ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ 訂正有価証券届出書（外国投資証券）

                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     【表紙】

     【提出書類】                 有価証券届出書の訂正届出書
     【提出先】                 関東財務局長
     【提出日】                 令和２年２月       28 日
     【発行者名】                 ＵＢＳ（     Lux  ）ストラテジー・シキャブ
                      （ UBS  （ Lux  ） Strategy     SICAV   ）
     【代表者の役職氏名】                 メンバー・オブ・ザ・ボード・オブ・ディレクターズ
                      トーマス・ローズ（          Thomas    Rose  ）
                      チェアマン・オブ・ザ・ボード・オブ・ディレクターズ
                      トーマス・ポートマン（             Thomas    Portmann     ）
     【本店の所在の場所】                 ルクセンブルグ大公国、ルクセンブルグＬ－                       1855  、
                      Ｊ . Ｆ . ケネディ通り       33 Ａ
                      （ 33A  avenue    J.F.   Kennedy,     L-1855    Luxembourg,       Grand   Duchy   of
                      Luxembourg      ）
     【代理人の氏名又は名称】                 弁護士　三　浦　　　健
                      弁護士　大　西　信　治
     【代理人の住所又は所在地】                 東京都千代田区丸の内二丁目６番１号　丸の内パークビルディング
                      森・濱田松本法律事務所
     【事務連絡者氏名】                 弁護士　三　浦　　　健
                      弁護士　大　西　信　治
     【連絡場所】                 東京都千代田区丸の内二丁目６番１号　丸の内パークビルディング
                      森・濱田松本法律事務所
     【電話番号】                 03 （ 6212  ） 8316
     【届出の対象とした募集（売出）外国投資証券に係る外国投資法人の名称】
                      ＵＢＳ（     Lux  ）ストラテジー・シキャブ
                      －ダイナミック・インカム（米ドル）
                      －フィクスト・インカム（米ドル）
                      －インカム（米ドル）
                      －システマティック・アロケーション・ポートフォリオ・
                       ディフェンシブ（米ドル）
                      －システマティック・アロケーション・ポートフォリオ・
                       ミディアム（米ドル）
                      －システマティック・アロケーション・ポートフォリオ・
                       ダイナミック（米ドル）
                      （ UBS  （ Lux  ） Strategy     SICAV
                      - Dynamic     Income   （ USD  ）
                      - Fixed   Income   （ USD  ）
                      - Income   （ USD  ）
                      - Systematic      Allocation      Portfolio      Defensive      (USD)
                      - Systematic      Allocation      Portfolio      Medium    (USD)
                      - Systematic      Allocation      Portfolio      Dynamic     (USD)   ）
     【届出の対象とした募集（売出）外国投資証券の形態及び金額】
                                   1/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
                      記名式無額面投資証券
                      ダイナミック・インカム（米ドル）
                       クラスＰ－ｍｄｉｓｔ投資証券
                       クラスＰ－ａｃｃ投資証券
                      フィクスト・インカム（米ドル）
                       クラスＰ－ａｃｃ投資証券
                       クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
                      インカム（米ドル）
                       クラスＰ－ａｃｃ投資証券
                      システマティック・アロケーション・ポートフォリオ・ディフェンシ
                      ブ（米ドル）
                       クラスＰ－ａｃｃ投資証券
                      システマティック・アロケーション・ポートフォリオ・ミディアム
                      （米ドル）
                       クラスＰ－ａｃｃ投資証券
                      システマティック・アロケーション・ポートフォリオ・ダイナミック
                      （米ドル）
                       クラスＰ－ａｃｃ投資証券
                      上限見込額は以下のとおりである。
                      ダイナミック・インカム（米ドル）
                       クラスＰ－ｍｄｉｓｔ投資証券
                                       10 億 1,390   万米ドル（約       1,079   億円）
                       クラスＰ－ａｃｃ投資証券
                                       10 億 4,290   万米ドル（約       1,110   億円）
                      フィクスト・インカム（米ドル）
                       クラスＰ－ａｃｃ投資証券
                                       24 億 4,940   万米ドル（約       2,608   億円）
                       クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
                                                1,015   億 9,000   万円
                      インカム（米ドル）
                       クラスＰ－ａｃｃ投資証券
                                       11 億 7,780   万米ドル（約       1,254   億円）
                      システマティック・アロケーション・ポートフォリオ・ディフェンシ
                      ブ（米ドル）
                       クラスＰ－ａｃｃ投資証券
                                       10 億 8,530   万米ドル（約       1,155   億円）
                      システマティック・アロケーション・ポートフォリオ・ミディアム
                      （米ドル）
                       クラスＰ－ａｃｃ投資証券
                                       10 億 9,850   万米ドル（約       1,169   億円）
                      システマティック・アロケーション・ポートフォリオ・ダイナミック
                      （米ドル）
                       クラスＰ－ａｃｃ投資証券
                                       11 億 1,040   万米ドル（約       1,182   億円）
                                   2/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
                      （注１）上限見込額は、便宜上、ファンドの投資証券の                       2019  年８月末日現在の１口当
                         たりの純資産価格に基づいて算出されている（ダイナミック・インカム（米
                         ドル）クラスＰ－ｍｄｉｓｔ米ドル投資証券については                         101.39   米ドルに
                         1,000  万口、クラスＰ－ａｃｃ米ドル投資証券については                      104.29   米ドルに
                         1,000  万口、フィクスト・インカム（米ドル）クラスＰ－ａｃｃ投資証券に
                         ついては    244.94   米ドルに    1,000  万口、クラス（日本円・ヘッジ）Ｐ－ａｃｃ
                         投資証券については        10,159   円に  1,000  万口、インカム（米ドル）クラスＰ－
                         ａｃｃ投資証券については           117.78   米ドルに    1,000  万口、システマティック・
                         アロケーション・ポートフォリオ・ディフェンシブ（米ドル）クラスＰ－ａ
                         ｃｃ投資証券については          108.53   米ドルに    1,000  万口、システマティック・ア
                         ロケーション・ポートフォリオ・ミディアム（米ドル）クラスＰ－ａｃｃ投
                         資証券については        109.85   米ドルに    1,000  万口およびシステマティック・アロ
                         ケーション・ポートフォリオ・ダイナミック（米ドル）クラスＰ－ａｃｃ投
                         資証券については        111.04   米ドルに    1,000  万口をそれぞれ乗じて算出した金額
                         である。）。
                      （注２）米ドルの円貨換算は、特に記載がない限り、                      2019  年８月   30 日現在の株式会社
                         三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１米ドル＝                         106.46   円）によ
                         る。以下同じ。
     【縦覧に供する場所】                 該当事項なし
                                   3/193















                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     １【有価証券届出書の訂正届出書の提出理由】

       本日、半期報告書を提出しましたので、                     2019  年 11 月 14 日に提出した有価証券届出書（以下「原届出書」
      という。）の関係情報を新たな情報により更新および追加するため、また、有価証券報告書の訂正報告書
      を提出しましたので、原届出書の関係情報を訂正するため、本訂正届出書を提出するものです。
       なお、本訂正届出書の記載事項のうち、半期報告書に係る訂正の外貨数字の円換算については、直近の
      為替レートを用いておりますので、訂正前の換算レートとは異なっております。
     ２【訂正の内容】

      （１）半期報告書に係る訂正
        半期報告書を提出したことによる原届出書の訂正内容は、下記のとおりです。
       原届出書の下記事項については、半期報告書の記載内容と同一内容に更新または追加されます。

                                                      訂正の
               原届出書                        半期報告書
                                                      方法
     第二部　ファンド情報                                                 追加
                 （１）主要な経営指標等                        （１）主要な経営指標等の
     第１　ファンドの状況
                                                      または
                    の推移                        推移
      １　外国投資法人の概況
                                                      更新
                             １　外国投資法人の概況
                 （５）外国投資法人の出                        （２）外国投資法人の出資
                                                      追加
                    資総額                        総額
                 （６）主要な投資主の状
                                         （３）主要な投資主の状況             更新
                    況
      ３　投資リスク                                   （３）投資リスク             更新
                 （１）投資状況                        （１）投資状況             更新
                             ２　外国投資法人の運用
                                                      追加
                               状況
      ５　運用状況
                 （３）運用実績                        （２）運用実績             または
                                                      更新
                                         （１）資産及び負債の状況
                                         「純資産計算書」
                             ４　外国投資法人の経理
     第２　財務ハイライト情報                                    「運用計算書」             追加
                               状況
                                         「重要な会計方針の要約」
                                         の注記
     第三部　外国投資法人の詳細情報
     第１　外国投資法人の追加情報                                    （４）役員の状況             更新
                             １　外国投資法人の概況
      ２　役員の状況
      ５　その他                                   （５）その他             更新
                 （１）名称、資本金の額
                                         （１）名称及び資本金の額             更新
                    及び事業の内容
                 （３）大株主の状況                        （２）大株主の状況             更新
     第４　関係法人の状況
                             ３　資産運用会社の概況
      １　資産運用会社の概況
                 （４）役員の状況                        （３）役員の状況             更新
                 （５）事業の内容及び営                        （４）事業の内容及び営業
                                                      更新
                    業の概況                        の概況
     第５　外国投資法人の経理状況
                             ４　外国投資法人の経理状況                         追加
      １　財務諸表
     第６　販売及び買戻しの実績                        ５　販売及び買戻しの実績                         追加
       㬰S䩧὘ㅔ䩦溊ᢏ॑蕛뤰潎ର渰栰䨰訰朰夰˿ࡓ齜䩑辶歛︰夰變ɫ捑蕛뤰殊牟匰地樰䑻蝢䀰潷ŵ

         します。）
    次へ

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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     １　外国投資法人の概況

       ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）／フィクスト・インカム
      （米ドル）／インカム（米ドル）／システマティック・アロケーション・ポートフォリオ・ディフェンシ
      ブ（米ドル）／システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）／システマ
      ティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）（以下、ＵＢＳ（                                               Lux  ）ストラテ
      ジー・シキャブを「本投資法人」、ＵＢＳ（                       Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米
      ドル）／フィクスト・インカム（米ドル）／インカム（米ドル）／システマティック・アロケーション・
      ポートフォリオ・ディフェンシブ（米ドル）／システマティック・アロケーション・ポートフォリオ・ミ
      ディアム（米ドル）／システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）を
      それぞれ「ファンド」または「サブ・ファンド」という。）の概況は以下のとおりである。
      （注）ファンドにはクラスＰ－ａｃｃ投資証券、クラスＰ－ｍｄｉｓｔ投資証券およびクラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証
         券以外の投資証券も存在する。クラス（日本円・ヘッジ）を含めたＰ－ａｃｃ投資証券およびクラスＰ－ｍｄｉｓｔ投資証券
         以外の投資証券は日本で販売されていないため、以下、「投資証券」というときは、上記のクラスＰ－ａｃｃ投資証券、クラ
         スＰ－ｍｄｉｓｔ投資証券およびクラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券を指すものとする。
      （１）主要な経営指標等の推移

       （ダイナミック・インカム（米ドル））
                                  （別段の記載がない限り金額は米ドル表示）
                                    2019  年５月末日に         2019  年 11 月末日に
                                       終了する           終了する
                                      会計年度末          中間会計年度末
               （１）
                                      － 2,696,078.13          23,031,370.03
       （ａ）営業収益
       （ｂ）経常利益金額または経常損失金額                               － 2,696,078.13          23,031,370.03
       （ｃ）当期純利益金額または当期純損失金額                               － 2,696,078.13          23,031,370.03
               （２）
                                      326,403,802.47           501,866,143.45
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ｍｄｉｓｔ投資証券）                               1,276,793.625       口    1,990,112.770       口
       （クラスＰ－ａｃｃ投資証券）                                369,590.500      口     602,725.332      口
       （ｆ）純資産額                               326,403,802.47           501,866,143.45
       （ｇ）資産総額                               326,809,163.84           514,490,856.98
       （ｈ）１口当たり純資産価格
       （クラスＰ－ｍｄｉｓｔ投資証券）                                    99.84          102.92
       （クラスＰ－ａｃｃ投資証券）                                    101.24           107.26
       （ｉ）１口当たり当期純利益金額
          または当期純損失金額
       （クラスＰ－ｍｄｉｓｔ投資証券）                                    － 0.77           4.43
       （クラスＰ－ａｃｃ投資証券）                                    － 1.25           4.21
       （ｊ）分配総額                                3,289,469.20           9,162,256.65
       （ｋ）１口当たり分配金額
                                            1.44           2.79
       （クラスＰ－ｍｄｉｓｔ投資証券）
       （クラスＰ－ａｃｃ投資証券）                                該当事項なし           該当事項なし
       （ｌ）自己資本比率                                   99.88   ％        97.55   ％
                  （３）
       （ｍ）自己資本利益率
       （クラスＰ－ｍｄｉｓｔ投資証券）                                    1.28  ％         7.15  ％
       （クラスＰ－ａｃｃ投資証券）                                    1.24  ％         7.26  ％
       （１）営業収益には投資収益および実現および未実現利益（損失）を含めている。以下同じ。
       （２）ファンドは変動資本を有する会社型投資信託であり、純資産総額を記載している。以下同じ。
                                   5/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （３）自己資本利益率は、当該会計年度の１口当たり純資産価格の前年度に対する増減の比率であるが、当該会計年度に初めて当
          該投資証券が発行された場合には、当初募集価格に対する増減の比率で表すものとする。以下同じ。
       （４）「主要な経営指標等の推移（ｅ）発行済投資口総数、（ｈ）１口当たり純資産価格、（ｉ）１口当たり当期純利益金額また
          は当期純損失金額、（ｋ）１口当たり分配金額および（ｍ）自己資本利益率」は、日本で販売しているクラスのみ記載して
          いる。以下同じ。
       （注１）各取引に使用された１口当たりの純資産価格は、純資産価格の調整の結果、上記および財務書類に記載の価格と異なる場
           合がある（財務書類に対する注記１参照）。以下同じ。
       （注２）ダイナミック・インカム（米ドル）は                   2019  年１月   28 日に運用を開始した。
       （フィクスト・インカム（米ドル））

                                  （別段の記載がない限り金額は米ドル表示）
                    2017  年 11 月末日に     2018  年５月末日      2018  年 11 月末日に     2019  年５月末日      2019  年 11 月末日に
                     終了する       に終了する        終了する       に終了する        終了する
                    中間会計年度末        会計年度末       中間会計年度末        会計年度末       中間会計年度末
            （１）
                     － 136,154.99      － 1,707,909.65       － 4,581,042.37        4,825,480.58        2,445,729.76
       （ａ）営業収益
       （ｂ）経常利益金額または
                     － 136,154.99      － 1,707,909.65       － 4,581,042.37        4,825,480.58        2,445,729.76
         経常損失金額
       （ｃ）当期純利益金額または
                     － 136,154.99      － 1,707,909.65       － 4,581,042.37        4,825,480.58        2,445,729.76
         当期純損失金額
            （２）
                     184,107,411.05        171,926,461.34        156,155,313.94        153,368,218.52        160,989,751.98
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ａｃｃ投資証券          )    417,963.443    口   394,876.352    口   375,034.422    口   344,431.076    口   369,527.950    口
       （クラス（日本円・ヘッジ）
                     855,960.485    口   795,500.249    口   700,557.737    口   684,496.658    口   675,913.442    口
        Ｐ－ａｃｃ投資証券）
       （ｆ）純資産額              184,107,411.05        171,926,461.34        156,155,313.94        153,368,218.52        160,989,751.98
       （ｇ）資産総額              184,197,720.62        172,603,060.43        156,239,761.73        155,016,977.33        164,938,100.58
       （ｈ）１口当たり純資産価格
       （クラスＰ－ａｃｃ投資証券          )       232.57        228.65        227.64        239.06        244.88
       （クラス（日本円・ヘッジ）
                       10,107  円      9,823  円      9,647  円      9,984  円     10,102  円
        Ｐ－ａｃｃ投資証券）
       （ｉ）１口当たり当期純利益金
         額または当期純損失金額
       （クラスＰ－ａｃｃ投資証券          )        1.32       － 2.79       － 1.08       10.72        5.42
       （クラス（日本円・ヘッジ）
                       － 0.89  円     － 0.65  円     － 5.93  円      1.00  円      0.34  円
        Ｐ－ａｃｃ投資証券）
       （ｊ）分配総額               なし        なし        なし        なし        なし
       （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
       （ｌ）自己資本比率                 99.95  ％      99.61  ％      99.95  ％      98.94  ％      97.61  ％
               （３）
       （ｍ）自己資本利益率
       （クラスＰ－ａｃｃ投資証券          )       3.00  ％     － 1.08  ％     － 2.12  ％      4.55  ％      7.57  ％
       （クラス（日本円・ヘッジ）
                        1.35  ％     － 2.94  ％     － 4.55  ％      1.64  ％      4.72  ％
        Ｐ－ａｃｃ投資証券）
       （注）フィクスト・インカム（米ドル）クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券の初回純資産価格計算日は                                               2015  年６月３日
          であった。
                                   6/193







                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （インカム（米ドル））

                                  （別段の記載がない限り金額は米ドル表示）
                    2017  年 11 月末日に     2018  年５月末日      2018  年 11 月末日に     2019  年５月末日      2019  年 11 月末日に
                     終了する       に終了する        終了する       に終了する        終了する
                    中間会計年度末        会計年度末       中間会計年度末        会計年度末       中間会計年度末
            （１）
                     ２ ,618,934.77       1,326,488.05       － 1,866,369.24        3,708,775.95        4,912,568.00
       （ａ）営業収益
       （ｂ）経常利益金額または
                     2,618,934.77        1,326,488.05       － 1,866,369.24        3,708,775.95        4,912,568.00
         経常損失金額
       （ｃ）当期純利益金額または
                     2,618,934.77        1,326,488.05       － 1,866,369.24        3,708,775.95        4,912,568.00
         当期純損失金額
            （２）
                     161,929,820.69        151,457,204.17        144,318,647.93        137,065,284.80        139,056,923.59
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ａｃｃ投資証券）              755,549.577    口   782,024.824    口   757,626.540    口   634,957.585    口   613,977.915    口
       （ｆ）純資産額              161,929,820.69        151,457,204.17        144,318,647.93        137,065,284.80        139,056,923.59
       （ｇ）資産総額              162,041,588.87        153,618,217.88        147,269,972.75        138,143,693.29        139,235,786.51
       （ｈ）１口当たり純資産価格
       （クラスＰ－ａｃｃ投資証券）                 112.69        111.62        110.22        114.74        118.76
       （ｉ）１口当たり当期純利益金
         額または当期純損失金額
       （クラスＰ－ａｃｃ投資証券）                  1.84        0.73       － 1.38        2.96        4.14
       （ｊ）分配総額               228,022.79        228,022.79        74,775.91        74,775.91       134,207.94
       （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
       （ｌ）自己資本比率                 99.93  ％      98.59  ％      98.00  ％      99.22  ％      99.87  ％
               （３）
       （ｍ）自己資本利益率
       （クラスＰ－ａｃｃ投資証券）                 5.96  ％      0.66  ％     － 2.19  ％      2.80  ％      7.75  ％
       （注）インカム（米ドル）は            2014  年１月   28 日に運用を開始した。
                                   7/193












                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル））

                                  （別段の記載がない限り金額は米ドル表示）
                    2017  年 11 月末日に    2018  年５月末日に      2018  年 11 月末日に    2019  年５月末日に      2019  年 11 月末日に
                     終了する        終了する        終了する        終了する        終了する
                    中間会計年度末        会計年度末       中間会計年度末        会計年度末       中間会計年度末
            （１）
                     15,201,358.29        － 872,142.33      － 26,236,915.98         776,359.25       30,547,510.91
       （ａ）営業収益
       （ｂ）経常利益金額または
                     15,201,358.29        － 872,142.33      － 26,236,915.98         776,359.25       30,547,510.91
         経常損失金額
       （ｃ）当期純利益金額または
                     15,201,358.29        － 872,142.33      － 26,236,915.98         776,359.25       30,547,510.91
         当期純損失金額
            （２）
                     671,220,817.34        922,334,114.59        909,184,772.94       1,087,131,873.23        1,187,843,431.51
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ａｃｃ投資証券）             2,321,929.206     口  2,735,914.992     口  2,796,739.017     口  3,109,847.070     口   3,305,422.535     口
       （ｆ）純資産額              671,220,817.34        922,334,114.59        909,184,772.94       1,087,131,873.23        1,187,843,431.51
       （ｇ）資産総額              677,173,541.29        927,841,959.66        914,108,658.13       1,090,530,133.34        1,192,659,119.25
       （ｈ）１口当たり純資産価格
       （クラスＰ－ａｃｃ投資証券）                 102.59        102.49        101.55        105.81        109.41
       （ｉ）１口当たり当期純利益金
         額
         または当期純損失金額
       （クラスＰ－ａｃｃ投資証券）                  1.78        1.43       － 0.91        2.89        3.50
       （ｊ）分配総額               1,520,436.75        4,724,440.37        3,388,469.56        6,857,835.39        4,515,771.12
       （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
       （ｌ）自己資本比率                 99.12  ％      99.41  ％      99.46  ％      99.69  ％      99.60  ％
               （３）
       （ｍ）自己資本利益率
       （クラスＰ－ａｃｃ投資証券）                 2.59  ％      2.49  ％     － 1.01  ％      3.24  ％      7.74  ％
       （注）システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）は                                      2017  年６月１日に運用を開始した。
                                   8/193











                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル））

                                  （別段の記載がない限り金額は米ドル表示）
                   2017  年 11 月末日に     2018  年５月末日に      2018  年 11 月末日に     2019  年５月末日に      2019  年 11 月末日に
                     終了する        終了する        終了する        終了する        終了する
                    中間会計年度末         会計年度末       中間会計年度末         会計年度末       中間会計年度末
            （１）
                     46,764,100.89        26,066,162.37       － 61,236,999.30       － 20,663,473.77        90,028,031.11
       （ａ）営業収益
       （ｂ）経常利益金額または
                     46,764,100.89        26,066,162.37       － 61,236,999.30       － 20,663,473.77        90,028,031.11
         経常損失金額
       （ｃ）当期純利益金額または
                     46,764,100.89        26,066,162.37       － 61,236,999.30       － 20,663,473.77        90,028,031.11
         当期純損失金額
            （２）
                    1,312,409,064.14        1,848,301,354.25        1,850,506,840.95        2,120,118,601.72        2,331,541,245.56
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ａｃｃ投資証券）             3,706,136.554     口  5,282,863.601     口   5,367,267.848     口  5,559,346.912     口   5,898,082.209     口
       （ｆ）純資産額             1,312,409,064.14        1,848,301,354.25        1,850,506,840.95        2,120,118,601.72        2,331,541,245.56
       （ｇ）資産総額             1,321,659,865.24        1,862,745,062.13        1,854,944,036.42        2,124,607,994.28        2,345,840,197.41
       （ｈ）１口当たり純資産価格
       （クラスＰ－ａｃｃ投資証券）                 104.81        105.36        103.59        107.15        112.07
       （ｉ）１口当たり当期純利益金
         額
         または当期純損失金額
       （クラスＰ－ａｃｃ投資証券）                  3.40        2.26       － 1.87        1.61        4.74
       （ｊ）分配総額               2,500,281.41        8,806,623.44        6,989,575.03       13,445,368.29        6,778,479.23
       （ｋ）１口当たり分配金額             該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
       （ｌ）自己資本比率                 99.30  ％      99.22  ％      99.76  ％      99.79  ％      99.39  ％
               （３）
       （ｍ）自己資本利益率
       （クラスＰ－ａｃｃ投資証券）                 4.81  ％      5.36  ％     － 1.16  ％      1.70  ％      8.19  ％
       （注）システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）は                                    2017  年６月１日に運用を開始した。
       （システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル））

                                  （別段の記載がない限り金額は米ドル表示）
                    2017  年 11 月末日に    2018  年５月末日に      2018  年 11 月末日に    2019  年５月末日に      2019  年 11 月末日に
                     終了する        終了する        終了する        終了する        終了する
                    中間会計年度末        会計年度末       中間会計年度末        会計年度末       中間会計年度末
            （１）
                     13,641,642.31        5,655,859.38      － 22,342,754.96       － 16,073,905.69        27,354,123.21
       （ａ）営業収益
       （ｂ）経常利益金額または
                     13,641,642.31        5,655,859.38      － 22,342,754.96       － 16,073,905.69        27,354,123.21
         経常損失金額
       （ｃ）当期純利益金額または
                     13,641,642.31        5,655,859.38      － 22,342,754.96       － 16,073,905.69        27,354,123.21
         当期純損失金額
            （２）
                     291,509,961.35        449,170,847.39        477,370,229.06        531,905,248.10        589,998,727.11
       （ｄ）出資総額
       （ｅ）発行済投資口総数
       （クラスＰ－ａｃｃ投資証券）              798,661.265    口  1,224,045.589     口  1,314,682.370     口  1,335,014.930     口  1,471,146.212     口
       （ｆ）純資産額              291,509,961.35        449,170,847.39        477,370,229.06        531,905,248.10        589,998,727.11
       （ｇ）資産総額              293,602,316.14        453,211,048.78        481,826,528.54        533,623,132.20        592,698,228.35
       （ｈ）１口当たり純資産価格
       （クラスＰ－ａｃｃ投資証券）                 106.47        107.83        105.48        108.42        114.54
       （ｉ）１口当たり当期純利益金
         額
         または当期純損失金額
       （クラスＰ－ａｃｃ投資証券）                  4.59        3.26       － 2.62        0.52        5.80
       （ｊ）分配総額               172,789.15        605,071.06        498,177.35        955,886.60        706,571.76
       （ｋ）１口当たり分配金額              該当事項なし        該当事項なし        該当事項なし        該当事項なし        該当事項なし
       （ｌ）自己資本比率                 99.29  ％      99.11  ％      99.08  ％      99.68  ％      99.54  ％
               （３）
       （ｍ）自己資本利益率
       （クラスＰ－ａｃｃ投資証券）                 6.47  ％      7.83  ％     － 0.93  ％      0.55  ％      8.59  ％
       （注）システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）は                                     2017  年６月１日に運用を開始した。
                                   9/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
      （２）外国投資法人の出資総額

        2019  年 12 月末日現在の出資総額および発行済投資証券総数は以下のとおりである。
        なお、原則として、発行可能投資口総口数には制限がない。
                        出資総額
                                       発行済投資証券総数（口）
                       米ドル       百万円
                                   クラスＰ－ｍｄｉｓｔ
                                                 2,012,041.344
                                   投資証券
       ダイナミック・インカ
                    516,808,405.41          56,622
       ム（米ドル）
                                   クラスＰ－ａｃｃ投資証
                                                   592,316.327
                                   券
                                   クラスＰ－ａｃｃ投資証

                                                   365,129.008
                                   券
       フィクスト・インカム
                    194,801,270.30          21,342
                                   クラス（日本円・ヘッ
       （米ドル）
                                   ジ）
                                                 1,041,998.686
                                   Ｐ－ａｃｃ投資証券
                                   クラスＰ－ａｃｃ投資証

       インカム（米ドル）             140,794,542.15          15,425                     609,200.428
                                   券
       システマティック・ア

       ロケーション・ポート                           クラスＰ－ａｃｃ投資証
                    1,202,947,005.60          131,795                    3,276,564.109
       フォリオ・ディフェン                           券
       シブ（米ドル）
       システマティック・ア
       ロケーション・ポート
                                   クラスＰ－ａｃｃ投資証
                    2,368,924,866.68          259,539                    5,786,185.875
       フォリオ・ミディアム
                                   券
       （米ドル）
       システマティック・ア
       ロケーション・ポート
                                   クラスＰ－ａｃｃ投資証
       フォリオ・ダイナミッ
                    621,645,644.75          68,107                    1,475,728.764
                                   券
       ク
       （米ドル）
       （注）米ドルの円貨換算は、便宜上、                2019  年 12 月 30 日現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１米ドル＝
          109.56   円）によります。以下、別段の記載がない限り、米ドルの円換算表示はすべてこれによるものとします。
      （３）主要な投資主の状況

        1993  年４月５日付ルクセンブルグ法第                 41 条により課されるルクセンブルグ銀行機密規定（改訂済）に
       より、当該サブ・ファンドの主要な投資主に関する情報は公開できない。
                                  10/193





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      （４）役員の状況

                                             （ 2019  年 12 月末日現在）
                       役  職  名
        氏　　　　　名                              略　　　　　歴               所有株式
     トーマス・ポートマン                 取締役会長          ユービーエス・ファンド・マネジメ                    該当なし
                                ント（スイス）エイ・ジー、バーゼ
     （ Thomas    Portmann     ）    （チェアマン・オブ・
                                ル、マネージング・ディレクター
                    ザ・ボード・オブ・
                    ディレクターズ）
     アイリス・エベラール                取締役会役員          ＵＢＳアセット・マネジメント・ス                    該当なし
                                イス・エイ・ジー（チューリッヒ）
     （ Iris   Eberhard     ）      （メンバー・オブ・
                                マネージング・ディレクター
                    ザ・ボード・オブ・
                    ディレクターズ）
     トーマス・ローズ                取締役会役員          ＵＢＳアセット・マネジメント・                    該当なし
                                スイス・エイ・ジー（チューリッ
     （ Thomas    Rose  ）       （メンバー・オブ・
                                ヒ）マネージング・ディレクター
                    ザ・ボード・オブ・
                    ディレクターズ）
     ロバート・スティンガー                取締役会役員          ＵＢＳアセット・マネジメント・                    該当なし
                                スイス・エイ・ジー（チューリッ
     （ Robert    Süttinger     ）    （メンバー・オブ・
                                ヒ）マネージング・ディレクター
                    ザ・ボード・オブ・
                    ディレクターズ）
     トビアス・ミーヤー                取締役会役員          ＵＢＳアセット・マネジメント・                    該当なし
     （ Tobias    Meyer   ）       （メンバー・オブ・            スイス・エイ・ジー（チューリッ
                                ヒ）エグゼクティブ・ディレクター
                    ザ・ボード・オブ・
                    ディレクターズ）
      （注）本投資法人に従業員はいない。本投資法人の独立監査法人はプライスウォーターハウスクーパース・ソシエテ・コーペラティ
         ブ（  PricewaterhouseCoopers,           Société    coopérative     ）である。
      （５）その他

       ａ．定款の変更
         本投資法人の定款は、投資主総会で補足またはその他に変更することができる。変更は、                                              1915  年８
        月 10 日法の規定における定足数および過半数に関する要件に従う。
       ｂ．事業譲渡または事業譲受
        投資法人およびそのサブ・ファンドの解散、サブ・ファンドの合併
        本投資法人およびそのサブ・ファンドの解散
         定足数および過半数に関する法律条件を満たす投資主総会は本投資法人を清算することができる。
         本投資法人の純資産総額が所定の最低資本金の３分の２または４分の１以下になった場合、本投資
        法人の取締役会は、本投資法人を清算するか否かについて投資主総会の採決を求めなければならな
        い。本投資法人が解散する場合、清算は投資主総会で指名された一名以上の清算人が実行する。投資
        主総会では清算人の職務の範囲を決定する。清算人は投資主の最善の利益にかなうように本投資法人
        の資産を売却して、サブ・ファンドの清算による正味収入を投資主の保有量に比例して当該サブ・
        ファンドまたは投資証券クラスの投資主に分配する。清算の完了時（９か月かかる可能性がある）に
        投資主に分配できない清算収入は遅滞なくルクセンブルグの供託金庫（                                     Caisse    de  Consignation       ）に
        預託される。
         定められた期間を満了したサブ・ファンドは、それぞれの期間の終了時に自動的に解散および清算
        される。
         同一サブ・ファンド内で各サブ・ファンドまたは投資証券クラスの純資産総額が当該サブ・ファン
        ドまたは投資証券クラスを経済的に合理的な管理のため要求される価額またはかかる価額に達しな
        かった場合、または政治、経済もしくは金融の状況が著しく変化した場合または合理化の一環とし
                                  11/193

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        て、投資主総会または本投資法人の取締役は、該当する投資証券クラスのすべての投資証券を決定が
        効力を生じる評価日における純資産価格にて（投資対象の実際の換金率および経費を考慮して）買い
        戻 すことを決定することができる。
         下記「本投資法人の総会または関係するサブ・ファンドの投資主総会」の項の規定が投資主総会の
        決定のために適宜適用される。取締役会はまた、上記に記載される規定に従い一サブ・ファンドまた
        は投資証券クラスを解散または清算できる。投資証券の買い戻しのための投資主総会または本投資法
        人の取締役会の決定は、             有価証券報告書「第二部　外国投資法人の詳細情報　第３　管理及び運営、
        ３　投資主・外国投資法人債権者の権利等（１）投資主・外国投資法人債権者の権利（ｆ）報告書を
        受領する権利」        の項に記載される通り関係するサブ・ファンドの投資主に通知する。
        本投資法人またはサブ・ファンドと他の投資信託（「ＵＣＩ」）またはそのサブ・ファンドとの合

        併、サブ・ファンドの合併
         「合併」とは、以下の取引である。
        ａ）一もしくは複数のＵＣＩＴＳまたは当該ＵＣＩＴＳのサブ・ファンド、すなわち「吸収対象ＵＣ
          ＩＴＳ」が、清算なしのその解散に基づき、すべての資産および負債を別の既存のＵＣＩＴＳま
          たは当該ＵＣＩＴＳのサブ・ファンド、すなわち「吸収ＵＣＩＴＳ」に移転し、吸収対象ＵＣＩ
          ＴＳの投資主が見返りに吸収ＵＣＩＴＳの投資証券および適宜、当該投資証券の純資産価格の
          10 ％を超えない支払額を受け取る取引。
        ｂ）二つ以上のＵＣＩＴＳまたは当該ＵＣＩＴＳのサブ・ファンド、すなわち「吸収対象ＵＣＩＴ
          Ｓ」が、清算なしのその解散に基づき、すべての資産および負債を設立した別のＵＣＩＴＳまた
          は当該ＵＣＩＴＳが当該ＵＣＩＴＳのサブ・ファンド、すなわち「吸収ＵＣＩＴＳ」に移転し、
          吸収対象ＵＣＩＴＳの投資主が見返りに吸収ＵＣＩＴＳの投資証券および適宜、当該投資証券の
          純資産価格の       10 ％を超えない支払額を受け取る取引。
        ｃ）負債が完済されるまで存続し続ける一もしくは複数のＵＣＩＴＳまたは当該ＵＣＩＴＳのサブ・
          ファンド、すなわち「吸収対象ＵＣＩＴＳ」が、すべての純資産を同じＵＣＩＴＳの別のサブ・
          ファンド、当該ＵＣＩＴＳが設立した別のＵＣＩＴＳまたは別の既存のＵＣＩＴＳもしくは当該
          ＵＣＩＴＳのサブ・ファンド、すなわち「吸収ＵＣＩＴＳ」に移転する取引。
         合併は、     2010  年法に規定される状況において認められる。合併の法律上の効果は、                                    2010  年法に準拠
        する。
         「本投資法人およびそのサブ・ファンドの解散」の項に記載される状況の下で、本投資法人の取締
        役会は、サブ・ファンドまたは投資証券クラスの資産を本投資法人の別の既存のサブ・ファンドもし
        くは投資証券クラスまたは              2010  年法パートⅠもしくは海外ＵＣＩＴＳに関する                        2010  年法の規則に基づ
        きルクセンブルグの別のＵＣＩに配分することができる。本投資法人の取締役会は、また（必要な場
        合、分裂または統合により、および投資主の比例的権限に相当する金額の支払を通じ）当該サブ・
        ファンドまたは投資証券クラスの投資証券を別のサブ・ファンドまたは投資証券クラスの投資証券と
        して指定変更することを決定することができる。前項の本投資法人の取締役会の権限にかかわらず、
        上記のサブ・ファンドを合併する決定もまた、当該サブ・ファンドの投資主総会において採択するこ
        とができる。
         合併の決定は       有価証券報告書「第二部　外国投資法人の詳細情報　第３　管理及び運営、３　投資
        主・外国投資法人債権者の権利等（１）投資主・外国投資法人債権者の権利（ｆ）報告書を受領する
        権利」   の項に記載される通り投資主に通知する。決定が公告されてから                                  30 日以内に投資主は保有する
        投資証券の一部または全部を、有価証券報告書「第二部　外国投資法人の詳細情報　第２　手続等　
        ２　買戻し手続等」と題する項に記載する手続に従って、買戻手数料またはその他の管理事務手数料
        を支払わずに、その時点の純資産価額で買い戻す権限を有する。買戻しのために提出されなかった投
        資証券は、交換比率が計算される日と同日に計算した関係するサブ・ファンドの純資産価格に基づい
                                  12/193


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        て交換される。割当てる投資証券が集合的投資ファンド（契約型オープン投資信託）の受益証券であ
        る場合、上記の決定は割当てに賛成票を投じた投資主だけを拘束する。
        本投資法人の総会または関係するサブ・ファンドの投資主総会

         サブ・ファンドの清算および合併のいずれの場合についても、本投資法人の総会または関係するサ
        ブ・ファンドの投資主総会の定足数は要求されず、決定は総会に出席するまたは委任状による投資証
        券の単純多数によって承認されることができる。
       ｃ．出資の状況その他の重要事項
         該当事項なし。
       ｄ．訴訟事件その他の重要事項
         半期報告書提出前６か月以内において、訴訟事件その他本投資法人に重要な影響を及ぼした事実お
        よび重要な影響を及ぼすことが予想される事実はない。
    次へ

                                  13/193















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     ２　外国投資法人の運用状況

      （１）投資状況
       資産別および地域別の投資状況
       （ダイナミック・インカム（米ドル））
                                             （ 2019  年 12 月末日現在）
                                                   投資比率
      資産の種類             国・地域名               時価合計（米ドル）
                                                   （％）
        債券          アメリカ合衆国                     11,882,194.72              2.29
                     米国                    － 8,574.45           0.00
       従来型
      オプション              スイス                    － 525,768.99           － 0.10
                    フランス                    － 546,498.06           － 0.11
                    イギリス                    － 628,389.35           － 0.12
                     小計                  － 1,709,230.85            － 0.33
       投資信託            ルクセンブルグ                     158,765,204.33              30.54
                   アイルランド                    103,394,060.00              19.89
                  アメリカ合衆国                       914,818.30            0.18
                    イギリス                      23,700.00           0.00
                     小計                  263,097,782.63              50.61
      短期金融商品             アメリカ合衆国                     29,897,898.50              5.75
                  アメリカ合衆国                     123,836,040.57              23.82
        株式
                     日本                   17,647,218.09              3.39
                    イギリス                    12,473,848.41              2.40
                    フランス                    10,952,205.65              2.11
                     ドイツ                    9,149,445.89             1.76
                  オーストラリア                      8,621,259.18             1.66
                    スペイン                    6,677,682.69             1.28
                    オランダ                    4,676,196.70             0.90
                    イタリア                    3,793,958.03             0.73
                   アイルランド                     2,715,736.07             0.52
                   フィンランド                     1,616,578.67             0.31
                    ベルギー                     731,294.00            0.14
                     スイス                     676,526.13            0.13
                   オーストリア                       443,337.13            0.09
                   ポルトガル                      350,935.37            0.07
                  ルクセンブルグ                       157,483.95            0.03
                     カナダ                     122,525.53            0.02
                   バミューダ                      107,915.35            0.02
                   ジャージー                       72,370.35           0.01
                   アルゼンチン                       58,337.88           0.01
                 パプアニューギニア                         35,389.31           0.01
                   南アフリカ                       21,414.85           0.00
                   スウェーデン                       18,232.56           0.00
                                  14/193


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                     マン島                     10,811.51           0.00
                   シンガポール                        9,755.26           0.00
                  アラブ首長国連邦                         5,266.87           0.00
                     小計                  204,981,766.00              39.43
             ポートフォリオ合計                           508,150,411.00              97.75
         現金・その他資産（負債控除後）                               11,692,475.77              2.25
                資産総額                        519,842,886.77             100.00
                負債総額                         3,034,481.36             0.58
                 合計
                                       516,808,405.41
                                                     99.42
                                      （約  56,622   百万円）
              （純資産総額）
       （注）投資比率とは、ファンドの資産総額に対する当該資産の時価の比率をいう。以下同じ。
                                  15/193
















                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （フィクスト・インカム（米ドル））

                                             （ 2019  年 12 月末日現在）
        資産の種類             国・地域名           時価合計（米ドル）               投資比率（％）
                    アメリカ合衆国                55,594,197.67                  28.46
          債券
                      カナダ              6,862,209.74                  3.51
                      ドイツ              5,810,866.31                  2.97
                      オランダ               4,393,776.90                  2.25
                       韓国              3,555,867.19                  1.82
                    ルクセンブルグ                 3,378,218.17                  1.73
                      フランス               2,548,008.88                  1.30
                      国際機関               2,430,039.60                  1.24
                    オーストラリア                 1,937,055.50                  0.99
                      カタール               1,820,687.50                  0.93
                     クウェート               1,722,499.99                  0.88
                   アラブ首長国連邦                 1,256,400.00                  0.64
                     フィリピン               1,149,986.07                  0.59
                    スウェーデン                1,049,699.30                  0.54
                     ジャージー               1,003,386.00                  0.51
                      イギリス                844,705.28                 0.43
                    シンガポール                 841,824.00                 0.43
                       日本               686,232.70                 0.35
                     ノルウェー                 636,881.87                 0.33
                   ニュージーランド                  400,564.00                 0.21
                    オーストリア                  50,566.44                0.03
                       小計             97,973,673.11                  50.15
         投資信託           ルクセンブルグ                87,137,454.10                  44.60
            ポートフォリオ合計                       185,111,127.21                   94.75
             現金・その他資産                       10,260,733.90                   5.25
               資産総額                    195,371,861.11                  100.00
               負債総額                      570,590.81                 0.29
                合計                   194,801,270.30
                                                      99.71
             （純資産総額）                   （約  21,342   百万円）
                                  16/193






