786944399
Long
STIV
CORP
CA
N
2
2023-09-21
Fixed
5.20000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE FEB23
000000000
-441.00000000
NC
USD
-3713938.64000000
-0.12965441046
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Light Sweet Crude Oil Futures
CLG3 Comdty
2023-01-20
-31680721.36000000
USD
-3713938.64000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EAFE MAR23
000000000
127.00000000
NC
USD
-484342.15000000
-0.01690849042
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
ICE U.S. mini MSCI EAFE Index Futures
MFSH3 Index
2023-03-17
12863032.15000000
USD
-484342.15000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-203970.25000000
-0.00712064605
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
48500000.00000000
CHF
52649061.98000000
USD
2023-03-15
-203970.25000000
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417ML52
50000000.00000000
PA
USD
50070183.50000000
1.747961060405
Long
STIV
CORP
CA
N
2
2023-08-17
Floating
5.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
3496.89000000
0.000122077194
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13300000.00000000
NZD
8454379.08000000
USD
2023-03-15
3496.89000000
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21684LFJ6
60000000.00000000
PA
USD
60109927.80000000
2.098450730426
Long
STIV
CORP
NL
N
2
2023-11-24
Floating
5.01000000
N
N
N
N
N
N
MITSUBISHI TST&BNK C
N/A
MITSUBISHI TST&BNK C
60683DCE7
53000000.00000000
PA
USD
53064791.97000000
1.852503497257
Long
STIV
CORP
US
N
2
2023-05-17
Variable
5.28000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
54991.89000000
0.001919778911
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12744906.87000000
USD
17125000.00000000
SGD
2023-03-15
54991.89000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06052TS68
50000000.00000000
PA
USD
50072474.50000000
1.748041039716
Long
STIV
CORP
US
N
2
2023-04-12
Fixed
5.05000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
STOXX EUROPE 600 MAR23
000000000
813.00000000
NC
-576057.04000000
-0.02011027729
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex Stoxx Europe 600 Futures
SXOH3 Index
2023-03-17
17777810.00000000
EUR
-576057.04000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BTP FUTURE MAR23
000000000
-609.00000000
NC
2632172.57000000
0.091889720288
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Euro-BTP Italian Bond Futures
IKH2 Comdty
2023-03-08
-68791221.40000000
EUR
2632172.57000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
-15858.99000000
-0.00055364081
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6773046.60000000
USD
66000000.00000000
NOK
2023-03-15
-15858.99000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PLATINUM FUTURE APR23
000000000
514.00000000
NC
USD
1837707.82000000
0.064154782052
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Platinum Futures
PLJ3 Comdty
2023-04-26
25992822.18000000
USD
1837707.82000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CNH
000000000
1.00000000
NC
-1656549.00000000
-0.05783048801
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1326000000.00000000
CNY
190985925.23000000
USD
2023-03-15
-1656549.00000000
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367CW45
55000000.00000000
PA
USD
54624310.40000000
1.906946626842
Long
STIV
CORP
CA
N
2
2023-06-23
Fixed
3.60000000
N
N
N
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR23
000000000
165.00000000
NC
-778331.99000000
-0.02717174005
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Long
TSE TOPIX (Tokyo Price Index) Futures
TPH3 Index
2023-03-09
3198246000.00000000
JPY
-778331.99000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
90-DAY BANK BILL MAR23
000000000
302.00000000
NC
-69756.00000000
-0.00243519722
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE 90 Day Australian Bank Accepted Bills Futures
IRH3 Comdty
2023-03-09
299437959.60000000
AUD
-69756.00000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE MAR23
000000000
-1032.00000000
NC
USD
-1774821.61000000
-0.06195941070
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CSC C Coffee Futures
KCH3 COMDTY
2023-03-21
-62970278.39000000
USD
-1774821.61000000
N
N
N
Osaka Exchange
3538001249AILNPRUX57
NIKKEI 225 (OSE) MAR23
000000000
-264.00000000
NC
689052.82000000
0.024054984698
N/A
DE
JP
N
2
Osaka Exchange
3538001249AILNPRUX57
Short
OSE Nikkei 225 Index Futures
NKH3 Index
2023-03-09
-6920670000.00000000
JPY
689052.82000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-SCHATZ FUT MAR23
000000000
-18675.00000000
NC
20584851.10000000
0.718621655481
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUH2 Comdty
2023-03-08
-1987948600.29000000
EUR
20584851.10000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-789031.12000000
-0.02754524902
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
692000000.00000000
NOK
70059057.15000000
USD
2023-03-15
-789031.12000000
N
N
N
MITSUBISHI TST&BNK C
N/A
MITSUBISHI TST&BNK C
60683DBN8
45000000.00000000
PA
USD
44960763.60000000
1.569590093850
Long
STIV
CORP
US
N
2
2023-04-21
Fixed
4.52000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796YM5
60000000.00000000
PA
USD
59385369.00000000
2.073156224198
Long
STIV
UST
US
N
2
2023-03-30
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-52377.01000000
-0.00182849287