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       （インカム（米ドル））

                                             （ 2019  年 12 月末日現在）
        資産の種類             国・地域名           時価合計（米ドル）               投資比率（％）
                    アメリカ合衆国                21,290,022.31                  15.05
          債券
                      カナダ              2,944,376.75                  2.08
                      オランダ               1,870,307.47                  1.32
                      ドイツ              1,789,535.25                  1.27
                       韓国              1,540,500.00                  1.09
                      カタール               1,270,687.50                  0.90
                    オーストラリア                 1,206,162.25                  0.85
                     フィリピン               1,163,032.39                  0.82
                    ルクセンブルグ                  954,542.77                 0.67
                     クウェート                 861,250.00                 0.61
                      国際機関                794,656.43                 0.56
                      イギリス                649,159.57                 0.46
                    シンガポール                 526,140.00                 0.37
                   アラブ首長国連邦                  418,800.00                 0.30
                       日本               404,478.68                 0.29
                      フランス                325,266.24                 0.23
                     ノルウェー                 252,556.61                 0.18
                   ニュージーランド                  200,282.00                 0.14
                       小計             38,461,756.22                  27.19
                    ルクセンブルグ                88,820,507.78                  62.80
         投資信託
                    アイルランド                2,794,879.88                  1.98
                       小計             91,615,387.66                  64.77
            ポートフォリオ合計                       130,077,143.88                   91.97
             現金・その他資産                       11,362,184.96                   8.03
               資産総額                    141,439,328.84                  100.00
               負債総額                      644,786.69                 0.46
                合計                   140,794,542.15
                                                      99.54
             （純資産総額）                   （約  15,425   百万円）
                                  17/193







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       （システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル））

                                             （ 2019  年 12 月末日現在）
        資産の種類              国・地域名           時価合計（米ドル）              投資比率（％）
                    アメリカ合衆国              232,909,463.78                   17.87
          債券
                       カナダ            24,516,081.42                   1.88
                       韓国            12,770,778.13                   0.98
                    オーストラリア               11,002,181.75                   0.84
                       ドイツ             8,910,580.57                  0.68
                      オランダ             7,659,047.56                  0.59
                      国際機関             7,143,045.22                  0.55
                    ルクセンブルグ               6,831,743.22                  0.52
                     フィリピン              6,481,239.03                  0.50
                      フランス             5,530,297.76                  0.42
                    アラブ首長国連邦                4,685,325.00                  0.36
                      カタール             4,297,187.50                  0.33
                       日本            4,062,045.88                  0.31
                     ノルウェー              2,955,521.87                  0.23
                     シンガポール               2,666,522.40                  0.20
                     クウェート              2,583,750.00                  0.20
                     フィンランド               2,127,227.74                  0.16
                     ジャージー              1,806,094.80                  0.14
                      イギリス             1,588,686.59                  0.12
                     スウェーデン               1,304,523.97                  0.10
                     ケイマン諸島               1,153,968.75                  0.09
                      ベルギー               899,994.60                 0.07
                    ニュージーランド                 700,987.00                 0.05
                     オーストリア                455,097.96                 0.03
                     デンマーク               424,189.10                 0.03
                 イギリス領ヴァージン諸島                   267,352.50                 0.02
                       小計           355,732,934.10                   27.29
                    ルクセンブルグ              526,979,109.80                   40.43
        投資信託
                     アイルランド              95,515,041.25                   7.33
                       小計           622,494,151.05                   47.76
       短期金融商品             アメリカ合衆国               4,988,250.08                  0.38
       その他有価証券              アイルランド              47,697,170.00                   3.66
                       スイス            39,865,693.37                   3.06
          株式
                      フランス             22,820,908.38                   1.75
                       ドイツ            17,536,511.80                   1.35
                      オランダ             7,697,371.50                  0.59
                      スペイン             5,823,721.47                  0.45
                      イタリア             4,228,624.41                  0.32
                      ベルギー             2,014,991.54                  0.15
                                  18/193


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                     フィンランド               1,945,295.92                  0.15
                      イギリス             1,331,344.94                  0.10
                     アイルランド               1,164,779.89                  0.09
                    ルクセンブルグ                511,333.61                 0.04
                     オーストリア                470,563.80                 0.04
                     ポルトガル               334,511.16                 0.03
                       カナダ                 18.60              0.00
                       小計           105,745,670.39                   8.11
             ポートフォリオ合計                    1,136,658,175.62                    87.21
          現金・その他資産（負債控除後）                         166,682,783.53                   12.79
                資産総額                 1,303,340,959.15                   100.00
                負債総額                  100,393,953.55                   7.70
                                 1,202,947,005.60
             合計（純資産総額）                                        92.30
                                （約  131,795    百万円）
                                  19/193














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       （システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル））

                                             （ 2019  年 12 月末日現在）
        資産の種類              国・地域名           時価合計（米ドル）              投資比率（％）
                    アメリカ合衆国              274,261,421.95                   11.17
          債券
                       カナダ            29,952,730.28                   1.22
                       韓国            18,730,600.00                   0.76
                       ドイツ            14,708,831.93                   0.60
                    オーストラリア               14,186,903.87                   0.58
                      オランダ             12,269,531.48                   0.50
                    ルクセンブルグ               11,053,324.71                   0.45
                      国際機関             10,645,567.46                   0.43
                     フィリピン              9,104,266.22                  0.37
                     クウェート              6,459,375.00                  0.26
                    アラブ首長国連邦                5,941,725.00                  0.24
                      フランス             5,798,214.35                  0.24
                      カタール             5,078,312.50                  0.21
                     ノルウェー              4,898,540.45                  0.20
                       日本            4,784,385.81                  0.19
                     シンガポール               3,570,564.78                  0.15
                     フィンランド               2,878,319.44                  0.12
                     スウェーデン               2,211,602.90                  0.09
                      イギリス             2,164,038.26                  0.09
                     ケイマン諸島               1,678,500.00                  0.07
                     ジャージー              1,555,248.30                  0.06
                    ニュージーランド                1,001,410.00                  0.04
                 イギリス領ヴァージン諸島                   721,851.75                 0.03
                     オーストリア                682,646.93                 0.03
                      ベルギー               649,996.10                 0.03
                     デンマーク               349,332.20                 0.01
                       小計           445,337,241.67                   18.14
                    ルクセンブルグ              847,363,288.05                   34.52
        投資信託
                     アイルランド             468,242,548.75                   19.07
                      イギリス               273,465.20                 0.01
                       カナダ              115,872.30                 0.00
                       小計          1,315,995,174.30                    53.61
       短期金融商品             アメリカ合衆国               19,953,000.30                   0.81
       その他有価証券              アイルランド              70,294,330.00                   2.86
                       スイス            73,737,091.08                   3.00
          株式
                       日本            72,846,143.31                   2.97
                      フランス             59,115,541.45                   2.41
                       カナダ            47,834,907.73                   1.95
                       ドイツ            45,513,178.86                   1.85
                                  20/193


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                      イギリス             44,405,498.57                   1.81
                      オランダ             24,691,920.72                   1.01
                      スペイン             15,074,410.84                   0.61
                      イタリア             10,948,070.56                   0.45
                      ベルギー             5,286,974.61                  0.22
                     フィンランド               5,071,572.94                  0.21
                     アイルランド               3,683,160.30                  0.15
                    ルクセンブルグ               1,296,110.30                  0.05
                     オーストリア               1,179,954.82                  0.05
                    オーストラリア                993,498.57                 0.04
                     ポルトガル               858,019.04                 0.03
                     ジャージー               671,081.32                 0.03
                    アメリカ合衆国                314,736.84                 0.01
                     南アフリカ               226,546.56                 0.01
                       マン島              141,158.66                 0.01
                    アラブ首長国連邦                 72,144.48                0.00
                       小計           413,961,721.56                   16.86
             ポートフォリオ合計                    2,265,541,467.83                    92.29
          現金・その他資産（負債控除後）                         189,368,592.98                   7.71
                資産総額                 2,454,910,060.81                   100.00
                負債総額                   85,985,194.13                   3.50
                                 2,368,924,866.68
             合計（純資産総額）                                        96.50
                                （約  259,539    百万円）
                                  21/193










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       （システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル））

                                             （ 2019  年 12 月末日現在）
        資産の種類              国・地域名           時価合計（米ドル）              投資比率（％）
                    アメリカ合衆国               61,891,689.24                   9.64
          債券
                       カナダ            11,659,789.34                   1.82
                       ドイツ             6,153,709.66                  0.96
                       韓国            5,642,856.25                  0.88
                      オランダ             4,322,414.27                  0.67
                    ルクセンブルグ               4,193,924.92                  0.65
                    オーストラリア               4,157,445.62                  0.65
                      国際機関             3,510,344.82                  0.55
                     フィリピン              3,325,851.08                  0.52
                      フランス             2,995,667.63                  0.47
                      カタール             2,483,335.93                  0.39
                    アラブ首長国連邦                1,989,300.00                  0.31
                       日本            1,696,138.81                  0.26
                     クウェート              1,614,843.75                  0.25
                     シンガポール               1,554,441.19                  0.24
                     ノルウェー              1,274,902.19                  0.20
                     ジャージー               802,708.80                 0.13
                     フィンランド                700,750.78                 0.11
                     スウェーデン                652,261.97                 0.10
                      イギリス               416,969.43                 0.06
                    ニュージーランド                 400,564.00                 0.06
                      ベルギー               399,997.60                 0.06
                     オーストリア                328,681.86                 0.05
                 イギリス領ヴァージン諸島                   320,823.00                 0.05
                     ケイマン諸島                314,718.75                 0.05
                     デンマーク               224,570.70                 0.03
                       小計           123,028,701.59                   19.16
                     アイルランド             184,999,284.99                   28.82
        投資信託
                    ルクセンブルグ               97,763,986.74                  15.23
                      イギリス               149,866.25                 0.02
                       カナダ               29,489.14                0.00
                       小計           282,942,627.12                   44.07
       短期金融商品             アメリカ合衆国               3,192,480.05                  0.50
       その他有価証券              アイルランド              12,228,210.00                   1.90
                       日本            31,662,266.13                   4.93
          株式
                      イギリス             22,751,859.08                   3.54
                      フランス             19,836,005.32                   3.09
                       スイス            19,216,323.77                   2.99
                       ドイツ            15,326,871.08                   2.39
                                  22/193


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                    オーストラリア               12,734,255.10                   1.98
                       カナダ            12,548,794.70                   1.95
                      オランダ             9,349,861.28                  1.46
                      スペイン             5,062,689.89                  0.79
                      イタリア             3,713,045.57                  0.58
                      ベルギー             1,808,442.72                  0.28
                     フィンランド               1,694,632.81                  0.26
                     アイルランド               1,568,401.19                  0.24
                    ルクセンブルグ                436,898.37                 0.07
                     オーストリア                407,410.98                 0.06
                     ジャージー               361,848.65                 0.06
                     ポルトガル               281,382.06                 0.04
                     南アフリカ               125,436.54                 0.02
                    アメリカ合衆国                 83,929.82                0.01
                       マン島               81,794.95                0.01
                   パプアニューギニア                  76,792.37                0.01
                    アラブ首長国連邦                 23,338.11                0.00
                       小計           159,152,280.49                   24.79
             ポートフォリオ合計                     580,544,299.25                   90.43
          現金・その他資産（負債控除後）                         61,442,555.54                   9.57
                資産総額                  641,986,854.79                  100.00
                負債総額                   20,341,210.04                   3.17
                                  621,645,644.75
             合計（純資産総額）                                        96.83
                                 （約  68,107   百万円）
                                  23/193










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      （２）運用実績

       ①　純資産等の推移
         2019  年 12 月末日までの１年間における各月末の総資産および純資産の推移は以下のとおりである。
        （ダイナミック・インカム（米ドル））
                                     １口当たり純資産価格           １口当たり純資産価格
                  資産総額          純資産総額        （クラスＰ－ｍｄｉｓｔ            （クラスＰ－ａｃｃ
                                       投資証券）           投資証券）
                千米ドル      百万円     千米ドル      百万円     米ドル      円    米ドル      円
       2019  年１月末日       108,129.05      11,847     92,470.74      10,131     100.80     11,044     100.81     11,045
         ２月末日      185,196.45      20,290    168,655.12      18,478     102.35     11,213     102.35     11,213
         ３月末日      278,899.70      30,556    271,539.95      29,750     102.78     11,261     103.26     11,313
         ４月末日      324,678.41      35,572    319,138.01      34,965     103.46     11,335     104.42     11,440
         ５月末日      326,809.16      35,805    326,403.80      35,761      99.84     10,938     101.24     11,092
         ６月末日      413,738.60      45,329    360,984.91      39,550     102.45     11,224     104.45     11,444
         ７月末日      445,988.37      48,862    394,156.12      43,184     102.60     11,241     105.06     11,510
         ８月末日      465,349.16      50,984    412,137.67      45,154     101.39     11,108     104.29     11,426
         ９月末日      431,241.75      47,247    428,474.48      46,944     102.05     11,181     105.43     11,551
         10 月末日      465,405.66      50,990    459,405.61      50,332     102.58     11,239     106.44     11,662
         11 月末日      514,490.86      56,368    501,866.14      54,984     102.92     11,276     107.26     11,751
         12 月末日      519,842.89      56,954    516,808.41      56,622     104.00     11,394     108.85     11,926
       （注）ダイナミック・インカム（米ドル）は                  2019  年１月   28 日に運用を開始した。
        （フィクスト・インカム（米ドル））

                                               １口当たり純資産価格
                                    １口当たり純資産価格
                                                （クラス（日本円・
                 資産総額           純資産総額
                                     （クラスＰ－ａｃｃ
                                                ヘッジ）Ｐ－ａｃｃ
                                       投資証券）
                                                 投資証券）
              千米ドル      百万円     千米ドル      百万円     米ドル      円        円
      2019  年１月末日      165,332.37       18,114    164,293.51       18,000     233.21     25,550           9,826
         ２月末日     155,291.35       17,014    155,236.67       17,008     233.83     25,618           9,837
         ３月末日     156,437.46       17,139    155,951.45       17,086     236.59     25,921           9,933
         ４月末日     155,422.29       17,028    155,160.37       16,999     237.23     25,991           9,935
         ５月末日     155,016.98       16,984    153,368.22       16,803     239.06     26,191           9,984
         ６月末日     150,819.10       16,524    150,543.23       16,494     241.95     26,508           10,082
         ７月末日     151,855.17       16,637    151,572.50       16,606     242.06     26,520           10,060
         ８月末日     162,203.55       17,771    158,400.64       17,354     244.94     26,836           10,159
         ９月末日     156,135.95       17,106    155,702.11       17,059     244.27     26,762           10,109
         10 月末日    157,613.35       17,268    156,199.09       17,113     244.92     26,833           10,113
         11 月末日    164,938.10       18,071    160,989.75       17,638     244.88     26,829           10,102
         12 月末日    195,371.86       21,405    194,801.27       21,342     245.59     26,907           10,112
                                  24/193





                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
        （インカム（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額
                                              （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
       2019  年１月末日         140,781.13         15,424     138,748.11         15,201       112.39       12,313
         ２月末日        139,063.57         15,236     138,394.05         15,162       113.04       12,385
         ３月末日        139,112.37         15,241     138,080.67         15,128       114.36       12,529
         ４月末日        139,269.53         15,258     138,060.88         15,126       115.16       12,617
         ５月末日        138,143.69         15,135     137,065.28         15,017       114.74       12,571
         ６月末日        140,689.07         15,414     140,322.18         15,374       116.97       12,815
         ７月末日        141,308.20         15,482     140,678.56         15,413       117.23       12,844
         ８月末日        141,367.90         15,488     140,869.36         15,434       117.78       12,904
         ９月末日        141,026.01         15,451     140,710.37         15,416       117.71       12,896
         10 月末日       141,306.68         15,482     140,257.94         15,367       118.23       12,953
         11 月末日       139,235.79         15,255     139,056.92         15,235       118.76       13,011
         12 月末日       141,439.33         15,496     140,794.54         15,425       119.77       13,122
        （システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
       2019  年１月末日         943,395.14        103,358      937,386.64        102,700       103.41       11,330
         ２月末日        971,542.73        106,442      962,822.03        105,487       104.28       11,425
         ３月末日       1,021,920.52         111,962     1,014,781.69         111,179       105.66       11,576
         ４月末日       1,087,559.86         119,153     1,070,318.42         117,264       107.18       11,743
         ５月末日       1,090,530.13         119,478     1,087,131.87         119,106       105.81       11,593
         ６月末日       1,154,829.99         126,523     1,143,772.85         125,312       108.15       11,849
         ７月末日       1,193,362.71         130,745     1,186,545.63         129,998       108.65       11,904
         ８月末日       1,252,040.91         137,174     1,202,069.20         131,699       108.53       11,891
         ９月末日       1,230,428.44         134,806     1,226,589.03         134,385       108.27       11,862
         10 月末日      1,246,296.99         136,544     1,236,514.93         135,473       108.40       11,876
         11 月末日      1,192,659.12         130,668     1,187,843.43         130,140       109.41       11,987
         12 月末日      1,303,340.96         142,794     1,202,947.01         131,795       110.69       12,127
                                  25/193








                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
        （システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
       2019  年１月末日        1,937,082.39         212,227     1,914,916.27         209,798       105.11       11,516
         ２月末日       1,982,890.46         217,245     1,966,536.62         215,454       106.42       11,659
         ３月末日       2,090,968.54         229,087     2,065,033.08         226,245       107.88       11,819
         ４月末日       2,179,092.38         238,741     2,136,509.19         234,076       110.23       12,077
         ５月末日       2,124,607.99         232,772     2,120,118.60         232,280       107.15       11,739
         ６月末日       2,228,485.82         244,153     2,214,386.58         242,608       110.36       12,091
         ７月末日       2,262,305.71         247,858     2,242,097.63         245,644       111.14       12,176
         ８月末日       2,312,695.27         253,379     2,234,905.91         244,856       109.85       12,035
         ９月末日       2,275,921.59         249,350     2,271,925.84         248,912       109.92       12,043
         10 月末日      2,319,008.00         254,071     2,310,034.44         253,087       110.26       12,080
         11 月末日      2,345,840.20         257,010     2,331,541.25         255,444       112.07       12,278
         12 月末日      2,454,910.06         268,960     2,368,924.87         259,539       114.00       12,490
        （システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
       2019  年１月末日         516,342.81         56,571     498,773.48         54,646       106.62       11,681
         ２月末日        518,827.13         56,843     514,191.80         56,335       108.51       11,888
         ３月末日        527,397.93         57,782     521,811.96         57,170       109.97       12,048
         ４月末日        550,724.26         60,337     538,181.74         58,963       113.24       12,407
         ５月末日        533,623.13         58,464     531,905.25         58,276       108.42       11,878
         ６月末日        574,134.78         62,902     568,089.81         62,240       112.53       12,329
         ７月末日        583,919.67         63,974     579,006.63         63,436       113.62       12,448
         ８月末日        597,123.96         65,421     582,407.93         63,809       111.04       12,166
         ９月末日        587,973.43         64,418     586,392.12         64,245       111.40       12,205
         10 月末日       587,768.24         64,396     585,853.77         64,186       111.89       12,259
         11 月末日       592,698.23         64,936     589,998.73         64,640       114.54       12,549
         12 月末日       641,986.85         70,336     621,645.64         68,107       117.11       12,831
        ファンドの投資証券は、ルクセンブルグ証券取引所に上場されている。

        同取引所での実質的な取引実績はない。
                                  26/193







                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       ②　分配の推移

         2019  年 12 月末日前１年間における各月の１口当たり分配金は以下のとおりである。
         ダイナミック・インカム（米ドル）クラスＰ－ｍｄｉｓｔ投資証券
                                       １口当たりの分配金額
                   期間
                                     米ドル             円
                 2019  年２月                  0.48             53
                     ３月                 0.48             53
                     ４月                 0.48             53
                     ５月                 0.54             59
                     ６月                 0.45             49
                     ７月                 0.45             49
                     ８月                 0.45             49
                     ９月                 0.45             49
                     10 月                0.45             49
                     11 月                0.44             48
                     12 月                0.45             49
       （注）各月の分配金は、各月末までに宣言された金額である。
         ダイナミック・インカム（米ドル）

          クラスＰ－ａｃｃ（米ドル）投資証券
         フィクスト・インカム（米ドル）
          クラスＰ－ａｃｃ投資証券
          クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
         インカム（米ドル）
          クラスＰ－ａｃｃ投資証券
         システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
          クラスＰ－ａｃｃ投資証券
         システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
          クラスＰ－ａｃｃ投資証券
         システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
          クラスＰ－ａｃｃ投資証券
         該当事項なし
       ③　自己資本利益率（収益率）の推移

         2019  年１月１日から        2019  年 12 月末日までの１年間の自己資本利益率（収益率）は以下のとおりであ
        る。
                                            （注）
                                     収益率（％）
                            クラスＰ－ｍｄｉｓｔ投資証券                      8.67

        ダイナミック・インカム（米ド
        ル）
                             クラスＰ－ａｃｃ投資証券                     8.85
                             クラスＰ－ａｃｃ投資証券                     6.97

        フィクスト・インカム（米ドル）
                             クラス（日本円・ヘッジ）
                                                 4.28
                              Ｐ－ａｃｃ投資証券
                                  27/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
        インカム（米ドル）                    クラスＰ－ａｃｃ投資証券                     9.62

        システマティック・アロケーショ

        ン・ポートフォリオ・ディフェン                    クラスＰ－ａｃｃ投資証券                     8.48
        シブ（米ドル）
        システマティック・アロケーショ
        ン・ポートフォリオ・ミディアム                    クラスＰ－ａｃｃ投資証券                    10.51
        （米ドル）
        システマティック・アロケーショ
        ン・ポートフォリオ・ダイナミッ                    クラスＰ－ａｃｃ投資証券                    12.36
        ク（米ドル）
        （注１）収益率（％）＝          100 ×（ａ－ｂ）／ｂ
            ａ＝  2019  年 12 月末日現在の１口当たり純資産価格（当該期間に支払われた分配金の合計金額を加えた額）
            ｂ＝  2018  年 12 月末日現在の１口当たり純資産価格（分配落の額）
            ただし、ダイナミック・インカム（米ドル）クラスＰ－ｍｄｉｓｔ投資証券については                                     100 米ドルおよびダイナミッ
            ク・インカム（米ドル）クラスＰ－ａｃｃ投資証券については                          100 米ドル
        （注２）ダイナミック・インカム（米ドル）は                   2019  年１月   28 日に運用を開始した。
      （３）投資リスク

       ①　当中間計算期間において、                2019  年 11 月 14 日提出の有価証券報告書「第一部　ファンド情報　第１　
         ファンドの状況　３　投資リスク」に記載される投資リスクについて、重要な変更はない。
       ②　本投資法人が将来にわたって営業活動を継続するにあたり重要な疑義を生じさせるような事象また
         は状況、その他本投資法人の経営に重要な影響を及ぼす事象は、半期報告書提出日現在、存在しな
         い。
    次へ

                                  28/193











                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ３　資産運用会社の概況

      （１）名称及び資本金の額
       ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ（管理会社）
         資本金（株主資本）の額
         2019  年 12 月末日現在の株主資本総額は、                13,000,000      ユーロ（約      16 億円）
         （注）ユーロの円貨換算は、便宜上、                2019  年 12 月 30 日現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１ユーロ
            ＝ 122.54   円）による。以下同じ。
       ②　ＵＢＳアセット・マネジメント・スイス・エイ・ジー（チューリッヒ）（「投資運用会社」）

         資本金（株主資本）の額
         2019  年 12 月末日現在の株主資本総額は、                500,000    スイス・フラン（約          5,620   万円）
         （注）   スイスフラン      の円貨換算は、便宜上、          2019  年 12 月 30 日 現在の株式会社三菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１
            スイスフラン＝      112.40   円）による。以下同じ。
       ③　ユービーエス・スイス・エイ・ジー（チューリッヒ）（「投資運用会社」および「投資顧問会

         社」）
         資本金（株主資本）の額
         2019  年 12 月末日現在の株主資本総額は、                1,000   万スイスフラン（約          11 億円）
      （２）大株主の状況

       ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
                                             （ 2019  年 12 月末日現在）
                                            所有株式数
                                                     比率
           名称                  住所
                                                     （％）
                                             （株）
     ＵＢＳアセット・                バーンホフ・シュトラーセ               45 、 CH-         6,500       100
                     8001
     マネジメント・エイ・ジー
     （ UBS  Asset   Management         チューリッヒ、スイス
     AG ）
       ②　ＵＢＳアセット・マネジメント・スイス・エイ・ジー（チューリッヒ）

                                             （ 2019  年 12 月末日現在）
                                            所有株式数          比率
           名　称                  住　所
                                             （株）        （％）
     ユービーエス・エイ・ジー                                         5,000,000         100
                     バーンホフ・シュトラーセ                45 、 CH-
                     8001   チューリッヒ、スイス
     （ UBS  AG ）
       ③　ユービーエス・スイス・エイ・ジー（チューリッヒ）

                                             （ 2019  年 12 月末日現在）
                                           所有株式数
                                                     比率
           名称                  住所
                                                     （％）
                                             （株）
     ユービーエス・エイ・ジー                バーンホフ・シュトラーセ               45 、 CH-      100,000,000          100
     （ UBS  AG ）           8001
                     チューリッヒ、スイス
                                  29/193



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      （３）役員の状況

       ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
                                             （ 2019  年 12 月末日現在）
           氏名             役職名                略歴            所有株式
     アンドレ・ミュラー・                チェアマン           ＵＢＳアセット・マネジメント・ス                    該当なし
                                イス・エイ・ジー、チューリッヒ、
     ウェグナー
                                マネージング・ディレクター
     （ André   Müller-Wegner       ）
     アンドレアス・シュラター                ヴァイス・           スイス、キュッティンゲン、                    該当なし
                     チェアマン           インディペンデント・
     （ Andreas     Schlatter     ）
                                ディレクター、数学者（博士）
     ギルバート・シントゲン                ディレクター／           ルクセンブルグ大公国、                    該当なし
                     ボード・メンバー           ルクセンブルグ、ディレクター
     （ Gilbert     Schintgen     ）
     パスカル・キストラー                ディレクター／           ＵＢＳビジネスソリューションズ・                    該当なし
                                エイ・ジー、チューリッヒ、
                     ボード・メンバー
     （ Pascal    Kistler    ）
                                マネージング・ディレクター
     フランチェスカ・ジリ・                ディレクター／           ＵＢＳファンド・マネジメント                    該当なし
     プリム                ボード・メンバー           （ルクセンブルグ）エス・エイ、
                                チーフ・エグゼクティブ・
     （ Francesca      Gigli   Prym  ）
                                オフィサー
       ②　ＵＢＳアセット・マネジメント・スイス・エイ・ジー（チューリッヒ）

                                             （ 2019  年 12 月末日現在）
           氏名              役職名                略歴           所有株式
     ミーダーホフ・マーカス・                ディレクター／             2019  年６月   20 日就任           該当なし
     ジョアンヌ
                     ボード・メンバー
     （ Miederhoff      Markus
     Johannes     ）
     ウェルス・トーマス                ディレクター／             2019  年６月   20 日就任           該当なし
                     ボード・メンバー
     （ Wels   Thomas   ）
     ハインツ・トーマス・アント                チェアマン             2019  年６月   20 日就任           該当なし
     ン
     （ Heinzl    Thomas    Anton   ）
     フォン・シャックマン・ディ                ヴァイス・チェアマン             2019  年６月   20 日就任           該当なし
     エルク・ヨアヒム
     （ von  Schuckmann      Dierk
     Joachim    ）
     スティラート・シャープ・イ                社外インディペンデン             2019  年６月   20 日就任           該当なし
     ボンヌ・シルビア                ト・ディレクター
     （ Stillhart      Sharp   Yvonne
     Silvia   ）
     ビョーハイム・ジェイコブ                社外インディペンデン             2019  年６月   20 日就任           該当なし
                     ト・ディレクター
     （ Bjorheim     Jacob   ）
                                  30/193




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       ③　ユービーエス・スイス・エイ・ジー（チューリッヒ）

                                              （ 2019  年 12 月末日現在）
                                              所有ユービーエス・
                                              グループ・エイ・
            氏名             役職名            略歴
                                                 ジー株式
                                             （ 2018  年 12 月 31 日現在）
     ルーカス・ゲーヴィラー                 チェアマン           2017  年４月   21 日就任          非公開
     （ Lukas   Gähwiler     ）
     セルジオ・ピー・エルモッティ                 ディレクター／           2017  年４月   21 日就任        3,473,196     株
     （ Sergio    P.  Ermotti    ）
                      ボード・メンバー
     フベルト・エミル・マルクス・                 ディレクター／           2015  年６月   12 日就任          非公開
     アケーマン
                      ボード・メンバー
     （ Hubert    Emil   Markus
     Achermann     ）
     ダニエル・ジェイ・クリティン                 ディレクター／           2016  年４月   25 日就任          非公開
     （ Daniel    J.  Crittin    ）
                      ボード・メンバー
     ガブリエラ・フーバー                 ヴァイス・           2015  年６月   12 日就任          非公開
     （ Gabriela     Huber   ）
                      チェアマン
     クリスチャン・エッケハード・                 ディレクター／           2016  年４月   25 日就任         259,745    株
     ブルーム
                      ボード・メンバー
     （ Christian      Eckehard     Bluhm   ）
                                  31/193











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      （４）事業の内容及び営業の概況

       ①　ＵＢＳファンド・マネジメント（ルクセンブルグ）エス・エイ
         管理会社は、本投資法人と管理会社契約を締結し、当該契約に詳述された業務を遂行する。
         2019  年 12 月末日現在、管理会社は以下のとおり、                     395  本の投資信託／投資法人のサブ・ファンドの管
        理・運用を行っている。
      国別（設立国）          種類別（基本的性格）              本数         純資産額の合計（通貨別）
                                     549,900,721.82        オーストラリア・ドル
                                         2,842,139,178.11         カナダ・ドル
                                       12,606,831,772.86          スイス・フラン
                                            3,478,664,563.36         中国元
                                     871,700,713.32        デンマーク・クローネ
                オープン・エンド型
      ルクセンブルグ                        360              45,602,098,274.95          ユーロ
                投資信託／投資法人
                                           2,576,261,616.65         英ポンド
                                            315,386,765.30        香港ドル
                                           399,976,592,683.54          日本円
                                       62,639,211.31       シンガポール・ドル
                                           112,813,054,023.60          米ドル
                                     376,100,388.99        オーストラリア・ドル
                                         580,754,782.31        スイス・フラン
                オープン・エンド型
      アイルランド                        35              2,924,142,565.70         ユーロ
                投資信託／投資法人
                                           2,118,513,475.47         英ポンド
                                            15,532,880,360.07          米ドル
       ②　ＵＢＳアセット・マネジメント・スイス・エイ・ジー（チューリッヒ）

         2019  年 12 月末日現在、ＵＢＳアセット・マネジメント・スイス・エイ・ジー（チューリッヒ）は                                             144
        本のサブ・ファンドを運用しており、そのうち運用資産額上位                                 10 位のサブ・ファンドは、以下のとお
        りである。
                                                 純資産総額
              名称             基本的性格             設定日
                                                 （ユーロ）
        UBS(Lux)Bond       Sicav   -
                         変動資本を有する
     １                                2004  年 11 月 23 日     3,932,452,486
        Convert     Global(EUR)               投資法人
        UBS  ETF  Sicav   - MSCI   EMU
                         変動資本を有する
     ２                                2002  年９月   20 日     3,245,317,737
        UCITS   ETF                投資法人
        UBS(Lux)Money        Market    Fund
     ３                    契約型投資信託            1988  年 11 月 29 日     2,943,950,745
        - USD
        UBS(Lux)Strategy          Sicav   -
                         変動資本を有する
        Systematic      Allocation
     ４                                2017  年５月   31 日     2,110,400,772
                           投資法人
        Portfolio      Medium(USD)
        Focused     Sicav   - High
                         変動資本を有する
     ５                                2006  年 10 月 31 日     1,878,908,907
        Grade   Long   Term   Bond   USD
                           投資法人
        UBS(Lux)Money        Market    Fund
     ６                    契約型投資信託            1989  年 10 月 11 日     1,649,816,089
        - EUR
                                  32/193


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        UBS(Lux)Strategy          Fund   -
     ７                    契約型投資信託            1991  年９月   13 日     1,600,718,126
        Yield(CHF)
        UBS  ETF  Sicav   - MSCI   EMU
                         変動資本を有する
        Socially     Responsible
     ８                                2017  年 12 月 15 日     1,402,320,154
                           投資法人
        UCITS   ETF
        UBS(Lux)Strategy          Fund   -
     ９                    契約型投資信託            1994  年７月７日          1,307,911,334
        Balanced(CHF)
        Focused     Sicav   - High
                         変動資本を有する
     10                                2005  年９月２日          1,280,848,227
        Grade   Bond   USD
                           投資法人
        （注１）一単位当たり純資産価格は開示していない。
        （注２）上記は管理会社から提供された情報に基づく。
       ③　ユービーエス・スイス・エイ・ジー（チューリッヒ）

         2019  年 12 月末日現在、ユービーエス・スイス・エイ・ジー（チューリッヒ）は以下の                                        90 本のサブ・
        ファンドを運用している。
          国別（設立国）               種類別（基本的性格）              本数    純資産額の合計（通貨別）
             スイス             オープン・エンド型
                                       ４     22.7  億スイスフラン
      （ポートフォリオ・マネジャー）                       ファンド
             スイス
                          オープン・エンド型
                                       ９     41.2  億スイスフラン
       （共同ポートフォリオ・マネ
                             ファンド
            ジャー）
           ケイマン諸島
                          ヘッジ・ファンド             ５     85.4  億スイスフラン
      （ポートフォリオ・マネジャー）
          ルクセンブルグ               オープン・エンド型
                                       39     314.8   億スイスフラン
      （ポートフォリオ・マネジャー）                       ファンド
          ルクセンブルグ
                          オープン・エンド型
                                       31     125.1   億スイスフラン
       （共同ポートフォリオ・マネ
                             ファンド
            ジャー）
           アイルランド
                          ヘッジ・ファンド             ２     0.9  億スイスフラン
     （ポートフォリオ・マネージャー）
        （注１）一部のファンドについては、ユービーエス・スイス・エイ・ジー（チューリッヒ）は、管理会社の選定およびアセッ
            ト・アロケーションについてのみ責任を負っている。
        （注２）上記は管理会社から提供された情報に基づく。
    次へ

                                  33/193






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     ４　外国投資法人の経理状況

     ａ．　ファンドの日本文の中間財務書類は、ルクセンブルグにおける法令に準拠して作成された原文の中間

       財務書類を翻訳したものである。これは「中間財務諸表等の用語、様式及び作成方法に関する規則」第
       76 条第４項ただし書の規定の適用によるものである。
     ｂ．　ファンドの原文の中間財務書類は、ＵＢＳ（                          Lux  ）ストラテジー・シキャブおよび全てのサブ・ファン

       ドにつき一括して作成されている。本書において、日本文の作成にあたっては、関係するサブ・ファン
       ドに関連する部分のみを翻訳している。なお、各サブ・ファンドには下記のクラス投資証券以外のクラ
       ス投資証券も存在するが、本書においては下記のクラス投資証券に関する部分のみを抜粋して日本文に
       記載している。
        －ダイナミック・インカム（米ドル）
         クラスＰ－ａｃｃ投資証券
         クラスＰ－ｍｄｉｓｔ投資証券
        －フィクスト・インカム（米ドル）
         クラスＰ－ａｃｃ投資証券
         クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
        －インカム（米ドル）
         クラスＰ－ａｃｃ投資証券
                                  （注）
         クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
        －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
         クラスＰ－ａｃｃ投資証券
        －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
         クラスＰ－ａｃｃ投資証券
        －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
         クラスＰ－ａｃｃ投資証券
         （注）インカム（米ドル）のクラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券は、                                 2018  年 12 月 21 日付で募集を停止し、また、
            2019  年２月   19 日付で買戻しの受付を停止している。
     ｃ．　ファンドの原文の中間財務書類は、外国監査法人等（公認会計士法（昭和                                         23 年法律第     103  号）第１条の

       ３第７項に規定する外国監査法人等をいう。）の監査を受けていない。
     ｄ．　ファンドの原文の中間財務書類は、米ドルで表示されている。日本文の中間財務書類には、主要な金

       額について円貨換算が併記されている。日本円による金額は、                                 2019  年 12 月 30 日現在における株式会社三
       菱ＵＦＪ銀行の対顧客電信売買相場の仲値（１米ドル＝                             109.56   円）で換算されている。なお、千円未満
       の金額は四捨五入されている。
                                  34/193





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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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      （１）資産及び負債の状況

     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                           463,966,779.84                    50,832,200
                                 23,507,951.75                    2,575,531
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  487,474,731.59           53,407,732
      現金預金、要求払預金および預託金勘定                                    7,605,333.44*            833,240
      有価証券売却未収金（注１）                                    17,232,880.64           1,888,034
      発行未収金                                    2,004,957.25            219,663
      有価証券に係る未収利息                                      27,338.40           2,995
      配当金に係る未収金                                     335,916.57           36,803
      その他の未収金                                      33,355.62           3,654
      先渡為替契約に係る未実現（損）益（注１）                                     (204,369.01)           (22,391)
                                           (19,287.52)           (2,113)
      スワップに係る未実現（損）益（注１）
                                         514,490,856.98           56,367,618
      資産合計
     負　債
      有価証券購入未払金（注１）                                    (8,035,551.24)            (880,375)
      買戻未払金                                    (4,341,418.35)            (475,646)
      報酬引当金（注２）                            (211,695.88)                    (23,193)
      年次税引当金（注３）                             (24,862.10)                    (2,724)
                                  (11,185.96)                    (1,226)
      その他の手数料および報酬引当金（注２）
                                          (247,743.94)           (27,143)
      引当金合計
                                         (12,624,713.53)           (1,383,164)
      負債合計
                                         501,866,143.45           54,984,455

      期末現在純資産
     * 2019  年 11 月 30 日現在、当該金額のうち          80,000   米ドルについて、取引相手方であるユービーエス・エイ・ジーの担保となっている。

     注記は当財務書類と不可分のものである。

                                  35/193






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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                           149,983,061.54                    16,432,144
                                 7,619,561.20                    834,799
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                   157,602,622.74           17,266,943
      現金預金、要求払預金および預託金勘定                                    7,227,442.07            791,839
      有価証券に係る未収利息                                     517,167.17           56,661
                                          (409,131.40)           (44,824)
      先渡為替契約に係る未実現（損）益（注１）
                                         164,938,100.58           18,070,618
      資産合計
     負　債
      当座借越に係る未払利息                                       (166.53)           (18)
      有価証券購入未払金（注１）                                    (3,875,933.43)            (424,647)
      報酬引当金（注２）                             (63,120.29)                    (6,915)
      年次税引当金（注３）                             (7,461.05)                    (817)
                                   (1,667.30)                    (183)
      その他の手数料および報酬引当金（注２）
                                           (72,248.64)           (7,916)
      引当金合計
                                         (3,948,348.60)            (432,581)
      負債合計
                                         160,989,751.98           17,638,037

      期末現在純資産
     注記は当財務書類と不可分のものである。

                                  36/193










                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                           121,502,450.99                    13,311,809
                                 12,155,743.29                    1,331,783
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                   133,658,194.28           14,643,592
      現金預金、要求払預金および預託金勘定                                     4,470,329.02           489,769
      その他の流動資産（マージン）                                      809,179.83           88,654
      有価証券に係る未収利息                                      247,372.16           27,102
      その他の未収金                                      22,769.09           2,495
      流動資産に係る未収利息                                        30.46           3
      金融先物に係る未実現（損）益（注１）                                     (64,277.63)           (7,042)
                                            92,189.30          10,100
      先渡為替契約に係る未実現（損）益（注１）
                                         139,235,786.51           15,254,673
      資産合計
     負　債
      当座借越                                       (866.49)           (95)
      当座借越に係る未払利息                                        (6.85)          (1)
      有価証券購入未払金（注１）                                        (4.40)          (0)
      買戻未払金                                     (100,000.07)           (10,956)
      報酬引当金（注２）                             (59,287.74)                    (6,496)
      年次税引当金（注３）                             (4,486.71)                    (492)
                                  (14,210.66)                    (1,557)
      その他の手数料および報酬引当金（注２）
                                           (77,985.11)           (8,544)
      引当金合計
                                           (178,862.92)           (19,596)
      負債合計
                                         139,056,923.59           15,235,077

      期末現在純資産
     注記は当財務書類と不可分のものである。

                                  37/193








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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                          1,099,555,291.45                    120,467,278
                                 56,981,543.82                    6,242,898
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  1,156,536,835.27            126,710,176
      現金預金、要求払預金および預託金勘定                                    24,553,719.37           2,690,105
      その他の流動資産（マージン）                                    2,610,797.85            286,039
      発行未収金                                    1,501,176.39            164,469
      有価証券に係る未収利息                                    2,253,655.68            246,911
      配当金に係る未収金                                     136,356.67           14,939
      その他の未収金                                      98,855.95           10,831
      金融先物に係る未実現（損）益（注１）                                    4,204,816.70            460,680
                                           762,905.37           83,584
      先渡為替契約に係る未実現（損）益（注１）
                                        1,192,659,119.25            130,667,733
      資産合計
     負　債
      有価証券購入未払金（注１）                                    (2,623,049.17)            (287,381)
      買戻未払金                                    (1,525,881.86)            (167,176)
      報酬引当金（注２）                            (532,493.01)                    (58,340)
      年次税引当金（注３）                             (57,226.48)                    (6,270)
                                  (77,037.22)                    (8,440)
      その他の手数料および報酬引当金（注２）
                                          (666,756.71)           (73,050)
      引当金合計
                                         (4,815,687.74)            (527,607)
      負債合計
                                        1,187,843,431.51            130,140,126

      期末現在純資産
     注記は当財務書類と不可分のものである。

                                  38/193








                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                           527,134,473.44                    57,752,853
                                 46,644,302.97                    5,110,350
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                   573,778,776.41           62,863,203
      現金預金、要求払預金および預託金勘定                                    10,776,334.14           1,180,655
      その他の流動資産（マージン）                                    2,980,109.98            326,501
      有価証券売却未収金（注１）                                        93.92           10
      発行未収金                                     196,842.84           21,566
      有価証券に係る未収利息                                     736,735.26           80,717
      配当金に係る未収金                                     392,803.60           43,036
      その他の未収金                                      89,248.95           9,778
      金融先物に係る未実現（損）益（注１）                                    3,085,259.11            338,021
                                           662,024.14           72,531
      先渡為替契約に係る未実現（損）益（注１）
                                         592,698,228.35           64,936,018
      資産合計
     負　債
      当座借越                                      (2,249.11)            (246)
      有価証券購入未払金（注１）                                    (1,257,373.20)            (137,758)
      買戻未払金                                    (1,092,314.32)            (119,674)
      報酬引当金（注２）                            (294,152.55)                    (32,227)
      年次税引当金（注３）                             (40,484.96)                    (4,436)
                                  (12,927.10)                    (1,416)
      その他の手数料および報酬引当金（注２）
                                          (347,564.61)           (38,079)
      引当金合計
                                         (2,699,501.24)            (295,757)
      負債合計
                                         589,998,727.11           64,640,261

      期末現在純資産
     注記は当財務書類と不可分のものである。

                                  39/193







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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
                            純資産計算書

                                        2019  年 11 月 30 日現在

                                     （米ドル）              （千円）
     資　産
      投資有価証券、取得価額                          2,104,230,831.29                    230,539,530
                                172,550,370.80                    18,904,619
      投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  2,276,781,202.09            249,444,149
      現金預金、要求払預金および預託金勘定                                    41,630,754.77           4,561,065
      その他の流動資産（マージン）                                    9,380,925.52           1,027,774
      有価証券売却未収金（注１）                                      3,909.41            428
      発行未収金                                    2,473,287.04            270,973
      有価証券に係る未収利息                                    3,144,482.46            344,509
      配当金に係る未収金                                     933,165.76           102,238
      その他の未収金                                     250,234.45           27,416
      金融先物に係る未実現（損）益（注１）                                    9,540,733.93           1,045,283
                                          1,701,501.98            186,417
      先渡為替契約に係る未実現（損）益（注１）
                                        2,345,840,197.41            257,010,252
      資産合計
     負　債
      有価証券購入未払金（注１）                                    (7,365,492.55)            (806,963)
      買戻未払金                                    (5,441,120.33)            (596,129)
      報酬引当金（注２）                           (1,169,005.24)                    (128,076)
      年次税引当金（注３）                            (131,882.49)                    (14,449)
                                  (191,451.24)                    (20,975)
      その他の手数料および報酬引当金（注２）
                                         (1,492,338.97)            (163,501)
      引当金合計
                                         (14,298,951.85)           (1,566,593)
      負債合計
                                        2,331,541,245.56            255,443,659

      期末現在純資産
     注記は当財務書類と不可分のものである。

                                  40/193







                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

                            運用計算書

                                      自 2019  年６月１日　至      2019  年 11 月 30 日

                                      （米ドル）             （千円）
     収　益
      流動資産に係る利息                                      26,492.55           2,903
      有価証券に係る利息                                     113,213.24           12,404
      スワップに係る受取利息（注１）                                     124,107.98           13,597
      配当金                                    1,300,859.54            142,522
      貸付証券に係る収益（注          12 ）                           30,950.37           3,391
                                           315,231.93           34,537
      その他の収益（注４）
                                          1,910,855.61            209,353
      収益合計
     費　用
      貸付証券に係るコスト（注           12 ）                         (12,380.15)           (1,356)
      報酬（注２）                                    (2,290,712.80)            (250,970)
      年次税（注３）                                     (65,570.13)           (7,184)
      その他の手数料および報酬（注２）                                     (41,855.19)           (4,586)
                                           (1,209.24)            (132)
      現金および当座借越に係る利息
                                         (2,411,727.51)            (264,229)
      費用合計
                                          (500,871.90)           (54,876)

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                    (3,315,763.93)            (363,275)
      オプションに係る実現（損）益                                    (1,451,109.71)            (158,984)
      利回り評価有価証券および短期金融商品に係る実現（損）益                                     286,364.96           31,374
      金融先物に係る実現（損）益                                      64,723.79           7,091
      先渡為替契約に係る実現（損）益                                    1,459,526.94            159,906
      スワップに係る実現（損）益                                     704,376.77           77,172
                                           218,598.35           23,950
      為替差（損）益
                                         (2,033,282.83)            (222,766)
      実現（損）益合計
                                         (2,534,154.73)            (277,642)
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                    26,589,070.53           2,913,099
      オプションに係る未実現評価（損）益                                     (209,688.30)           (22,973)
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                     (30,390.14)           (3,330)
      先渡為替契約に係る未実現評価（損）益                                     (811,779.26)           (88,939)
                                           28,311.93           3,102
      スワップに係る未実現評価（損）益
                                         25,565,524.76           2,800,959
      未実現評価（損）益の変動合計
                                         23,031,370.03           2,523,317

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  41/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

                            運用計算書

                                      自 2019  年６月１日　至      2019  年 11 月 30 日

                                      （米ドル）             （千円）
     収　益
      流動資産に係る利息                                      8,418.46            922
      有価証券に係る利息                                    1,021,023.63            111,863
      スワップに係る受取利息（注１）                                      30,490.27           3,341
      配当金                                     159,375.20           17,461
      貸付証券に係る収益（注          12 ）                           16,864.18           1,848
                                           24,201.22           2,651
      その他の収益（注４）
                                          1,260,372.96            138,086
      収益合計
     費　用
      スワップに係る支払利息（注１）                                       (488.68)           (54)
      貸付証券に係るコスト（注           12 ）                          (6,745.67)            (739)
      報酬（注２）                                     (814,437.60)           (89,230)
      年次税（注３）                                     (21,291.40)           (2,333)
      その他の手数料および報酬（注２）                                     (15,771.35)           (1,728)
                                            (358.92)           (39)
      現金および当座借越に係る利息
                                          (859,093.62)           (94,122)
      費用合計
                                           401,279.34           43,964

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                     658,884.59           72,187
      金融先物に係る実現（損）益                                      (7,989.81)            (875)
      先渡為替契約に係る実現（損）益                                     (264,271.48)           (28,954)
      スワップに係る実現（損）益                                     120,904.11           13,246
                                           75,106.92           8,229
      為替差（損）益
                                           582,634.33           63,833
      実現（損）益合計
                                           983,913.67           107,798
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                    2,830,733.84            310,135
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                      4,100.80            449
      金融先物に係る未実現評価（損）益                                      8,714.06            955
      先渡為替契約に係る未実現評価（損）益                                    (1,307,794.25)            (143,282)
                                           (73,938.36)           (8,101)
      スワップに係る未実現評価（損）益
                                          1,461,816.09            160,157
      未実現評価（損）益の変動合計
                                          2,445,729.76            267,954

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  42/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

                            運用計算書

                                      自 2019  年６月１日　至      2019  年 11 月 30 日

                                       （米ドル）            （千円）
     収　益
      流動資産に係る利息                                      12,871.93           1,410
      有価証券に係る利息                                      588,189.57           64,442
      スワップに係る受取利息（注１）                                      27,441.28           3,006
      配当金                                      149,431.20           16,372
      貸付証券に係る収益（注          12 ）                           12,738.98           1,396
                                            11,232.66           1,231
      その他の収益（注４）
                                           801,905.62           87,857
      収益合計
     費　用
      スワップに係る支払利息（注１）                                       (439.82)           (48)
      貸付証券に係るコスト（注           12 ）                          (5,095.59)           (558)
      報酬（注２）                                     (779,007.99)           (85,348)
      年次税（注３）                                     (13,904.24)           (1,523)
      その他の手数料および報酬（注２）                                     (14,340.89)           (1,571)
                                           (2,026.87)           (222)
      現金および当座借越に係る利息
                                           (814,815.40)           (89,271)
      費用合計
                                           (12,909.78)           (1,414)

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                     1,859,191.87           203,693
      金融先物に係る実現（損）益                                     (267,083.31)           (29,262)
      先渡為替契約に係る実現（損）益                                     (278,894.82)           (30,556)
      スワップに係る実現（損）益                                      108,503.04           11,888
                                            46,519.53           5,097
      為替差（損）益
                                          1,468,236.31           160,860
      実現（損）益合計
                                          1,455,326.53           159,446
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                     3,719,151.11           407,470
      オプションに係る未実現評価（損）益                                     (114,010.00)           (12,491)
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                      1,662.49           182
      金融先物に係る未実現評価（損）益                                     (65,137.26)           (7,136)
      先渡為替契約に係る未実現評価（損）益                                     (17,880.35)           (1,959)
                                           (66,544.52)           (7,291)
      スワップに係る未実現評価（損）益
                                          3,457,241.47           378,775
      未実現評価（損）益の変動合計
                                          4,912,568.00           538,221

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  43/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
                            運用計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     収　益
      流動資産に係る利息                                     225,426.28           24,698
      有価証券に係る利息                                     4,620,559.67            506,229
      配当金                                     928,824.20           101,762
      貸付証券に係る収益（注          12 ）                          100,184.92           10,976
                                           334,111.04           36,605
      その他の収益（注４）
                                          6,209,106.11            680,270
      収益合計
     費　用
      貸付証券に係るコスト（注           12 ）                         (40,073.97)           (4,391)
      報酬（注２）                                    (6,959,814.32)            (762,517)
      年次税（注３）                                     (182,397.38)           (19,983)
      その他の手数料および報酬（注２）                                     (121,438.59)           (13,305)
                                           (12,177.34)           (1,334)
      現金および当座借越に係る利息
                                         (7,315,901.60)            (801,530)
      費用合計
                                         (1,106,795.49)            (121,261)

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                    19,565,142.75           2,143,557
      利回り評価有価証券および短期金融商品に係る実現（損）益                                      6,852.65            751
      金融先物に係る実現（損）益                                   (18,556,834.55)           (2,033,087)
      先渡為替契約に係る実現（損）益                                    (5,336,134.00)            (584,627)
                                          1,421,387.05            155,727
      為替差（損）益
                                         (2,899,586.10)            (317,679)
      実現（損）益合計
                                         (4,006,381.59)            (438,939)
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                    30,494,249.98           3,340,950
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                      27,393.55           3,001
      金融先物に係る未実現評価（損）益                                     6,300,504.44            690,283
                                         (2,268,255.47)            (248,510)
      先渡為替契約に係る未実現評価（損）益
                                          34,553,892.50           3,785,724
      未実現評価（損）益の変動合計
                                          30,547,510.91           3,346,785

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  44/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
                            運用計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     収　益
      流動資産に係る利息                                      99,388.36           10,889
      有価証券に係る利息                                    1,510,831.70            165,527
      配当金                                    1,491,924.88            163,455
      貸付証券に係る収益（注          12 ）                           71,984.53           7,887
                                           71,980.96           7,886
      その他の収益（注４）
                                          3,246,110.43            355,644
      収益合計
     費　用
      貸付証券に係るコスト（注           12 ）                         (28,793.81)           (3,155)
      報酬（注２）                                    (3,720,902.51)            (407,662)
      年次税（注３）                                     (124,281.58)           (13,616)
      その他の手数料および報酬（注２）                                     (59,044.63)           (6,469)
                                           (4,970.92)            (545)
      現金および当座借越に係る利息
                                         (3,937,993.45)            (431,447)
      費用合計
                                          (691,883.02)           (75,803)

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                    4,630,588.19            507,327
      利回り評価有価証券および短期金融商品に係る実現（損）益                                      92,340.69           10,117
      金融先物に係る実現（損）益                                   (18,996,043.44)           (2,081,207)
      先渡為替契約に係る実現（損）益                                    (2,523,641.47)            (276,490)
      スワップに係る実現（損）益                                        (3.11)           (0)
                                          1,269,305.50            139,065
      為替差（損）益
                                         (15,527,453.64)           (1,701,188)
      実現（損）益合計
                                         (16,219,336.66)           (1,776,991)
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                    39,419,981.09           4,318,853
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                      11,241.75           1,232
      金融先物に係る未実現評価（損）益                                    5,941,631.84            650,965
                                         (1,799,394.81)            (197,142)
      先渡為替契約に係る未実現評価（損）益
                                         43,573,459.87           4,773,908
      未実現評価（損）益の変動合計
                                         27,354,123.21           2,996,918

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  45/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
                            運用計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     収　益
      流動資産に係る利息                                     377,017.61           41,306
      有価証券に係る利息                                    6,232,706.74            682,855
      配当金                                    3,657,290.09            400,693
      貸付証券に係る収益（注          12 ）                          254,050.95           27,834
                                           164,622.15           18,036
      その他の収益（注４）
                                         10,685,687.54           1,170,724
      収益合計
     費　用
      貸付証券に係るコスト（注           12 ）                         (101,620.38)           (11,134)
      報酬（注２）                                   (14,689,266.50)           (1,609,356)
      年次税（注３）                                     (398,289.14)           (43,637)
      その他の手数料および報酬（注２）                                     (229,991.50)           (25,198)
                                           (26,506.60)           (2,904)
      現金および当座借越に係る利息
                                         (15,445,674.12)           (1,692,228)
      費用合計
                                         (4,759,986.58)            (521,504)

     投資純（損）益
     実現（損）益（注１）
      無オプション市場価格証券に係る実現（損）益                                    16,916,622.14           1,853,385
      金融先物に係る実現（損）益                                   (54,470,305.93)           (5,967,767)
      先渡為替契約に係る実現（損）益                                    (7,299,133.24)            (799,693)
      スワップに係る実現（損）益                                       (12.80)           (1)
                                          5,210,328.59            570,844
      為替差（損）益
                                         (39,642,501.24)           (4,343,232)
      実現（損）益合計
                                         (44,402,487.82)           (4,864,737)
     当期実現純（損）益
     未実現評価（損）益の変動（注１）
      無オプション市場価格証券に係る未実現評価（損）益                                   122,840,130.81           13,458,365
      利回り評価有価証券および短期金融商品に係る未実現評価（損）益                                      68,654.84           7,522
      金融先物に係る未実現評価（損）益                                    17,261,272.86           1,891,145
                                         (5,739,539.58)            (628,824)
      先渡為替契約に係る未実現評価（損）益
                                         134,430,518.93           14,728,208
      未実現評価（損）益の変動合計
                                         90,028,031.11           9,863,471

      運用の結果による純資産の純増（減）
     注記は当財務書類と不可分のものである。

                                  46/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     期首現在純資産                                    326,403,802.47           35,760,801
     発行額                            210,971,594.10                    23,114,048
                                (49,378,366.50)                    (5,409,894)
     買戻額
      純発行（買戻）合計                                   161,593,227.60           17,704,154
      支払配当金                                    (9,162,256.65)           (1,003,817)
     投資純（損）益                             (500,871.90)                    (54,876)
     実現（損）益合計                            (2,033,282.83)                    (222,766)
                                 25,565,524.76                    2,800,959
     未実現評価（損）益の変動合計
                                         23,031,370.03           2,523,317
     運用の結果による純資産の純増（減）
                                         501,866,143.45           54,984,455
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

          クラスＰ－ａｃｃ                                   （口）
          期首現在発行済投資証券数                                 369,590.5000
          期中発行投資証券数                                 292,518.6980
                                          (59,383.8660)
          期中買戻投資証券数
                                          602,725.3320
          期末現在発行済投資証券数
          クラスＰ－ｍｄｉｓｔ                                   （口）

          期首現在発行済投資証券数                                1,276,793.6250
          期中発行投資証券数                                 878,077.7590
                                          (164,758.6140)
          期中買戻投資証券数
                                         1,990,112.7700
          期末現在発行済投資証券数
         １

     月次分配金
     ＵＢＳ（   Lux ）ストラテジー・シキャブ
                            分配落ち日         支払日        通貨      １口当たり金額
     －ダイナミック・インカム（米ドル）
      Ｐ－ｍｄｉｓｔ                      2019  年６月   17 日   2019  年６月   20 日    米ドル           0.54
      Ｐ－ｍｄｉｓｔ                      2019  年７月   15 日   2019  年７月   18 日    米ドル           0.45
      Ｐ－ｍｄｉｓｔ                      2019  年８月   16 日   2019  年８月   21 日    米ドル           0.45
      Ｐ－ｍｄｉｓｔ                      2019  年９月   16 日   2019  年９月   19 日    米ドル           0.45
      Ｐ－ｍｄｉｓｔ                      2019  年 10 月 15 日   2019  年 10 月 18 日    米ドル           0.45
      Ｐ－ｍｄｉｓｔ                      2019  年 11 月 15 日   2019  年 11 月 20 日    米ドル           0.45
     １

      　注記５を参照
     注記は当財務書類と不可分のものである。
                                  47/193



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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日
                                  501  866  143.45     326  403  802.47
     純資産額（米ドル）
            １
     クラスＰ－ａｃｃ                    LU1917362490
                                  602  725.3320       369  590.5000
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 107.26        101.24
                    ２
                                     107.26        101.49
     １口当たり発行・買戻価格（米ドル）
              １
     クラスＰ－ｍｄｉｓｔ                    LU1917361179
                                  1 990  112.7700      1 276  793.6250
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 102.92         99.84
                    ２
                                     102.92        100.09
     １口当たり発行・買戻価格（米ドル）
     １

      　初回純資産価格計算日：           2019  年１月   29 日
     ２
      　注記１を参照
     注記は当財務書類と不可分のものである。

                                  48/193













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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

     組入証券の構造

                         （純資産に対する                         （純資産に対する
     地域別分布表                      百分率　％）        地域別分布表                 百分率　％）
     ルクセンブルグ                         39.26     フィンランド                     0.24

     アメリカ合衆国                         24.34     スイス                     0.11
     アイルランド                         20.40     ベルギー                     0.10
     日本                         3.39     オーストリア                     0.07
     イギリス                         2.04     ポルトガル                     0.05
     オーストラリア                         1.68     バミューダ                     0.02
     フランス                         1.67     カナダ                     0.02
     ドイツ                         1.40     ジャージー                     0.02
     スペイン                         1.01     アルゼンチン                     0.01
     オランダ                         0.72     パプアニューギニア                     0.01
     イタリア                         0.57     合計                    97.13
                         （純資産に対する                         （純資産に対する

     業種別分布表                      百分率　％）        業種別分布表                 百分率　％）
     投資信託                         59.36     自動車                     0.51

     国債・中央政府債                         4.70     航空宇宙産業                     0.50
     インターネット・ソフトウェア・ＩＴサービス                         3.25     各種貿易会社                     0.38
     銀行・金融機関                         3.12     その他のサービス業                     0.34
     金融・持株会社                         2.91     非鉄金属                     0.27
     医薬品・化粧品・医療品                         2.44     繊維・衣服・革製品                     0.26
     コンピュータハードウェア・ネットワーク装置供給業                         1.88     ヘルスケア・社会福祉                     0.23
     通信                         1.80     グラフィックデザイン・出版・メディア                     0.22
     小売り・百貨店                         1.49     林業・紙・パルプ製品                     0.19
     エネルギー・水道                         1.42     鉱業・石炭・鉄鋼                     0.19
     電子機器・半導体                         1.23     電子部品・デバイス                     0.17
     石油                         1.12     貴金属・宝石                     0.07
     不動産                         1.12     各種資本財                     0.07
     機械工学・産業機器                         1.11     ゴム・タイヤ                     0.04
     保険                         0.88     環境サービス・リサイクル                     0.04
     食品・清涼飲料                         0.87     その他の非分類会社                     0.03
     交通・運輸                         0.84     包装業                     0.03
     バイオテクノロジー                         0.81     農業・漁業                     0.02
     建築業・資材                         0.73     写真・光学                     0.01
     宿泊・仕出し・レジャー                         0.71     合計                    97.13
     その他の消費財                         0.69
     たばこ・アルコール                         0.55
     化学                         0.53
     注記は当財務書類と不可分のものである。

                                  49/193




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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     期首現在純資産                                    153,368,218.52           16,803,022
     発行額                            22,190,185.16                    2,431,157
                                (17,014,381.46)                    (1,864,096)
     買戻額
      純発行（買戻）合計                                    5,175,803.70            567,061
     投資純（損）益                              401,279.34                    43,964
     実現（損）益合計                              582,634.33                    63,833
                                 1,461,816.09                    160,157
     未実現評価（損）益の変動合計
                                          2,445,729.76            267,954
     運用の結果による純資産の純増（減）
                                         160,989,751.98           17,638,037
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

          クラスＰ－ａｃｃ                                   （口）
          期首現在発行済投資証券数                                 344,431.0760
          期中発行投資証券数                                 39,460.8760
                                          (14,364.0020)
          期中買戻投資証券数
                                          369,527.9500
          期末現在発行済投資証券数
          クラス（日本円・ヘッジ）Ｐ－ａｃｃ                                   （口）

          期首現在発行済投資証券数                                 684,496.6580
          期中発行投資証券数                                 98,784.9450
                                          (107,368.1610)
          期中買戻投資証券数
                                          675,913.4420
          期末現在発行済投資証券数
     注記は当財務書類と不可分のものである。

                                  50/193







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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日   2018  年５月   31 日
                                  160  989  751.98     153  368  218.52     171  926  461.34
     純資産額（米ドル）
     クラスＰ－ａｃｃ                    LU0042745397
                                  369  527.9500       344  431.0760       394  876.3520
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 244.88        239.06        228.65
                    １
                                     244.88        239.06        228.65
     １口当たり発行・買戻価格（米ドル）
     クラス（日本円・ヘッジ）Ｐ－ａｃｃ                    LU1203193534
                                  675  913.4420       684  496.6580       795  500.2490
     発行済投資証券数（口）
                                     10 102        9 984        9 823
     １口当たり純資産価格（日本円）
                    １
                                     10 102        9 984        9 823
     １口当たり発行・買戻価格（日本円）
     １

      　注記１を参照
     注記は当財務書類と不可分のものである。

                                  51/193













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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

     組入証券の構造

                     （純資産に対する                             （純資産に対する
     地域別分布表                  百分率　％）        業種別分布表                     百分率　％）
     ルクセンブルグ                     44.94     投資信託                        43.15

     アメリカ合衆国                     30.67     国債・中央政府債                        16.69
     カナダ                     4.17     銀行・金融機関                        9.82
     オランダ                     2.76     国際機関                        6.37
     ドイツ                     2.53     金融・持株会社                        6.29
     韓国                     2.22     郡・連邦州                        3.14
     国際機関                     2.20     コンピュータハードウェア・ネットワーク装置供給業                        2.81
     フランス                     1.24     石油                        2.14
     オーストラリア                     1.20     インターネット・ソフトウェア・ＩＴサービス                        1.92
     クウェート                     1.07     公共・非営利機関                        1.52
     フィリピン                     0.72     その他のサービス業                        1.04
     カタール                     0.72     医薬品・化粧品・医療品                        0.75
     スウェーデン                     0.65     モーゲージ・資金調達機関                        0.72
     ジャージー                     0.62     バイオテクノロジー                        0.69
     イギリス                     0.52     小売り・百貨店                        0.34
     シンガポール                     0.52     その他の消費財                        0.26
     日本                     0.43     たばこ・アルコール                        0.25
     アラブ首長国連邦                     0.39     合計                        97.90
     ニュージーランド                     0.25
     ノルウェー                     0.05
     オーストリア                     0.03
     合計                     97.90
     注記は当財務書類と不可分のものである。

                                  52/193









                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     期首現在純資産                                    137,065,284.80           15,016,873
     発行額                             4,206,005.49                    460,810
                                 (6,992,726.76)                    (766,123)
     買戻額
      純発行（買戻）合計                                    (2,786,721.27)            (305,313)
      支払配当金                                     (134,207.94)           (14,704)
     投資純（損）益                             (12,909.78)                    (1,414)
     実現（損）益合計                             1,468,236.31                    160,860
                                 3,457,241.47                    378,775
     未実現評価（損）益の変動合計
                                          4,912,568.00            538,221
     運用の結果による純資産の純増（減）
                                         139,056,923.59           15,235,077
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

          クラスＰ－ａｃｃ                                   （口）
          期首現在発行済投資証券数                                 634,957.5850
          期中発行投資証券数                                 31,151.3380
                                          (52,131.0080)
          期中買戻投資証券数
                                          613,977.9150
          期末現在発行済投資証券数
     注記は当財務書類と不可分のものである。

                                  53/193









                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日   2018  年５月   31 日
                                  139  056  923.59     137  065  284.80     151  457  204.17
     純資産額（米ドル）
     クラスＰ－ａｃｃ                    LU0994951548
                                  613  977.9150       634  957.5850       782  024.8240
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 118.76        114.74        111.62
                    １
                                     118.76        114.74        111.62
     １口当たり発行・買戻価格（米ドル）
                    ２
     クラス（日本円・ヘッジ）Ｐ－ａｃｃ                    LU1411405076
                                       －        －    31 126.2220
     発行済投資証券数（口）
                                       －        －       10 167
     １口当たり純資産価格（日本円）
                    １
                                       －        －       10 167
     １口当たり発行・買戻価格（日本円）
     １

      　注記１を参照
     ２
      　クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券は、                      2019  年２月   20 日までの流通であった。
     注記は当財務書類と不可分のものである。

                                  54/193













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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

     組入証券の構造

                     （純資産に対する                             （純資産に対する
     地域別分布表                  百分率　％）       業種別分布表                      百分率　％）
     ルクセンブルグ                     61.26    投資信託                         62.21

     アメリカ合衆国                     22.53    国債・中央政府債                         14.30
     カナダ                     1.92    銀行・金融機関                         3.85
     アイルランド                     1.79    国際機関                         3.65
     オランダ                     1.35    金融・持株会社                         3.24
     韓国                     1.26    コンピュータハードウェア・ネットワーク装置供給業                         2.03
     ドイツ                     1.06    郡・連邦州                         1.72
     オーストラリア                     1.02    インターネット・ソフトウェア・ＩＴサービス                         1.31
     フィリピン                     0.70    石油                         1.29
     クウェート                     0.62    その他のサービス業                         0.60
     イギリス                     0.47    小売り・百貨店                         0.55
     カタール                     0.43    公共・非営利機関                         0.44
     シンガポール                     0.38    その他の消費財                         0.38
     国際機関                     0.35    医薬品・化粧品・医療品                         0.35
     アラブ首長国連邦                     0.30    バイオテクノロジー                         0.20
     フランス                     0.21    合計                         96.12
     ノルウェー                     0.18
     日本                     0.15
     ニュージーランド                     0.14
     合計                     96.12
     注記は当財務書類と不可分のものである。

                                  55/193









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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                     （米ドル）              （千円）
     期首現在純資産                                   1,087,131,873.23            119,106,168
     発行額                            267,890,054.84                    29,350,034
                                (193,210,236.35)                    (21,168,113)
     買戻額
      純発行（買戻）合計                                    74,679,818.49           8,181,921
      支払配当金                                    (4,515,771.12)            (494,748)
     投資純（損）益                            (1,106,795.49)                    (121,261)
     実現（損）益合計                            (2,899,586.10)                    (317,679)
                                 34,553,892.50                    3,785,724
     未実現評価（損）益の変動合計
                                         30,547,510.91           3,346,785
     運用の結果による純資産の純増（減）
                                        1,187,843,431.51            130,140,126
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

                                             （口）
          クラスＰ－ａｃｃ
          期首現在発行済投資証券数                                3,109,847.0700
          期中発行投資証券数                                 585,237.0790
                                          (389,661.6140)
          期中買戻投資証券数
                                         3,305,422.5350
          期末現在発行済投資証券数
     注記は当財務書類と不可分のものである。

                                  56/193








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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日   2018  年５月   31 日
                                 1 187  843  431.51    1 087  131  873.23     922  334  114.59
     純資産額（米ドル）
     クラスＰ－ａｃｃ                     LU1599185649
                                  3 305  422.5350      3 109  847.0700      2 735  914.9920
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 109.41        105.81        102.49
                    １
                                     109.41        106.02        102.49
     １口当たり発行・買戻価格（米ドル）
     １

      　注記１を参照
     注記は当財務書類と不可分のものである。

                                  57/193















                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
     組入証券の構造

                      （純資産に対する                            （純資産に対する
     地域別分布表                   百分率　％）        地域別分布表                    百分率　％）
     ルクセンブルグ                      41.16     フィンランド                       0.37

     アメリカ合衆国                      18.66     シンガポール                       0.36
     アイルランド                      12.50     イタリア                       0.35
     スイス                      3.22    ノルウェー                       0.31
     カナダ                      3.12    ベルギー                       0.24
     ドイツ                      3.10    スウェーデン                       0.22
     フランス                      2.73    クウェート                       0.22
     イギリス                      2.03    ジャージー                       0.18
     オランダ                      1.84    デンマーク                       0.15
     韓国                      1.28    ニュージーランド                       0.12
     オーストラリア                      1.00    オーストリア                       0.11
     国際機関                      0.99    ケイマン諸島                       0.10
     フィリピン                      0.95    英領ヴァージン諸島                       0.08
     カタール                      0.57    ポルトガル                       0.03
     日本                      0.48    南アフリカ                       0.01
     スペイン                      0.47    マン島                       0.01
     アラブ首長国連邦                      0.40    合計                       97.36
                                  58/193











                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
                       （純資産に対する                           （純資産に対する
     業種別分布表                     百分率　％）         業種別分布表                  百分率　％）
     投資信託                       48.39      電子機器・半導体                     0.29

     金融・持株会社                        8.51      繊維・衣服・革製品                     0.28
     国債・中央政府債                        7.70      交通・運輸                     0.27
     銀行・金融機関                        7.62      自動車                     0.24
     国際機関                        5.06      バイオテクノロジー                     0.21
     医薬品・化粧品・医療品                        2.46      航空宇宙産業                     0.21
     コンピュータハードウェア・ネットワーク装置供給業                        2.13      電子部品・デバイス                     0.20
     郡・連邦州                        1.98      不動産                     0.14
     石油                        1.93      機械工学・産業機器                     0.14
     インターネット・ソフトウェア・ＩＴサービス                        1.70      時計・宝飾品                     0.12
     食品・清涼飲料                        0.99      各種資本財                     0.11
     小売り・百貨店                        0.73      宿泊・仕出し・レジャー                     0.10
     保険                        0.72      グラフィックデザイン・出版・メディア                     0.10
     たばこ・アルコール                        0.62      非鉄金属                     0.10
     エネルギー・水道                        0.61      鉱業・石炭・鉄鋼                     0.08
     モーゲージ・資金調達機関                        0.59      林業・紙・パルプ製品                     0.06
     化学                        0.57      ゴム・タイヤ                     0.04
     その他の消費財                        0.54      各種貿易会社                     0.03
     公共・非営利機関                        0.51      その他の非分類会社                     0.02
     その他のサービス業                        0.46      ヘルスケア・社会福祉                     0.02
     通信                        0.43      貴金属・宝石                     0.01
     建築業・資材                        0.34      合計                     97.36
     注記は当財務書類と不可分のものである。

                                  59/193










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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日
                                     （米ドル）              （千円）
     期首現在純資産                                    531,905,248.10           58,275,539
     発行額                            94,381,585.97                   10,340,447
                                (62,935,658.41)                    (6,895,231)
     買戻額
      純発行（買戻）合計                                    31,445,927.56           3,445,216
      支払配当金                                     (706,571.76)           (77,412)
     投資純（損）益                             (691,883.02)                    (75,803)
     実現（損）益合計                            (15,527,453.64)                    (1,701,188)
                                 43,573,459.87                    4,773,908
     未実現評価（損）益の変動合計
                                         27,354,123.21           2,996,918
     運用の結果による純資産の純増（減）
                                         589,998,727.11           64,640,261
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

          クラスＰ－ａｃｃ                                    （口）
          期首現在発行済投資証券数                                1,335,014.9300
          期中発行投資証券数                                 228,049.6330
                                          (91,918.3510)
          期中買戻投資証券数
                                         1,471,146.2120
          期末現在発行済投資証券数
     注記は当財務書類と不可分のものである。

                                  60/193









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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日   2018  年５月   31 日
                                  589  998  727.11     531  905  248.10     449  170  847.39
     純資産額（米ドル）
     クラスＰ－ａｃｃ                     LU1599187934
                                  1 471  146.2120      1 335  014.9300      1 224  045.5890
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 114.54        108.42        107.83
                    １
                                     114.54        108.42        107.97
     １口当たり発行・買戻価格（米ドル）
     １

      　注記１を参照
     注記は当財務書類と不可分のものである。

                                  61/193















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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
     組入証券の構造

                      （純資産に対する                           （純資産に対する
     地域別分布表                   百分率　％）          地域別分布表                 百分率　％）
     アイルランド                       34.02      カタール                      0.35

     ルクセンブルグ                       16.69      アラブ首長国連邦                      0.34
     アメリカ合衆国                       10.03      クウェート                      0.27
     日本                       4.47     シンガポール                      0.26
     スイス                       4.18     ノルウェー                      0.22
     フランス                       4.16     ジャージー                      0.20
     カナダ                       4.06     オーストリア                      0.13
     ドイツ                       3.89     スウェーデン                      0.11
     イギリス                       3.78     ニュージーランド                      0.07
     オーストラリア                       2.82     英領ヴァージン諸島                      0.06
     オランダ                       2.36     ポルトガル                      0.05
     韓国                       0.96     ケイマン諸島                      0.05
     スペイン                       0.92     デンマーク                      0.04
     イタリア                       0.67     南アフリカ                      0.02
     国際機関                       0.66     マン島                      0.01
     フィリピン                       0.57     パプアニューギニア                      0.01
     フィンランド                       0.43     合計                     97.25
     ベルギー                       0.39
                                  62/193











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                                                   訂正有価証券届出書（外国投資証券）
                        （純資産に対する                          （純資産に対する
     業種別分布表                     百分率　％）       業種別分布表                   百分率　％）
     投資信託                        47.56    繊維・衣服・革製品                      0.55

     銀行・金融機関                        7.18    電子部品・デバイス                      0.46
     金融・持株会社                        6.50    機械工学・産業機器                      0.43
     医薬品・化粧品・医療品                        3.61    鉱業・石炭・鉄鋼                      0.42
     国際機関                        3.22    航空宇宙産業                      0.41
     国債・中央政府債                        2.97    バイオテクノロジー                      0.38
     石油                        2.42    グラフィックデザイン・出版・メディア                      0.32
     インターネット・ソフトウェア・ＩＴサービス                        2.03    非鉄金属                      0.27
     食品・清涼飲料                        1.46    宿泊・仕出し・レジャー                      0.26
     保険                        1.44    公共・非営利機関                      0.26
     コンピュータハードウェア・ネットワーク装置供給業                        1.44    モーゲージ・資金調達機関                      0.24
     郡・連邦州                        1.40    各種資本財                      0.22
     エネルギー・水道                        1.22    各種貿易会社                      0.21
     電子機器・半導体                        1.21    時計・宝飾品                      0.16
     化学                        1.16    貴金属・宝石                      0.15
     小売り・百貨店                        1.06    ゴム・タイヤ                      0.12
     通信                        1.04    林業・紙・パルプ製品                      0.12
     たばこ・アルコール                        0.93    ヘルスケア・社会福祉                      0.07
     自動車                        0.90    その他の非分類会社                      0.05
     交通・運輸                        0.78    農業・漁業                      0.04
     建築業・資材                        0.74    包装業                      0.03
     不動産                        0.65    写真・光学                      0.02
     その他の消費財                        0.57    合計                     97.25
     その他のサービス業                        0.57
     注記は当財務書類と不可分のものである。

                                  63/193










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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
                          純資産変動計算書

                                    自 2019  年６月１日　至      2019  年 11 月 30 日
                                     （米ドル）              （千円）
     期首現在純資産                                   2,120,118,601.72            232,280,194
     発行額                            362,759,685.22                    39,743,951
                                (234,586,593.26)                    (25,701,307)
     買戻額
      純発行（買戻）合計                                   128,173,091.96           14,042,644
      支払配当金                                    (6,778,479.23)            (742,650)
     投資純（損）益                            (4,759,986.58)                    (521,504)
     実現（損）益合計                            (39,642,501.24)                    (4,343,232)
                                134,430,518.93                    14,728,208
     未実現評価（損）益の変動合計
                                         90,028,031.11           9,863,471
     運用の結果による純資産の純増（減）
                                        2,331,541,245.56            255,443,659
      期末現在純資産
                        発行済投資証券数の変動表

                                    自 2019  年６月１日　至      2019  年 11 月 30 日

          クラスＰ－ａｃｃ                                   （口）
          期首現在発行済投資証券数                                5,559,346.9120
          期中発行投資証券数                                 900,260.4580
                                          (561,525.1610)
          期中買戻投資証券数
                                         5,898,082.2090
          期末現在発行済投資証券数
     注記は当財務書類と不可分のものである。

                                  64/193









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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
     最重要数値

                           ISIN       2019  年 11 月 30 日   2019  年５月   31 日   2018  年５月   31 日
                                 2 331  541  245.56    2 120  118  601.72    1 848  301  354.25
     純資産額（米ドル）
     クラスＰ－ａｃｃ                     LU1599186969
                                  5 898  082.2090      5 559  346.9120      5 282  863.6010
     発行済投資証券数（口）
     １口当たり純資産価格（米ドル）                                 112.07        107.15        105.36
                    １
                                     112.07        107.15        105.28
     １口当たり発行・買戻価格（米ドル）
     １

      　注記１を参照
                                  65/193















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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
     組入証券の構造

                      （純資産に対する                           （純資産に対する
     地域別分布表                    百分率　％）        地域別分布表                    百分率　％）
     ルクセンブルグ                      31.32     カタール                       0.34

     アイルランド                      24.24     ノルウェー                       0.28
     アメリカ合衆国                      14.44     ベルギー                       0.28
     カナダ                       3.90     クウェート                       0.28
     日本                       3.32     アラブ首長国連邦                       0.26
     スイス                       3.03     シンガポール                       0.25
     ドイツ                       3.01     ジャージー                       0.18
     フランス                       2.94     スウェーデン                       0.14
     イギリス                       2.77     オーストリア                       0.10
     オランダ                       1.88     ニュージーランド                       0.09
     韓国                       0.98     ケイマン諸島                       0.07
     国際機関                       0.73     英領ヴァージン諸島                       0.06
     オーストラリア                       0.71     デンマーク                       0.04
     スペイン                       0.62     ポルトガル                       0.03
     フィリピン                       0.53     南アフリカ                       0.01
     イタリア                       0.46     マン島                       0.01
     フィンランド                       0.35     合計                      97.65
                                  66/193











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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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                        （純資産に対する                          （純資産に対する
     業種別分布表                     百分率　％）        業種別分布表                  百分率　％）
     投資信託                        51.71     繊維・衣服・革製品                     0.38

     国債・中央政府債                         7.29     不動産                     0.36
     金融・持株会社                         6.86     電子部品・デバイス                     0.34
     銀行・金融機関                         6.03     機械工学・産業機器                     0.31
     国際機関                         3.17     公共・非営利機関                     0.29
     医薬品・化粧品・医療品                         2.65     航空宇宙産業                     0.29
     石油                         2.01     モーゲージ・資金調達機関                     0.23
     インターネット・ソフトウェア・ＩＴサービス                         1.74     グラフィックデザイン・出版・メディア                     0.22
     コンピュータハードウェア・ネットワーク装置供給業                         1.51     鉱業・石炭・鉄鋼                     0.19
     郡・連邦州                         1.31     バイオテクノロジー                     0.18
     食品・清涼飲料                         1.06     宿泊・仕出し・レジャー                     0.17
     保険                         1.00     各種貿易会社                     0.15
     エネルギー・水道                         0.90     各種資本財                     0.15
     電子機器・半導体                         0.85     非鉄金属                     0.15
     小売り・百貨店                         0.84     時計・宝飾品                     0.11
     化学                         0.79     貴金属・宝石                     0.09
     通信                         0.72     ゴム・タイヤ                     0.09
     たばこ・アルコール                         0.69     林業・紙・パルプ製品                     0.08
     自動車                         0.64     その他の非分類会社                     0.04
     交通・運輸                         0.54     農業・漁業                     0.04
     建築業・資材                         0.50     ヘルスケア・社会福祉                     0.03
     その他のサービス業                         0.47     写真・光学                     0.02
     その他の消費財                         0.46     合計                    97.65
     注記は当財務書類と不可分のものである。

                                  67/193










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                     ＵＢＳ（     Lux  ）ストラテジー・シキャブ

                         財務書類に対する注記
                          2019  年 11 月 30 日現在
     注１－重要な会計方針の要約

       　財務書類は、ルクセンブルグにおける投資信託に関する一般に公正妥当と認められる会計原則に従っ
       て作成されている。重要な会計方針は、以下のように要約される。
      ａ）純資産額の計算

       　各サブ・ファンドまたは投資証券クラスの投資証券１口当たりの純資産価格、発行価格、買戻価格お
       よび転換価格は、当該サブ・ファンドまたは投資証券クラスの計算通貨で表示され、各投資証券クラス
       に帰属するサブ・ファンドの純資産総額を当該サブ・ファンドの投資証券クラスの投資証券数で除する
       ことにより営業日毎に計算される。
       　この場合の「営業日」は、ルクセンブルグの通常の銀行営業日（即ち、銀行が通常の営業時間に営業