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3470662.74000000
USD
67500000.00000000
TRY
2023-03-15
-52377.01000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
35015.17000000
0.001222387245
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4162519.15000000
USD
18500000.00000000
PLN
2023-03-15
35015.17000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-24258.87000000
-0.00084688245
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
22000000.00000000
NZD
13954644.00000000
USD
2023-03-15
-24258.87000000
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564MB49
50000000.00000000
PA
USD
50000014.00000000
1.745511427808
Long
STIV
CORP
JP
N
2
2023-01-04
Fixed
4.27000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI SING IX ETS JAN23
000000000
-106.00000000
NC
10160.77000000
0.000354714703
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX MSCI Singapore Index Futures
QZF3 Index
2023-01-30
-3094055.00000000
SGD
10160.77000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE MAR23
000000000
-36.00000000
NC
USD
-137998.38000000
-0.00481755363
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Short
COMEX Copper Futures
HGH3 Comdty
2023-03-29
-3291451.62000000
USD
-137998.38000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
5114.73000000
0.000178556343
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
39089782.83000000
USD
35875000.00000000
CHF
2023-03-15
5114.73000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
LONG GILT FUTURE MAR23
000000000
-1009.00000000
NC
3532983.11000000
0.123337213320
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Long Gilt Futures
G H3 Comdty
2023-03-29
-103721456.44000000
GBP
3532983.11000000
N
N
N
SVENSKA HANDLSBNKN A
549300LCO2FLSSVFFR64
SVENSKA HANDLSBNKN A
86959RZZ6
46000000.00000000
PA
USD
45682602.76000000
1.594789656851
Long
STIV
CORP
SE
N
2
2023-06-13
Fixed
3.46000000
N
N
N
N
N
N
TORONTO DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION
89114WYL3
15000000.00000000
PA
USD
14866605.30000000
0.518996443558
Long
STIV
CORP
CA
N
2
2023-06-07
Fixed
3.01000000
N
N
N
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
SPI 200 FUTURES MAR23
000000000
893.00000000
NC
-3084725.86000000
-0.10768845465
N/A
DE
AU
N
2
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Long
SFE S&P ASX Share Price Index 200 Futures
XPH3 Index
2023-03-16
160081275.00000000
AUD
-3084725.86000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BP CURRENCY FUT MAR23
000000000
-270.00000000
NC
USD
-31444.31000000
-0.00109772774
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME British Pound Currency Futures
BPH3 Curncy
2023-03-13
-20360305.69000000
USD
-31444.31000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
112769.33000000
0.003936801982
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15396597.05000000
USD
20750000.00000000
SGD
2023-03-15
112769.33000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE MAR23
000000000
838.00000000
NC
USD
2735242.14000000
0.095487901527
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S F3 COMDTY
2023-03-14
61120357.86000000
USD
2735242.14000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
DJIA MINI E-CBOT MAR23
000000000
238.00000000
NC
USD
-690648.35000000
-0.02411068499
N/A
DE
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT $5 Mini Dow Jones Industrial Average e-CBOT Futures
DMH3 Index
2023-03-17
40299798.35000000
USD
-690648.35000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
9889.46000000
0.000345243212
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
50118759.67000000
USD
46000000.00000000
CHF
2023-03-15
9889.46000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
NASDAQ 100 E-MINI MAR23
000000000
-341.00000000
NC
USD
3086427.79000000
0.107747869401
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-Mini NASDAQ 100 Index Futures
NQH3 Index
2023-03-17
-78258172.79000000
USD
3086427.79000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796Y60
80000000.00000000
PA
USD
79547403.20000000
2.777017249197
Long
STIV
UST
US
N
2
2023-02-21
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-OAT FUTURE MAR23
000000000
-2481.00000000
NC
13171194.56000000
0.459809283700
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
French Government Bond Futures
OATH3 Comdty
2023-03-08
-328135658.73000000
EUR
13171194.56000000
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RM80
52000000.00000000
PA
USD
52058988.28000000
1.817390670388
Long
STIV
CORP
SE
N
2
2023-10-25
Floating
5.09000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
24803.77000000
0.000865905037
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4538478.88000000
USD
78000000.00000000
ZAR
2023-03-15
24803.77000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE FEB23
000000000
-97.00000000
NC
USD
-206902.99000000
-0.00722302864
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Lean Hogs Futures
LHG3 Comdty
2023-02-14
-3195857.01000000
USD
-206902.99000000
N
N
N
ROYAL BK OF CANADA
549300LCO2FLSSVFFR64
ROYAL BK OF CANADA
78015JAE7
50000000.00000000
PA
USD
49826381.50000000
1.739449879246
Long
STIV
CORP
CA
N
2
2023-05-08
Fixed
3.89000000
N
N
N
N
N
N
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
HANG SENG IDX FUT JAN23
000000000
-18.00000000
NC
-3117.11000000
-0.00010881899
N/A
DE
HK
N
2
Hong Kong Futures Exchange Ltd.