       を行っている各日）を指し、               12 月 24 日と  31 日、個々の法定外休日およびサブ・ファンドが投資する主要
       各国の取引所の休業日またはサブ・ファンドの投資対象の                              50 ％以上を適切に評価することができない日
       等を除く。
       　サブ・ファンドの各投資証券クラスに帰属する純資産価額の百分率は、投資証券の発行または買戻し

       の度に変動する。この百分率は、投資証券クラスに請求される報酬を考慮し、サブ・ファンドの発行済
       投資証券総数に対する各投資証券クラスの発行済投資証券の比率によって決定される。
       　単一の取引日におけるサブ・ファンドの全投資証券クラスに影響する発行または買戻しの合計が純資

       本の流入または流出になる場合、サブ・ファンドの純資産額は、それぞれ増加または減少することがあ
       る（いわゆるシングル・スイング・プライシング）。最大調整額は、純資産価額の２％に達する。サ
       ブ・ファンドに発生すると予想される取引費用および課税金は、サブ・ファンドが投資する資産の見積
       呼値スプレッドと同様に考慮される可能性がある。影響を受けたサブ・ファンドの全投資証券数が純増
       する場合、調整は純資産額の増加を導く。投資証券数が純減する場合、調整は純資産額の減少となる。
       本投資法人の取締役会は各サブ・ファンドの限界値を設定することができる。これは、本投資法人の純
       資産額または該当サブ・ファンドの通貨の絶対量に関して一取引日における純増／純減について設けら
       れる。純資産価額は、当該限界値が取引日に越えられた場合にのみ、調整が行われる。当該調整はサ
       ブ・ファンドの利益になり、「その他の収益」として運用計算書に記述されている。
      ｂ）評価原則

       －　流動資産は、（現金、銀行預金、為替手形および要求払約束手形および売掛金、前払費用、配当金
        ならびに宣言済または発生済で未受領の利息という形態にかかわらず）いずれも総額として評価され
        るが、かかる価額が全額支払われるか受領される可能性が低い場合はこの限りではなく、かかる場
        合、その評価額は、その真正価値を表すために適切とみなされる減額分を考慮して決定される。
       －　証券取引所に上場されている有価証券、派生商品およびその他の投資対象は最新の市場価格で評価
        される。当該有価証券、派生商品またはその他の投資対象が複数の証券取引所に上場されている場合
        は、当該投資対象の主要市場である証券取引所の最新価格を適用する。
         通常、証券取引所で取引されるものではなく、証券トレーダー間で流通市場が存在し市場に従い価
        格が決定される有価証券、派生商品およびその他の投資対象の場合、本投資法人はかかる有価証券、
                                  68/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
        派生商品およびその他の投資対象を当該価格を基準に評価することができる。有価証券、派生商品お
        よびその他の投資対象が証券取引所には上場されていないが、定期的に運用され、公認され、公開さ
        れ たその他の規制された市場で売買されている場合、かかる市場の最新価格で評価する。
       －　証券取引所に上場されておらず、別の規制された市場でも取引されておらず、適当な価格が入手で
        きない有価証券およびその他の投資対象は、予想売却価格に基づいて本投資法人が誠実に選んだその
        他の原則に従って本投資法人が評価する。
       －　証券取引所に上場されていない派生商品（店頭派生商品）は独立した価格ソースに基づいて評価す
        る。派生商品を評価する独立した価格ソースが一つしかない場合、派生商品の原資産の市場価格に基
        づいて本投資法人が認めた計算方法を使って入手評価の妥当性を検証する。
       －　その他の譲渡性証券集合投資事業（ＵＣＩＴＳ）および／または集合投資事業（ＵＣＩ）の受益証
        券は最新の純資産価額で評価する。その他のＵＣＩＴＳおよび／またはＵＣＩの一部の受益証券また
        は投資証券は、投資運用会社または投資顧問会社から独立した信頼できるサービス提供会社により提
        供されたかかる証券の価値の見積り（価値見積り）に基づいて評価することができる。
       －　証券取引所または公開されている他の規制された市場で取引されていない短期金融商品は、関連す
        るカーブに基づいて評価される。カーブに基づく評価は、金利および信用スプレッドの要素を参照す
        る。このプロセスには次の原則が適用される。各短期金融商品には、残余期間に応じた金利が加えら
        れる。このように計算された金利は、裏付けとなる借主の信用力を反映する信用スプレッドを加える
        ことによって市場価格に転換される。この信用スプレッドは、借主の信用格付けに重大な変更がある
        場合、調整される。
         該当する注文日と該当する評価日の間にサブ・ファンドが得た受取利息は、該当するサブ・ファン
        ドの資産の評価に含まれる。したがって、評価日における投資証券１口当たりの資産価額は、予定さ
        れる受取利息を含む。
       －　関係するサブ・ファンドの参照通貨以外の通貨で表示され、外国為替取引によるヘッジを行わない
        有価証券、短期金融商品、派生商品およびその他の資産は、当該通貨のルクセンブルグにおける取引
        の公示された仲値（買呼値と売呼値の仲値）またはこれが提供されない場合には当該通貨を最も代表
        する市場における公示された仲値で評価する。
       －　定期預金および信託投資はその名目価値に累積利息を加えて評価する。
       －　スワップの価値は、外部のサービス提供会社が計算し、別の外部サービス提供会社が第二の独立し
        た評価を提供する。計算はすべての現金流出入額の正味現在価値を基準とする。特別な場合に、内部
        計算（ブルームバーグから提供されたモデルと市場データに基づく。）および／またはブローカーの
        報告書の評価を利用することができる。評価方法は、それぞれの証券に依拠し、ＵＢＳの評価方針に
        基づき決定される。
                                  69/193







                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       　特別な状況により上記の規則に基づく評価が実行不可能または不正確であることが分かった場合、本

       投資法人は純資産価額を適正に評価するため誠意をもって一般に認められ、証明可能なその他の評価基
       準を適用する権限を有する。
       　特別な状況の場合、当日のうちに追加の評価を行うことができる。その後、かかる新評価が投資証券

       の事後の発行および買戻しについて正式なものとなる。
      ｃ）先渡為替契約の評価

       　未決済の先渡為替契約の未実現（損）益は、評価日の実勢先渡為替レートに基づいて評価される。
      ｄ）金融先物契約の評価

       　金融先物契約は、評価日に適用される直近の入手可能な公表価格に基づいて評価される。実現損益お
       よび未実現損益の変動は、運用計算書に記帳される。実現損益は、先入先出法に従って計算される。す
       なわち、最初の取得契約が最初に売却されるものと考えられる。
      ｅ）証券の売却に係る実現純（損）益

       　証券の売却に係る実現損益は、売却証券の平均原価に基づいて計算される。
      ｆ）外貨換算

       　個々のサブ・ファンドの基準通貨以外の通貨建で保有される銀行勘定、その他の純資産および投資有
       価証券評価額は、評価日の最終現物相場の仲値で換算される。個々のサブ・ファンドの通貨以外の通貨
       建収益および費用は、支払日の最終現物相場の仲値で換算される。為替差損益は運用計算書に計上され
       る。
       　個々のサブ・ファンドの基準通貨以外の通貨建証券の取得原価は、取得日の最終現物相場の仲値で換

       算される。
      ｇ）組入証券取引の会計処理

       　組入証券取引は、取引日の翌銀行営業日に会計処理される。
      ｈ）モーゲージ担保証券

        本投資法人はその投資方針に従い、「モーゲージ担保証券」に投資することができる。「モーゲージ
       担保証券」は、証券の形態に統合されたモーゲージ・プールへの参加を意味するものである。対                                                  象モー
       ゲージに係る元本および利息の支払いは、モーゲージ担保証券の保有者にパススルーされ、そのうちの
       元本部分により証券のコスト・ベースが減少する。元本および利息の支払いは、米国の準政府機関によ
       り保証されることがある。利益または損失は、各元本に対する支払いがある都度計算される。この利益
       または損失は、運用計算書の「有価証券の売却に係る実現純利益または損失」に計上されている。さら
       に、対象モーゲージの期限前返済により証券の残存期間が短縮することがあり、それにより本投資法人
       の予想利回りが影響を受けることがある。
                                  70/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       　「モーゲージ担保証券」について、証券の額面価格に適用されるべき要因が、評価日現在１つ以上で

       ある場合、財務書類に表示される額面価格はこの要因を反映するよう調整される。その他の場合、表示
       される額面価格は、１要因についての影響を反映する。
      ｉ）連結財務書類

       　連結財務書類は、ユーロで表示される。本投資法人の                             2019  年 11 月 30 日現在の連結純資産計算書および
       連結運用計算書の各種科目は、各サブ・ファンドの財務書類の対応する科目を決算日現在の実勢為替
       レートでユーロに換算した金額の合計に等しい。
        以下の為替レートが、           2019  年 11 月 30 日現在の連結財務書類の換算に用いられた。

           為替レート
                    1.101883     スイス・フラン
           １ユーロ　＝
                    1.102600     米ドル
           １ユーロ　＝
      ｊ）有価証券売却未収金、有価証券購入未払金

       　「有価証券売却未収金」の勘定科目には、外貨取引による未収金が含まれる。また「有価証券購入未
       払金」の勘定科目には、外貨取引による未払金が含まれる。外国為替取引による未収金および未払金は
       相殺される。
      ｋ）収益の認識

       　源泉税控除後の配当金は、当該証券が「配当落ち」として最初に記載される日に収益として認識され
       る。受取利息は、日々ベースで発生する。
      ｌ）スワップ

       　本投資法人は、その分野の取引において専門性を持つ一流金融機関を相手方として、金利スワップ契
       約、金利スワップションに係る先渡レート契約、およびクレジット・デフォルト・スワップを締結する
       ことができる。
       　スワップ取引の評価額は、外部のサービス会社によって算出され、また第二の独立した評価を他の

       サービス会社から入手することができる。計算は、現金の流入と流出の両方を含むすべてのキャッ
       シュ・フローの正味現在価値に基づいている。
       　特定の場合、内部計算（評価モデルおよびブルームバーグから入手した市場データに基づく）およ

       び／またはブローカーの報告書による評価が使用されることがある。
       　評価方法は、各証券によって異なり、ＵＢＳの評価方針に従って決定される。

       　かかる評価方法は、本投資法人によって認められている。

       　未実現損益の変動は、運用計算書の「スワップに係る未実現評価（損）益」の変動の項目に反映され

       る。
       　手仕舞いまたは満期到来により生じたスワップに係る損益は、運用計算書の「スワップに係る実現

       （損）益」として計上される。
                                  71/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     注２－報酬

       　本投資法人は、以下の表に表示されるようにサブ・ファンドの平均純資産額で計算される各サブ・
       ファンドの月次定率報酬を請求する。
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.340   ％          1.390   ％
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）

                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.080   ％          1.130   ％
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）

                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.300   ％          1.350   ％
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ

       －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.320   ％          1.370   ％
                                  72/193







                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ

       －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.680   ％          1.730   ％
       ＵＢＳ（     Lux  ）ストラテジー・シキャブ

       －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
                                             上限定率報酬（年率）
                                上限定率報酬（年率）             名称に「ヘッジ」が付
                                                   く
                                               投資証券クラス
       名称に「Ｐ」が付く投資証券クラス                             1.500   ％          1.550   ％
       　本投資法人は、投資証券クラス「Ｐ」「Ｎ」「Ｋ－１」「Ｆ」「Ｑ」「Ｉ－Ａ１」「Ｉ－Ａ２」およ

       び「Ｉ－Ａ３」について、サブ・ファンドの平均純資産価額で計算される月次上限定率管理報酬を支払
       う。当該上限定率管理報酬は以下の通り用いられる。
       １．  以下の規定に従い、本投資法人の純資産価額に基づく上限定率管理報酬は、本投資法人の運用、                                                 管理

         事務、ポートフォリオの管理、投資助言および販売（該当する場合）、ならびに保管受託銀行のす
         べての職務（本投資法人の資産の保管および監督、支払取引の手続きならびに販売目論見書の「保
         管受託銀行および主たる支払代理人」の項に記載されているその他一切の職務等）に関して、本投
         資法人の資産から支払われる。当該報酬は、純資産の計算毎に比例按分ベースで本投資法人の資産
         に対し請求され、毎月支払われる（上限定率管理報酬）。関連する上限定率管理報酬は対応する投
         資証券クラスが発行されるまで請求されない。上限定率管理報酬の概要は、販売目論見書の「サ
         ブ・ファンドおよび特別投資方針」の項にて参照することができる。定率管理報酬に適用される実
         際の最大料率は、年次報告書および半期報告書で参照することができる。
       ２．上限定率管理報酬は、以下の報酬および本投資法人の資産にも請求される追加費用を含まない。

         ａ）資産の売買のための本投資法人の資産の管理に関する一切の追加の費用（市場、手数料、報酬
            等に合致する買呼値／売呼値スプレッド、仲介手数料）。かかる費用は、通常、各資産の売買
            時点で計算される。本書の記載にかかわらず、投資証券の発行および買戻しの決済に関する資
            産の売買によって生じるかかる追加の費用は、販売目論見書の「純資産価額、発行、買戻しお
            よび転換価格」の項に基づくシングル・スイング・プライシングの原理の適用により賄われ
            る。
         ｂ）本投資法人の設立、変更、清算および合併に関する監督官庁への費用ならびに監督官庁および
            サブ・ファンドが上場されている証券取引所に支払う一切の手数料。
         ｃ）本投資法人の設立、変更、清算および合併に関する年次監査および認可に関する監査報酬なら
            びにファンドの事務管理に関して監査人が提供するサービスに関して監査法人に支払われ、か
            つ法律によって許可される一切のその他の報酬。
                                  73/193



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         ｄ）本投資法人の設立、販売国における登録、変更、清算および合併に関する法律顧問、税務顧問
            および公証人に対する報酬ならびに法律で明白に禁止されない限り、本投資法人およびその投
            資者の利益の全般的な保護に関する手数料。
         ｅ）本投資法人の純資産価額の公表に関するコストおよび投資者に対する通知に関する一切のコス
            ト（翻訳コストを含む）。
         ｆ）本投資法人の法的文書に関するコスト（目論見書、ＫＩＩＤ、年次報告書および半期報告書な
            らびに居住国および販売が行われる国で法的に要求されるその他の一切の文書）。
         ｇ）外国の監督官庁への本投資法人の登録に関するコスト（該当する場合、外国の監督官庁に支払
            われる手数料ならびに翻訳コストおよび外国の代表者または支払代理人に対する報酬を含
            む）。
         ｈ）本投資法人による議決権または債権者の権利により生じた費用（外部顧問報酬を含む）。
         ｉ）本投資法人の名義で登録された知的財産または本投資法人の使用権に関するコストおよび手数
            料。
         ｊ）管理会社、投資運用会社または保管受託銀行が投資者の利益の保護のために講じた特別措置に
            関して生じた一切の費用。
         ｋ）管理会社が投資者の利益につき集団訴訟に関与する場合、管理会社は、第三者に関して生じる
            費用（例えば、法律コストおよび保管受託銀行に関するコスト）を本投資法人の資産に対して
            請求できる。さらに、管理会社は、すべての管理事務コストを請求することができる。ただ
            し、当該コストは、証明可能かつ公表されており、および／または本投資法人の総費用比率
            （ＴＥＲ）の開示において考慮される。
       ３．管理会社は、本投資法人の販売業務を賄うために手数料を支払うことができる。

        　本投資法人の所得および資産に賦課されるすべての租税、特に年次税についても、本投資法人が負

        担する。
        　定率管理報酬を有していない他のファンドのプロバイダーの報酬規定との一般的な比較可能性の目

        的のために、「管理報酬の上限」は、定率管理報酬の                            80 ％で設定している。
        　投資証券クラス「Ｉ－Ｂ」について、報酬は、ファンドの管理事務費用（本投資法人、管理事務代

        行および保管受託銀行の費用からなる）を賄うために請求される。資産運用および販売に関する費用
        は、投資者とＵＢＳアセット・マネジメント・スイス・エイ・ジーまたは公認の代理人との間で直接
        結ばれた個別契約に基づき、本投資法人を除いて請求される。
        　投資証券クラス「Ｉ－Ｘ」「Ｋ－Ｘ」および「Ｕ－Ｘ」の資産運用、ファンド管理事務（本投資法

        人、管理事務代行および保管受託銀行の費用からなる）および販売について実施された業務に関連す
        るコストは、投資者との個別契約に基づきＵＢＳアセット・マネジメント・スイス・エイ・ジーが受
        け取る資格を有する報酬によって賄われる。
                                  74/193





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        　個々のサブ・ファンドに帰属する費用はすべて、当該サブ・ファンドに請求される。

        　個々の投資証券クラスに割当てられる費用は、当該投資証券クラスに請求される。費用が複数また

        はすべてのサブ・ファンド／投資証券クラスに関連して発生した場合には、これらの費用について当
        該サブ・ファンド／投資証券がその純資産額に比例して負担する。
        　その投資方針の条項に従ってその他の投資信託（ＵＣＩｓまたはＵＣＩＴＳ）に投資するサブ・

        ファンドに関して、当該対象ファンドおよびサブ・ファンドの両段階で支払が生じる。サブ・ファン
        ドの資産における対象ファンドの管理報酬の最高限度は、あらゆるトレーラー・フィーを考慮して、
        投資金額の最高３％までである。
        　サブ・ファンドが、管理会社により、または共同経営もしくは支配を通じて、または実質的な直接

        保有もしくは間接保有を通じて、管理会社と関係する別の会社により直接もしくは委託によって運用
        されるファンドの受益証券への投資を行う場合、ターゲット・ファンドの受益証券に関して、投資を
        行うサブ・ファンドに発行または買戻手数料は請求されない。
        　本投資法人の現在発生中の費用の詳細は、ＫＩＩＤで参照することができる。

     注３－年次税

       　ルクセンブルグの現行法規に準拠して、本投資法人は、四半期毎に支払われ各四半期末日の各サブ・
       ファンドの純資産額に基づいて計算される年率                        0.05  ％の年次税、または幾つかの投資証券クラスに関し
       て年率   0.01  ％になる減額された年次税を課されている。
       　ルクセンブルグ法の法定条項に準拠して、既に年次税を支払っている他の投資信託の受益証券もしく

       は投資証券に投資されている純資産の部分に関して、年次税は課されない。
     注４－その他の収益

        その他の収益は、主にシングル・スイング・プライシングから生じた収益で構成される。
     注５－収益の分配

       　当該サブ・ファンドの投資主総会は、取締役会の提案によりサブ・ファンドの年次決算の終了後に、
       各サブ・ファンドから分配を行うかおよび支払われる分配金の程度を決定する。本投資法人の純資産額
       が法律に規定されている最低額を下回る場合には、分配の支払は行われない。分配が行われる場合、支
       払は年度末後４ヶ月以内に行われる。
       　取締役会は、中間分配金を支払い、また分配金支払を停止する権限を有している。

       　分配が実際に収入を受け取る権利と一致するように、収入調整金が計算される。

                                  75/193




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     注６－ソフト・ダラーの取決め

        2019  年６月１日から        2019  年 11 月 30 日までの期間中に、ＵＢＳ（               Lux  ）ストラテジー・シキャブのために
       締結された「ソフト・ダラーの取決め」はなく、「ソフト・ダラー」の金額は零である。
     注７－金融先物、オプションおよびスワップ契約

        2019  年 11 月 30 日現在、サブ・ファンドごとの金融先物、オプションおよびスワップ契約ならびに関連
       する通貨は、以下のように要約される。
       ａ）金融先物

                                        債券に係る金融先物
       ＵＢＳ（    Lux  ）ストラテジー・シキャブ                       （購入）             （売却）
       －システマティック・アロケーション
                                       －  米ドル      119  130  218.75    米ドル
        ・ポートフォリオ・ディフェンシブ（米ドル）
       －システマティック・アロケーション
                                       －  米ドル      117  208  953.23    米ドル
        ・ポートフォリオ・ダイナミック（米ドル）
       －システマティック・アロケーション
                                       －  米ドル      344  572  914.27    米ドル
        ・ポートフォリオ・ミディアム（米ドル）
                                        指数に係る金融先物

       ＵＢＳ（    Lux  ）ストラテジー・シキャブ                       （購入）             （売却）
                                 11  629  218.11    米ドル       8 481  353.93    米ドル
       －インカム（米ドル）
       －システマティック・アロケーション
                                136  106  626.87    米ドル             －  米ドル
        ・ポートフォリオ・ディフェンシブ（米ドル）
       －システマティック・アロケーション
                                127  717  820.65    米ドル             －  米ドル
        ・ポートフォリオ・ダイナミック（米ドル）
       －システマティック・アロケーション
                                386  287  045.25    米ドル             －  米ドル
        ・ポートフォリオ・ミディアム（米ドル）
       　債券または指数に係る金融先物契約（もしあれば）は、当該金融先物の時価（契約数×想定取引規模

       ×当該先物の市場価格）に基づき計算される。
       ｂ）オプション

       ＵＢＳ（    Lux  ）ストラテジー・シキャブ                        指数に係るオプション、従来型（売却）
                                               30  876  500.63    米ドル
       －ダイナミック・インカム（米ドル）
       ｃ）スワップ

                                    指数に係るスワップおよび先渡スワップ

       ＵＢＳ（    Lux  ）ストラテジー・シキャブ                         （購入）            （売却）
                                         －  米ドル    20  599  987.38    米ドル
       －ダイナミック・インカム（米ドル）
                                  76/193



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     注８－総費用比率（ＴＥＲ）

       　この比率は、スイス・ファンド資産運用協会（ＳＦＡＭＡ）の「ＴＥＲの計算ならびに開示に関する
       ガイドライン」現行版に従って計算された。比率はまた、純資産の百分率として遡及的に計算され、純
       資産（運用費用）に対し継続ベースで請求されるすべての費用および手数料の合計を表す。
       　過去   12 ヶ月のＴＥＲは、以下のとおりである。

       ＵＢＳ（    Lux  ）ストラテジー・シキャブ                               総費用比率（ＴＥＲ）

       －ダイナミック・インカム（米ドル）Ｐ－ａｃｃ                                        1.60  ％
       －ダイナミック・インカム（米ドル）Ｐ－ｍｄｉｓｔ                                        1.60  ％
       －フィクスト・インカム（米ドル）Ｐ－ａｃｃ                                        1.13  ％
       －フィクスト・インカム（米ドル）（日本円・ヘッジ）Ｐ－ａｃｃ                                        1.14  ％
       －インカム（米ドル）Ｐ－ａｃｃ                                        1.36  ％
       －システマティック・アロケーション・ポートフォリオ
        ・ ディフェンシブ（米ドル）Ｐ             －ａｃｃ                        1.62  ％
       －システマティック・アロケーション・ポートフォリオ
        ・ダイナミック       （米ドル）Ｐ      －ａｃｃ                         1.90  ％
       －システマティック・アロケーション・ポートフォリオ
        ・ミディアム（米ドル）Ｐ－ａｃｃ                                       1.77  ％
       　通貨ヘッジに関連して発生した取引費用およびその他の費用は、ＴＥＲに含まれていない。

       　運用が     12 ヶ月未満の投資証券クラスのＴＥＲは、年率換算されている。

     注９－プーリング

       　本投資法人は２つ以上のサブ・ファンド（かかる目的上、以下「参加サブ・ファンド」という。）の
       ポートフォリオ資産の一部または全部をプール形式で投資し、運用することができる。こうした資産
       プールは各参加サブ・ファンドから現金ならびにその他の資産を（プールの投資方針に合致している場
       合）資産プールに移し替えることによって設定される。その後、本投資法人は更に個々の資産プールへ
       の移し替えを行なうことができる。同じく、その参加額を限度とする資産を参加サブ・ファンドに戻す
       こともできる。
       　各資産プールの参加サブ・ファンドの投資証券は、同じ価値を有するみなし受益証券を基準にして評

       価する。資産プールを設定した際、本投資法人は（本投資法人が適当と判断する通貨で）みなし受益証
       券の当初価値を定め、各参加サブ・ファンドに対してサブ・ファンドが拠出した現金（またはその他の
       資産）の合計額に相当するみなし受益証券を配分する。その後、資産プールの純資産を既存のみなし受
       益証券の口数で除して、みなし受益証券の価値を決定する。
       　追加の資金または資産が資産プールに拠出され、または資産プールから引き出された場合、拠出                                                   され

       たもしくは引き出された現金の額または資産の価値をプールの参加サブ・ファンドの投資額の現在価値
       で除して決定した数だけ関係する参加サブ・ファンドに配分されたみなし受益証券の口数を増減させ
       る。資産プールに現金が拠出される場合、計算上、かかる現金の投資に関連する取引費用および取得費
       用に加え税務費用を考慮して本投資法人が適当と判断する金額を減額する。現金の引き出しの場合、資
       産プールの有価証券またはその他の資産の処分に関連する費用の額を織り込んだ減額が行なわれる。
                                  77/193


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       　資産プールの資産から得た配当、利息およびその他の所得の分配は当該資産プールに配分され、その

       結果として各純資産が増加することになる。本投資法人が清算した場合、資産プールの資産は資産プー
       ル内の各持分に比例して各参加サブ・ファンドに配分される。
       直近の参加サブ・ファンド：

        ＵＢＳ（     Lux  ）ストラテジー・シキャブ
        －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        ＵＢＳ（     Lux  ）ストラテジー・シキャブ
        －システマティック・アロケーション・ポートフォリオ・                              ダイナミック      （米ドル）
        ＵＢＳ（     Lux  ）ストラテジー・シキャブ
        －システマティック・アロケーション・ポートフォリオ・                              ミディアム     （米ドル）
        ＵＢＳ（     Lux  ）ストラテジー・シキャブ－エクストラ・バランスド（ユーロ）
        ＵＢＳ（     Lux  ）ストラテジー・シキャブ－エクストラ・イールド（ユーロ）
     注 10 －当報告期間中における重要な事象

       　スイスのユービーエス資産運用事業は、ユービーエス・エイ・ジーからユービーエス・グループのメ
       ンバーであるＵＢＳアセット・マネジメント・スイス・エイ・ジーに移転した。                                          2019  年６月   17 日付で移
       転の効力が生じた。
       ＵＢＳアセット・マネジメント・スイス・エイ・ジーは、スイスの金融市場監督局（ＦＩＮＭＡ）が承

       認した集合投資事業の資産運用者である。
     注 11 －適用法、業務地および公認言語

       　ルクセンブルグ地方裁判所は、投資主、本投資法人および保管受託銀行との間ですべての法的紛争処
       理を行う場所である。ルクセンブルグ法が適用される。しかし、他の国の投資者の賠償請求に関する件
       については、本投資法人および／または保管受託銀行は、本投資法人投資証券が売買された国の裁判管
       轄権に自らを服することを選択することができる。
       　当財務書類についてはドイツ語版が公認されたものである。しかし、本投資法人投資証券の購入およ

       び売却が可能なその他の国の投資主に対して投資証券が販売される場合、本投資法人および保管受託銀
       行は、当該国の言語への承認された翻訳（すなわち、本投資法人および保管受託銀行によって承認され
       たもの）に自らが拘束されるものと認めることができる。
                                  78/193







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     注 12 －貸付証券

       　　本投資法人は、第三者にファンドの組入証券の一部分を貸付けることができる。一般的に、貸付
       は、クリアストリーム・インターナショナルもしくはユーロクリアのような公認の決済機関、または同
       種の業務を専門とする第一級の金融機関の仲介を通して、それらの機関が設定した方法に従ってのみ行
       われる。担保は、貸付証券に関連して受領される。担保は、一般的に借入れられた証券の少なくとも時
       価に相当する金額の高格付証券から構成される。
       　ＵＢＳヨーロッパＳＥ　ルクセンブルグ支店は貸付証券機関として行為する。

       貸付証券

                              2019  年 11 月 30 日現在の貸付証券による            2019  年 11 月 30 日現在の
                                取引相手方エクスポージャー                 担保内訳（％）
       ＵＢＳ（    Lux ）ストラテジー・シキャブ                 貸付証券の時価        担保（ユービーエス・           株式    債券   現金
                                     スイス・エイ・ジー）
       －ダイナミック・インカム（米ドル）                       63 601  639.44       67 381  827.13    36.06    63.94    0.00
                                  米ドル          米ドル
       －フィクスト・インカム（米ドル）                                         36.06    63.94    0.00
                              34 535  710.03       36 588  353.12
                                  米ドル          米ドル
       －インカム（米ドル）                                         36.06    63.94    0.00
                              20 716  217.61       21 947  493.90
                                  米ドル          米ドル
                                                36.06    63.94    0.00
       －システマティック・アロケーション
                              145  644  995.45       154  301  461.27
        ・ポートフォリオ・ディフェンシブ（米ド
                                  米ドル          米ドル
       ル）
                              55 818  363.63       59 135  949.35    36.06    63.94    0.00
       －システマティック・アロケーション
        ・ポートフォリオ・ダイナミック（米ド
                                  米ドル          米ドル
       ル）
                              271  824  478.99       287  980  470.50    36.06    63.94    0.00
       －システマティック・アロケーション
        ・ポートフォリオ・ミディアム（米ドル）                          米ドル          米ドル
    次へ

                                  79/193









                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
      （２）投資有価証券明細表等

     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）

     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     無記名株式
     オーストラリア

     AUD   AGL  ENERGY   NPV                         52 853.00         729  652.79
                                                       0.15
     AUD   ALUMINA    LTD  NPV                         8 083.00          12 629.56
                                                       0.00
     AUD   AMP  LIMITED    NPV(POST    RECON)                     15 656.00          20 702.90
                                                       0.00
     AUD   APA  GROUP   NPV                          6 102.00          45 401.32
                                                       0.01
     AUD   ARISTOCRAT     LEISURE    NPV                      1 459.00          33 474.55
                                                       0.01
     AUD   ASX  LTD  NPV                           1 111.00          61 403.46
                                                       0.01
     AUD   AURIZON    HOLDINGS    NPV                       9 446.00          36 930.01
                                                       0.01
     AUD   AUST  & NZ BANK  GRP  NPV                      14 289.00         240  080.58
                                                       0.05
     AUD   BK OF QUEENSLAND     NPV                       1 324.00          7 012.18
                                                       0.00
     AUD   BLUESCOPE     STEEL   NPV                       2 664.00          26 218.08
                                                       0.01
     AUD   BORAL   LIMITED    NPV                        6 181.00          21 489.46
                                                       0.00
     AUD   BRAMBLES    LTD  NPV                         8 081.00          68 598.15
                                                       0.01
     AUD   CALTEX   AUSTRALIA     NPV                       1 409.00          32 937.33
                                                       0.01
     AUD   CHALLENGER     LIMITED    NPV                      3 155.00          17 371.10
                                                       0.00
     AUD   CIMIC   GROUP   LTD  NPV                                  15 654.82
                                        688.00                0.00
     AUD   CMNWLTH    BK OF AUST  NPV                      8 905.00         486  806.50
                                                       0.10
     AUD   COCA-COLA     AMATIL   NPV                      14 493.00         111  558.88
                                                       0.02
     AUD   COCHLEAR    LTD  NPV                                   43 366.21
                                        274.00                0.01
     AUD   COMPUTERSHARE      LTD  NPV(POST    REC)                  2 695.00          32 319.98
                                                       0.01
     AUD   CROWN   RESORTS    LTD  NPV                      2 241.00          19 569.14
                                                       0.00
     AUD   CSL  NPV                             2 302.00         441  399.00
                                                       0.09
     AUD   DEXUS   NPV  (STAPLED)                          5 768.00          47 715.04
                                                       0.01
     AUD   FLIGHT   CENTRE   TRAVEL   GROUP   LTD  NPV                ▶ 792.00         142  714.83
                                                       0.03
     AUD   FORTESCUE     METALS   ▶ NPV                      25 975.00         170  951.14
                                                       0.03
     AUD   GOODMAN    GROUP   (STAPLED    SECURITY)                    8 354.00          83 742.57
                                                       0.02
     AUD   GPT  GROUP   NPV  (STAPLED    SECURITIES)                    8 787.00          36 552.69
                                                       0.01
     AUD   HARVEY   NORMAN   HLDG  NPV                      3 456.00          10 051.85
                                                       0.00
     AUD   INSURANCE     AUST  GRP  NPV                      11 576.00          61 778.75
                                                       0.01
     AUD   LEND  LEASE   GROUP   NPV                       2 928.00          38 243.44
                                                       0.01
     AUD   MACQUARIE     GP LTD  NPV                       1 636.00         152  764.80
                                                       0.03
     AUD   MAGELLAN    FINANCIAL     NPV                                24 746.45
                                        697.00                0.01
     AUD   MEDIBANK    PRIVATE    L NPV                      11 335.00          24 994.40
                                                       0.01
     AUD   MIRVAC   GROUP   STAPLED    SECURITIES                     15 540.00          35 422.93
                                                       0.01
     AUD   NATL  AUSTRALIA     BK NPV                      14 513.00         254  151.59
                                                       0.05
     AUD   NEWCREST    MINING   NPV                       3 920.00          81 559.77
                                                       0.02
     AUD   ORICA   LIMITED    NPV                        2 267.00          36 464.22
                                                       0.01
     AUD   ORIGIN   ENERGY   NPV                        8 799.00          51 779.30
                                                       0.01
     AUD   QBE  INS  GROUP   NPV                        6 845.00          58 707.87
                                                       0.01
     AUD   RAMSAY   HEALTH   CARE  NPV                                44 624.76
                                        904.00                0.01
     AUD   REA  GROUP   LIMITED    NPV                                 19 129.65
                                        271.00                0.00
     AUD   RIO  TINTO   LIMITED    NPV                      16 052.00        1 052  098.81
                                                       0.21
     AUD   SANTOS   LIMITED    NPV                        9 006.00          49 647.02
                                                       0.01
     AUD   SCENTRE    GROUP   NPV  STAPLED    UNIT                  22 910.00          61 055.52
                                                       0.01
     AUD   SEEK  LIMITED    NPV                         1 956.00          30 681.26
                                                       0.01
     AUD   SONIC   HEALTHCARE     NPV                       2 557.00          52 094.19
                                                       0.01
     AUD   SOUL  PATTINSON(WH)      NPV                      1 214.00          18 328.06
                                                       0.00
     注記は当財務書類と不可分のものである。

                                  80/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     AUD   SOUTH32    LTD  NPV                         21 371.00          39 029.43

                                                       0.01
     AUD   STOCKLAND     NPV  (STAPLED)                        10 958.00          37 430.56
                                                       0.01
     AUD   SUNCORP    GROUP   LTD  NPV                      6 576.00          59 514.33
                                                       0.01
     AUD   SYDNEY   AIRPORT    NPV(STAPLED      SECURITY)                  5 602.00          34 784.79
                                                       0.01
     AUD   TABCORP    HLDGS   LTD  NPV                      9 281.00          30 070.04
                                                       0.01
     AUD   TELSTRA    CORP  NPV                        18 023.00          47 056.32
                                                       0.01
     AUD   TPG  TELECOM    LTD  NPV                       1 414.00          6 685.44
                                                       0.00
     AUD   TRANSURBAN     GROUP   STAPLED    UNITS   NPV                13 830.00         143  593.29
                                                       0.03
     AUD   TREASURY    WINE  ESTA  NPV                      3 778.00          47 786.71
                                                       0.01
     AUD   VICINITY    CENTRES    NPV  (STAPLED    SECURITY)                10 555.00          19 133.60
                                                       0.00
     AUD   WESFARMERS     LTD  NPV                        5 808.00         166  451.87
                                                       0.03
     AUD   WESTPAC    BKG  CORP  NPV                      66 967.00        1 110  669.66
                                                       0.22
     AUD   WISETECH    GLOBAL   LT NPV                                14 355.81
                                        778.00                0.00
     AUD   WOODSIDE    PETROLEUM     NPV                      ▶ 835.00         112  861.30
                                                       0.02
     AUD   WOOLWORTHS     GRP  LTD  NPV                      6 351.00         170  801.66
                                                       0.03
     AUD   WORLEY   LIMITED    NPV                        1 792.00          18 181.63
                                                       0.00
     オーストラリア合計                                           7 202  983.35
                                                       1.44
     オーストリア

     EUR   ANDRITZ    AG NPV(BR)                                     6 362.22
                                        163.00                0.00
     EUR   ERSTE   GROUP   BK AG NPV                                 32 215.22
                                        899.00                0.01
     EUR   OMV  AG NPV(VAR)                           ▶ 956.00         282  732.48
                                                       0.06
     EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                               21 593.19
                                        919.00                0.00
     EUR   VERBUND    AG CLASS   ’A ’NPV                               15 658.22
                                        301.00                0.00
     EUR   VOESTALPINE      AG NPV                                   6 868.04
                                        259.00                0.00
     オーストリア合計                                            365  429.37
                                                       0.07
     ベルギー

     EUR   ANHEUSER-BUSCH       IN NPV                      2 579.00         204  369.92
                                                       0.04
     EUR   COLRUYT    SA NPV                          1 145.00          59 336.42
                                                       0.01
     EUR   GPE  BRUXELLES     LAM  NPV                                 35 237.66
                                        347.00                0.01
     EUR   PROXIMUS    SA NPV                                    18 264.46
                                        605.00                0.00
     EUR   SOLVAY   SA NPV                                     23 966.11
                                        209.00                0.00
     EUR   UMICORE    NPV                                     25 658.67
                                        597.00                0.01
     ベルギー合計                                            366  833.24
                                                       0.07
     バミューダ

     USD   MARVELL    TECH  GROUP   COM  USD0.002                    1 318.00          34 755.66
                                                       0.01
     バミューダ合計                                             34 755.66
                                                       0.01
     カナダ

     USD   WASTE   CONNECTIONS      COM  NPV  (POST   REV  SPLT)                         48 172.60
                                        532.00                0.01
     カナダ合計                                             48 172.60
                                                       0.01
     フィンランド

     EUR
        KONE  CORPORATION      NPV  ORD  ‘B ’                 1 082.00          67 787.01
                                                       0.01
     EUR   METSO   OYJ  NPV                                     18 456.20
                                        481.00                0.01
     EUR   WARTSILA    OYJ  ABP  SER  ’B ’EUR3.50                   1 420.00          14 304.16
                                                       0.00
     フィンランド合計                                            100  547.37
                                                       0.02
     フランス

     EUR   ACCOR   EUR3                                      24 147.07
                                        564.00                0.01
     EUR   ADP  EUR3                                       20 158.28
                                        103.00                0.00
     EUR   AIR  LIQUIDE(L     ’) EUR5.5   (POST-SUBDIVISION)                    1 594.00         216  265.84
                                                       0.04
     EUR   AIRBUS   EUR1                           1 960.00         288  290.21
                                                       0.06
     EUR   ALSTOM   EUR7.00                                      25 573.57
                                        586.00                0.01
     EUR   AMUNDI   EUR2.5   (AIW)                                   14 846.73
                                        196.00                0.00
     注記は当財務書類と不可分のものである。

                                  81/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   ARKEMA   EUR10                                      21 053.24

                                        203.00                0.01
     EUR   ATOS  SE EUR1                                     31 615.69
                                        372.00                0.01
     EUR   AXA  EUR2.29                             6 495.00         176  850.46
                                                       0.04
     EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               19 360.22
                                        214.00                0.00
     EUR   BNP  PARIBAS    EUR2                         19 955.00        1 121  461.46
                                                       0.22
     EUR   BOLLORE    EUR0.16                           1 997.00          8 543.34
                                                       0.00
     EUR   BOUYGUES    EUR1                                     28 619.09
                                        700.00                0.01
     EUR   BUREAU   VERITAS    EUR0.12                                  19 648.33
                                        750.00                0.00
     EUR   CAPGEMINI     EUR8                                     58 353.50
                                        493.00                0.01
     EUR   CARREFOUR     EUR2.50                          1 993.00          32 918.28
                                                       0.01
     EUR   CASINO   GUICH-PERR     EUR1.53                                 7 442.40
                                        169.00                0.00
     EUR   CIE  DE ST-GOBAIN     EUR4                       1 640.00          66 453.70
                                                       0.01
     EUR   CNP  ASSURANCES     EUR1                       26 421.00         522  041.76
                                                       0.10
     EUR   COVIVIO    EUR3                                      8 523.98
                                        77.00               0.00
     EUR   CREDIT   AGRICOLE    SA EUR3                      3 625.00          49 621.83
                                                       0.01
     EUR   DANONE   EUR0.25                           5 506.00         453  618.81
                                                       0.09
     EUR   DASSAULT    AVIATION    EUR8                                108  936.88
                                        80.00               0.02
     EUR   DASSAULT    SYSTEMES    EUR0.50                                 70 952.31
                                        450.00                0.01
     EUR   EDENRED    EUR2                                     41 426.56
                                        834.00                0.01
     EUR   EDF  EUR0.5                             2 355.00          24 210.91
                                                       0.01
     EUR   EIFFAGE    EUR4                           ▶ 033.00         440  676.47
                                                       0.09
     EUR   ENGIE   EUR1                           37 593.00         595  222.60
                                                       0.12
     EUR   ESSILORLUXOTTICA        EUR0.18                                 150  491.67
                                        968.00                0.03
     EUR   EURAZEO    NPV                                      6 137.62
                                        90.00               0.00
     EUR   EUTELSAT    COMMUNICA     EUR1                                 6 780.52
                                        413.00                0.00
     EUR   FAURECIA    EUR7                                     16 242.22
                                        306.00                0.00
     EUR   GETLINK    SE EUR0.40                          1 245.00          21 016.60
                                                       0.01
     EUR   HERMES   INTL  NPV                                    75 726.57
                                        101.00                0.02
     EUR   ICADE   NPV                                       7 713.18
                                        77.00               0.00
     EUR   ILIAD   NPV                                       8 026.54
                                        63.00               0.00
     EUR   INGENICO    GROUP   EUR1                                  20 291.59
                                        190.00                0.00
     EUR   IPSEN   EUR1                                      16 387.39
                                        145.00                0.00
     EUR   JC DECAUX   SA NPV                                    7 711.58
                                        269.00                0.00
     EUR   KERING   EUR4                                     157  328.56
                                        261.00                0.03
     EUR   KLEPIERRE     EUR1.40                                     20 864.69
                                        581.00                0.00
     EUR   L ’OREAL   EUR0.20                                     240  174.29
                                        842.00                0.05
     EUR   LEGRAND    SA EUR4                                    70 498.66
                                        892.00                0.01
     EUR   LVMH  MOET  HENNESSY    EUR0.30                                420  796.37
                                        937.00                0.08
     EUR   NATIXIS    EUR1.6                           28 569.00         119  480.18
                                                       0.02
     EUR   ORANGE   EUR4                           6 231.00         103  054.51
                                                       0.02
     EUR   PERNOD   RICARD   EUR1.55                                  133  073.68
                                        724.00                0.03
     EUR   PEUGEOT    SA EUR1                         11 634.00         281  182.05
                                                       0.06
     EUR   PUBLICIS    GROUPE   SA EUR0.40                                27 875.96
                                        633.00                0.01
     EUR   REMY  COINTREAU     EUR1.60                                   6 058.02
                                        47.00               0.00
     EUR   RENAULT    SA EUR3.81                                    29 227.22
                                        610.00                0.01
     EUR   SAFRAN   EUR0.20                           1 094.00         179  066.98
                                                       0.04
     EUR   SANOFI   EUR2                           3 766.00         350  918.61
                                                       0.07
     EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          18 589.51
                                        117.00                0.00
     EUR   SCHNEIDER     ELECTRIC    EUR8                      1 758.00         169  801.28
                                                       0.03
     EUR   SCOR  SE EUR7.876972      (POST   CONS)                             20 893.32
                                        486.00                0.00
     EUR   SEB  SA EUR1                                      18 034.13
                                        116.00                0.00
     EUR   SOC  GENERALE    EUR1.25                         2 687.00          84 614.32
                                                       0.02
     EUR   SODEXO   EUR4                                      36 396.38
                                        312.00                0.01
     EUR   SUEZ  EUR4                            1 228.00          18 190.89
                                                       0.00
     EUR   TELEPERFORMANCE       EUR2.50                                  44 567.09
                                        188.00                0.01
     EUR   THALES   EUR3                                      36 766.20
                                        375.00                0.01
     EUR   TOTAL   EUR2.5                            7 993.00         419  855.22
                                                       0.08
     注記は当財務書類と不可分のものである。

                                  82/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   UBISOFT    ENTERTAIN     EUR0.31                                 14 945.30

                                        246.00                0.00
     EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)                      81 202.19
                                        519.00                0.02
     EUR   VALEO   EUR1  (POST   SUBD)                                 33 987.78
                                        862.00                0.01
     EUR   VEOLIA   ENVIRONNEME      EUR5                      1 623.00          41 588.44
                                                       0.01
     EUR   VINCI   EUR2.50                            1 732.00         189  022.42
                                                       0.04
     EUR   VIVENDI    SA EUR5.50                          3 095.00          85 040.67
                                                       0.02
     EUR   WENDEL   EUR4                                      6 203.01
                                        46.00               0.00
     EUR   WORLDLINE     EUR0.68                                     25 328.10
                                        391.00                0.01
     フランス合計                                           8 317  985.03
                                                       1.66
     ドイツ

     EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                  1 173.00          94 802.54
                                                       0.02
     EUR   BEIERSDORF     AG NPV                                   45 983.82
                                        394.00                0.01
     EUR   CARL  ZEISS   MEDITEC    NPV                                20 561.28
                                        168.00                0.00
     EUR   COMMERZBANK      AG NPV                        2 939.00          17 048.49
                                                       0.00
     EUR   CONTINENTAL      AG ORD  NPV                                50 738.12
                                        388.00                0.01
     EUR   COVESTRO    AG NPV                                    31 537.12
                                        673.00                0.01
     EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    1 164.00          45 497.47
                                                       0.01
     EUR   FRAPORT    AG NPV                                    18 158.90
                                        213.00                0.00
     EUR   FRESENIUS     MED  CARE  NPV                                53 280.45
                                        726.00                0.01
     EUR   FRESENIUS     SE & CO.  KGAA  NPV                    1 308.00          71 590.85
                                                       0.02
     EUR   GEA  GROUP   AG NPV                                   17 657.40
                                        549.00                0.00
     EUR   HEIDELBERGCEMENT        NPV                                 42 837.00
                                        579.00                0.01
     EUR   HENKEL   AG & CO KGAA                                  32 721.20
                                        338.00                0.01
     EUR   HOCHTIEF    AG NPV                         1 852.00         227  684.70
                                                       0.05
     EUR   KION  GROUP   AG NPV                                   16 466.85
                                        248.00                0.00
     EUR   KNORR   BREMSE   AG NPV                                  19 856.86
                                        204.00                0.00
     EUR   LANXESS    AG NPV                                    21 346.34
                                        320.00                0.01
     EUR   MERCK   KGAA  NPV                                    51 659.02
                                        442.00                0.01
     EUR   METRO   AG (NEW)   NPV                                   6 417.96
                                        398.00                0.00
     EUR   PUMA  SE NPV                                     19 626.50
                                        261.00                0.00
     EUR   RWE  AG (NEU)   NPV                         1 841.00          54 624.25
                                                       0.01
     EUR   SAP  AG ORD  NPV                          3 319.00         451  878.69
                                                       0.09
     EUR   SYMRISE    AG NPV  (BR)                                  41 061.84
                                        423.00                0.01
     EUR   THYSSENKRUPP      AG NPV                       1 479.00          18 557.89
                                                       0.00
     EUR   VOLKSWAGEN     AG ORD  NPV                                 20 427.93
                                        107.00                0.00
     EUR   WIRECARD    AG NPV                                    51 515.68
                                        390.00                0.01
     EUR   ZALANDO    SE NPV                                    23 711.41
                                        550.00                0.01
     ドイツ合計                                           1 567  250.56
                                                       0.31
     アイルランド

     EUR   AIB  GROUP   PLC  ORD  EUR0.625                      1 942.00          6 359.51
                                                       0.00
     EUR   BANK  OF IRELAND    GR EUR1                      1 526.00          7 672.51
                                                       0.00
     GBP   DCC  ORD  EUR0.25                                     19 402.71
                                        227.00                0.00
     EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                               21 214.02
                                        185.00                0.01
     EUR   KERRY   GROUP   ‘A ’ORD  EUR0.125(DUBLIN       LIST)                        60 449.38
                                        471.00                0.01
     USD   SEAGATE    TECH  PLC  COM  USD0.00001                     12 324.00         735  496.32
                                                       0.15
     アイルランド合計                                            850  594.45
                                                       0.17
     イタリア

     EUR   ASSIC   GENERALI    SPA  EUR1                      3 478.00          71 059.64
                                                       0.01
     EUR   FINECOBANK     SPA  EUR0.33                        1 811.00          22 484.06
                                                       0.01
     EUR   LEONARDO    SPA  EUR4.40                        46 886.00         548  758.39
                                                       0.11
     EUR   POSTE   ITALIANE    SPA  NPV                      1 662.00          19 406.40
                                                       0.00
     EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  12 165.00          7 497.94
                                                       0.00
     EUR   TELECOM    ITALIA   SPA  EUR0.55                     251  404.00         157  503.94
                                                       0.03
     イタリア合計                                            826  710.37
                                                       0.16
     注記は当財務書類と不可分のものである。

                                  83/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     日本

     JPY   アドバンテスト                                         19 541.59
                                        400.00                0.01
     JPY   エア・ウォーター                                          9 632.00
                                        600.00                0.00
     JPY   アイシン精機                                          7 560.95
                                        200.00                0.00
     JPY   アマダホールディングス                                         10 026.48
                                        900.00                0.00
     JPY   朝日インテック                                         17 477.86
                                        600.00                0.00
     JPY   バンダイナムコホールディングス                                         30 303.17
                                        500.00                0.01
     JPY   カルビー                                          9 656.65
                                        300.00                0.00
     JPY   東海旅客鉄道                                         60 528.72
                                        300.00                0.01
     JPY   中外製薬                                         43 639.85
                                        500.00                0.01
     JPY   コカ・コーラ　ボトラーズジャパンホールディングス                                          7 202.08
                                        300.00                0.00
     JPY   コンコルディア・フィナンシャルグループ                               2 500.00          10 136.06
                                                       0.00
     JPY   クレディセゾン                                          9 916.90
                                        600.00                0.00
     JPY   サイバーエージェント                                          6 903.48
                                        200.00                0.00
     JPY   第一生命ホールディングス                               2 300.00          37 027.67
                                                       0.01
     JPY   ダイセル                               1 700.00          16 703.50
                                                       0.00
     JPY   ダイフク                                          5 816.82
                                        100.00                0.00
     JPY   第一三共                               1 200.00          75 193.13
                                                       0.02
     JPY   ダイキン工業                                         71 888.41
                                        500.00                0.02
     JPY   大東建託                                         24 445.26
                                        200.00                0.01
     JPY   大和ハウス工業                               1 200.00          36 698.02
                                                       0.01
     JPY   大和ハウスリート投資法人                                          5 467.99
                                         2.00               0.00
     JPY   電通                                          7 250.48
                                        200.00                0.00
     JPY   ディスコ                                         21 568.81
                                        100.00                0.01
     JPY   エーザイ                                         37 028.58
                                        500.00                0.01
     JPY   ファナック                                         76 358.32
                                        400.00                0.02
     JPY   ファーストリテイリング                                         60 898.55
                                        100.00                0.01
     JPY   富士電機                              11 100.00         341  585.24
                                                       0.07
     JPY   ふくおかフィナンシャルグループ                                          9 519.68
                                        500.00                0.00
     JPY   ＧＭＯペイメントゲートウェイ                                          7 086.11
                                        100.00                0.00
     JPY   阪急阪神ホールディングス                                          8 583.69
                                        200.00                0.00
     JPY   日立ハイテクノロジーズ                                          6 519.95
                                        100.00                0.00
     JPY   ホシザキ                                          8 738.93
                                        100.00                0.00
     JPY   ヒューリック                                          7 868.69
                                        700.00                0.00
     JPY   出光興産                                         16 371.11
                                        600.00                0.00
     JPY   ＩＨＩ                                          9 325.18
                                        400.00                0.00
     JPY   いすゞ自動車                               1 600.00          18 708.79
                                                       0.01
     JPY   伊藤忠テクノソリューションズ                                         10 676.65
                                        400.00                0.00
     JPY   Ｊ．フロント      リテイリング                                   10 504.98
                                        800.00                0.00
     JPY   日本空港ビルデング                                         10 391.74
                                        200.00                0.00
     JPY   日本取引所グループ                               1 200.00          20 392.66
                                                       0.01
     JPY   ジャパンリアルエステイト投資法人                                          6 803.03
                                         1.00               0.00
     JPY   日揮ホールディングス                                          7 264.18
                                        500.00                0.00
     JPY   ジェイテクト                              20 000.00         248  379.14
                                                       0.05
     JPY   鹿島建設                               1 400.00          18 447.63
                                                       0.01
     JPY   カカクコム                                          7 234.96
                                        300.00                0.00
     JPY   関西電力                               1 400.00          15 954.71
                                                       0.00
     JPY   関西ペイント                                         17 629.44
                                        700.00                0.01
     JPY   花王                               1 000.00          78 641.22
                                                       0.02
     JPY   川崎重工業                              15 200.00         341  170.67
                                                       0.07
     JPY   京浜急行電鉄                                         18 499.68
                                        900.00                0.01
     JPY   京王電鉄                                         19 231.12
                                        300.00                0.01
     JPY   キッコーマン                                         15 067.11
                                        300.00                0.00
     JPY   近鉄グループホールディングス                                          5 652.45
                                        100.00                0.00
     JPY   キリンホールディングス                               1 800.00          39 826.50
                                                       0.01
     JPY   小林製薬                                          8 200.16
                                        100.00                0.00
     JPY   小松製作所                               2 000.00          46 881.56
                                                       0.01
     注記は当財務書類と不可分のものである。

                                  84/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   コーセー                                         15 916.35
                                        100.00                0.00
     JPY   クラレ                                          7 248.65
                                        600.00                0.00
     JPY   九州旅客鉄道                                          6 803.03
                                        200.00                0.00
     JPY   ＬＩＮＥ                                          9 405.53
                                        200.00                0.00
     JPY   ライオン                                         16 108.11
                                        800.00                0.00
     JPY   エムスリー                                         21 988.86
                                        800.00                0.01
     JPY   マキタ                                          6 611.27
                                        200.00                0.00
     JPY   丸井グループ                                         16 836.82
                                        700.00                0.00
     JPY   明治ホールディングス                                          6 793.90
                                        100.00                0.00
     JPY   ミネベアミツミ                               1 100.00          21 335.04
                                                       0.01
     JPY   ミスミグループ本社                                         19 797.28
                                        800.00                0.01
     JPY   三菱瓦斯化学                                         10 943.29
                                        700.00                0.00
     JPY   三井不動産                               1 900.00          47 244.09
                                                       0.01
     JPY   ナブテスコ                                          9 204.64
                                        300.00                0.00
     JPY   名古屋鉄道                                         12 729.43
                                        400.00                0.00
     JPY   日本電産                                         73 920.19
                                        500.00                0.02
     JPY   日本ビルファンド投資法人                                         367  802.02
                                        49.00               0.07
     JPY   日本通運                                         12 674.64
                                        200.00                0.00
     JPY   日本ペイントホールディングス                                         15 998.54
                                        300.00                0.00
     JPY   日本新薬                                          9 022.01
                                        100.00                0.00
     JPY   日本製鉄                               1 800.00          26 389.37
                                                       0.01
     JPY   日産化学                                          7 917.09
                                        200.00                0.00
     JPY   日清製粉グループ本社                                         11 264.72
                                        600.00                0.00
     JPY   日清食品ホールディングス                                         14 975.80
                                        200.00                0.00
     JPY   ニトリホールディングス                                         31 321.34
                                        200.00                0.01
     JPY   日東電工                                         22 427.18
                                        400.00                0.01
     JPY   野村不動産ホールディングス                              11 000.00         265  683.50
                                                       0.05
     JPY   大林組                               1 600.00          16 948.22
                                                       0.00
     JPY   オービック                                         13 268.19
                                        100.00                0.00
     JPY   小田急電鉄                                         17 201.17
                                        700.00                0.00
     JPY   王子ホールディングス                               1 300.00          7 419.41
                                                       0.00
     JPY   オリンパス                               2 500.00          37 074.24
                                                       0.01
     JPY   小野薬品工業                                         20 176.24
                                        900.00                0.01
     JPY   オリエンタルランド                                         55 319.15
                                        400.00                0.01
     JPY   パン・パシフィック・インターナショナルホールディングス                               1 000.00          16 199.43
                                                       0.00
     JPY   ペプチドリーム                                         13 779.57
                                        300.00                0.00
     JPY   パーソルホールディングス                                          5 514.56
                                        300.00                0.00
     JPY   ピジョン                                          9 295.95
                                        200.00                0.00
     JPY   ポーラ・オルビスホールディングス                                          9 854.81
                                        400.00                0.00
     JPY   楽天                               1 800.00          15 598.58
                                                       0.00
     JPY   リクルートホールディングス                               2 900.00         104  920.10
                                                       0.02
     JPY   リンナイ                                          7 670.53
                                        100.00                0.00
     JPY   良品計画                                          9 106.02
                                        400.00                0.00
     JPY   ＳＢＩホールディングス                                         16 604.88
                                        800.00                0.00
     JPY   セコム                                         42 493.84
                                        500.00                0.01
     JPY   西武ホールディングス                                         10 568.90
                                        600.00                0.00
     JPY   積水ハウス                               1 000.00          21 596.20
                                                       0.01
     JPY   シャープ                                          7 551.82
                                        500.00                0.00
     JPY   シマノ                                         32 325.81
                                        200.00                0.01
     JPY   清水建設                               1 800.00          17 225.82
                                                       0.00
     JPY   信越化学工業                                         85 544.70
                                        800.00                0.02
     JPY   塩野義製薬                               2 200.00         129  336.13
                                                       0.03
     JPY   資生堂                                         57 748.15
                                        800.00                0.01
     JPY   昭和電工                                          8 007.49
                                        300.00                0.00
     JPY   ＳＭＣ                                         45 301.80
                                        100.00                0.01
     JPY   スクウェア・エニックス・ホールディングス                                          9 880.38
                                        200.00                0.00
     JPY   住友重機械工業                              28 100.00         803  150.39
                                                       0.16
     JPY   住友金属鉱山                                600.00          18 168.20     0.01
     注記は当財務書類と不可分のものである。

                                  85/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   住友ゴム工業                                         10 161.63

                                        800.00                0.00
     JPY   サントリー食品インターナショナル                                          8 675.01
                                        200.00                0.00
     JPY   スズケン                                          8 738.93
                                        200.00                0.00
     JPY   スズキ                                         35 474.39
                                        800.00                0.01
     JPY   シスメックス                                         20 784.40
                                        300.00                0.01
     JPY   Ｔ＆Ｄホールディングス                               1 700.00          19 994.52
                                                       0.01
     JPY   大成建設                                         19 610.08
                                        500.00                0.01
     JPY   大陽日酸                                          6 676.10
                                        300.00                0.00
     JPY   帝人                                         15 041.55
                                        800.00                0.00
     JPY   テルモ                               1 400.00          49 104.19
                                                       0.01
     JPY   ＴＨＫ                                         16 847.78
                                        600.00                0.00
     JPY   東武鉄道                                          7 314.40
                                        200.00                0.00
     JPY   東宝                                          8 117.98
                                        200.00                0.00
     JPY   東邦瓦斯                                         11 327.73
                                        300.00                0.00
     JPY   東北電力                               1 000.00          9 907.77
                                                       0.00
     JPY   東京瓦斯                                         16 903.94
                                        700.00                0.00
     JPY   東急                               1 000.00          19 715.09
                                                       0.01
     JPY   東レ                               2 700.00          17 850.42
                                                       0.01
     JPY   東ソー                                          7 442.24
                                        500.00                0.00
     JPY   ＴＯＴＯ                                          8 748.06
                                        200.00                0.00
     JPY   豊田自動織機                                         17 614.83
                                        300.00                0.00
     JPY   豊田通商                                         17 464.16
                                        500.00                0.00
     JPY   ツルハホールディングス                                         11 898.46
                                        100.00                0.00
     JPY   ユー・エス・エス                                         13 564.06
                                        700.00                0.00
     JPY   ヤクルト本社                                          5 862.48
                                        100.00                0.00
     JPY   ヤマハ                                         16 519.04
                                        300.00                0.00
     JPY   ヤマトホールディングス                               1 000.00          17 094.33
                                                       0.00
     JPY   ＺＯＺＯ                                          ▶ 735.66
                                        238.00                0.00
     日本合計                                           5 276  430.89
                                                       1.05
     ジャージー

     GBP   GLENCORE    XSTRATA    ORD  USD0.01                     23 212.00          73 230.30
                                                       0.01
     ジャージー合計                                             73 230.30
                                                       0.01
     ルクセンブルグ

     EUR   AROUNDTOWN     SA EUR0.01                        3 293.00          28 618.46
                                                       0.01
     EUR   EUROFINS    SCIENTIFI     EUR0.10                                23 121.97
                                        44.00               0.00
     ルクセンブルグ合計                                             51 740.43
                                                       0.01
     オランダ

     USD   AERCAP   HOLDINGS    EUR0.01                                  26 763.73
                                        433.00                0.01
     EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                5 943.00         569  565.19
                                                       0.11
     EUR   EXOR  NV EUR0.01                                     27 333.54
                                        357.00                0.01
     EUR   HEINEKEN    HOLDING    EUR1.6                                 35 684.55
                                        372.00                0.01
     EUR   HEINEKEN    NV EUR1.60                                    87 409.41
                                        843.00                0.02
     EUR   ING  GROEP   N.V.  EUR0.01                       13 749.00         158  327.36
                                                       0.03
     EUR   KON  KPN  NV EUR0.04                         10 055.00          30 998.25
                                                       0.01
     EUR   KONINKLIJKE      AHOLD   EUR0.01                      20 586.00         530  795.62
                                                       0.11
     EUR   KONINKLIJKE      PHILIPS    NV EUR0.20                    9 112.00         423  426.23
                                                       0.08
     USD   NXP  SEMICONDUCTORS       EUR0.20                                112  112.60
                                        970.00                0.02
     EUR   QIAGEN   NV EUR0.01                                     32 006.73
                                        747.00                0.01
     EUR   RANDSTAD    N.V.  EUR0.10                                   33 046.71
                                        567.00                0.01
     GBP
        ROYAL   DUTCH   SHELL   ‘B ’SHS  EUR0.07    (UK  LIST)            12 073.00         341  921.64
                                                       0.07
     EUR   STMICROELECTRONICS         EUR1.04                      2 164.00          53 208.39
                                                       0.01
     EUR   VOPAK(KON)     EUR0.50                                    13 605.48
                                        255.00                0.00
     EUR   WOLTERS    KLUWER   EUR0.12                        1 044.00          75 006.61
                                                       0.01
     オランダ合計                                           2 551  212.04
                                                       0.52
     注記は当財務書類と不可分のものである。

                                  86/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     パプアニューギニア

     AUD   OIL  SEARCH   LTD  PGK0.10                        6 944.00          34 945.10
                                                       0.01
     パプアニューギニア合計                                             34 945.10
                                                       0.01
     シンガポール

     USD   FLEX  LTD  COM  USD0.01                                    9 175.51
                                        773.00                0.00
     シンガポール合計                                             9 175.51
                                                       0.00
     スペイン

     EUR   ACS  ACTIVIDADES      CO EUR0.5                                34 475.05
                                        885.00                0.01
     EUR   AENA  SME  S.A.  EUR10                        1 348.00         247  767.01
                                                       0.05
     EUR   AMADEUS    IT GROUP   EUR0.01                       9 493.00         756  762.78
                                                       0.15
     EUR   BANKIA   S.A.  EUR1  (POST   CONS)                    3 749.00          7 269.02
                                                       0.00
     EUR   BCO  DE SABADELL    EUR0.125                       15 536.00          17 249.90
                                                       0.00
     EUR   CAIXABANK     SA EUR1                        253  650.00         749  247.96
                                                       0.15
     EUR   CELLNEX    TELECOM    SA EUR0.25                                39 905.30
                                        928.00                0.01
     EUR   ENAGAS   SA EUR1.50                          24 329.00         606  516.76
                                                       0.12
     EUR   ENDESA   SA EUR1.2                                     26 259.74
                                        965.00                0.01
     EUR   FERROVIAL     SA EUR0.2                         1 634.00          48 554.42
                                                       0.01
     EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD                          30 635.70
                                        896.00                0.01
     EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  62 377.00         614  039.99
                                                       0.12
     EUR   INDITEX    EUR0.03    (POST   SUBD)                     3 491.00         108  777.73
                                                       0.02
     EUR   NATURGY    ENERGY   GRO  EUR1                      24 829.00         646  084.35
                                                       0.13
     EUR   RED  ELECTRICA     CORP  EUR0.5                      14 121.00         276  364.21
                                                       0.06
     EUR   REPSOL   SA EUR1                          ▶ 708.00          74 179.97
                                                       0.01
     EUR   SIEMENS    GAMESA   RENEWABLE     ENERGY                   1 028.00          16 418.35
                                                       0.00
     EUR   TELEFONICA     SA EUR1                        15 422.00         118  213.87
                                                       0.02
     スペイン合計                                           ▶ 418  722.11
                                                       0.88
     イギリス

     GBP   3I GROUP   ORD  GBP0.738636                         1 783.00          24 700.59
                                                       0.01
     USD   AON  PLC  COM  USD0.01    CL A                               94 678.65
                                        465.00                0.02
     GBP   ASTRAZENECA      ORD  USD0.25                       2 899.00         279  664.30
                                                       0.06
     GBP   AVIVA   ORD  GBP0.25                          7 916.00          41 346.48
                                                       0.01
     GBP   BAE  SYSTEMS    ORD  GBP0.025                       7 231.00          53 631.81
                                                       0.01
     GBP   BARRATT    DEVEL   ORD  GBP0.10                      84 297.00         727  066.52
                                                       0.15
     GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                     5 090.00         201  467.80
                                                       0.04
     GBP   BRITISH    LAND  CO PLC  REIT                      3 031.00          22 566.97
                                                       0.00
     GBP   BT GROUP   ORD  GBP0.05                        18 543.00          45 946.37
                                                       0.01
     GBP   BUNZL   ORD  GBP0.32142857                                     19 167.78
                                        698.00                0.00
     USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                               43 849.74
                                        869.00                0.01
     GBP   EVRAZ   PLC  ORD  USD1                        49 920.00         239  172.91
                                                       0.05
     GBP   HALMA   ORD  GBP0.10                                     21 357.03
                                        784.00                0.00
     USD   IHS  MARKIT   LTD  COM                                  53 107.15
                                        731.00                0.01
     GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                     2 500.00          25 591.90
                                                       0.01
     GBP   ITV  ORD  GBP0.10                           9 750.00          18 299.47
                                                       0.00
     GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                                18 438.89
                                        496.00                0.00
     GBP   KINGFISHER     ORD  GBP0.157142857                        2 424.00          6 581.30
                                                       0.00
     GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    1 876.00          23 256.59
                                                       0.01
     USD   LIBERTY    GLOBAL   INC  USD0.01    A                             6 607.15
                                        293.00                0.00
     GBP   LLOYDS   BANKING    GP ORD  GBP0.1                    164  358.00         130  003.11
                                                       0.03
     GBP   MARKS   & SPENCER    GP ORD  GBP0.25                    2 814.00          7 074.16
                                                       0.00
     GBP   MEGGITT    ORD  GBP0.05                         2 543.00          21 150.65
                                                       0.00
     GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                    10 168.00          30 197.70
                                                       0.01
     GBP   NATIONAL    GRID  ORD  GBP0.12431289                      7 115.00          81 881.34
                                                       0.02
     GBP   OCADO   GROUP   PLC  ORD  GBP0.02                      1 260.00          21 594.98
                                                       0.00
     GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                     1 572.00         123  344.95
                                                       0.02
     注記は当財務書類と不可分のものである。

                                  87/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   RELX  PLC  GBP0.1444                           ▶ 299.00         104  152.97

                                                       0.02
     GBP   RENTOKIL    INITIAL    ORD  GBP0.01                     3 766.00          21 672.50
                                                       0.00
     GBP   ROLLS-ROYCE      HLDGS   ORD  GBP0.20                     ▶ 074.00          37 499.32
                                                       0.01
     GBP   SAGE  GROUP   GBP0.01051948                          2 069.00          20 173.58
                                                       0.00
     GBP   SEVERN   TRENT   ORD  GBP0.9789                                  8 471.86
                                        292.00                0.00
     GBP   SMITHS   GROUP   ORD  GBP0.375                                 20 152.96
                                        938.00                0.00
     GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                               19 741.07
                                        171.00                0.00
     GBP   SSE  PLC  ORD  GBP0.50                         2 303.00          38 726.10
                                                       0.01
     GBP   ST JAMES   ’S PLACE   ORD  GBP0.15                     1 658.00          23 344.22
                                                       0.01
     EUR   UNILEVER    EUR0.16                          20 794.00        1 233  497.58
                                                       0.25
     GBP   UNITED   UTILITIES     ▶ ORD  GBP0.05                    1 870.00          20 642.42
                                                       0.00
     GBP   WEIR  GROUP   ORD  GBP0.125                        1 113.00          20 090.54
                                                       0.00
     GBP   WHITBREAD     ORD  GBP0.76797385                        11 815.00         703  157.14
                                                       0.14
     USD   WILLIS   TOWERS   WATS  COM  USD0.000304635                               47 538.48
                                        242.00                0.01
     GBP   WPP  PLC  ORD  GBP0.10                         2 750.00          35 589.04
                                                       0.01
     イギリス合計                                           ▶ 736  196.07
                                                       0.94
     アメリカ合衆国

     USD   3M CO COM                            1 060.00         179  956.20
                                                       0.04
     USD   AFLAC   INC  COM  USD0.10                        1 479.00          81 108.36
                                                       0.02
     USD   AKAMAI   TECHNOLOGIES      INC  COM                    6 401.00         557  655.12
                                                       0.11
     USD   ALBEMARLE     CORP  COM  USD0.01                                10 787.70
                                        165.00                0.00
     USD   ALIGN   TECHNOLOGY     INC  COM                               39 382.28
                                        142.00                0.01
     USD   ALLEGHANY     CORP  DEL  COM                                10 920.56
                                        14.00               0.00
     USD   ALLIANCE    DATA  SYST  COM  USD0.01                    3 393.00         362  745.63
                                                       0.07
     USD   ALLIANT    ENERGY   CORP  COM                                25 811.00
                                        487.00                0.01
     USD   ALNYLAM    PHARMACEUTICALS       INC  COM                            23 428.00
                                        200.00                0.00
     USD   ALPHABET    INC  CAP  STK  USD0.001    CL C                         1 256  676.48
                                        963.00                0.25
     USD   ALTICE   USA  INC  COM  USD0.01    CL A                           13 020.22
                                        509.00                0.00
     USD   AMER  ELEC  PWR  INC  COM  USD6.50                               84 864.15
                                        929.00                0.02
     USD   AMERICAN    AIRLINES    COM  USD1                               6 926.34
                                        241.00                0.00
     USD   AMERICAN    WATER   WOR  COM  STK  USD0.01                             40 666.08
                                        336.00                0.01
     USD   ANSYS   INC  COM                                     37 948.81
                                        149.00                0.01
     USD   ARISTA   NETWORKS    IN COM  USD0.0001                               16 000.66
                                        82.00               0.00
     USD   ARROW   ELECTRS    INC  COM                                 17 441.16
                                        219.00                0.00
     USD   BAKER   HUGHES   COMPA   COM  USD0.0001     CL A              1 110.00          24 886.20
                                                       0.00
     USD   BERKLEY(WR)CORP       COM  USD0.20                                24 684.00
                                        363.00                0.00
     USD   BERKSHIRE     HATHAWAY    CLASS   ’B ’COM  USD0.0033                2 513.00         553  613.90
                                                       0.11
     USD   BIOMARIN    PHARMA   COM  USD0.001                                29 297.73
                                        363.00                0.01
     USD   BLACKROCK     INC  COM  STK  USD0.01                               104  920.92
                                        212.00                0.02
     USD   BOSTON   PPTYS   INC  COM  USD0.01                               39 899.52
                                        288.00                0.01
     USD   BOSTON   SCIENTIFIC     COM  USD0.01                     2 695.00         116  558.75
                                                       0.02
     USD   BROADRIDGE     FIN  SOL  COM  STK  USD0.01                             27 958.46
                                        226.00                0.01
     USD   BROWN   FORMAN   CORP  CL B                               40 963.28
                                        604.00                0.01
     USD   CABOT   OIL  & GAS  CO COM  USD0.10                               10 313.18
                                        647.00                0.00
     USD   CADENCE    DESIGN   SYS  COM  USD0.01                    10 633.00         746  968.25
                                                       0.15
     USD   CAMPBELL    SOUP  CO CAP  USD0.0375                               12 667.04
                                        272.00                0.00
     USD   CDK  GLOBAL   INC  COM  USD0.01                                 8 996.40
                                        168.00                0.00
     USD   CDW  CORP  COM  USD0.01                                   36 868.65
                                        273.00                0.01
     USD   CERNER   CORP  COM                                    41 450.61
                                        579.00                0.01
     USD   CHENIERE    ENERGY   INC  COM  NEW                              30 148.92
                                        498.00                0.01
     USD   CINCINNATI     FINL  CORP  COM                               26 227.25
                                        245.00                0.01
     USD   CINTAS   CORP  COM                                    41 129.60
                                        160.00                0.01
     USD   CLOROX   CO DEL  COM                                   35 871.66
                                        242.00                0.01
     USD   CME  GROUP   INC  COM  STK  USD0.01    CLASS   ’A ’                       138  059.13
                                        681.00                0.03
     USD   CMS  ENERGY   CORP  COM                                  33 102.00
                                        540.00                0.01
     USD   COCA-COLA     CO COM  USD0.25                       7 830.00         418  122.00
                                                       0.08
     注記は当財務書類と不可分のものである。

                                  88/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   COGNEX   CORP  COM                                    13 648.96

                                        272.00                0.00
     USD   COLGATE-PALMOLIVE        COM  USD1                     1 487.00         100  848.34
                                                       0.02
     USD   CONSTELLATION      BRDS  CLASS   ’A ’COM  USD0.01                          62 888.28
                                        338.00                0.01
     USD   COPART   INC  COM                                    37 113.00
                                        417.00                0.01
     USD   COSTAR   GROUP   INC  COM                                 40 448.76
                                        66.00               0.01
     USD
        COTY  INC  COM  USD0.01    CL  ‘A ’                             6 993.24
                                        606.00                0.00
     USD   CSX  CORP  COM  USD1                         1 461.00         104  519.94
                                                       0.02
     USD   DEERE   & CO COM  USD1                                  100  661.95
                                        599.00                0.02
     USD   DEVON   ENERGY   CORP  NEW  COM                               14 491.18
                                        662.00                0.00
     USD   DEXCOM   INC  COM                                    39 324.63
                                        173.00                0.01
     USD   DIGITAL    REALTY   TRU  COM  STK  USD0.01                             39 792.55
                                        329.00                0.01
     USD   DISCOVERY     INC  COM  USD0.01    SER  A                24 606.00         810  521.64
                                                       0.16
     USD   DISCOVERY     INC  COM  USD0.01    SER  C                           25 423.16
                                        833.00                0.01
     USD   DOMINION    ENERGY   IN COM  STK  NPV                  1 573.00         130  732.03
                                                       0.03
     USD   DROPBOX    INC  COM  USD0.00001     CL A                            5 547.00
                                        300.00                0.00
     USD   DUKE  ENERGY   CORP  COM  USD0.001    (POST   REV  SPLT)            1 479.00         130  403.43
                                                       0.03
     USD   ECOLAB   INC  COM                                    91 468.30
                                        490.00                0.02
     USD   EDWARDS    LIFESCIENCES      CORP  COM                             94 546.84
                                        386.00                0.02
     USD   EOG  RESOURCES     INC  COM  USD0.01                     1 093.00          77 493.70
                                                       0.02
     USD   EPAM  SYS  INC  COM  USD0.001                                 14 617.65
                                        69.00               0.00
     USD   EQUIFAX    INC  COM                                    34 072.16
                                        244.00                0.01
     USD   EQUITY   LIFESTYLE     PPTYS   INC                               26 372.48
                                        356.00                0.01
     USD   EQUITY   RESIDENTIAL      SBI  USD0.01                               66 378.00
                                        780.00                0.01
     USD   ERIE  INDTY   CO CL A                                  ▶ 740.40
                                        28.00               0.00
     USD   ESSEX   PROP  TRUST   COM  USD0.0001                               35 900.70
                                        115.00                0.01
     USD   EXACT   SCIENCES    CORP  COM                                23 330.88
                                        288.00                0.00
     USD   EXPEDTRS    INTL  WASH  COM  USD0.01                    7 660.00         572  661.60
                                                       0.11
     USD   } M C CORP  COM  NEW                                  20 963.44
                                        214.00                0.00
     USD   F5 NETWORK    INC  COM  STK  NPV                               20 399.40
                                        140.00                0.00
     USD   FACTSET    RESH  SYS  INC  COM                               13 242.15
                                        51.00               0.00
     USD   FASTENAL    COM  USD0.01                         1 044.00          37 082.88
                                                       0.01
     USD   FIDELITY    NATL  FINL  FNF  GROUP   COM  USD0.0001                          27 434.88
                                        576.00                0.01
     USD   FLIR  SYS  INC  COM                                   10 765.56
                                        201.00                0.00
     USD   FLOWSERVE     CORP  COM                                   9 009.50
                                        185.00                0.00
     USD   FORTINET    INC  COM  USD0.001                                 32 163.66
                                        306.00                0.01
     USD   FORTIVE    CORP  COM  USD0.01                                 39 332.65
                                        545.00                0.01
     USD   FRANKLIN    RES  INC  COM                                 12 425.48
                                        452.00                0.00
     USD   GALLAGHER     ARTHUR   J & CO COM                              37 121.46
                                        398.00                0.01
     USD   GAP  INC  DEL  COM                                    11 793.10
                                        710.00                0.00
     USD   GARTNER    INC  COM                                    28 401.42
                                        177.00                0.01
     USD   GEN  DYNAMICS    CORP  COM  USD1                               85 963.02
                                        473.00                0.02
     USD   GEN  ELEC  CO COM  USD0.06                       16 838.00         189  764.26
                                                       0.04
     USD   GRUBHUB    INC  COM  USD0.0001                                  5 778.08
                                        134.00                0.00
     USD   HANESBRANDS      INC  COM                       5 467.00          82 387.69
                                                       0.02
     USD   HARLEY   DAVIDSON    INC  COM                                8 694.82
                                        239.00                0.00
     USD   HEICO   CORP  NEW  CL A                                 10 646.64
                                        106.00                0.00
     USD   HEICO   CORP  NEW  COM                                   8 053.18
                                        62.00               0.00
     USD   HENRY   JACK  & ASSOC   COM  USD0.01                               22 031.30
                                        145.00                0.00
     USD   HONEYWELL     INTL  INC  COM                      1 418.00         253  183.90
                                                       0.05
     USD   HUNT  J B TRANS   SVCS  INC  COM                              16 533.66
                                        143.00                0.00
     USD   IAC  INTERACTIVECOR       COM  USD0.001                               34 073.10
                                        153.00                0.01
     USD   IDEX  CORP  COM                                     23 109.08
                                        142.00                0.00
     USD   IDEXX   LABORATORIES      COM  USD0.10                               35 724.36
                                        142.00                0.01
     USD   ILLINOIS    TOOL  WKS  COM  NPV                               110  873.88
                                        636.00                0.02
     USD   ILLUMINA    INC  COM  USD0.01                                 88 209.00
                                        275.00                0.02
     USD   INCYTE   CORPORATION      COM  USD0.001                               34 274.24
                                        364.00                0.01
     USD   INTERCONTINENTAL        E COM  USD0.01                    1 086.00         102  268.62
                                                       0.02
     注記は当財務書類と不可分のものである。

                                  89/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   INTERNATIONAL      FLAVORS&FRAGRANC        COM                           23 867.87

                                        169.00                0.00
     USD   INTERPUBLIC      GROUP   COM  USD0.10                               21 929.60
                                        979.00                0.00
     USD   INTUITIVE     SURGICAL    COM  USD0.001                              129  845.10
                                        219.00                0.03
     USD   INVITATION     HOMES   I COM  USD0.01                    1 042.00          31 812.26
                                                       0.01
     USD   IONIS   PHARMACEUTIC      COM  USD0.001                               20 787.00
                                        325.00                0.00
     USD   IPG  PHOTONICS     CORP  COM  USD0.0001                               7 388.68
                                        52.00               0.00
     USD   JOHNSON    & JOHNSON    COM  USD1                     5 478.00         753  170.22
                                                       0.15
     USD   JP MORGAN   CHASE   & COM  USD1                     7 091.00         934  310.16
                                                       0.19
     USD   JUNIPER    NETWORKS    COM  USD0.00001                     15 959.00         399  932.54
                                                       0.08
     USD   KRAFT   HEINZ   CO COM  USD0.01                      1 320.00          40 260.00
                                                       0.01
     USD   LAMB  WESTON   HLDGS   COM  USD1.00    WI                           26 285.74
                                        313.00                0.01
     USD   LEGGETT    & PLATT   IN COM  USD0.01                               15 696.00
                                        300.00                0.00
     USD   LEIDOS   HLDGS   INC  COM  USD0.0001                               26 979.48
                                        297.00                0.01
     USD   LENNOX   INTL  INC  COM                                  11 769.10
                                        46.00               0.00
     USD
        LIBERTY    BROADBAND     COM  USD0.01    CL  ‘C ’                        21 747.18
                                        182.00                0.00
     USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER  A SIRIUSXM                         7 402.40
                                        152.00                0.00
     USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER  C SIRIUSXM                        14 067.90
                                        290.00                0.00
     USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER  C FORMULA                        14 113.17
                                        313.00                0.00
     USD   LIVE  NATION   INC  COM                                  16 963.83
                                        243.00                0.00
     USD   LOCKHEED    MARTIN   CORP  COM                               190  431.61
                                        487.00                0.04
     USD   LOEWS   CORP  COM                                    31 354.40
                                        616.00                0.01
     USD   LYONDELLBASELL       IND  COM  USD0.01                               50 897.00
                                        550.00                0.01
     USD   M & T BANK  CORP  COM  USD0.50                                41 020.26
                                        249.00                0.01
     USD   MARKEL   CORP  COM                                    24 982.10
                                        22.00               0.00
     USD   MARKETAXESS      HLDGS   INC  COM                               30 690.32
                                        76.00               0.01
     USD   MARSH   & MCLENNAN    COM  USD1                               102  450.36
                                        948.00                0.02
     USD   MARTIN   MARIETTA    M. COM  USD0.01                               34 892.00
                                        130.00                0.01
     USD   MAXIM   INTEGRATED     COM  USD0.001                               31 565.19
                                        557.00                0.01
     USD   METTLER    TOLEDO   INTERNATIONAL      COM                            29 495.81
                                        41.00               0.01
     USD   MONGODB    INC  COM  USD0.001    CL A                            14 870.00
                                        100.00                0.00
     USD   MONSTER    BEV  CORP  USD0.005(NEW)                                 46 539.96
                                        778.00                0.01
     USD   MOODYS   CORP  COM  USD0.01                                  75 254.44
                                        332.00                0.01
     USD   MYLAN   NV EUR0.01                           1 089.00          20 451.42
                                                       0.00
     USD   NASDAQ   INC  COM  STK  USD0.01                                18 130.40
                                        173.00                0.00
     USD   NEWS  CORP  NEW  COM  USD0.01    CL ’A ’                           7 843.92
                                        609.00                0.00
     USD   NEXTERA    ENERGY   INC  COM  USD0.01                              215  348.22
                                        921.00                0.04
     USD   NORDSTROM     INC  COM  NPV                                 14 809.96
                                        388.00                0.00
     USD   OKTA  INC  COM  USD0.0001     CL A                             25 956.00
                                        200.00                0.01
     USD   PAYCOM   SOFTWARE    IN COM  USD0.01                               28 788.24
                                        104.00                0.01
     USD   PEOPLE   ’S UNITED   FINANCIAL     INC  COM  STK  USD0.01             1 106.00          18 249.00
                                                       0.00
     USD   PEPSICO    INC  CAP  USD0.016666                       2 711.00         368  235.13
                                                       0.07
     USD   PERKINELMER      INC  COM  USD1                                20 995.40
                                        226.00                0.00
     USD
        PHILIP   MORRIS   INTL  COM  STK  NPV  ‘WI ’              2 992.00         248  126.56
                                                       0.05
     USD   PIONEER    NATURAL    RE COM  STK  USD0.01                             40 525.28
                                        317.00                0.01
     USD   POLARIS    INC  COM  USD0.01                                  7 522.90
                                        77.00               0.00
     USD   PPG  INDS  INC  COM                                   64 677.68
                                        502.00                0.01
     USD   PROGRESSIVE      CP(OH)   COM  USD1                    1 124.00          82 108.20
                                                       0.02
     USD   PTC  INC  COM  USD0.01                                    12 792.20
                                        167.00                0.00
     USD   PUBLIC   STORAGE    COM  USD0.10                                56 251.56
                                        267.00                0.01
     USD   PULTE   GROUP   INC  COM  USD0.01                     18 294.00         725  357.10
                                                       0.14
     USD   QORVO   INC  COM  USD  0.0001                                 28 449.33
                                        273.00                0.01
     USD
        RALPH   LAUREN   CORP  CLASS   ‘A ’ COM  USD0.01                          7 084.44
                                        66.00               0.00
     USD   REALTY   INCOME   CORP                                   53 641.00
                                        700.00                0.01
     USD   RESMED   INC  COM  USD0.004                                  46 226.40
                                        309.00                0.01
     USD   ROKU  INC  COM  USD0.0001     CLASS   A                            23 253.65
                                        145.00                0.00
     USD   ROLLINS    INC  COM                                    8 711.55
                                        243.00                0.00
     USD   ROPER   TECHNOLOGIES      COM  USD0.01                               72 434.37
                                        201.00                0.01
     注記は当財務書類と不可分のものである。