213800YTVSXYQN17BW16
Short
HKG Hang Seng Index Futures
HIF3 Index
2023-01-30
-17825400.00000000
HKD
-3117.11000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796X95
40000000.00000000
PA
USD
39991922.40000000
1.396126760469
Long
STIV
UST
US
N
2
2023-01-05
None
0.00000000
N
N
N
N
N
N
ICE Futures Europe - Financial Products Division
N/A
ICE 3MTH SONIA FU MAR23
000000000
-2039.00000000
NC
-5114414.95000000
-0.17854534484
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF Three Month SONIA Index Futures
SFIH3 INDEX
2023-06-20
-483600290.07000000
GBP
-5114414.95000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR23
000000000
4482.00000000
NC
USD
-395392.24000000
-0.01380322960
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBH3 Comdty
2023-02-28
100992985.84000000
USD
-395392.24000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BOBL FUTURE MAR23
000000000
-5015.00000000
NC
11621683.50000000
0.405715513592
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
CME 1 Year Mid-Curve 3 Month Eurodollar Option
OEH2 Comdty
2023-03-08
-591343075.64000000
EUR
11621683.50000000
N
N
N
COOPERATIEVE CENTRALE
N/A
COOPERATIEVE CENTRALE
21684XYQ3
50000000.00000000
PA
USD
49932589.00000000
1.743157606307
Long
STIV
CORP
NL
N
2
2023-02-13
Fixed
3.35000000
N
N
N
N
N
N
ICE Endex Derivatives
N/A
ECX EMISSION DEC23
000000000
153.00000000
NC
-1218393.45000000
-0.04253438190
N/A
DCO
NL
N
1
ICE Endex Derivatives
N/A
Long
ICE ECX EUA Future Dec 22
MOZ23 Comdty
2023-12-18
13985617.32000000
EUR
-1218393.45000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
WHEAT FUTURE(CBT) MAR23
000000000
-1148.00000000
NC
USD
-2632752.14000000
-0.09190995320
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Wheat Futures
W H3 Comdty
2023-03-14
-42828047.86000000
USD
-2632752.14000000
N
N
N
TORONTO DOMINION BK
N/A
TORONTO DOMINION BK
89115BN71
50000000.00000000
PA
USD
50006026.50000000
1.745721325498
Long
STIV
CORP
CA
N
2
2023-09-27
Fixed
5.32000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZJ1
95000000.00000000
PA
USD
94933174.15000000
3.314137879180
Long
STIV
UST
US
N
2
2023-01-10
None
0.00000000
N
N
N
N
N
N
WESTPAC BKING CORP N
N/A
WESTPAC BKING CORP N
96130AQA9
40000000.00000000
PA
USD
39999938.40000000
1.396406600782
Long
STIV
CORP
AU
N
2
2023-04-11
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796U31
25000000.00000000
PA
USD
24767313.50000000
0.864632332910
Long
STIV
UST
US
N
2
2023-03-23
None
0.00000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
SHORT EURO-BTP FU MAR23
000000000
-1908.00000000
NC
744117.19000000
0.025977293901
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
EUX Short term Euro-BTP Futures
BTSH3 Comdty
2023-03-08
-201245024.61000000
EUR
744117.19000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
1431026.81000000
0.049957459019
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
68338800.44000000
USD
307500000.00000000
PLN
2023-03-15
1431026.81000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT MAR23
000000000
-130.00000000
NC
USD
-270397.96000000
-0.00943965194
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
KCBT Hard Red Winter Wheat Futures
KWH3 COMDTY
2023-03-14
-5501602.04000000
USD
-270397.96000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-47319.86000000
-0.00165194666
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9959632.80000000
USD
15600000.00000000
NZD
2023-03-15
-47319.86000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE MAR23
000000000
-249.00000000
NC
USD
-441978.51000000
-0.01542956648
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Corn Futures
C H3 Comdty
2023-03-14
-8005346.49000000
USD
-441978.51000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796T33
25500000.00000000
PA
USD
25346536.41000000
0.884853131421
Long
STIV
UST
US
N
2
2023-02-23
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
98593.77000000
0.003441930081
N/A
DFE
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
19054539.41000000
USD
25625000.00000000
SGD
2023-03-15
98593.77000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZT9
15000000.00000000
PA
USD
14942981.55000000
0.521662755155
Long
STIV
UST
US
N
2
2023-02-07
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
-76093.36000000
-0.00265643584
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