                                  90/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   S&P  GLOBAL   INC  COM  USD1                                124  385.50

                                        470.00                0.02
     USD   SABRE   CORP  COM  USD0.01                                   8 770.13
                                        391.00                0.00
     USD   SAREPTA    THERA   INC  COM  USD0.0001                               14 623.70
                                        130.00                0.00
     USD   SEATTLE    GENETICS    I COM  USD0.001                               28 884.00
                                        240.00                0.01
     USD   SEMPRA   ENERGY   COM  NPV                                 78 347.64
                                        532.00                0.02
     USD   SHERWIN-WILLIAMS        COM  USD1                               92 134.54
                                        158.00                0.02
     USD   SMITH   A O COM                                     10 502.80
                                        217.00                0.00
     USD   SNAP  INC  COM  USD0.00001     CL A                  1 642.00          25 040.50
                                                       0.00
     USD   SOUTHERN    CO COM                         1 985.00         123  050.15
                                                       0.02
     USD   SPLUNK   INC  COM  USD0.001                                  43 423.02
                                        291.00                0.01
     USD   SPRINT   CORPORATION      COM  USD0.01                    1 208.00          7 151.36
                                                       0.00
     USD   SS&C  TECH  HLDGS   COM  USD0.01                                21 497.90
                                        358.00                0.00
     USD   STRYKER    CORP  COM  USD0.10                                 133  773.58
                                        653.00                0.03
     USD   SUN  COMMUNITIES      COM  USD0.01                                28 165.41
                                        171.00                0.01
     USD   SVB  FINL  GROUP   COM                                  23 868.19
                                        103.00                0.00
     USD   SYNOPSYS    INC  COM  USD0.01                                 106  203.12
                                        753.00                0.02
     USD   TAKE  TWO  INTERACTI     COM  USD0.01                    5 151.00         625  073.85
                                                       0.12
     USD   TARGA   RESOURCES     CO COM  USD0.001                               13 296.92
                                        364.00                0.00
     USD   TRANSUNION     COM  USD0.01                                  25 634.07
                                        297.00                0.01
     USD   TRIMBLE    INC  COM  NPV                                  16 049.88
                                        396.00                0.00
     USD   TRIPADVISOR      INC  COM  USD0.001                                ▶ 657.60
                                        164.00                0.00
     USD   TWILIO   INC  COM  USD0.001    CL A                             26 026.56
                                        252.00                0.01
     USD   UDR  INC                                       27 580.70
                                        574.00                0.01
     USD   UNDER   ARMOUR   INC  COM  STK  USD0.000333      CL A                       5 496.99
                                        291.00                0.00
     USD   UNDER   ARMOUR   INC  COM  STK  USD0.0003333      CL C                       5 639.80
                                        326.00                0.00
     USD   UNITED   PARCEL   SERVICE    INC  CL B                 1 353.00         161  994.69
                                                       0.03
     USD   UTD  TECHNOLOGIES      COM  USD1                     1 582.00         234  673.88
                                                       0.05
     USD
        VEEVA   SYSTEMS    INC  COM  USD0.00001     CL  ‘A ’                       35 654.02
                                        239.00                0.01
     USD   VERISIGN    INC  COM                                   36 622.08
                                        192.00                0.01
     USD   VERISK   ANALYTICS     I CL A USD0.001                              43 211.64
                                        293.00                0.01
     USD   VERTEX   PHARMACEUTI      COM  USD0.01                              102  448.50
                                        462.00                0.02
     USD
        VMWARE   INC  COM  STK  USD0.01    CLASS   ‘A ’                        26 611.02
                                        171.00                0.01
     USD   VORNADO    REALTY   TR COM  USD0.04                               18 337.88
                                        284.00                0.00
     USD   VULCAN   MATERIALS     COM  STK  USD1                              38 588.64
                                        272.00                0.01
     USD   W P CAREY   INC  COM  USD0.001                                 30 281.46
                                        363.00                0.01
     USD   WABTEC   CORP  COM                                    26 006.67
                                        331.00                0.01
     USD   WATERS   CORP  COM                                    31 756.01
                                        143.00                0.01
     USD   WAYFAIR    INC  COM  USD0.001    A                              7 642.80
                                        90.00               0.00
     USD   WEC  ENERGY   GROUP   COM  USD0.01                               51 948.90
                                        586.00                0.01
     USD   WELLCARE    HEALTH   PL COM  USD0.01                               32 207.00
                                        100.00                0.01
     USD   WESTERN    UN CO COM                        10 281.00         276  353.28
                                                       0.06
     USD   XCEL  ENERGY   INC  COM                       1 005.00          61 797.45
                                                       0.01
     USD   ZAYO  GROUP   HOLDING    COM  USD0.001                               13 045.44
                                        381.00                0.00
     USD   ZEBRA   TECHNOLOGIES      CORP  CL A                             28 105.28
                                        112.00                0.01
     USD   ZILLOW   GROUP   INC  COM  USD0.0001     CLASS   C WI                        7 947.45
                                        203.00                0.00
     USD
        ZOETIS   INC  COM  USD0.01    CL  ‘A ’                           109  673.20
                                        910.00                0.02
     アメリカ合衆国合計                                           17 857  618.20
                                                       3.56
     無記名株式合計                                           54 690  532.65

                                                       10.90
     その他の株式

     アメリカ合衆国

     USD   CAMDEN   PROP  TST  SBI  USD0.01                                22 533.10
                                        202.00                0.00
     アメリカ合衆国合計                                             22 533.10
                                                       0.00
     その他の株式合計                                             22 533.10

                                                       0.00
     注記は当財務書類と不可分のものである。

                                  91/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     優先株式

     ドイツ

     EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                             7 285.98
                                        118.00                0.00
     EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                            7 434.17
                                        172.00                0.00
     EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                6 867.00         725  960.62
                                                       0.15
     EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                           36 517.83
                                        493.00                0.01
     EUR   SARTORIUS     AG NON  VTG  PRF  NPV                              21 303.67
                                        101.00                0.00
     EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   2 776.00         537  112.27
                                                       0.11
     ドイツ合計                                           1 335  614.54
                                                       0.27
     優先株式合計                                           1 335  614.54

                                                       0.27
     記名株式

     アルゼンチン

     USD   MERCADOLIBRE      INC  COM  STK  USD0.001                              45 285.24
                                        78.00               0.01
     アルゼンチン合計                                             45 285.24
                                                       0.01
     オーストラリア

     AUD   BENDIGO    & ADELAIDE    NPV                      2 357.00          15 990.58
                                                       0.00
     AUD   BHP  GROUP   LTD  NPV                        14 602.00         377  589.79
                                                       0.08
     GBP   BHP  GROUP   PLC  ORD  USD0.50                      ▶ 414.00          97 632.60
                                                       0.02
     AUD   COLES   GROUP   LTD  NPV                       68 287.00         751  038.45
                                                       0.15
     オーストラリア合計                                           1 242  251.42
                                                       0.25
     ベルギー

     EUR   AGEAS   NPV                                      42 289.03
                                        704.00                0.01
     EUR   KBC  GROUP   NV NPV                                   61 768.29
                                        847.00                0.01
     EUR   TELENET    GRP  HLDG  NPV                                  5 509.82
                                        122.00                0.00
     EUR   UCB  NPV                                       34 227.26
                                        422.00                0.01
     ベルギー合計                                            143  794.40
                                                       0.03
     バミューダ

     USD   ARCH  CAPITAL    GROUP   COM  USD0.01                               35 884.35
                                        855.00                0.01
     USD   EVEREST    RE GROUP   COM  USD0.01                               23 599.62
                                        87.00               0.00
     USD   RENAISSANCE      RE HLG  COM  USD1                               11 676.46
                                        62.00               0.00
     バミューダ合計                                             71 160.43
                                                       0.01
     カナダ

     USD   LULULEMON     ATHLETIC    COM  STK  USD0.01                             46 492.14
                                        206.00                0.01
     カナダ合計                                             46 492.14
                                                       0.01
     フィンランド

     EUR   ELISA   CORPORATION      EUR0.50                                 27 331.92
                                        511.00                0.01
     EUR   FORTUM   OYJ  EUR3.40                          ▶ 223.00          99 597.82
                                                       0.02
     EUR   NESTE   OIL  OYJ  NPV                        20 965.00         709  199.16
                                                       0.14
     EUR   NOKIA   OYJ  NPV                          20 005.00          70 837.71
                                                       0.01
     EUR   NOKIAN   RENKAAT    OYJ  NPV                                16 708.27
                                        617.00                0.00
     EUR   ORION   CORP  SER  ’B ’NPV                                21 863.46
                                        502.00                0.01
     EUR   SAMPO   OYJ  SER  ’A ’NPV                      1 518.00          61 426.51
                                                       0.01
     EUR   STORA   ENSO  OYJ  NPV  SER  ’R ’                   1 659.00          22 316.40
                                                       0.01
     EUR   UPM-KYMMENE      CORP  NPV                       1 881.00          62 883.40
                                                       0.01
     フィンランド合計                                           1 092  164.65
                                                       0.22
     注記は当財務書類と不可分のものである。

                                  92/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     フランス

     EUR   BOLLORE    EUR0.16    (RFD  01/01/2020)
                                        11.00           46.21    0.00
     EUR   GECINA   EUR7.50                                      27 834.92
                                        161.00                0.01
     EUR   MICHELIN    (CGDE)   EUR2                                  69 642.42
                                        580.00                0.01
     フランス合計                                             97 523.55
                                                       0.02
     ドイツ

     EUR   ADIDAS   AG NPV  (REGD)                                  191  420.73
                                        614.00                0.04
     EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                          5 607.00        1 343  718.17
                                                       0.27
     EUR   AXEL  SPRINGER    SE NPV  (ASD  02/08/19    TRAVIATA)                         17 159.21
                                        249.00                0.00
     EUR   BASF  SE NPV                           3 123.00         234  910.10
                                                       0.05
     EUR   BAYER   AG NPV  (REGD)                         3 137.00         237  623.42
                                                       0.05
     EUR   BRENNTAG    AG                                     27 649.22
                                        518.00                0.00
     EUR   DAIMLER    AG ORD  NPV(REGD)                        3 118.00         176  020.83
                                                       0.03
     EUR   DELIVERY    HERO  SE NPV                                 19 740.95
                                        373.00                0.00
     EUR   DEUTSCHE    BANK  AG NPV(REGD)                       6 050.00          43 653.26
                                                       0.01
     EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                                91 815.16
                                        598.00                0.02
     EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                             16 309.64
                                        859.00                0.00
     EUR   DEUTSCHE    POST  AG NPV(REGD)                       3 457.00         128  987.53
                                                       0.03
     EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      11 276.00         189  427.94
                                                       0.04
     EUR   E.ON  SE NPV                           7 912.00          82 858.38
                                                       0.02
     EUR   EVONIK   INDUSTRIES     NPV                                 21 346.23
                                        735.00                0.00
     EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                               33 999.22
                                        183.00                0.01
     EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                   ▶ 133.00          88 352.00
                                                       0.02
     EUR   MTU  AERO  ENGINES    H NPV  (REGD)                               50 158.93
                                        185.00                0.01
     EUR   MUENCHENER     RUECKVE    NPV(REGD)                                137  347.35
                                        478.00                0.03
     EUR   SIEMENS    AG NPV(REGD)                          2 579.00         333  043.06
                                                       0.07
     EUR   SIEMENS    HEALTHINEE     NPV                      2 129.00         103  334.11
                                                       0.02
     EUR   TELEFONICA     DEUTSCH    NPV                      84 317.00         257  614.12
                                                       0.05
     GBP   TUI  AG NPV  (REGD)                          1 219.00          16 769.02
                                                       0.00
     EUR   UNIPER   SE NPV                          5 418.00         175  034.88
                                                       0.03
     EUR   UNITED   INTERNET    AG NPV(REGD)                                16 986.38
                                        501.00                0.00
     EUR   VONOVIA    SE NPV                          1 739.00          90 674.86
                                                       0.02
     ドイツ合計                                           ▶ 125  954.70
                                                       0.82
     アイルランド

     USD
        ACCENTURE     PLC  SHS  CL A ‘NEW  ’                 2 768.00         556  810.88
                                                       0.11
     USD   ALLEGION    PLC  CIM  USD0.01                                 22 925.73
                                        191.00                0.01
     USD   APTIV   PLC  COM  USD0.01                                   45 907.32
                                        489.00                0.01
     EUR   CRH  ORD  EUR0.32                           2 297.00          87 959.71
                                                       0.02
     USD   EATON   CORP  PLC  COM  USD0.01                                74 185.00
                                        802.00                0.02
     GBP   EXPERIAN    ORD  USD0.10                         1 767.00          58 580.30
                                                       0.01
     USD   JAZZ  PHARMA   PLC  COM  USD0.0001                      2 061.00         311  458.32
                                                       0.06
     EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)                          17 638.12
                                        327.00                0.00
     USD   PENTAIR    PLC  COM  USD0.01                                  16 897.35
                                        381.00                0.00
     USD   PERRIGO    CO LTD  COM  EUR0.001                                17 059.59
                                        333.00                0.00
     EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                               18 568.45
                                        523.00                0.00
     USD   STERIS   PLC  ORD  USD0.001                                  23 577.84
                                        156.00                0.01
     アイルランド合計                                           1 251  568.61
                                                       0.25
     マン島

     GBP   GVC  HLDGS   PLC  ORD  EUR0.01                                 10 167.26
                                        923.00                0.00
     マン島合計                                             10 167.26
                                                       0.00
     イタリア

     EUR   ATLANTIA    SPA  EUR1                         1 711.00          37 957.36
                                                       0.01
     EUR   DAVIDE   DE CAMPARI    EUR0.05    (POST   SUBD)                1 650.00          15 072.82
                                                       0.00
     注記は当財務書類と不可分のものである。

                                  93/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   ENEL  EUR1                            26 144.00         197  633.62

                                                       0.04
     EUR   ENI  SPA  EUR1                           46 242.00         699  227.89
                                                       0.14
     EUR   FERRARI    NV EUR0.01(NEW)                                    69 346.92
                                        410.00                0.01
     EUR   INTESA   SANPAOLO    NPV                       52 675.00         133  611.79
                                                       0.03
     EUR   MEDIOBANCA     SPA  EUR0.5                        1 784.00          19 965.44
                                                       0.00
     EUR   MONCLER    SPA  NPV                                    28 678.16
                                        654.00                0.01
     EUR   PIRELLI    & C SPA  NPV                       1 172.00          6 655.07
                                                       0.00
     EUR   PRYSMIAN    SPA  EUR0.10                                   19 185.56
                                        841.00                0.00
     EUR   RECORDATI     EUR0.125                                     15 195.31
                                        362.00                0.00
     EUR   SNAM  EUR1                            6 317.00          31 426.64
                                                       0.01
     EUR   TERNA   SPA  ORD  EUR0.22                        ▶ 262.00          27 396.81
                                                       0.01
     EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 54 075.00         748  985.32
                                                       0.15
     イタリア合計                                           2 050  338.71
                                                       0.41
     日本

     JPY   イオン                               1 500.00          30 586.25
                                                       0.01
     JPY   ＡＧＣ                                          7 296.14
                                        200.00                0.00
     JPY   味の素                               1 000.00          16 656.01
                                                       0.00
     JPY   アルフレッサ　ホールディングス                                         16 517.21
                                        800.00                0.00
     JPY   アルプスアルパイン                                          9 025.66
                                        400.00                0.00
     JPY   ＡＮＡホールディングス                                         17 016.71
                                        500.00                0.00
     JPY   アサヒグループホールディングス                              17 900.00         860  756.09
                                                       0.17
     JPY   旭化成                               2 900.00          32 559.13
                                                       0.01
     JPY   アステラス製薬                              10 300.00         175  648.34
                                                       0.03
     JPY   ブリヂストン                               1 300.00          51 935.89
                                                       0.01
     JPY   ブラザー工業                                         17 833.99
                                        900.00                0.00
     JPY   キヤノン                               2 100.00          58 104.28
                                                       0.01
     JPY   カシオ計算機                                          9 528.81
                                        500.00                0.00
     JPY   中部電力                               1 200.00          16 721.76
                                                       0.00
     JPY   中国電力                                         10 570.72
                                        800.00                0.00
     JPY   大日本印刷                                         24 055.34
                                        900.00                0.01
     JPY   大和証券グループ本社                               ▶ 100.00          20 778.92
                                                       0.00
     JPY   デンソー                               1 000.00          44 635.19
                                                       0.01
     JPY   東日本旅客鉄道                                         55 173.04
                                        600.00                0.01
     JPY   電源開発                                          9 588.17
                                        400.00                0.00
     JPY   ファミリーマート                                         16 517.22
                                        700.00                0.00
     JPY   富士フイルムホールディングス                               3 000.00         141  685.69
                                                       0.03
     JPY   富士通                                         36 347.37
                                        400.00                0.01
     JPY   浜松ホトニクス                                         16 199.43
                                        400.00                0.00
     JPY   日立製作所                               2 100.00          82 458.22
                                                       0.02
     JPY   本田技研工業                               3 500.00          98 023.01
                                                       0.02
     JPY   ＨＯＹＡ                               2 600.00         237  183.82
                                                       0.05
     JPY   国際石油開発帝石                               2 000.00          19 523.33
                                                       0.00
     JPY   伊藤忠商事                              42 600.00         928  945.30
                                                       0.19
     JPY   日本航空                                         12 426.26
                                        400.00                0.00
     JPY   日本郵政                               2 200.00          20 672.08
                                                       0.00
     JPY   日本リテールファンド投資法人                                         20 488.54
                                         9.00               0.00
     JPY   日本たばこ産業                               2 600.00          59 224.73
                                                       0.01
     JPY   ジェイ   エフ  イー  ホールディングス                       8 000.00         101  908.50
                                                       0.02
     JPY   ＪＸＴＧホールディングス                               7 000.00          31 104.01
                                                       0.01
     JPY   ＫＤＤＩ                              29 600.00         848  455.84
                                                       0.17
     JPY   キーエンス                                         136  754.63
                                        400.00                0.03
     JPY   コナミホールディングス                                          8 802.85
                                        200.00                0.00
     JPY   クボタ                               2 300.00          35 462.97
                                                       0.01
     JPY   京セラ                                         47 602.05
                                        700.00                0.01
     JPY   協和キリン                                          8 485.07
                                        400.00                0.00
     JPY   ローソン                               8 900.00         484  375.85
                                                       0.10
     注記は当財務書類と不可分のものである。

                                  94/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   ＬＩＸＩＬグループ                               1 000.00          16 893.43
                                                       0.00
     JPY   丸紅                              80 000.00         590  411.83
                                                       0.12
     JPY   マツダ                               2 000.00          17 715.28
                                                       0.00
     JPY   メディパルホールディングス                               8 800.00         188  680.48
                                                       0.04
     JPY   メルカリ                                          ▶ 408.73
                                        200.00                0.00
     JPY   三菱ケミカルホールディングス                               2 500.00          18 530.27
                                                       0.00
     JPY   三菱商事                               2 900.00          75 896.26
                                                       0.02
     JPY   三菱電機                               3 900.00          53 829.33
                                                       0.01
     JPY   三菱地所                               2 500.00          45 806.32
                                                       0.01
     JPY   三菱重工業                              15 800.00         604  240.70
                                                       0.12
     JPY   三菱マテリアル                                         16 020.45
                                        600.00                0.00
     JPY   田辺三菱製薬                              15 800.00         288  990.96
                                                       0.06
     JPY   三菱ＵＦＪフィナンシャル・グループ                              26 000.00         137  253.22
                                                       0.03
     JPY   三井物産                               3 500.00          61 987.49
                                                       0.01
     JPY   商船三井                                         10 483.06
                                        400.00                0.00
     JPY   みずほフィナンシャルグループ                              49 400.00          76 326.18
                                                       0.02
     JPY   ＭＳ＆ＡＤインシュアランスグループホールディングス                               1 100.00          35 568.44
                                                       0.01
     JPY   村田製作所                               1 200.00          69 516.94
                                                       0.01
     JPY   日本電気                                         23 970.41
                                        600.00                0.01
     JPY   ネクソン                               1 100.00          14 996.80
                                                       0.00
     JPY   日本碍子                                         13 186.01
                                        800.00                0.00
     JPY   日本特殊陶業                                         10 003.65
                                        500.00                0.00
     JPY   ニコン                                         10 965.21
                                        800.00                0.00
     JPY   任天堂                                         77 344.53
                                        200.00                0.02
     JPY   日本プロロジスリート投資法人                                         21 455.57
                                         8.00               0.01
     JPY   日本電信電話                              19 800.00         999  311.47
                                                       0.20
     JPY   日本郵船                                         10 294.95
                                        600.00                0.00
     JPY   日産自動車                               5 500.00          34 091.86
                                                       0.01
     JPY   野村ホールディングス                               7 100.00          36 352.57
                                                       0.01
     JPY   野村不動産マスターファンド投資法人                                         20 069.40
                                        11.00               0.00
     JPY   野村総合研究所                               1 000.00          21 084.83
                                                       0.01
     JPY   エヌ・ティ・ティ・データ                               1 400.00          19 074.06
                                                       0.00
     JPY   ＮＴＴドコモ                              36 900.00        1 011  877.45
                                                       0.20
     JPY   オムロン                                         23 486.44
                                        400.00                0.01
     JPY   オリックス                               1 600.00          26 189.39
                                                       0.01
     JPY   オリックス不動産投資法人                                         19 781.75
                                         9.00               0.00
     JPY   大阪瓦斯                               1 000.00          18 738.01
                                                       0.00
     JPY   大塚商会                                          8 008.40
                                        200.00                0.00
     JPY   大塚ホールディングス                                         30 515.93
                                        700.00                0.01
     JPY   パナソニック                               ▶ 900.00          46 176.60
                                                       0.01
     JPY   パーク２４                                          9 661.22
                                        400.00                0.00
     JPY   ルネサスエレクトロニクス                               1 100.00          7 161.90
                                                       0.00
     JPY   りそなホールディングス                               ▶ 300.00          18 223.27
                                                       0.00
     JPY   リコー                                          7 203.91
                                        700.00                0.00
     JPY   ローム                                         16 802.12
                                        200.00                0.00
     JPY   参天製薬                               1 000.00          18 719.75
                                                       0.00
     JPY   積水化学工業                               1 200.00          20 874.81
                                                       0.01
     JPY   セブン＆アイ・ホールディングス                               1 600.00          59 581.77
                                                       0.01
     JPY   ＳＧホールディングス                                          7 193.86
                                        300.00                0.00
     JPY   島津製作所                                         24 070.86
                                        800.00                0.01
     JPY   ソフトバンク                               3 500.00          47 493.38
                                                       0.01
     JPY   ソフトバンクグループ                               3 300.00         128  160.90
                                                       0.03
     JPY   綜合警備保障                                         10 391.74
                                        200.00                0.00
     JPY   ＳＯＭＰＯホールディングス                                         31 529.54
                                        800.00                0.01
     JPY   ソニー                               8 300.00         523  269.10
                                                       0.11
     JPY   ＳＵＢＡＲＵ                               1 400.00          36 645.97
                                                       0.01
     JPY   ＳＵＭＣＯ                                          7 720.76
                                        500.00                0.00
     JPY   住友商事                               2 500.00          37 644.96     0.01
     注記は当財務書類と不可分のものである。

                                  95/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   住友電気工業                               1 500.00          22 381.52

                                                       0.01
     JPY   三井住友フィナンシャルグループ                               2 800.00         101  992.51
                                                       0.02
     JPY   三井住友トラスト・ホールディングス                                         34 410.56
                                        900.00                0.01
     JPY   住友不動産                                         20 896.72
                                        600.00                0.01
     JPY   武田薬品工業                               3 200.00         130  179.89
                                                       0.03
     JPY   ＴＤＫ                                         21 020.91
                                        200.00                0.00
     JPY   東京海上ホールディングス                               1 400.00          76 091.68
                                                       0.02
     JPY   東京電力ホールディングス                               1 300.00          5 698.11
                                                       0.00
     JPY   東京エレクトロン                                         61 912.15
                                        300.00                0.01
     JPY   東急不動産ホールディングス                               1 500.00          10 286.73
                                                       0.00
     JPY   凸版印刷                                         11 927.68
                                        600.00                0.00
     JPY   東芝                               1 000.00          35 887.13
                                                       0.01
     JPY   トヨタ自動車                               ▶ 800.00         334  785.86
                                                       0.07
     JPY   トレンドマイクロ                                         16 190.30
                                        300.00                0.00
     JPY   ユニ・チャーム                                         29 463.06
                                        900.00                0.01
     JPY   ユナイテッド・アーバン投資法人                                         19 450.28
                                        10.00               0.00
     JPY   西日本旅客鉄道                                         26 400.33
                                        300.00                0.01
     JPY   ヤマハ発動機                                          8 353.57
                                        400.00                0.00
     JPY   安川電機                                         18 354.49
                                        500.00                0.00
     JPY   横河電機                                         16 461.51
                                        900.00                0.00
     JPY   横浜ゴム                                         10 295.86
                                        500.00                0.00
     JPY   Ｚホールディングス                               2 400.00          8 262.26
                                                       0.00
     日本合計                                           11 720  222.01
                                                       2.34
     ルクセンブルグ

     EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 2 622.00          44 891.72
                                                       0.01
     EUR   TENARIS    S.A.  USD1                         1 490.00          15 857.02
                                                       0.00
     ルクセンブルグ合計                                             60 748.74
                                                       0.01
     オランダ

     EUR   ADYEN   NV EUR0.01                                     25 331.79
                                        33.00               0.00
     EUR   AEGON   NV EUR0.12                           5 706.00          25 744.55
                                                       0.01
     EUR   ASML  HOLDING    NV EUR0.09                       1 438.00         391  628.08
                                                       0.08
     EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                     3 191.00          34 226.96
                                                       0.01
     EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      3 419.00          50 590.57
                                                       0.01
     EUR   KONINKLIJKE      DSM  NV EUR1.5                                77 067.66
                                        601.00                0.02
     EUR   NN GROUP   N.V.  EUR0.12                        1 072.00          41 180.43
                                                       0.01
     EUR   PROSUS   N.V.  EUR0.05                         1 547.00         105  533.03
                                                       0.02
     GBP
        ROYAL   DUTCH   SHELL   PLC  ‘A ’SHS  EUR0.07                9 586.00         274  152.75
                                                       0.05
     オランダ合計                                           1 025  455.82
                                                       0.21
     ポルトガル

     EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                      51 358.00         207  822.30
                                                       0.04
     EUR   GALP  ENERGIA    EUR1-B                         1 748.00          28 476.52
                                                       0.01
     EUR   JERONIMO    MARTINS    EUR5                       1 127.00          18 011.93
                                                       0.00
     ポルトガル合計                                            254  310.75
                                                       0.05
     南アフリカ

     GBP   MONDI   ORD  EUR0.20                                     19 765.40
                                        912.00                0.00
     南アフリカ合計                                             19 765.40
                                                       0.00
     スペイン

     EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                      77 313.00         301  512.67
                                                       0.06
     EUR   BANKINTER     SA EUR0.3(REGD)                         2 696.00          18 870.13
                                                       0.01
     EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                      56 605.00         298  426.20
                                                       0.06
     EUR   MAPFRE   SA EUR0.10                          6 475.00          18 269.56
                                                       0.00
     スペイン合計                                            637  078.56
                                                       0.13
     注記は当財務書類と不可分のものである。

                                  96/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     スウェーデン

     USD   AUTOLIV    INC  COM                                    17 651.52
                                        216.00                0.00
     スウェーデン合計                                             17 651.52
                                                       0.00
     スイス

     USD   CHUBB   LIMITED    ORD  CHF24.15                                135  271.64
                                        893.00                0.03
     GBP   COCA-COLA     HBC  AG ORD  CHF6.70                               17 480.31
                                        524.00                0.00
     USD   GARMIN   LTD  COM  CHF10.00                        3 553.00         347  092.57
                                                       0.07
     USD   TE CONNECTIVITY      LT COM  CHF0.57                               64 340.74
                                        694.00                0.01
     スイス合計                                            564  185.26
                                                       0.11
     アラブ首長国連邦

     GBP   NMC  HEALTH   PLC  ORD  GBP0.1                                 7 302.13
                                        225.00                0.00
     アラブ首長国連邦合計                                             7 302.13
                                                       0.00
     イギリス

     GBP   ADMIRAL    GROUP   ORD  GBP0.001                                 7 169.35
                                        259.00                0.00
     USD   AMCOR   PLC  ORD  USD0.01                        2 600.00          26 676.00
                                                       0.01
     GBP   ANGLO   AMERICAN    USD0.54945                        1 983.00          51 979.94
                                                       0.01
     GBP   ANTOFAGASTA      ORD  GBP0.05                       1 773.00          19 906.50
                                                       0.00
     GBP   ASHTEAD    GROUP   ORD  GBP0.10                                 25 685.68
                                        845.00                0.01
     GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                               28 444.89
                                        856.00                0.01
     GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                     2 829.00          20 565.33
                                                       0.00
     GBP   BARCLAYS    ORD  GBP0.25                        88 268.00         195  855.21
                                                       0.04
     GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                     2 236.00         132  639.32
                                                       0.03
     GBP   BP ORD  USD0.25                           44 801.00         278  276.35
                                                       0.06
     GBP   BURBERRY    GROUP   ORD  GBP0.0005                                26 698.15
                                        981.00                0.01
     USD   CAPRI   HOLDINGS    LTD  COM  NPV                               15 747.36
                                        424.00                0.00
     GBP   CARNIVAL    PLC  ORD  USD1.66                                 15 821.16
                                        376.00                0.00
     GBP   CENTRICA    ORD  GBP0.061728395                         7 338.00          7 614.24
                                                       0.00
     GBP   COMPASS    GROUP   ORD  GBP0.1105                      8 612.00         211  040.14
                                                       0.04
     GBP   CRODA   INTL  ORD  GBP0.10609756                                  15 653.16
                                        243.00                0.00
     GBP   DIAGEO   ORD  GBP0.28    101/108                      5 214.00         213  457.38
                                                       0.04
     GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  2 305.00          9 105.55
                                                       0.00
     GBP   EASYJET    ORD  GBP0.27285714                                    8 065.08
                                        466.00                0.00
     GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                               43 039.79
                                        495.00                0.01
     GBP   G4S  ORD  GBP0.25                           2 897.00          7 835.54
                                                       0.00
     GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     10 595.00         240  379.25
                                                       0.05
     GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                          18 307.75
                                        763.00                0.00
     GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  44 912.00         334  793.84
                                                       0.07
     GBP   IMPERIAL    BRANDS   PL GBP0.10                      15 672.00         345  268.13
                                                       0.07
     GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                               21 178.33
                                        327.00                0.01
     GBP   INTERTEK    GROUP   ORD  GBP0.01                                19 050.31
                                        267.00                0.00
     GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                    11 771.00          42 769.24
                                                       0.01
     USD   LIBERTY    GLOBAL   INC  USD0.01    C                             17 157.00
                                        798.00                0.00
     USD   LINDE   PLC  COM  EUR0.001                        1 053.00         217  139.13
                                                       0.04
     GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                               55 822.49
                                        628.00                0.01
     GBP   M&G  PLC  ORD  GBP0.05                         ▶ 765.00          14 545.92
                                                       0.00
     GBP   MICRO   FOCUS   INTL  ORD  GBP0.10                               12 894.44
                                        880.00                0.00
     GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    30 727.00          78 815.08
                                                       0.02
     GBP   NEXT  ORD  GBP0.10                                     24 213.88
                                        277.00                0.01
     GBP   PEARSON    ORD  GBP0.25                         1 780.00          14 887.51
                                                       0.00
     GBP   PERSIMMON     ORD  GBP0.10                        ▶ 402.00         145  652.19
                                                       0.03
     GBP   PRUDENTIAL     ORD  GBP0.05                        5 384.00          95 862.27
                                                       0.02
     GBP   RIO  TINTO   ORD  GBP0.10                        2 502.00         135  974.70
                                                       0.03
     GBP   ROYAL   BK SCOT  GRP  ORD  GBP1  (POST   CONS)               10 058.00          29 428.68
                                                       0.01
     GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                     2 174.00          15 505.75
                                                       0.00
     注記は当財務書類と不可分のものである。

                                  97/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   SAINSBURY(J)      ORD  GBP0.28571428                      120  440.00         333  856.13

                                                       0.07
     GBP   SCHRODERS     VTG  SHS  GBP1                                 12 417.72
                                        291.00                0.00
     GBP   SMITH   & NEPHEW   ORD  USD0.20                      5 150.00         115  311.00
                                                       0.02
     GBP   STANDARD    CHARTERED     ORD  USD0.50                    6 757.00          60 954.01
                                                       0.01
     GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                     5 146.00          21 093.97
                                                       0.01
     GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      6 153.00          13 868.39
                                                       0.00
     USD   TECHNIPFMC     PLC  COM  USD1                      34 662.00         653  032.08
                                                       0.13
     GBP   TESCO   ORD  GBP0.05                          19 990.00          59 316.11
                                                       0.01
     GBP   UNILEVER    PLC  ORD  GBP0.031111                      15 259.00         903  583.51
                                                       0.18
     GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             105  983.00         210  239.71
                                                       0.04
     イギリス合計                                           5 624  594.64
                                                       1.12
     アメリカ合衆国

     USD   ABBOTT   LABS  COM                         3 412.00         291  555.40
                                                       0.06
     USD   ABBVIE   INC  COM  USD0.01                        ▶ 521.00         396  627.33
                                                       0.08
     USD   ABIOMED    INC  COM                                    12 555.52
                                        64.00               0.00
     USD   ACTIVISION     BLIZZAR    COM  STK  USD0.000001                  1 470.00          80 600.10
                                                       0.02
     USD   ACUITY   BRANDS   INC  COM  STK  USD0.01                              6 539.00
                                        50.00               0.00
     USD   ADOBE   INC  COM  USD0.0001                                  291  886.79
                                        943.00                0.06
     USD   ADVANCE    AUTO  PARTS   COM  USD0.0001                               24 504.48
                                        156.00                0.00
     USD   ADVANCED    MICRO   DEV  COM  USD0.01                    1 959.00          76 694.85
                                                       0.02
     USD   AES  CORP  COM                           8 871.00         167  750.61
                                                       0.03
     USD   AGILENT    TECHNOLOGIES      INC  COM                              44 504.27
                                        551.00                0.01
     USD   AGNC  INV  CORP  COM  USD0.01                      40 145.00         695  311.40
                                                       0.14
     USD   AIR  PRODS   & CHEMS   COM  USD1                               98 549.61
                                        417.00                0.02
     USD   ALEXANDRIA     REAL  ESTATE   EQ INC  COM                           36 079.44
                                        222.00                0.01
     USD   ALEXION    PHARMACEUT     COM  USD0.0001                    2 582.00         294  193.08
                                                       0.06
     USD   ALLERGAN    PLC  COM  USD0.0001                                 112  628.46
                                        609.00                0.02
     USD   ALLSTATE    CORP  COM                        1 735.00         193  192.25
                                                       0.04
     USD   ALLY  FINANCIAL     INC  COM  USD0.01                    6 222.00         198  108.48
                                                       0.04
     USD   ALPHABET    INC  CAP  STK  USD0.001    CL A                         1 182  809.63
                                        907.00                0.24
     USD   ALTRIA   GROUP   INC  COM  USD0.333333                     3 621.00         179  963.70
                                                       0.04
     USD   AMAZON   COM  INC  COM  USD0.01                      1 229.00        2 213  183.20
                                                       0.44
     USD   AMER  EXPRESS    CO COM  USD0.20                      1 393.00         167  327.16
                                                       0.03
     USD   AMER  FINL  GP OHIO  COM  NPV                               87 768.00
                                        800.00                0.02
     USD   AMER  INTL  GRP  COM  USD2.50                      1 794.00          94 472.04
                                                       0.02
     USD   AMER  TOWER   CORP  COM  NEW  USD0.01                              182  139.53
                                        851.00                0.04
     USD   AMEREN   CORP  COM                                    32 853.86
                                        442.00                0.01
     USD   AMERIPRISE     FINL  INC  COM                      ▶ 969.00         814  270.03
                                                       0.16
     USD   AMERISOURCEBERGEN        COM  STK  USD0.01                   2 221.00         195  248.11
                                                       0.04
     USD   AMETEK   INC  COM  USD0.01                                  41 683.21
                                        421.00                0.01
     USD   AMGEN   INC  COM  USD0.0001                        5 379.00        1 262  558.88
                                                       0.25
     USD   AMPHENOL    CORP  NEW  CL A                               58 240.00
                                        560.00                0.01
     USD   ANALOG   DEVICES    INC  COM                                82 792.35
                                        733.00                0.02
     USD   ANNALY   CAPITAL    MAN  COM  USD0.01                    2 883.00          26 898.39
                                                       0.01
     USD   ANTHEM   INC  COM  USD0.01                                  142  020.72
                                        492.00                0.03
     USD   APACHE   CORP  COM  USD0.625                                  20 141.12
                                        904.00                0.00
     USD   APPLE   INC  COM  NPV                        18 007.00        ▶ 812  370.75
                                                       0.96
     USD   APPLIED    MATLS   INC  COM                      1 830.00         105  957.00
                                                       0.02
     USD   ARAMARK    COM  USD0.01                                    16 103.16
                                        369.00                0.00
     USD   ARCHER   DANIELS    MIDLAND    CO COM                   8 224.00         353  056.32
                                                       0.07
     USD   ARCONIC    INC  COM  USD1.00                                  20 712.24
                                        669.00                0.00
     USD   ASSURANT    INC  COM                                   12 755.52
                                        96.00               0.00
     USD   AT&T  INC  COM  USD1                        13 998.00         523  245.24
                                                       0.10
     USD   ATHENE   HOLDING    LTD  COM  USD0.001    CL A              10 318.00         464  516.36
                                                       0.09
     USD   ATMOS   ENERGY   CORP  COM                                 25 349.52
                                        237.00                0.01
     USD   AUTO  DATA  PROCESS    COM  USD0.10                               130  134.36
                                        762.00                0.03
     注記は当財務書類と不可分のものである。

                                  98/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   AUTODESK    INC  COM  USD0.01                                 78 872.40

                                        436.00                0.02
     USD   AUTOZONE    INC  COM  USD0.01                                 57 718.08
                                        49.00               0.01
     USD   AVALONBAY     COMMUNI    COM  USD0.01                               57 033.06
                                        266.00                0.01
     USD   AVERY   DENNISON    CORP  COM                                26 334.74
                                        202.00                0.01
     USD   AXA  EQUITABLE     HLD  COM  USD0.01                               20 484.72
                                        828.00                0.00
     USD   AXALTA   COATING    SYS  COM  USD1.00                               10 448.49
                                        367.00                0.00
     USD   BALL  CORP  COM  NPV                                   41 617.80
                                        630.00                0.01
     USD   BAXTER   INTL  INC  COM  USD1                                73 117.24
                                        892.00                0.01
     USD   BB&T  CORP  COM  USD5                        1 482.00          81 095.04
                                                       0.02
     USD   BECTON   DICKINSON     COM  USD1                               134  678.50
                                        521.00                0.03
     USD   BEST  BUY  CO INC  COM  USD0.10                      ▶ 982.00         401  748.48
                                                       0.08
     USD   BIOGEN   INC  COM  STK  USD0.0005                      3 098.00         928  811.38
                                                       0.19
     USD   BK OF AMERICA    CORP  COM  USD0.01                    17 355.00         578  268.60
                                                       0.12
     USD   BK OF NY MELLON   CP COM  STK  USD0.01                  1 658.00          81 192.26
                                                       0.02
     USD   BOEING   CO COM  USD5                        1 025.00         375  334.50
                                                       0.07
     USD   BOOKING    HLDGS   INC  COM  USD0.008                               790  172.45
                                        415.00                0.16
     USD   BORG  WARNER   INC  COM                                  14 675.45
                                        349.00                0.00
     USD   BRISTOL-MYRS      SQUIB   COM  STK  USD0.10                  26 428.00        1 504  810.32
                                                       0.30
     USD   BROADCOM    CORP  COM  USD1.00                                240  635.81
                                        761.00                0.05
     USD   BUNGE   LIMITED    COM  USD0.01                                 11 369.94
                                        213.00                0.00
     USD   BURLINGTON     STORES   COM  USD0.0001                               21 375.00
                                        95.00               0.00
     USD   CAPITAL    ONE  FINL  COM  USD0.01                     8 914.00         891  489.14
                                                       0.18
     USD   CARDINAL    HEALTH   INC  COM                                33 953.51
                                        617.00                0.01
     USD   CARMAX   INC  COM  USD0.50                                  33 262.92
                                        342.00                0.01
     USD   CARNIVAL    CORP  COM  USD0.01(PAIRED       STOCK)                6 744.00         304  019.52
                                                       0.06
     USD   CATERPILLAR      INC  DEL  COM                      6 778.00         980  979.94
                                                       0.20
     USD   CBOE  GLOBAL   MARKET   COM  USD0.01                               26 395.80
                                        222.00                0.01
     USD
        CBRE  GROUP   INC  CLASS   ‘A ’ USD0.01                  12 871.00         733  904.42
                                                       0.15
     USD   CBS  CORP  NEW  CL B                                  29 033.22
                                        719.00                0.01
     USD
        CELANESE    CORP  COM  SERIES    ‘A ’ USD0.0001                2 965.00         372  315.05
                                                       0.07
     USD   CENTENE    CORP  DEL  COM                       2 207.00         133  457.29
                                                       0.03
     USD   CENTERPOINT      ENERGY   INC  COM                    1 027.00          25 223.12
                                                       0.00
     USD   CENTURYLINK      INC  COM                       48 561.00         703  648.89
                                                       0.14
     USD   CF INDS  HLDGS   INC  COM                                 24 491.30
                                        530.00                0.00
     USD   CH ROBINSON    WORLDW   COM  USD0.1                    7 592.00         583  445.20
                                                       0.12
     USD
        CHARTER    COMMUN   INC  COM  USD0.001    CLASS   ‘A ’                     140  532.99
                                        299.00                0.03
     USD   CHEVRON    CORP  COM  USD0.75                       3 633.00         425  533.29
                                                       0.08
     USD   CHIPOTLE    MEXICAN    GRILL   INC  CL A                           39 882.08
                                        49.00               0.01
     USD   CHURCH   & DWIGHT   INC  COM                      ▶ 813.00         338  065.12
                                                       0.07
     USD   CIGNA   CORP  COM  USD0.25                                  144  142.32
                                        721.00                0.03
     USD   CISCO   SYSTEMS    COM  USD0.001                      31 045.00        1 406  648.95
                                                       0.28
     USD   CITIGROUP     INC  COM  USD0.01                      ▶ 447.00         334  058.64
                                                       0.07
     USD   CITIZENS    FINL  GP COM  USD0.01                               34 537.08
                                        898.00                0.01
     USD   CITRIX   SYSTEMS    INC  COM  USD0.001                    6 462.00         728  978.22
                                                       0.15
     USD   COGNIZANT     TECHNOLO    COM  CL ’A ’USD0.01                 1 003.00          64 302.33
                                                       0.01
     USD   COMCAST    CORP  COM  CLS  ’A ’ USD0.01                   8 751.00         386  356.65
                                                       0.08
     USD   COMERICA    INC  COM                         8 708.00         613  130.28
                                                       0.12
     USD   CONAGRA    BRANDS   IN COM  USD5                               22 374.25
                                        775.00                0.00
     USD   CONCHO   RES  INC  COM  USD0.001                                31 128.24
                                        429.00                0.01
     USD   CONOCOPHILLIPS       COM  USD0.01                      2 173.00         130  249.62
                                                       0.03
     USD   CONSOLIDATED      EDISON   INC  COM                              50 656.87
                                        583.00                0.01
     USD   CONTINENTAL      RES  IN COM  STK  USD0.01                             6 083.36
                                        197.00                0.00
     USD   COOPER   COS  INC  COM  USD0.10                                26 925.74
                                        86.00               0.01
     USD   CORNING    INC  COM  USD0.50                       1 475.00          42 834.00
                                                       0.01
     USD   CORTEVA    INC  COM  USD0.01                       1 468.00          38 197.36
                                                       0.01
     USD   COSTCO   WHSL  CORP  NEW  COM                               252  440.02
                                        842.00                0.05
     USD   CROWN   CASTLE   INTL  COM  USD0.01                               110  804.14
                                        829.00                0.02
     注記は当財務書類と不可分のものである。

                                  99/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   CROWN   HOLDINGS    INC  COM  USD5                               16 773.90

                                        221.00                0.00
     USD   CUMMINS    INC  COM                         ▶ 492.00         821  407.12
                                                       0.16
     USD   CVS  HEALTH   CORP  COM  STK  USD0.01                    2 492.00         187  572.84
                                                       0.04
     USD   D R HORTON   INC  COM                        1 918.00         106  161.30
                                                       0.02
     USD   DANAHER    CORP  COM  USD0.01                       1 193.00         174  154.14
                                                       0.03
     USD   DARDEN   RESTAURANTS      INC  COM                               30 439.08
                                        257.00                0.01
     USD   DAVITA   INC  COM  USD0.001                                  13 349.22
                                        186.00                0.00
     USD   DELL  TECHNOLOGIES      COM  USD0.01    CL C                          16 535.09
                                        341.00                0.00
     USD   DELTA   AIRLINES    INC  COM  USD0.0001                    12 442.00         713  051.02
                                                       0.14
     USD   DENTSPLY    SIRONA   IN COM  NPV                               26 178.02
                                        463.00                0.01
     USD   DIAMONDBACK      ENERGY   COM  USD0.01                               25 058.16
                                        324.00                0.00
     USD   DISCOVER    FINL  SVCS  COM  STK  USD0.01                  9 311.00         790  224.57
                                                       0.16
     USD   DISH  NETWORK    CORPO   CLASS   ’A ’COM  USD0.01                          19 818.60
                                        580.00                0.00
     USD   DOCUSIGN    INC  COM  USD0.0001                                 14 242.00
                                        200.00                0.00
     USD   DOLLAR   GENERAL    CP COM  USD0.875                               77 735.84
                                        494.00                0.02
     USD   DOLLAR   TREE  INC                                    38 961.96
                                        426.00                0.01
     USD   DOMINOS    PIZZA   INC  COM  USD0.01                               24 426.90
                                        83.00               0.00
     USD   DOVER   CORP  COM                                    32 775.12
                                        294.00                0.01
     USD   DOW  INC  COM  USD0.01                         1 492.00          79 628.04
                                                       0.02
     USD   DTE  ENERGY   CO COM                                   40 105.74
                                        321.00                0.01
     USD   DUPONT   DE NEMOURS    COM  USD0.01                     1 421.00          92 095.01
                                                       0.02
     USD   DXC  TECHNOLOGY     CO COM  USD0.01                    11 303.00         421  940.99
                                                       0.08
     USD   E TRADE   FINANCIAL     COM  USD0.01                               22 460.10
                                        507.00                0.00
     USD   EAST  WEST  BANCORP    INC  COM                               10 859.34
                                        237.00                0.00
     USD   EASTMAN    CHEM  CO COM                       1 898.00         148  746.26
                                                       0.03
     USD   EATON   VANCE   CORP  COM  NON  VTG                              14 669.87
                                        311.00                0.00
     USD   EBAY  INC  COM  USD0.001                        19 896.00         706  705.92
                                                       0.14
     USD   EDISON   INTL  COM                                    46 642.50
                                        675.00                0.01
     USD   ELANCO   ANIMAL   HEAL  COM  NPV                               17 595.85
                                        635.00                0.00
     USD   ELECTRONIC     ARTS  INC  COM                                55 353.48
                                        548.00                0.01
     USD   ELI  LILLY   AND  CO COM  NPV                     1 669.00         195  857.15
                                                       0.04
     USD   EMERSON    ELEC  CO COM                       1 157.00          85 456.02
                                                       0.02
     USD   ENTERGY    CORP  NEW  COM                                 45 741.27
                                        393.00                0.01
     USD   EQUINIX    INC  COM  USD0.001    NEW                              86 728.05
                                        153.00                0.02
     USD   ESTEE   LAUDER   COS  CLASS   ’A ’COM  USD0.01                          174  554.71
                                        893.00                0.03
     USD   EVERGY   INC  COM  NPV                                  33 026.94
                                        522.00                0.01
     USD   EVERSOURCE     ENERGY   COM  USD5                               55 120.88
                                        667.00                0.01
     USD   EXELON   CORP  COM  NPV                       1 833.00          81 403.53
                                                       0.02
     USD   EXPEDIA    GROUP   INC  COM  USD0.001                               26 431.60
                                        260.00                0.01
     USD   EXTRA   SPACE   STORAG   COM  USD0.01                               26 406.45
                                        249.00                0.01
     USD   EXXON   MOBIL   CORP  COM  NPV                     8 156.00         555  668.28
                                                       0.11
     USD
        FACEBOOK    INC  COM  USD0.000006      CL  ‘A ’              5 718.00        1 152  977.52
                                                       0.23
     USD   FED  REALTY   INV  TR SBI  USD0.01                               21 527.41
                                        163.00                0.00
     USD   FEDEX   CORP  COM  USD0.10                                  76 984.05
                                        481.00                0.02
     USD   FIDELITY    NATL  INF  COM  STK  USD0.01                   1 228.00         169  648.20
                                                       0.03
     USD   FIFTH   THIRD   BANCORP    COM                     26 648.00         804  503.12
                                                       0.16
     USD   FIRST   REPUBLIC    BAN  COM  USD0.01                               29 563.10
                                        269.00                0.01
     USD   FIRSTENERGY      CORP  COM  USD0.10                               45 353.19
                                        951.00                0.01
     USD   FISERV   INC  COM  USD0.01                        1 044.00         121  354.56
                                                       0.02
     USD   FLEETCOR    TECHNOLOG     COM  STK  USD0.001                             54 938.68
                                        179.00                0.01
     USD   FORD  MOTOR   CO COM  STK  USD0.01                     6 724.00          60 919.44
                                                       0.01
     USD   FORTUNE    BRANDS   HOME  USD0.01    WI                            21 761.44
                                        344.00                0.00
     USD   FOX  CORP  COM  USD0.01    CL A                              21 456.00
                                        600.00                0.00
     USD   FOX  CORP  COM  USD0.01    CL B                              10 494.00
                                        300.00                0.00
     USD   FREEPORT-MCMORAN        COM  STK  USD0.10                   2 760.00          31 408.80
                                                       0.01
     USD   GENERAL    MLS  INC  COM                       7 119.00         379  585.08
                                                       0.08
     USD   GENERAL    MOTORS   CO COM  USD0.01                     2 572.00          92 592.00
                                                       0.02
     注記は当財務書類と不可分のものである。

                                100/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   GENUINE    PARTS   CO COM  STK  USD1                              99 986.46

                                        958.00                0.02
     USD   GILEAD   SCIENCES    COM  USD0.001                     11 399.00         766  468.76
                                                       0.15
     USD   GLOBAL   PAYMENTS    COM  NPV                               101  234.90
                                        559.00                0.02
     USD   GLOBE   LIFE  INC  COM  USD1.00                                25 998.28
                                        253.00                0.01
     USD   GODADDY    INC  COM  CL A USD0.001                               17 856.22
                                        269.00                0.00
     USD   GOLDMAN    SACHS   GRP  COM  USD0.01                               139  893.20
                                        632.00                0.03
     USD   GRAINGER    W W INC  COM                                 29 476.35
                                        93.00               0.01
     USD   HALLIBURTON      COM  STK  USD2.50                      1 583.00          33 227.17
                                                       0.01
     USD   HARTFORD    FINL  SVCS  COM  USD0.01                               48 807.54
                                        789.00                0.01
     USD   HASBRO   INC  COM                                    26 645.40
                                        262.00                0.01
     USD   HCA  HEALTHCARE     INC  COM  USD0.01                    2 417.00         335  141.22
                                                       0.07
     USD   HD SUPPLY   INC  COM  USD0.01                                 17 082.78
                                        429.00                0.00
     USD   HEALTHPEAK     PPTYS   I COM  USD1                               32 124.48
                                        921.00                0.01
     USD   HERSHEY    COMPANY    COM  USD1.00                      ▶ 425.00         655  608.00
                                                       0.13
     USD   HESS  CORPORATION      COM  USD1                               33 901.14
                                        546.00                0.01
     USD   HEWLETT    PACKARD    EN COM  USD0.01                    7 104.00         112  456.32
                                                       0.02
     USD   HILTON   WORLDWIDE     H COM  USD0.01                               52 710.00
                                        502.00                0.01
     USD   HOLLYFRONTIER      CORP  COM  USD0.01                               19 692.10
                                        382.00                0.00
     USD   HOLOGIC    INC  COM  USD0.01                                  26 275.84
                                        512.00                0.01
     USD   HOME  DEPOT   INC  COM  USD0.05                      2 121.00         467  701.71
                                                       0.09
     USD   HORMEL   FOODS   CORP  COM  USD0.0586                               29 612.45
                                        665.00                0.01
     USD   HOST  HOTELS   & RESO  COM  STK  USD0.01                  40 819.00         713  924.31
                                                       0.14
     USD   HP INC  COM  USD0.01                         17 243.00         346  239.44
                                                       0.07
     USD   HUMANA   INC  COM  USD0.166                                  87 354.88
                                        256.00                0.02
     USD   HUNTINGTON     BANCSHARES     INC  COM                   2 134.00          31 775.26
                                                       0.01
     USD   HUNTINGTON     INGALLS    COM  USD0.01                               18 371.91
                                        73.00               0.00
     USD   INGERSOLL-RAND       PLC  SHS  USD1                               62 932.80
                                        480.00                0.01
     USD   INGREDION     INC  COM  USD0.01                                 15 469.62
                                        186.00                0.00
     USD   INTEL   CORP  COM  USD0.001                       28 508.00        1 654  889.40
                                                       0.33
     USD   INTL  BUSINESS    MCHN  COM  USD0.20                    1 712.00         230  178.40
                                                       0.05
     USD   INTL  PAPER   CO COM  USD1.00                      13 860.00         642  272.40
                                                       0.13
     USD   INTUIT   INC  COM  USD0.01                                  129  703.89
                                        501.00                0.03
     USD   INVESCO    LTD  COM  STK  USD0.20                                9 219.00
                                        525.00                0.00
     USD   IQVIA   HOLDINGS    INC  COM  USD0.01                               43 939.98
                                        301.00                0.01
     USD   IRON  MTN  INC  NEW  COM  NPV                               21 038.60
                                        655.00                0.00
     USD   JACOBS   ENG  GROUP   COM  USD1                               27 719.09
                                        301.00                0.01
     USD   JEFFERIES     FINL  GRP  COM  USD0.0001                    10 730.00         224  257.00
                                                       0.04
     USD   JOHNSON    CTLS  INTL  COM  USD0.01                     1 616.00          69 213.28
                                                       0.01
     USD   JONES   LANG  LASALLE    INC  COM                               10 811.45
                                        65.00               0.00
     USD   KANSAS   CITY  STHN  I COM  USD0.01                               33 989.66
                                        223.00                0.01
     USD   KELLOGG    CO COM  USD0.25                                  34 578.72
                                        531.00                0.01
     USD   KEYCORP    NEW  COM                         1 911.00          37 054.29
                                                       0.01
     USD
        KEYSIGHT    TECHNOLOG     COM  USD0.01    ‘WD ’              1 414.00         151  340.42
                                                       0.03
     USD   KIMBERLY-CLARK       CP COM  USD1.25                               90 120.74
                                        661.00                0.02
     USD   KIMCO   REALTY   COM  USD0.01                                 14 831.32
                                        686.00                0.00
     USD   KINDER   MORGAN   INC  USD0.01                      3 733.00          73 204.13
                                                       0.01
     USD   KKR  & CO INC  COM  NPV  CLASS   A                             23 592.00
                                        800.00                0.00
     USD   KLA  CORPORATION      COM  USD0.001                                49 649.58
                                        303.00                0.01
     USD   KNIGHT   SWIFT   TRANS   CL A COM  STK  USD0.01                           8 803.62
                                        238.00                0.00
     USD   KOHLS   CORPORATION      COM  USD0.01                               46 868.97
                                        997.00                0.01
     USD   KROGER   CO COM  USD1                        1 543.00          42 185.62
                                                       0.01
     USD   L3HARRIS    TECHNOLOG     COM  USD1.00                               80 436.00
                                        400.00                0.02
     USD   LAB  CORP  AMER  HLDG  COM  USD0.1                               31 529.07
                                        183.00                0.01
     USD   LAM  RESEARCH    CORP  COM  USD0.001                               73 111.42
                                        274.00                0.01
     USD   LAS  VEGAS   SANDS   CORP  COM                               39 783.50
                                        634.00                0.01
     USD   LEAR  CORP  COM  USD0.01                                   9 504.49
                                        79.00               0.00
     USD   LENNAR   CORP  COM  CL ’A ’USD0.10                               32 449.60
                                        544.00                0.01
     注記は当財務書類と不可分のものである。

                                101/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   LINCOLN    NATL  CORP  COM  NPV                               18 896.00

                                        320.00                0.00
     USD   LKQ  CORP  COM                                     22 967.28
                                        651.00                0.00
     USD   LOWE  ’S COS  INC  COM  USD0.50                      1 528.00         179  249.68
                                                       0.04
     USD   MANPOWER    GROUP   COM  USD0.01                                 6 670.08
                                        72.00               0.00
     USD   MARATHON    OIL  CORP  COM  USD1                     1 853.00          21 587.45
                                                       0.00
     USD   MARATHON    PETROLEUM     COM  USD0.01                    1 155.00          70 039.20
                                                       0.01
     USD
        MARRIOTT    INTL  INC  COM  USD0.01    CLASS   ‘A ’                       78 601.60
                                        560.00                0.02
     USD   MASCO   CORP  COM                                    28 814.45
                                        619.00                0.01
     USD
        MASTERCARD     INC  COM  USD0.0001     CLASS   ‘A ’             1 759.00         514  032.57
                                                       0.10
     USD   MCCORMICK     & CO INC  COM  N/VTG   NPV                            39 435.25
                                        233.00                0.01
     USD   MCDONALD    ’S CORP  COM  USD0.01                     1 473.00         286  469.04
                                                       0.06
     USD   MCKESSON    CORP  COM  USD0.01                                 49 322.24
                                        341.00                0.01
     USD   MEDTRONIC     PLC  USD0.0001                        11 196.00        1 247  122.44
                                                       0.25
     USD   MERCK   & CO INC  COM  USD0.50                      17 365.00        1 513  880.70
                                                       0.30
     USD   METLIFE    INC  COM  USD0.01                       1 595.00          79 606.45
                                                       0.02
     USD   MGM  RESORTS    INTL  COM  STK  USD0.01                   1 028.00          32 844.60
                                                       0.01
     USD   MICROCHIP     TECHNLGY    COM  USD0.001                               43 015.70
                                        455.00                0.01
     USD   MICRON   TECHNOLOGY     COM  USD0.10                     2 087.00          99 153.37
                                                       0.02
     USD   MICROSOFT     CORP  COM  USD0.0000125                      23 052.00        3 489  611.76
                                                       0.70
     USD   MID-AMER    APARTMENT     COM  STK  USD0.01                             32 938.62
                                        242.00                0.01
     USD   MIDDLEBY    CORP  COM  USD0.01                                 8 218.96
                                        71.00               0.00
     USD   MOHAWK   INDS  COM  USD0.01                                  17 978.73
                                        129.00                0.00
     USD
        MOLSON   COORS   BREWI   CLASS   ‘B ’ USD0.01                           15 144.00
                                        300.00                0.00
     USD   MONDELEZ    INTL  INC  COM  USD0.01                     2 706.00         142  173.24
                                                       0.03
     USD   MORGAN   STANLEY    COM  STK  USD0.01                    2 498.00         123  601.04
                                                       0.02
     USD   MOSAIC   CO COM  USD0.01                                   12 096.75
                                        635.00                0.00
     USD   MOTOROLA    SOLUTIONS     COM  USD0.01                               49 688.10
                                        297.00                0.01
     USD   MSCI  INC  COM  STK  USS0.01                       2 983.00         773  163.77
                                                       0.15
     USD   NATIONAL    OILWELL    VARCO   INC  COM                             12 943.70
                                        574.00                0.00
     USD   NATIONAL    RETAIL   PROPERTIES     INC                             21 961.56
                                        394.00                0.00
     USD   NETAPP   INC  COM  USD0.001                        ▶ 930.00         298  708.70
                                                       0.06
     USD   NETFLIX    INC  COM  USD0.001                                 264  314.40
                                        840.00                0.05
     USD   NEWELL   BRANDS   INC  COM  USD1                               12 512.22
                                        651.00                0.00
     USD   NEWMONT    GOLDCORP    C COM  USD1.60                    1 738.00          66 739.20
                                                       0.01
     USD   NIELSEN    HLDGS   PLC  COM  EUR0.07                               10 967.55
                                        561.00                0.00
     USD   NIKE  INC  CLASS   ’B ’COM  NPV                    2 416.00         225  871.84
                                                       0.04
     USD   NISOURCE    INC  COM  NPV                                 15 764.20
                                        596.00                0.00
     USD   NOBLE   ENERGY   INC  COM  USD0.01                     1 169.00          24 268.44
                                                       0.00
     USD   NORFOLK    STHN  CORP  COM  USD1                               99 846.00
                                        516.00                0.02
     USD   NORTHERN    TRUST   CP COM  USD1.666                               41 072.92
                                        383.00                0.01
     USD   NORTONLIFELOCK       INC  COM  USD0.01                    1 276.00          31 772.40
                                                       0.01
     USD   NORWEGIAN     CRUISE   L COM  USD0.001                               25 318.08
                                        472.00                0.00
     USD   NRG  ENERGY   INC  COM  USD0.01                      17 402.00         691  381.46
                                                       0.14
     USD   NUCOR   CORP  COM                                    28 687.24
                                        509.00                0.01
     USD   NVIDIA   CORP  COM  USD0.001                       1 112.00         241  014.88
                                                       0.05
     USD   NVR  INC  COM  STK  USD0.01                                  94 797.25
                                        25.00               0.02
     USD   OCCIDENTAL     PETRLM   COM  USD0.20                     1 565.00          60 362.05
                                                       0.01
     USD   OGE  ENERGY   CORP  COM  USD0.01                                20 567.34
                                        489.00                0.00
     USD   OLD  DOMINION    FGHT  LINES   INC  COM                            26 822.60
                                        140.00                0.01
     USD   OMNICOM    GROUP   INC  COM  USD0.15                               35 607.04
                                        448.00                0.01
     USD   ON SEMICONDUCTOR      CORP  COM                               15 029.00
                                        700.00                0.00
     USD   ONEOK   INC                                      54 424.30
                                        766.00                0.01
     USD   ORACLE   CORP  COM  USD0.01                       20 695.00        1 161  817.30
                                                       0.23
     USD   OREILLY    AUTO  NEW  COM  USD0.01                               66 784.28
                                        151.00                0.01
     USD   OWENS   CORNING    COM  STK  USD0.01                               11 199.02
                                        167.00                0.00
     USD   PACCAR   INC  COM  STK  USD1                      ▶ 805.00         390  982.85
                                                       0.08
     USD   PACKAGING     CORP  AMER  COM                                17 344.50
                                        155.00                0.00
     注記は当財務書類と不可分のものである。

                                102/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   PALO  ALTO  NETWORKS    COM  USD0.0001                               40 217.94

                                        177.00                0.01
     USD   PARKER-HANNIFIN       COM  STK  USD0.50                              43 733.80
                                        220.00                0.01
     USD   PAYCHEX    INC  COM                                    49 519.00
                                        575.00                0.01
     USD   PAYPAL   HOLDINGS    IN COM  USD0.0001                    2 157.00         232  977.57
                                                       0.05
     USD   PFIZER   INC  COM  USD0.05                       23 360.00         899  827.20
                                                       0.18
     USD   PHILLIPS    66 COM  USD0.01                                  96 938.40
                                        845.00                0.02
     USD   PINNACLE    WEST  CAP  CORP  COM                               21 323.16
                                        244.00                0.00
     USD   PNC  FINANCIAL     SVCS  COM  USD5                              133  292.70
                                        870.00                0.03
     USD   PPL  CORP  COM  USD0.01                         1 534.00          52 202.02
                                                       0.01
     USD   PRINCIPAL     FINL  GP COM  USD0.01                               31 407.00
                                        570.00                0.01
     USD   PROCTER    & GAMBLE   COM  NPV                     ▶ 825.00         588  939.50
                                                       0.12
     USD   PROLOGIS    INC  COM  USD0.01                       1 176.00         107  662.80
                                                       0.02
     USD   PRUDENTIAL     FINL  COM  USD0.01                                67 874.50
                                        725.00                0.01
     USD   PUBLIC   SVC  ENTERPRISE     GROUP   COM                  1 028.00          60 970.68
                                                       0.01
     USD   PVH  CORP  COM  USD1                                   16 871.04
                                        174.00                0.00
     USD   QUALCOMM    INC  COM  USD0.0001                      11 972.00        1 000  260.60
                                                       0.20
     USD   QUEST   DIAGNOSTICS      INC  COM                               27 916.10
                                        262.00                0.01
     USD   RAYMOND    JAMES   FINANCIAL     INC  COM                            23 622.66
                                        263.00                0.00
     USD   RAYTHEON    CO COM  NEW                                 111  101.62
                                        511.00                0.02
     USD   REGENCY    CENTERS    COM  USD0.01                                22 764.00
                                        350.00                0.00
     USD   REGENERON     PHARMACE    COM  USD0.001                               60 516.00
                                        164.00                0.01
     USD   REGIONS    FINANCIAL     CORP  NEW  COM                  13 396.00         222  909.44
                                                       0.04
     USD   REINSURANCE      GROUP   COM  USD0.01                               19 855.20
                                        120.00                0.00
     USD   REPUBLIC    SERVICES    COM  USD0.01                               38 651.40
                                        436.00                0.01
     USD   ROBERT   HALF  INTL  COM  USD0.001                     5 205.00         302  931.00
                                                       0.06
     USD   ROCKWELL    AUTOMATIO     COM  USD1                               42 497.28
                                        217.00                0.01
     USD   ROSS  STORES   INC  COM  USD0.01                                80 143.50
                                        690.00                0.02
     USD   ROYAL   CARIBBEAN     COM  USD0.01                                40 326.72
                                        336.00                0.01
     USD   SALESFORCE.COM       INC  COM  USD0.001                    1 613.00         262  741.57
                                                       0.05
     USD   SBA  COMMUNICATIONS       COM  USD0.01    CL A                          46 348.12
                                        196.00                0.01
     USD   SCHEIN   HENRY   INC  COM                                 22 530.30
                                        327.00                0.00
     USD   SCHLUMBERGER      COM  USD0.01                       2 558.00          92 599.60
                                                       0.02
     USD   SCHWAB(CHARLES)CP        COM  USD0.01                     2 293.00         113  503.50
                                                       0.02
     USD   SEALED   AIR  CORP  NEW  COM                                9 885.26
                                        262.00                0.00
     USD   SEI  INVESTMENT     COM  USD0.01                                11 421.81
                                        177.00                0.00
     USD   SENSATA    TECHNO   PLC  COM  EUR0.01                               18 381.93
                                        357.00                0.00
     USD   SERVICENOW     INC  COM  USD0.001                                97 082.72
                                        343.00                0.02
     USD   SIGNATURE     BK COM  USD0.01                                  8 881.92
                                        72.00               0.00
     USD   SIMON   PROP  GROUP   COM  USD0.0001                     5 398.00         816  231.58
                                                       0.16
     USD   SIRIUS   XM HLDGS   IN COM  USD0.001                    2 299.00          16 047.02
                                                       0.00
     USD   SKYWORKS    SOLUTIONS     INC  COM                               35 289.70
                                        359.00                0.01
     USD   SMUCKER(JM)CO      COM  NPV                                 26 167.41
                                        249.00                0.01
     USD   SNAP-ON    INC  COM  USD1                                  11 392.66
                                        71.00               0.00
     USD   SOUTHWEST     AIRLINES    COM  USD1                    3 113.00         179  433.32
                                                       0.04
     USD
        SPIRIT   AEROSYSTEMS      COM  STK  USD0.01    CLASS   ‘A ’                    20 442.65
                                        235.00                0.00
     USD   SQUARE   INC  COM  USD0.0000001      CL A                           43 407.36
                                        628.00                0.01
     USD   STANLEY    BLACK   & DE COM  USD2.50                               41 801.10
                                        265.00                0.01
     USD   STARBUCKS     CORP  COM  USD0.001                      8 765.00         748  793.95
                                                       0.15
     USD   STATE   STREET   CORP  COM  STK  USD1                             50 692.50
                                        675.00                0.01
     USD   STEEL   DYNAMICS    INC  COM                                16 359.05
                                        485.00                0.00
     USD   SUNTRUST    BKS  INC  COM                                 64 747.76
                                        914.00                0.01
     USD   SYNCHRONY     FINANCIA    COM  USD0.001                    21 769.00         814  378.29
                                                       0.16
     USD   SYSCO   CORP  COM  USD1                        1 713.00         137  982.15
                                                       0.03
     USD   T ROWE  PRICE   GROUP   COM  USD0.20                               49 794.68
                                        403.00                0.01
     USD   T-MOBILE    US INC  COM  USD0.0001                                48 386.80
                                        616.00                0.01
     USD   TAPESTRY    INC  COM  USD0.01                                 18 338.98
                                        682.00                0.00
     USD   TARGET   CORP  COM  STK  USD0.0833                      1 000.00         125  010.00
                                                       0.02
     注記は当財務書類と不可分のものである。

                                103/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   TD AMERITRADE     HLDG  COM  USD0.01                               31 875.45

                                        615.00                0.01
     USD   TELEFLEX    INC  COM                                   27 207.18
                                        77.00               0.01
     USD   TESLA   INC  COM  USD0.001                                   83 474.82
                                        253.00                0.02
     USD   TEXAS   INSTRUMENTS      COM  USD1                     3 807.00         457  639.47
                                                       0.09
     USD   THERMO   FISHER   SCIE  COM  USD1                              240  171.75
                                        765.00                0.05
     USD   TIFFANY    & CO NEW  COM                                 28 231.80
                                        211.00                0.01
     USD   TJX  COS  INC  COM  USD1                       2 408.00         147  201.04
                                                       0.03
     USD   TRACTOR    SUPPLY   CO COM  USD0.008                               23 798.88
                                        252.00                0.00
     USD   TRANSDIGM     GROUP   INC  COM                                48 203.50
                                        85.00               0.01
     USD   TRAVELERS     CO INC  COM  NPV                               72 051.44
                                        527.00                0.01
     USD   TWITTER    INC  COM  USD0.000005                       1 387.00          42 872.17
                                                       0.01
     USD   TYSON   FOODS   INC  CL A                                48 990.05
                                        545.00                0.01
     USD   UBER  TECHNOLOGIES      COM  USD0.00001                               8 880.00
                                        300.00                0.00
     USD   UGI  CORP  NEW  COM                                   18 378.10
                                        422.00                0.00
     USD   ULTA  BEAUTY   INC  COM  STK  USD0.01                              27 595.48
                                        118.00                0.01
     USD   UNION   PACIFIC    CORP  COM  USD2.50                    1 366.00         240  402.34
                                                       0.05
     USD   UNITED   AIRLINES    HO COM  USD0.01                    ▶ 848.00         449  894.40
                                                       0.09
     USD   UNITED   RENTALS    INC  COM                                24 947.15
                                        163.00                0.00
     USD   UNITEDHEALTH      GRP  COM  USD0.01                     1 819.00         509  083.53
                                                       0.10
     USD   UNIVERSAL     HEALTH   S CLASS   ’B ’COM  USD0.01                          23 294.83
                                        167.00                0.00
     USD   UNUM  GROUP   COM  USD0.10                                  10 267.16
                                        334.00                0.00
     USD   US BANCORP    COM  USD0.01                        2 943.00         176  668.29
                                                       0.04
     USD   VAIL  RESORTS    INC  COM                                 13 832.19
                                        57.00               0.00
     USD   VALERO   ENERGY   CORP  NEW  COM                    3 122.00         298  119.78
                                                       0.06
     USD   VARIAN   MEDICAL    SYS  COM  USD1                               26 612.27
                                        199.00                0.01
     USD   VEREIT   INC  COM  USD0.001                        1 844.00          17 997.44
                                                       0.00
     USD   VERIZON    COMMUN   COM  USD0.10                      7 940.00         478  305.60
                                                       0.10
     USD   VF CORP  COM  NPV                                    53 212.54
                                        601.00                0.01
     USD   VIACOM   INC  NEW  CL ’B ’ NON-VTG    USD0.001                19 496.00         469  268.72
                                                       0.09
     USD   VISA  INC  COM  STK  USD0.0001                       3 366.00         621  060.66
                                                       0.12
     USD   VISTRA   ENERGY   CORP  COM  USD0.01                    12 544.00         332  792.32
                                                       0.07
     USD   VOYA  FINL  INC  COM  USD0.01                      3 500.00         203  980.00
                                                       0.04
     USD   WABCO   HOLDINGS    INC  COM  STK  USD0.01                             16 978.50
                                        126.00                0.00
     USD   WALGREENS     BOOTS   AL COM  USD0.01                    1 476.00          87 969.60
                                                       0.02
     USD   WALMART    INC  COM  USD0.10                       2 758.00         328  450.22
                                                       0.07
     USD   WALT  DISNEY   CO.  DISNEY   COM  USD0.01                  3 471.00         526  134.18
                                                       0.10
     USD   WASTE   MGMT  INC  DEL  COM                                88 860.17
                                        787.00                0.02
     USD   WELLS   FARGO   & CO COM  USD1  2/3                  12 624.00         687  503.04
                                                       0.14
     USD   WELLTOWER     INC  COM  USD1                                 73 237.62
                                        866.00                0.01
     USD   WESTERN    DIGITAL    CORP  COM                               29 745.03
                                        591.00                0.01
     USD   WESTLAKE    CHEM  CORP  COM  USD0.01                               7 280.08
                                        106.00                0.00
     USD   WESTROCK    CO COM  USD0.01                                  26 053.18
                                        646.00                0.01
     USD   WEYERHAEUSER      CO COM  USD1.25                      1 466.00          43 261.66
                                                       0.01
     USD   WHIRLPOOL     CORP  COM                                  11 448.00
                                        80.00               0.00
     USD   WILLIAMS    COS  INC  COM  USD1                     2 528.00          57 436.16
                                                       0.01
     USD   WORKDAY    INC  COM  USD0.001    CL A                            58 393.12
                                        326.00                0.01
     USD   WYNN  RESORTS    LTD  COM                                 23 565.75
                                        195.00                0.00
     USD   XEROX   HLDGS   CORP  COM  USD1.00                     18 089.00         704  204.77
                                                       0.14
     USD   XILINX   INC  COM  USD0.01                                  44 441.62
                                        479.00                0.01
     USD   XPO  LOGISTICS     INC  COM  USD0.001                               13 478.47
                                        163.00                0.00
     USD   XYLEM   INC  COM  USD0.01    WI                               28 523.68
                                        368.00                0.01
     USD   YUM  BRANDS   INC  COM                        7 188.00         723  615.96
                                                       0.14
     USD   ZIMMER   BIOMET   HOLDINGS    INC  COM  USD0.01                           61 162.88
                                        421.00                0.01
     USD   ZIONS   BANCORPORATI      COM  USD0.001                               20 808.04
                                        418.00                0.00
     アメリカ合衆国合計                                           79 943  894.22
                                                       15.93
     記名株式合計                                          110  051  910.16

                                                       21.93
     注記は当財務書類と不可分のものである。

                                104/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     預託証券

     アイルランド

     AUD   JAMES   HARDIE   ID PLC  CUFS  EUR0.5                   2 460.00          48 187.82
                                                       0.01
     アイルランド合計                                             48 187.82
                                                       0.01
     ルクセンブルグ

     EUR
        SES  S.A.  FDR  EACH  REP  1 ‘A ’ NPV                 1 101.00          14 622.19
                                                       0.00
     ルクセンブルグ合計                                             14 622.19
                                                       0.00
     オランダ

     EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                1 461.00          24 952.82
                                                       0.01
     オランダ合計                                             24 952.82
                                                       0.01
     預託証券合計                                             87 762.83

                                                       0.02
     投資信託、クローズド・エンド型

     イギリス

     GBP   SEGRO   PLC  REIT                          1 994.00          23 058.40
                                                       0.01
     イギリス合計                                             23 058.40
                                                       0.01
     アメリカ合衆国

     USD   DUKE  REALTY   CORP  REIT                                 28 003.28
                                        796.00                0.01
     USD   LIBERTY    PPTY  TST  SBI  USD0.001                               21 751.86
                                        353.00                0.00
     USD   SL GREEN   REALTY   CORPORATION                                  10 324.93
                                        121.00                0.00
     USD   VENTAS   INC  REIT                         11 405.00         665  025.55
                                                       0.13
     アメリカ合衆国合計                                            725  105.62
                                                       0.14
     投資信託、クローズド・エンド型合計                                            748  164.02

                                                       0.15
     新株引受権

     アメリカ合衆国

     USD   BRISTOL-MYERS      SQUIBB   CO CVR  RIGHTS   31.12.20               8 825.00          18 973.75
                                                       0.00
     USD   DISH  NETWORK    CORP  RIGHTS   09.12.19
                                        31.39           21.35    0.00
     アメリカ合衆国合計                                             18 995.10
                                                       0.00
     新株引受権合計                                             18 995.10

                                                       0.00
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 3.00000%    18-30.09.25             1 800  000.00        1 930  078.08
                                                       0.38
     USD   AMERICA,    UNITED   STATES   OF 3.12500%    18-15.11.28             2 300  000.00        2 557  402.20
                                                       0.51
     USD   AMERICA,    UNITED   STATES   OF 2.00000%    16-15.11.26             1 500  000.00        1 527  070.20
                                                       0.30
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27             1 750  000.00        1 811  728.45
                                                       0.36
     USD   AMERICA,    UNITED   STATES   OF 2.50000%    14-15.05.24             1 550  000.00        1 607  640.63
                                                       0.32
     USD   AMERICA,    UNITED   STATES   OF 2.37500%    17-15.05.27             1 900  000.00        1 985  574.10
                                                       0.40
     米ドル合計                                           11 419  493.66
                                                       2.27
     財務省証券（      T-note   ）、固定利付債合計                                  11 419  493.66

                                                       2.27
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                          178  375  006.06

                                                       35.54
     注記は当財務書類と不可分のものである。

                                105/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     財務省短期証券（       T-bills   ）、ゼロ・クーポン
     米ドル
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    31.01.19-30.01.20           5 000  000.00        ▶ 987  058.25
                                                       0.99
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    28.02.19-27.02.20           3 000  000.00        2 988  726.24
                                                       0.60
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    25.04.19-23.04.20           3 500  000.00        3 478  294.30
                                                       0.69
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    20.06.19-18.06.20            100  000.00          99 135.82
                                                       0.02
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    13.06.19-12.12.19            100  000.00          99 956.17
                                                       0.02
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    22.08.19-20.02.20            400  000.00         398  615.56
                                                       0.08
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    12.09.19-12.03.20            100  000.00          99 562.33
                                                       0.02
     米ドル合計                                           12 151  348.67
                                                       2.42
     財務省証券（      T-bill   ）、ゼロ・クーポン合計                                  12 151  348.67
                                                       2.42
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           12 151  348.67
                                                       2.42
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

     譲渡性のある証券および短期金融商品
     優先株式
     イギリス

     GBP   ROLLS   ROYCE   HLDGS   NON  CUM  RED  PREF  GBP0.001    C          148  028.00
                                                   191.48     0.00
     イギリス合計                                              191.48     0.00
     優先株式合計                                              191.48     0.00
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない
     譲渡性のある証券および短期金融商品合計                                              191.48     0.00
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     アイルランド

     USD   NEUBERGER     BERMAN   EUROPE   LTD-STRATEGIC      INC  FD-I-ACC          2 005  000.00        24 420  900.00
                                                       4.87
     USD   PIMCO   GIS  DIVERSIFIED      INCOME   FUND-INSTITUIONAL        CLASS-USD-
                                     2 931  000.00        75 824  970.00
        ACC                                               15.11
     アイルランド合計                                          100  245  870.00
                                                       19.98
     ルクセンブルグ