52111810.66000000
USD
47750000.00000000
CHF
2023-03-15
-76093.36000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT FEB23
000000000
113.00000000
NC
USD
541695.43000000
0.018910705974
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOG3 Comdty
2023-01-31
15096374.57000000
USD
541695.43000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR23
000000000
-6553.00000000
NC
USD
-1078113.04000000
-0.03763716209
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUH3 Comdty
2023-03-31
-1342798846.64000000
USD
-1078113.04000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
12182.81000000
0.000425304562
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3264020.12000000
USD
56000000.00000000
ZAR
2023-03-15
12182.81000000
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G FEB23
000000000
120.00000000
NC
USD
374518.82000000
0.013074533943
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSG3 Comdty
2023-02-10
10497481.18000000
USD
374518.82000000
N
N
N
SUMITOMO MITSUI BANK NY
549300MS3WYYVQ4HXM15
Sumitomo Mitsui Banking Corp/New York
86565FSZ6
40000000.00000000
PA
USD
40002190.40000000
1.396485218595
Long
STIV
CORP
JP
N
2
2023-03-16
Floating
4.70000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-140734.27000000
-0.00491306415
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6490946.90000000
USD
66000000.00000000
SEK
2023-03-15
-140734.27000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZU6
25500000.00000000
PA
USD
25380127.31000000
0.886025797089
Long
STIV
UST
US
N
2
2023-02-14
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
14588.28000000
0.000509280046
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4026456.12000000
USD
42000000.00000000
SEK
2023-03-15
14588.28000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-117788.18000000
-0.00411201113
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
23900000.00000000
NZD
15068383.57000000
USD
2023-03-15
-117788.18000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
44080.77000000
0.001538869324
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4636209.13000000
USD
80000000.00000000
ZAR
2023-03-15
44080.77000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAR23
000000000
82.00000000
NC
USD
-548835.00000000
-0.01915994992
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LXH3 COMDTY
2023-03-13
6650660.00000000
USD
-548835.00000000
N
N
N
Meff Financial Derivatives
N/A
IBEX 35 INDX FUTR JAN23
000000000
529.00000000
NC
-183227.21000000
-0.00639650198
N/A
DE
ES
N
2
Meff Financial Derivatives
N/A
Long
MEFF Madrid IBEX 35 Index Futures
IBF3 Index
2023-01-20
43453382.50000000
EUR
-183227.21000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR23
000000000
1629.00000000
NC
-2829445.82000000
-0.09877657260
N/A
DE
DE
N
2
Eurex Deutschland
529900LN3S50JPU47S06
Long
Eurex EURO STOXX 50 Futures
VGH3 Index
2023-03-17
64274640.00000000
EUR
-2829445.82000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
92432.48000000
0.003226838099
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
19229927.30000000
USD
133000000.00000000
CNY
2023-03-15
92432.48000000
N
N
N
ICE Futures Europe - Financial Products Division
N/A
3MO EURO EURIBOR MAR23
000000000
-15231.00000000
NC
2450410.89000000
0.085544380274
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
N/A
Short
ICF 3 Month Euro Euribor Futures
ERH3 Comdty
2023-03-13
-3695425867.00000000
EUR
2450410.89000000
N
N
N
COMMONWEALTH BK AUSTR NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271EZP7
50000000.00000000
PA
USD
50000130.00000000
1.745515477393
Long
STIV
CORP
AU
N
2
2023-04-20
Floating
4.66000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
AUDUSD CRNCY FUT MAR23
000000000
-1739.00000000
NC
USD
-1169145.20000000
-0.04081511471
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Australian Dollar Currency Futures
ADH3 Curncy
2023-03-13
-117578469.80000000
USD
-1169145.20000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR23
000000000
-517.00000000
NC
USD
-770080.00000000
-0.02688366127
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
NYBOT CTN Number 2 Cotton Futures
CTH3 COMDTY
2023-03-09
-20781065.00000000
USD
-770080.00000000
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR23
000000000
-866.00000000
NC
USD
1169966.00000000
0.040843769026
N/A
DE
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Short
ICE U.S. MSCI Emerging Markets EM Index Futures
MESH3 Index
2023-03-17
-42711986.00000000
USD
1169966.00000000
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR FEB23
000000000
102.00000000
NC
USD
121985.50000000
0.004258540493
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCG3 Comdty
2023-02-24
18505254.50000000
USD
121985.50000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
13511.47000000
0.000471688373
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
43400000.00000000
NZD
27590074.40000000
USD
2023-03-15
13511.47000000
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710R4L6
100000000.00000000
PA
USD
100052905.00000000
3.492868803255
Long
STIV
CORP
JP
N
2
2023-04-28
Fixed
5.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
14742.67000000
0.000514669835
N/A
DFE
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6742444.94000000
USD
66000000.00000000
NOK
2023-03-15
14742.67000000
N
N
N
COMMONWEALTH BK AUSTR NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271EB24
50000000.00000000
PA
USD
50066226.00000000
1.747822903214
Long
STIV
CORP
AU
N
2
2023-06-05
Floating
4.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR23
000000000
-3590.00000000
NC
USD
761333.43000000
0.026578316606
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 5 Year US Treasury Note Future
FVH3 Comdty
2023-03-31
-388228913.35000000
USD
761333.43000000
N
N
N
MIZUHO BANK LTD
N/A
MIZUHO BANK LTD
60710RBV6
19000000.00000000
PA
USD
18999837.55000000
0.663288485679
Long
STIV
CORP
JP
N
2
2023-02-01
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZL6
60000000.00000000
PA
USD
59865573.60000000
2.089920271844
Long
STIV
UST
US
N
2
2023-01-24
None
0.00000000
N
N
N
N
N
N
OVERSEA-CHINESE BK CO NY
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd/New York
69033MT72
31000000.00000000
PA
USD
30998706.06000000
1.082171610492
Long
STIV
CORP
SG
N
2
2023-02-23
Floating
4.62000000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PALLADIUM FUTURE MAR23
000000000
-41.00000000
NC
USD
-234541.11000000
-0.00818788146
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Short
NYMEX Palladium Futures
PAH2 Comdty
2023-03-29
-7137258.89000000
USD
-234541.11000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
BRAZIL REAL FUT FEB23
000000000
831.00000000
NC
USD
-477197.06000000
-0.01665905376
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Brazilian Real Currency Futures
BRG3 Curncy
2023-01-31
15971192.06000000
USD
-477197.06000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
1192088.43000000
0.041616067897
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
966000000.00000000
SEK
94136109.71000000
USD
2023-03-15
1192088.43000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-195467.35000000
-0.00682380795
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
31600000.00000000
NZD
19883320.40000000
USD
2023-03-15
-195467.35000000
N
N
N
OVERSEA CHINESE BANKING
N/A
OVERSEA CHINESE BANKING
69033MW52
61000000.00000000
PA
USD
60985547.27000000
2.129018797693
Long
STIV
CORP
GB
N
2
2023-03-13
Fixed
4.63000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
JPN YEN CURR FUT MAR23
000000000
-1331.00000000
NC
USD
-5964993.00000000
-0.20823921065
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME Japanese Yen Currency Futures
JYH3 Curncy
2023-03-13
-122260219.50000000
USD
-5964993.00000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 2000 MAR23
000000000
-444.00000000
NC
USD
440002.49000000
0.015360583190
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Short
CME E-mini Russell 2000 Index Futures
RTYH3 Index
2023-03-17
-39753982.49000000
USD
440002.49000000
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06052TR93
51000000.00000000
PA
USD
50978104.17000000
1.779656769631
Long
STIV
CORP
US
N
2
2023-01-13
Fixed
3.25000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-13159.93000000
-0.00045941603
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13740231.63000000
USD
60500000.00000000
PLN
2023-03-15
-13159.93000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-229823.29000000
-0.00802318133
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
31500000.00000000
CHF
34097403.83000000
USD
2023-03-15
-229823.29000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-11673.71000000
-0.00040753177
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3860287.43000000
USD
40000000.00000000
SEK
2023-03-15
-11673.71000000
N
N
N
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
AUST 3YR BOND FUT MAR23
000000000
-2348.00000000
NC
216200.91000000
0.007547621068
N/A
DIR
AU
N
1
ASX Clear (Futures)
549300ZD7BBOVZFVHK49
Short
SFE 3 Year Australian Bond Futures
YMH3 Comdty
2023-03-15
-251076126.68000000
AUD
216200.91000000
N
N
N
BANK OF NOVA SCOTIA HOUS
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/Houston
06417MD93
46000000.00000000
PA
USD
46059417.74000000
1.607944350243
Long
STIV
CORP
CA
N
2
2023-08-16
Floating
4.98000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
-4854.78000000
-0.00016948143
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
8513370.30000000
USD
37500000.00000000
PLN
2023-03-15
-4854.78000000
N
N
N
ROYAL BANK OF CANADA NY
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada/New York NY
78015JKN6
24500000.00000000
PA
USD
24541714.93000000
0.856756637474
Long
STIV
CORP
CA
N
2
2023-10-23
Floating
5.08000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-1792718.19000000
-0.06258418422
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
185361129.00000000
USD
288900000.00000000
NZD
2023-03-15
-1792718.19000000
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE TAIWAN INDEX JAN23
000000000
145.00000000
NC
USD
-118182.80000000
-0.00412578740
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Long
SGX FTSE Taiwan Index Futures
TWTF3 Index
2023-01-30
7320332.80000000
USD
-118182.80000000
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
S+P MID 400 EMINI MAR23
000000000
30.00000000
NC
USD
-215226.75000000
-0.00751361293
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME E-Mini Standard & Poor's MidCap 400 Index Futures
FAH3 Index
2023-03-17
7543026.75000000
USD
-215226.75000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
-95070.47000000
-0.00331893090
N/A
DFE
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3943684.19000000
USD
40000000.00000000
SEK
2023-03-15
-95070.47000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED TRY / SOLD USD
000000000
1.00000000
NC
-67667.40000000
-0.00236228373
N/A
DFE
TR
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4443073.13000000
USD
86400000.00000000
TRY
2023-03-15
-67667.40000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796ZH5
35000000.00000000
PA
USD
35000000.00000000
1.221857657345
Long
STIV
UST
US
N
2
2023-01-03
None
0.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796XZ7
30000000.00000000
PA
USD
29880315.30000000
1.043128344377
Long
STIV
UST
US
N
2
2023-02-09
None
0.00000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-304483.88000000
-0.01062959886
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
34400000.00000000
NZD
21553436.96000000
USD
2023-03-15
-304483.88000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
-206242.10000000
-0.00719995683
N/A
DFE
NZ
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
12151850.00000000
USD
18800000.00000000
NZD
2023-03-15
-206242.10000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-140639.40000000
-0.00490975222
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
20625000.00000000
CHF
22335521.22000000
USD
2023-03-15
-140639.40000000
N
N
N
SUMITOMO MITSUI TRUST NY
N/A
SUMITOMO MITSUI TRUST NY
86564MXU7
50000000.00000000
PA
USD
50023198.00000000
1.746320786320
Long
STIV
CORP
JP
N
2
2023-02-24
Fixed
4.79000000
N
N
N
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR23
000000000
111.00000000
NC
-661409.16000000
-0.02308993847
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Long
Montreal Exchange S&P/TSX 60 Index Futures
PTH3 Index
2023-03-16
26867328.00000000
CAD
-661409.16000000
N
N
N
NORDEA BANK ABP NEW YORK
529900ODI3047E2LIV03
Nordea Bank Abp/New York NY
65558UXZ0
50000000.00000000
PA
USD
50094004.50000000
1.748792656726
Long
STIV
CORP
FI
N
2
2023-10-23
Floating
5.07000000
N
N
N
N
N
N
TORONTO DOMINION BK
N/A
TORONTO DOMINION BK
89115BK66
31000000.00000000
PA
USD
30751324.20000000
1.073535455636
Long
STIV
CORP
CA
N
2
2023-08-22
Fixed
4.02000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUXL 30Y BND MAR23
000000000
-481.00000000
NC
4797870.32000000
0.167494702555
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 30 Year Euro BUXL Futures
UBH2 Comdty
2023-03-08
-69532548.08000000
EUR
4797870.32000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED PLN / SOLD USD
000000000
1.00000000
NC
32356.14000000
0.001129559926
N/A
DFE
PL
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4392071.93000000
USD
19500000.00000000
PLN
2023-03-15
32356.14000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAR23
000000000
115.00000000
NC
USD
981303.06000000
0.034257504515
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LNH3 Comdty
2023-03-13
19749746.94000000
USD
981303.06000000
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
BANK ACCEPT FUTR MAR23
000000000
-1985.00000000
NC
955123.71000000
0.033343577679
N/A
DIR
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
Montreal Exchange 3 Month Canadian Bank Acceptance Futures
BAH3 Comdty
2023-03-13
-472581862.50000000
CAD
955123.71000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
41267.37000000
0.001440652915
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7803901.26000000
USD
54000000.00000000
CNY
2023-03-15
41267.37000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
61245.66000000
0.002138099390
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7638642.07000000
USD
53000000.00000000
CNY
2023-03-15
61245.66000000
N
N
N
SVENSKA HANDELSBANKEN NY
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken/New York NY
86959RJ27
45000000.00000000
PA
USD
44996296.95000000
1.570830570873
Long
STIV
CORP
SE
N
2
2023-04-26
Floating
4.65000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR23
000000000
-661.00000000
NC
USD
208459.96000000
0.007277382810
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNH3 Comdty
2023-03-22
-88989022.46000000
USD
208459.96000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CHF / SOLD USD
000000000
1.00000000
NC
15166.06000000
0.000529450472
N/A
DFE
CH
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
15513817.64000000
USD
14250000.00000000
CHF
2023-03-15
15166.06000000
N
N
N
NORDEA BK AB PUBL NY
529900ODI3047E2LIV03
NORDEA BK AB PUBL NY
65558UUE0
30000000.00000000
PA
USD
29744838.00000000
1.038398802194
Long
STIV
CORP
US
N
2
2023-06-08
Fixed
2.97000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR FUT MAR23
000000000
469.00000000
NC
USD
288999.75000000
0.010089044500
N/A
DFE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Euro Foreign Exchange Currency Futures
ECH3 Curncy
2023-03-13
62756325.25000000
USD
288999.75000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED CNH / SOLD USD
000000000
1.00000000
NC
52778.34000000
0.001842503396
N/A
DFE
CN
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
9099918.40000000
USD
63000000.00000000
CNY
2023-03-15
52778.34000000
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR MAR23
000000000
2309.00000000
NC
USD
8427169.16000000
0.294194319082
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMF3 COMDTY
2023-03-14
100326730.84000000
USD
8427169.16000000
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR23
000000000
-1992.00000000
NC
9711211.91000000
0.339020532409
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXH2 Comdty
2023-03-08
-273868647.92000000
EUR
9711211.91000000
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED ZAR / SOLD USD
000000000
1.00000000
NC
7512.15000000
0.000262250800
N/A
DFE
ZA
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6720404.58000000
USD
115000000.00000000
ZAR
2023-03-15
7512.15000000
N
N
N
CANADIAN IMPERIAL BK
N/A
CANADIAN IMPERIAL BK
13606KKX3
40000000.00000000
PA
USD
39942800.40000000
1.394411900702
Long
STIV
CORP
CA
N
2
2023-02-24
Fixed
3.53000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
FTSE CHINA A50 JAN23
000000000
-1827.00000000
NC
USD
-143228.12000000
-0.00500012500
N/A
DE
SG
N
2
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
SGX FTSE China A50 Futures Contract
XUF3 Index
2023-01-30
-23683689.00000000
USD
-143228.12000000
N
N
N
CANADIAN IMPERIAL BK
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BK
13606KJT4
35000000.00000000
PA
USD
34745622.10000000
1.212977269203
Long
STIV
CORP
CA
N
2
2023-06-26
Fixed
3.59000000
N
N
N
N
N
N
2023-01-27
Natixis Funds Trust II
John Sgroi
John Sgroi
Assistant Treasurer