     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC             1 746.00        34 531  008.66
                                                       6.88
     USD   UBS  (LUX)   BOND  SICAV   - ASIAN   HIGH  YIELD   U-X-ACC                     11 451  720.66
                                        982.00                2.28
     USD   UBS  (LUX)   BOND  SICAV   - SHORT   DURATION    H Y SUST  (USD)   I-X-
                                      213  979.00        26 043  384.09
        ACC                                               5.19
     USD   UBS  (LUX)   BOND  SICAV   - ASIAN   INVST   GRADE   BONDS   (USD)-U-X-
                                                5 627  600.44
        CAP                                476.00                1.12
     USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC      1 013.00        11 578  083.50
                                                       2.31
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)-U-
        X ACC                              3 036.00        41 386  084.08
                                                       8.25
     USD   UBS  (LUX)   INSTITUTIONAL      SICAV   - E MARKETS    EQUITY   PASS  FA
                                       1 905.71        24 639  101.56
        USD                                               4.91
     USD   UBS  (LUX)   SICAV   1 - MEDIUM   TERM  USD  CORP  BDS  (USD)   U-X-
                                       2 394.97        24 460  064.58
        ACC                                               4.87
     USD   UBS  LUX  BOND  SICAV   - EMERGING    ECONOMIES     CORP  USD-I-X-ACC         145  740.00        17 174  001.60
                                                       3.42
     ルクセンブルグ合計                                          196  891  049.17
                                                       39.23
     投資信託、オープン・エンド型合計                                          297  136  919.17
                                                       59.21
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定され
                                               297  136  919.17
     た UCITS/   その他の    UCIs  合計                                         59.21
     注記は当財務書類と不可分のものである。

                                106/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない派生商品

     指数に係るオプション、従来型
     豪ドル

     AUD   MORGAN   STANLEY/S&P/ASX       200  INDEX   CALL  6845.29450     03.12.19                   -7 400.63
                                       -490.00                0.00
     AUD   GOLDMAN    SACHS/S&P/ASX      200  INDEX   CALL  6935.35500     17.12.19                   -7 432.62
                                       -490.00                0.00
     豪ドル合計                                            -14  833.25
                                                       0.00
     ユーロ

     EUR   GOLDMAN    SACHS/EURO     STOXX   50 CALL  3764.75650     03.12.19          -3 130.00
                                                  -252.53     0.00
     EUR   HSBC/EURO     STOXX   50 CALL  3785.27740     17.12.19              -3 340.00         -17  989.13
                                                       -0.01
     ユーロ合計                                            -18  241.66
                                                       -0.01
     英ポンド

     GBP   GOLDMAN    SACHS/FTSE     100  INDEX   CALL  7550.61780     03.12.19
                                       -390.00           -15.15     0.00
     GBP   UBS/FTSE    100  INDEX   CALL  7499.57120     17.12.19                         -9 882.28
                                       -430.00                0.00
     英ポンド合計                                             -9 897.43
                                                       0.00
     日本円

     JPY   GOLDMAN    SACHS/TOPIX      INDEX   (TOKYO)    CALL  1747.79690
                                     -362  000.00
        03.12.19                                           -7.23    0.00
     JPY   GOLDMAN    SACHS/TOPIX      INDEX   (TOKYO)    CALL  1733.50840
                                     -377  670.00         -13  887.15
        17.12.19                                               0.00
     日本円合計                                            -13  894.38
                                                       0.00
     米ドル

     USD   GOLDMAN    SACHS/S&P     500  INDEX   CALL  3148.41090     03.12.19          -7 210.00         -32  787.39
                                                       -0.01
     USD   MORGAN   STANLEY/MSCI      EM INDEX   CALL  1113.34950     03.12.19         -10  470.00
                                                   0.00    0.00
     USD   GOLDMAN    SACHS/S&P     500  INDEX   CALL  3166.04420     10.12.19          -8 300.00         -53  956.93
                                                       -0.01
     USD   BNP/S&P    500  INDEX   CALL  3195.06430     17.12.19               -7 680.00         -38  831.09
                                                       -0.01
     USD   BNP/MSCI    EM INDEX   CALL  1092.91370     17.12.19              -11  060.00          -6 291.66
                                                       0.00
     米ドル合計                                            -131  867.07
                                                       -0.03
     指数に係るオプション、従来型合計                                            -188  733.79

                                                       -0.04
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

                                                -188  733.79
     派生商品合計                                                  -0.04
     投資有価証券合計                                          487  474  731.59

                                                       97.13
     派生商品

     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない派生商品

     指数に係るスワップおよび先渡スワップ
     USD   UBS/FTSE    EEPRA   NAREIT   DVLPD   TR EQS  REC  PERF  19-31.01.20        20 619  274.90         -19  287.52

                                                       0.00
     USD   UBS/FTSE    EEPRA   NAREIT   DVLPD   TR EQS  PAYER   3ML  19-31.01.20
     指数に係るスワップおよび先渡スワップ合計                                            -19  287.52
                                                       0.00
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

                                                 -19  287.52
     派生商品合計                                                   0.00
     派生商品合計                                            -19  287.52

                                                       0.00
     注記は当財務書類と不可分のものである。

                                107/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約

     先渡為替契約（購入／売却）
     USD      166  339.20       EUR     150  000.00       9.1.2020                 443.41     0.00

     USD     2 992  896.60       AUD    ▶ 413  000.00       9.1.2020                ▶ 636.94     0.00
     USD     1 650  167.96       HKD    12 935  000.00       9.1.2020                -1 574.56     0.00
     USD     ▶ 823  529.75       GBP    3 802  938.85       9.1.2020               -103  868.34     -0.02
     USD     3 631  719.66       JPY    390  943  000.00       9.1.2020                49 972.16     0.01
     USD      253  471.15       SEK    2 480  000.00       9.1.2020                -6 298.32     0.00
     USD      405  476.79       SGD     555  000.00       9.1.2020                 -539.81      0.00
     USD      504  974.47       CAD     667  500.00       9.1.2020                2 240.87     0.00
     USD     15 292  149.63       EUR    13 804  843.41       9.1.2020                24 380.27     0.01
     USD      133  233.74       CHF     132  000.00       9.1.2020                 681.42     0.00
     USD      129  550.94       JPY    14 000  000.00       9.1.2020                1 285.53     0.00
     USD       37 675.88       AUD      55 000.00       9.1.2020                 432.67     0.00
     EUR      200  000.00       USD     223  813.40       9.1.2020                -2 619.01     0.00
     USD      312  223.52       EUR     280  000.00       9.1.2020                2 551.38     0.00
     USD      126  974.75       AUD     185  000.00       9.1.2020                1 702.14     0.00
     USD      204  117.22       HKD    1 600  000.00       9.1.2020                 -195.73      0.00
     JPY     10 000  000.00       USD      92 892.95       9.1.2020                -1 274.80     0.00
     HKD     1 150  000.00       USD     146  726.91       9.1.2020                 123.02     0.00
     USD      173  576.44       EUR     155  000.00       9.1.2020                2 150.79     0.00
     SGD     77 989  800.00       USD    57 482  638.71      5.12.2019               -448  578.35     -0.09
     USD      409  409.48       SGD     555  000.00      15.1.2020                 3 365.00     0.00
     USD     ▶ 951  071.17       GBP    3 832  938.00      15.1.2020                -15  992.96     0.00
     USD      508  840.87       CAD     667  500.00      15.1.2020                 6 099.94     0.00
     USD     3 234  424.67       AUD    ▶ 663  000.00      15.1.2020                76 429.10     0.02
     USD     1 708  406.15       HKD    13 385  000.00      15.1.2020                 -765.38      0.00
     USD      259  647.31       SEK    2 480  000.00      15.1.2020                 -194.17      0.00
     USD     3 644  569.09       JPY    394  943  000.00      15.1.2020                25 058.53     0.00
     USD      133  985.67       CHF     132  000.00      15.1.2020                 1 379.49     0.00
     USD     15 914  017.19       EUR    14 229  844.00      15.1.2020                170  493.64     0.03
     USD      250  508.48       EUR     225  000.00       9.1.2020                1 664.79     0.00
     USD       90 409.97       GBP      70 000.00       9.1.2020                 -287.75      0.00
     USD      250  601.40       EUR     225  000.00      15.1.2020                 1 667.34     0.00
     USD       90 423.90       GBP      70 000.00      15.1.2020                 -288.37      0.00
     USD      166  589.85       EUR     150  000.00      15.1.2020                  633.81     0.00
     USD      166  527.60       EUR     150  000.00       9.1.2020                 631.81     0.00
     USD      114  996.25       JPY    12 500  000.00       9.1.2020                 473.56     0.00
     USD      115  035.30       JPY    12 500  000.00      15.1.2020                  477.30     0.00
     USD       25 253.19       CHF      25 000.00       9.1.2020                 148.58     0.00
     USD       41 329.21       SEK     400  000.00       9.1.2020                 -569.09      0.00
     USD       25 263.86       CHF      25 000.00      15.1.2020                  149.05     0.00
     USD       41 341.17       SEK     400  000.00      15.1.2020                 -568.75      0.00
     JPY     16 000  000.00       USD     147  253.72       9.1.2020                 -664.68      0.00
     USD      102  896.85       AUD     150  000.00      15.1.2020                 1 310.03     0.00
     USD      102  882.30       AUD     150  000.00       9.1.2020                1 309.91     0.00
     USD      191  498.42       HKD    1 500  000.00       9.1.2020                 -44.97     0.00
     USD       68 131.03       CAD      90 000.00      15.1.2020                  345.74     0.00
     USD       73 522.11       SGD     100  000.00       9.1.2020                 365.97     0.00
     JPY     16 000  000.00       USD     147  303.07      15.1.2020                 -668.82      0.00
     USD      191  459.38       HKD    1 500  000.00      15.1.2020                  -80.20     0.00
     USD       73 527.47       SGD     100  000.00      15.1.2020                  366.30     0.00
     USD       68 129.74       CAD      90 000.00       9.1.2020                 345.43     0.00
     USD     1 096  880.40       EUR     990  000.00       9.1.2020                1 968.19     0.00
     USD     1 097  292.24       EUR     990  000.00      15.1.2020                 1 982.39     0.00
     注記は当財務書類と不可分のものである。

                                108/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－ダイナミック・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約（続き）

     先渡為替契約（購入／売却）
     USD      251  545.52       GBP     195  000.00       9.1.2020                -1 112.40     0.00

     USD      251  587.25       GBP     195  000.00      15.1.2020                -1 111.20     0.00
     USD      192  750.00       GBP     150  000.00      15.1.2020                -1 633.43     0.00
     USD      143  925.81       AUD     210  000.00      15.1.2020                 1 704.26     0.00
     USD      143  905.44       AUD     210  000.00       9.1.2020                1 704.10     0.00
     USD      285  023.14       JPY    31 000  000.00       9.1.2020                1 006.87     0.00
     USD      192  718.05       GBP     150  000.00       9.1.2020                -1 634.20     0.00
     USD      285  121.71       JPY    31 000  000.00      15.1.2020                 1 017.86     0.00
     USD      143  987.87       EUR     130  000.00      15.1.2020                  159.30     0.00
     USD      143  934.18       EUR     130  000.00       9.1.2020                 157.83     0.00
     SGD     1 097  400.00       USD     805  926.28      5.12.2019                -3 395.98     0.00
     USD      261  294.62       EUR     235  000.00       9.1.2020                1 391.22     0.00
     USD      261  394.50       EUR     235  000.00      15.1.2020                 1 396.71     0.00
     USD       ▶ 615.36       JPY     500  000.00       9.1.2020                  34.45     0.00
     USD       ▶ 616.90       JPY     500  000.00      15.1.2020                  34.58     0.00
     SGD      573  700.00       USD     421  347.80      5.12.2019                -1 800.11     0.00
     USD      116  712.65       EUR     105  000.00      15.1.2020                  543.42     0.00
     USD      116  669.39       EUR     105  000.00       9.1.2020                 542.34     0.00
     USD      200  893.53       AUD     295  000.00       9.1.2020                1 134.50     0.00
     JPY     11 000  000.00       USD     101  673.08      15.1.2020                 -862.04      0.00
     JPY     11 000  000.00       USD     101  639.54       9.1.2020                 -859.57      0.00
     USD      200  922.44       AUD     295  000.00      15.1.2020                 1 135.03     0.00
     USD       46 172.95       JPY    5 000  000.00       9.1.2020                 363.87     0.00
     USD       46 188.31       JPY    5 000  000.00      15.1.2020                  365.11     0.00
     SGD     8 077  700.00       USD    5 918  353.29      5.12.2019                -11  118.89     0.00
     USD      342  448.94       EUR     310  000.00       9.1.2020                 -402.36      0.00
     USD       31 908.05       HKD     250  000.00      15.1.2020                  -15.21     0.00
     USD       31 909.47       HKD     250  000.00       9.1.2020                 -14.43     0.00
     USD      342  577.28       EUR     310  000.00      15.1.2020                 -398.53      0.00
     USD      137  848.39       JPY    15 000  000.00       9.1.2020                 421.16     0.00
     USD      137  895.40       JPY    15 000  000.00      15.1.2020                  425.79     0.00
     SGD      394  400.00       USD     288  880.38      5.12.2019                 -455.06      0.00
     USD       63 830.17       HKD     500  000.00      15.1.2020                  -16.36     0.00
     USD       63 831.90       HKD     500  000.00       9.1.2020                 -15.90     0.00
     JPY    275  000  000.00       USD    2 510  991.29      4.12.2019                  481.20     0.00
     JPY    138  500  000.00       USD    1 268  833.24      15.1.2020                  469.45     0.00
     GBP     3 800  000.00       USD    ▶ 921  934.80       9.1.2020                1 655.48     0.00
     JPY    138  500  000.00       USD    1 268  411.43       9.1.2020                 499.97     0.00
     GBP     3 800  000.00       USD    ▶ 922  740.40      15.1.2020                 1 639.72     0.00
     先渡為替契約（購入／売却）合計                                           -204  369.01     -0.04
                                                     *

     現金預金、要求払預金および預託金勘定その他の流動資産                                                   1.52
                                               7 605  333.44
     その他の資産および負債                                           7 009  734.95     1.39
     純資産総額                                          501  866  143.45    100.00
     *

      2019  年 11 月 30 日現在、当該金額のうち          80,000   米ドルについて、取引相手方であるユービーエス・エイ・ジーの担保となってい
     る。
     注記は当財務書類と不可分のものである。

                                109/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）
     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     ノート、固定利付債
     米ドル

     USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27            600  000.00         627  750.00
                                                       0.39
     USD   ALPHABET    INC  1.99800%    16-15.08.26                    650  000.00         648  074.26
                                                       0.40
     USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                430  000.00         446  624.88
                                                       0.28
     USD   APPLE   INC  2.25000%    16-23.02.21                     675  000.00         678  427.31
                                                       0.42
     USD   APPLE   INC  2.40000%    13-03.05.23                     400  000.00         406  100.24
                                                       0.25
     USD   APPLE   INC  2.45000%    16-04.08.26                     500  000.00         507  752.40
                                                       0.32
     USD   APPLE   INC  2.90000%    17-12.09.27                    1 125  000.00        1 173  679.08
                                                       0.73
     USD   APPLE   INC  3.45000%    14-06.05.24                    1 200  000.00        1 274  264.40
                                                       0.79
     USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23            400  000.00         419  684.12
                                                       0.26
     USD   BERKSHIRE     HATHAWAY    INC  2.75000%    16-15.03.23               700  000.00         718  856.04
                                                       0.45
     USD   CHEVRON    CORP  2.95400%    16-16.05.26                   1 200  000.00        1 261  887.96
                                                       0.78
     USD   EQUINOR    ASA  3.62500%    18-10.09.28                     80 000.00          88 117.31
                                                       0.05
     USD   EUROPEAN    INVESTMENT     BANK  2.00000%    16-15.03.21             1 250  000.00        1 254  088.50
                                                       0.78
     USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27              300  000.00         312  080.97
                                                       0.19
     USD   EUROPEAN    INVESTMENT     BANK  2.62500%    19-20.05.22              800  000.00         818  355.52
                                                       0.51
     USD   EXXON   MOBIL   CORP  2.72600%    16-01.03.23                 1 000  000.00        1 025  295.00
                                                       0.64
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.25000%    19-18.06.29           200  000.00         206  700.54
                                                       0.13
     USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22         475  000.00         484  085.18
                                                       0.30
     USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 550  000.00         583  817.13
                                                       0.36
     USD   KOREA   DEVELOPMENT      BANK  4.62500%    11-16.11.21              1 000  000.00        1 050  312.50
                                                       0.65
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                      800  000.00         832  500.00
        25.07.27                                               0.52
     USD   KOREA   RESOURCES     CORP-REG-S     3.00000%    17-24.04.22             400  000.00         404  625.00
                                                       0.25
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23          1 270  000.00        1 287  505.55
                                                       0.80
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      1.62500%    16-15.03.21          1 550  000.00        1 548  309.99
                                                       0.96
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.87500%    18-03.04.28           150  000.00         162  309.69
                                                       0.10
     USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        1 600  000.00        1 716  500.00
                                                       1.07
     USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           850  000.00         861  019.83
                                                       0.54
     USD   MICROSOFT     CORP  3.30000%    17-06.02.27                   950  000.00        1 022  994.48
                                                       0.64
     USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27                475  000.00         502  368.79
                                                       0.31
     USD   ONTARIO,    PROVINCE    OF 2.00000%    19-02.10.29                175  000.00         173  637.28
                                                       0.11
     USD   PROCTER    & GAMBLE   CO 1.85000%    16-02.02.21                425  000.00         425  394.91
                                                       0.26
     USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               1 150  000.00        1 154  312.50
                                                       0.72
     USD   QUEBEC,    PROVINCE    OF 3.50000%    10-29.07.20                625  000.00         631  436.68
                                                       0.39
     USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                700  000.00         722  260.07
                                                       0.45
     USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28             1 000  000.00        1 110  630.50
                                                       0.69
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           660  000.00         664  558.03
                                                       0.41
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           700  000.00         725  227.09
                                                       0.45
     USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           375  000.00         398  589.90
                                                       0.25
     USD   WALMART    INC  3.05000%    19-08.07.26                    250  000.00         263  525.07
                                                       0.16
     USD   WALMART    INC  3.12500%    18-23.06.21                    275  000.00         280  707.68
                                                       0.17
     USD   WELLS   FARGO   CO 3.50000%    12-08.03.22                   900  000.00         927  854.10
                                                       0.58
     USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               1 175  000.00        1 200  168.50
                                                       0.75
     米ドル合計                                           31 002  388.98
                                                       19.26
     ノート、固定利付債合計                                           31 002  388.98

                                                       19.26
     注記は当財務書類と不可分のものである。

                                110/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     ノート、変動利付債

     米ドル

     USD   CITIGROUP     INC  3M LIBOR+143BP      16-01.09.23                165  000.00         168  470.63
                                                       0.10
     米ドル合計                                            168  470.63
                                                       0.10
     ノート、変動利付債合計                                            168  470.63

                                                       0.10
     中期債券、固定利付債

     米ドル

     USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21                400  000.00         399  960.00
                                                       0.25
     USD   ASIAN   DEVELOPMENT      BANK  2.00000%    15-22.01.25               325  000.00         329  953.72
                                                       0.20
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    17-12.01.27               675  000.00         711  470.52
                                                       0.44
     USD   ASIAN   DEVELOPMENT      BANK  2.00000%    17-16.02.22               440  000.00         443  071.20
                                                       0.28
     USD   ASIAN   DEVELOPMENT      BANK  2.75000%    18-19.01.28              1 000  000.00        1 069  403.90
                                                       0.66
     USD   AUSTRALIA     & NEW  ZEALAND    BANKING    GRP/NY   2.30000%    16-
                                     1 250  000.00        1 253  312.50
        01.06.21                                               0.78
     USD   BANK  OF AMERICA    CORP  3.24800%    16-21.10.27                225  000.00         234  580.50
                                                       0.15
     USD   CAISSE   D ’AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-
                                      925  000.00         984  928.90
        20.03.24                                               0.61
     USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27               350  000.00         369  087.07
                                                       0.23
     USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22           1 000  000.00        1 002  000.00
                                                       0.62
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  1.62500%    17-12.05.20           300  000.00         299  859.16
                                                       0.19
     USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26               400  000.00         403  672.00
                                                       0.25
     USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                275  000.00         281  617.18
                                                       0.17
     USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22             1 000  000.00        1 009  797.60
                                                       0.63
     USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23              200  000.00         207  312.00
                                                       0.13
     USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          75 000.00          75 404.60
                                                       0.05
     USD   SP POWERASSETS      LTD-REG-S     3.25000%    15-24.11.25              800  000.00         840  656.00
                                                       0.52
     USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          279  000.00         283  879.96
                                                       0.18
     USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               400  000.00         399  831.42
                                                       0.25
     USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               1 010  000.00        1 016  221.50
                                                       0.63
     USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              700  000.00         710  061.03
                                                       0.44
     米ドル合計                                           12 326  080.76
                                                       7.66
     中期債券、固定利付債合計                                           12 326  080.76

                                                       7.66
     債券、固定利付債

     米ドル

     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.62500%    14-28.04.21        1 520  000.00        1 537  362.96
                                                       0.95
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.37500%    16-16.03.26         250  000.00         257  449.00
                                                       0.16
     USD   BANK  OF NOVA  SCOTIA   1.85000%    15-14.04.20                900  000.00         899  599.64
                                                       0.56
     USD   BRITISH    COLUMBIA,     PROVINCE    OF 2.25000%    16-02.06.26            600  000.00         612  691.44
                                                       0.38
     USD   EUROPEAN    INVESTMENT     BANK  3.25000%    14-29.01.24              225  000.00         238  925.97
                                                       0.15
     USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25              250  000.00         252  594.78
                                                       0.16
     USD   FANNIE   MAE  1.62500%    15-21.01.20                     515  000.00         514  993.29
                                                       0.32
     USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 950  000.00         969  950.00
                                                       0.60
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  3.87500%    10-14.02.20           800  000.00         802  981.60
                                                       0.50
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  3.00000%    14-21.02.24           750  000.00         788  794.58
                                                       0.49
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.12500%    15-15.01.25           250  000.00         254  652.70
                                                       0.16
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  7.62500%    93-
                                      875  000.00        1 030  221.50
        19.01.23                                               0.64
     USD   INTL  BK FOR  RECONSTR    & DEVT  2.50000%    15-29.07.25            1 100  000.00        1 145  741.41
                                                       0.71
     USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24           1 025  000.00        1 066  960.94
                                                       0.66
     USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                 200  000.00         213  875.00
                                                       0.13
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24           200  000.00         207  601.35
                                                       0.13
     USD   MICROSOFT     CORP  2.40000%    16-08.08.26                  1 400  000.00        1 424  774.26
                                                       0.88
     注記は当財務書類と不可分のものである。

                                111/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   MORGAN   STANLEY    5.50000%    10-24.07.20                  1 000  000.00        1 022  585.30

                                                       0.64
     USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24                500  000.00         528  717.65
                                                       0.33
     USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21           50 000.00          50 563.61
                                                       0.03
     USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               1 000  000.00        1 057  980.00
                                                       0.66
     USD   ONTARIO,    PROVINCE    OF 2.50000%    16-27.04.26               1 200  000.00        1 237  218.36
                                                       0.77
     USD   SWEDBANK    HYPOTEK    AB-REG-S    2.00000%    15-12.05.20              650  000.00         649  720.50
                                                       0.40
     米ドル合計                                           16 765  955.84
                                                       10.41
     債券、固定利付債合計                                           16 765  955.84

                                                       10.41
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22              365  000.00         364  073.25
                                                       0.23
     USD   AMERICA,    UNITED   STATES   OF 2.62500%    10-15.11.20             1 100  000.00        1 109  581.99
                                                       0.69
     USD   AMERICA,    UNITED   STATES   OF 1.12500%    16-31.07.21             3 000  000.00        2 973  164.07
                                                       1.85
     USD   AMERICA,    UNITED   STATES   OF 1.37500%    16-30.09.23             6 290  000.00        6 233  979.69
                                                       3.87
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27             1 905  000.00        1 972  195.82
                                                       1.23
     USD   AMERICA,    UNITED   STATES   OF 2.50000%    13-15.08.23             1 520  000.00        1 568  034.28
                                                       0.97
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    17-15.05.20               5 000.00          ▶ 996.29
                                                       0.00
     米ドル合計                                           14 226  025.39
                                                       8.84
     財務省証券（      T-note   ）、固定利付債合計                                  14 226  025.39

                                                       8.84
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 3.875%/CPI     LINKED   99-15.04.29          350  000.00         729  738.03
                                                       0.45
     USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25          360  000.00         543  954.08
                                                       0.34
     USD   AMERICA,    UNITED   STATES   OF 0.500%/CPI     LINKED   18-15.01.28          550  000.00         585  949.27
                                                       0.36
     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26          450  000.00         498  742.94
                                                       0.31
     USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21          250  000.00         295  378.53
                                                       0.18
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.01.22          300  000.00         338  316.75
                                                       0.21
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   13-15.01.23          400  000.00         442  272.54
                                                       0.28
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27          400  000.00         430  156.81
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25          450  000.00         493  616.18
                                                       0.31
     米ドル合計                                           ▶ 358  125.13
                                                       2.71
     財務省証券（      T-note   ）、変動利付債合計                                   ▶ 358  125.13

                                                       2.71
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                           78 847  046.73

                                                       48.98
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     ノート、固定利付債
     米ドル

     USD   HSBC  HOLDINGS    PLC  4.87500%    11-14.01.22                 800  000.00         844  948.40
                                                       0.52
     USD   JPMORGAN    CHASE   & CO 4.25000%    10-15.10.20                200  000.00         203  931.32
                                                       0.13
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      1.95000%    17-28.09.20          500  000.00         500  303.05
                                                       0.31
     USD   SANOFI   4.00000%    11-29.03.21                      600  000.00         617  112.00
                                                       0.38
     USD   SCENTRE    GROUP   TRUST   1 / 2-REG-S    3.75000%    17-23.03.27           225  000.00         236  958.75
                                                       0.15
     USD   WESTPAC    BANKING    CORP  2.65000%    18-25.01.21                500  000.00         503  020.00
                                                       0.31
     米ドル合計                                           2 906  273.52
                                                       1.80
     ノート、固定利付債合計                                           2 906  273.52

                                                       1.80
     注記は当財務書類と不可分のものである。

                                112/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     中期債券、固定利付債

     米ドル

     USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21          350  000.00         350  154.66
                                                       0.22
     米ドル合計                                            350  154.66
                                                       0.22
     中期債券、固定利付債合計                                            350  154.66

                                                       0.22
     中期債券、ゼロ・クーポン債

     米ドル

     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-
                                      370  000.00         290  451.61
        01.05.30                                               0.18
     米ドル合計                                            290  451.61
                                                       0.18
     中期債券、ゼロ・クーポン債合計                                            290  451.61

                                                       0.18
     中期債券、変動利付債

     米ドル

     USD   GOLDMAN    SACHS   GROUP   3M LIBOR+160BP      13-29.11.23              525  000.00         543  098.22
                                                       0.34
     米ドル合計                                            543  098.22
                                                       0.34
     中期債券、変動利付債合計                                            543  098.22

                                                       0.34
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 1.75000%    12-15.05.22             3 470  000.00        3 482  334.46
                                                       2.16
     米ドル合計                                           3 482  334.46
                                                       2.16
     財務省証券（      T-note   ）、固定利付債合計                                   3 482  334.46

                                                       2.16
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   14-15.01.24          400  000.00         447  116.06
                                                       0.28
     USD   AMERICA,    UNITED   STATES   OF 0.250%/CPI     LINKED   15-15.01.25          450  000.00         489  072.76
                                                       0.30
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22          300  000.00         334  409.60
                                                       0.21
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23          400  000.00         444  916.02
                                                       0.28
     米ドル合計                                           1 715  514.44
                                                       1.07
     財務省証券（      T-note   ）、変動利付債合計                                   1 715  514.44

                                                       1.07
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           9 287  826.91

                                                       5.77
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     ルクセンブルグ

     EUR   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)   I-X-ACC          22 162.00        3 251  430.37
                                                       2.02
     USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   U-X-A     1 552.00        16 870  177.92
                                                       10.48
     USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     U-X-ACC                      5 747  840.36
                                        482.00                3.57
     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC                      ▶ 845  416.45
                                        245.00                3.01
     USD   UBS  (LUX)   BOND  SICAV   - EMERGING    ECONOMIES     CORP  (USD)-I-X-DIS         30 310.00        3 232  561.50
                                                       2.01
     注記は当財務書類と不可分のものである。

                                113/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－フィクスト・インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC      2 260.00        25 830  670.00

                                                       16.04
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)-U-
        X ACC                                       9 678  563.80
                                        710.00                6.01
     USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                          11 088.70
                                         1.00               0.01
     ルクセンブルグ合計                                           69 467  749.10
                                                       43.15
     投資信託、オープン・エンド型合計                                           69 467  749.10

                                                       43.15
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定された

                                               69 467  749.10
     UCITS/   その他の    UCIs  合計                                          43.15
     投資有価証券合計                                          157  602  622.74

                                                       97.90
     先渡為替契約

     先渡為替契約（購入／売却）
     USD      2 345  766.01      AUD    3 458  811.58       9.1.2020                 3 634.33     0.00

     NZD        5 000.00      USD      3 146.97       9.1.2020                  64.54    0.00
     GBP      1 249  269.79      USD    1 584  535.07       9.1.2020                34 120.88     0.02
     USD        5 336.10      ZAR      80 000.00       9.1.2020                  -92.94     0.00
     USD      1 535  727.61      CAD    2 030  000.00       9.1.2020                 6 814.93     0.01
     USD      5 601  223.08      EUR    5 055  000.00       9.1.2020                10 534.96     0.01
     CHF        ▶ 522.25      USD      ▶ 564.52       9.1.2020                  -23.35     0.00
     NOK     28 564  560.45      USD    3 123  015.74       9.1.2020                -19  987.39    -0.01
     EUR      1 349  641.71      NOK    13 815  000.00       9.1.2020                -8 080.44     0.00
     CAD      1 965  414.96      NOK    13 815  000.00       9.1.2020                -20  473.28    -0.01
     USD       97 773.18      NOK     900  000.00       9.1.2020                  4.28    0.00
     EUR       60 000.00      USD      66 886.80       9.1.2020                 -528.48     0.00
     GBP      1 249  080.92      USD    1 613  459.06      15.1.2020                 5 211.79     0.00
     NZD        5 000.00      USD      3 217.44      15.1.2020                  -5.66    0.00
     USD       43 725.80      CAD      57 359.72      15.1.2020                  524.18     0.00
     USD      2 398  310.85      AUD    3 457  592.81      15.1.2020                 56 671.83     0.04
     NOK       16 811.67      USD      1 846.89      15.1.2020                  -20.59     0.00
     USD       56 179.45      JPY    6 087  875.00      15.1.2020                  386.27     0.00
     USD       36 483.96      CHF      35 943.27      15.1.2020                  375.63     0.00
     USD      ▶ 126  323.29      EUR    3 689  996.02      15.1.2020                 43 809.16     0.03
     IDR    21 659  870  000.00      USD    1 529  543.82      16.1.2020                 -1 740.76     0.00
     INR     105  940  000.00      USD    1 465  384.88      16.1.2020                 5 627.04     0.00
     USD      1 574  034.37      TWD    47 720  000.00      16.1.2020                 5 005.13     0.00
     CAD       60 000.00      USD      45 449.38      15.1.2020                  -259.18     0.00
     CAD       70 000.00      USD      53 023.76       9.1.2020                 -302.63     0.00
     USD       64 852.95      GBP      50 000.00       9.1.2020                  68.87    0.00
     USD       64 863.65      GBP      50 000.00      15.1.2020                  69.17    0.00
     EUR      2 110  000.00      USD    2 345  302.98       9.1.2020                -11  702.20    -0.01
     EUR      2 110  000.00      USD    2 346  206.06      15.1.2020                -11  757.79    -0.01
     JPY    6 135  264  000.00      USD    56 736  249.66      14.1.2020                -517  429.60    -0.32
     USD       160  215.48      JPY    17 348  100.00      14.1.2020                 1 250.89     0.00
     USD      3 595  113.87      JPY    390  213  300.00      14.1.2020                 19 500.61     0.01
     JPY     997  476  500.00      USD    9 150  505.74      14.1.2020                -10  401.60    -0.01
     先渡為替契約（購入／売却）合計                                            -409  131.40    -0.25
     現金預金、要求払預金および預託金勘定その他の流動資産                                           7 227  442.07     4.49

     その他の資産および負債                                           -3 431  181.43    -2.14
     純資産総額                                          160  989  751.98    100.00
     注記は当財務書類と不可分のものである。

                                114/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     ノート、固定利付債
     米ドル

     USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27            400  000.00         418  500.00
                                                       0.30
     USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28                250  000.00         273  151.13
                                                       0.20
     USD   ALPHABET    INC  1.99800%    16-15.08.26                    330  000.00         329  022.32
                                                       0.24
     USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                115  000.00         119  446.19
                                                       0.09
     USD   APPLE   INC  2.45000%    16-04.08.26                     230  000.00         233  566.10
                                                       0.17
     USD   APPLE   INC  2.90000%    17-12.09.27                     650  000.00         678  125.69
                                                       0.49
     USD   APPLE   INC  3.00000%    17-09.02.24                     200  000.00         207  786.58
                                                       0.15
     USD   APPLE   INC  3.20000%    17-11.05.27                     750  000.00         795  669.75
                                                       0.57
     USD   APPLE   INC  3.25000%    16-23.02.26                     300  000.00         318  458.70
                                                       0.23
     USD   APPLE   INC  3.45000%    14-06.05.24                     550  000.00         584  037.85
                                                       0.42
     USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               400  000.00         421  428.28
                                                       0.30
     USD   CHEVRON    CORP  2.95400%    16-16.05.26                    575  000.00         604  654.64
                                                       0.43
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.35000%    19-04.06.24         200  000.00         209  628.00
                                                       0.15
     USD   CORPORACION      ANDINA   DE FOMENTO    4.37500%    12-15.06.22            225  000.00         235  982.25
                                                       0.17
     USD   EQUINOR    ASA  3.62500%    18-10.09.28                    230  000.00         253  337.27
                                                       0.18
     USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27              450  000.00         468  121.45
                                                       0.34
     USD   EXXON   MOBIL   CORP  2.72600%    16-01.03.23                  300  000.00         307  588.50
                                                       0.22
     USD   HSBC  BANK  PLC-REG-S     4.12500%    10-12.08.20                250  000.00         253  683.08
                                                       0.18
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.25000%    19-18.06.29           600  000.00         620  101.62
                                                       0.45
     USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                 475  000.00         483  940.12
                                                       0.35
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                      300  000.00         312  187.50
        25.07.27                                               0.22
     USD   KOREA   RESOURCES     CORP-REG-S     3.00000%    17-24.04.22             600  000.00         606  937.50
                                                       0.44
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25           845  000.00         857  571.66
                                                       0.62
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.87500%    18-03.04.28           380  000.00         411  184.54
                                                       0.29
     USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27         800  000.00         858  250.00
                                                       0.62
     USD   MICROSOFT     CORP  2.87500%    17-06.02.24                   50 000.00          51 910.33
                                                       0.04
     USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  1 030  000.00        1 109  141.39
                                                       0.80
     USD   MICROSOFT     CORP  4.00000%    11-08.02.21                   125  000.00         128  333.77
                                                       0.09
     USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27                240  000.00         253  828.44
                                                       0.18
     USD   PROCTER    & GAMBLE   CO 2.85000%    17-11.08.27                500  000.00         529  936.85
                                                       0.38
     USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21                600  000.00         602  250.00
                                                       0.43
     USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                500  000.00         515  900.05
                                                       0.37
     USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28              250  000.00         277  657.63
                                                       0.20
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           250  000.00         259  009.68
                                                       0.19
     USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           275  000.00         292  299.26
                                                       0.21
     USD   WALMART    INC  3.05000%    19-08.07.26                    100  000.00         105  410.03
                                                       0.08
     USD   WALMART    INC  3.70000%    18-26.06.28                    600  000.00         663  385.32
                                                       0.48
     USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26                850  000.00         868  207.00
                                                       0.62
     米ドル合計                                           16 519  630.47
                                                       11.89
     ノート、固定利付債合計                                           16 519  630.47

                                                       11.89
     中期債券、固定利付債

     米ドル

     USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21                200  000.00         199  980.00
                                                       0.14
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    17-12.01.27               550  000.00         579  716.72
                                                       0.42
     USD   ASIAN   DEVELOPMENT      BANK  2.75000%    18-19.01.28                50 000.00          53 470.19
                                                       0.04
     USD   ASIAN   DEVELOPMENT      BANK  1.75000%    19-19.09.29               400  000.00         395  934.88
                                                       0.28
     注記は当財務書類と不可分のものである。

                                115/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   BANK  OF AMERICA    CORP  3.24800%    16-21.10.27                165  000.00         172  025.70

                                                       0.12
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         175  000.00         183  344.00
                                                       0.13
     USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27               250  000.00         263  633.63
                                                       0.19
     USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                550  000.00         563  234.38
                                                       0.41
     USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23              140  000.00         145  118.40
                                                       0.10
     USD   SP POWERASSETS      LTD-REG-S     3.25000%    15-24.11.25              500  000.00         525  410.00
                                                       0.38
     USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          200  000.00         203  498.18
                                                       0.15
     USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20                175  000.00         176  077.98
                                                       0.13
     USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              500  000.00         507  186.45
                                                       0.36
     米ドル合計                                           3 968  630.51
                                                       2.85
     中期債券、固定利付債合計                                           3 968  630.51

                                                       2.85
     債券、固定利付債

     米ドル

     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.62500%    14-28.04.21         400  000.00         404  569.20
                                                       0.29
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.37500%    16-16.03.26          80 000.00          82 383.68
                                                       0.06
     USD   BRITISH    COLUMBIA,     PROVINCE    OF 2.25000%    16-02.06.26            200  000.00         204  230.48
                                                       0.15
     USD   EUROPEAN    INVESTMENT     BANK  3.25000%    14-29.01.24              350  000.00         371  662.62
                                                       0.27
     USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25              330  000.00         333  425.10
                                                       0.24
     USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 550  000.00         561  550.00
                                                       0.40
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.12500%    15-15.01.25           80 000.00          81 488.86
                                                       0.06
     USD   INTL  BK FOR  RECONSTR    & DEVT  2.50000%    15-29.07.25            1 750  000.00        1 822  770.43
                                                       1.31
     USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24            600  000.00         624  562.50
                                                       0.45
     USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                 200  000.00         213  875.00
                                                       0.15
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24           200  000.00         207  601.36
                                                       0.15
     USD   MICROSOFT     CORP  2.40000%    16-08.08.26                   200  000.00         203  539.18
                                                       0.15
     USD   MORGAN   STANLEY    5.50000%    10-24.07.20                   550  000.00         562  421.92
                                                       0.40
     USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24                400  000.00         422  974.12
                                                       0.30
     USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24                25 000.00          26 449.50
                                                       0.02
     USD   ONTARIO,    PROVINCE    OF 2.50000%    16-27.04.26                925  000.00         953  689.16
                                                       0.69
     米ドル合計                                           7 077  193.11
                                                       5.09
     債券、固定利付債合計                                           7 077  193.11

                                                       5.09
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 5.37500%    01-15.02.31              200  000.00         272  351.56
                                                       0.20
     USD   AMERICA,    UNITED   STATES   OF 4.37500%    08-15.02.38              55 000.00          74 838.68
                                                       0.06
     USD   AMERICA,    UNITED   STATES   OF 4.37500%    11-15.05.41              270  000.00         373  812.86
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF 3.00000%    18-15.08.48              290  000.00         338  846.87
                                                       0.24
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.08.27              325  000.00         336  971.67
                                                       0.24
     USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29               1 000.00          1 071.92
                                                       0.00
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22               1 000.00
                                                   997.46     0.00
     USD   AMERICA,    UNITED   STATES   OF 3.62500%    10-15.02.20             1 000  000.00        1 003  671.80
                                                       0.72
     USD   AMERICA,    UNITED   STATES   OF 2.62500%    10-15.11.20             1 025  000.00        1 033  928.67
                                                       0.74
     USD   AMERICA,    UNITED   STATES   OF 1.12500%    16-31.07.21             2 175  000.00        2 155  543.95
                                                       1.55
     USD   AMERICA,    UNITED   STATES   OF 1.37500%    16-30.09.23             2 230  000.00        2 210  139.06
                                                       1.59
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27              591  000.00         611  846.58
                                                       0.44
     USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23             1 125  000.00        1 130  053.61
                                                       0.81
     USD   AMERICA,    UNITED   STATES   OF 2.50000%    13-15.08.23               1 000.00          1 031.60
                                                       0.00
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    17-15.05.20               1 000.00
                                                   999.25     0.00
     米ドル合計                                           9 546  105.54
                                                       6.86
     財務省証券（      T-note   ）、固定利付債合計                                   9 546  105.54

                                                       6.86
     注記は当財務書類と不可分のものである。

                                116/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 3.875%/CPI     LINKED   99-15.04.29          400  000.00         833  986.33
                                                       0.60
     USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25          345  000.00         521  289.31
                                                       0.37
     USD   AMERICA,    UNITED   STATES   OF 0.500%/CPI     LINKED   18-15.01.28          450  000.00         479  413.04
                                                       0.34
     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26          435  000.00         482  118.18
                                                       0.35
     USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21          350  000.00         413  529.94
                                                       0.30
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.01.22          280  000.00         315  762.29
                                                       0.23
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   13-15.01.23          340  000.00         375  931.65
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27          275  000.00         295  732.80
                                                       0.21
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25          440  000.00         482  646.93
                                                       0.35
     米ドル合計                                           ▶ 200  410.47
                                                       3.02
     財務省証券（      T-note   ）、変動利付債合計                                   ▶ 200  410.47

                                                       3.02
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                           41 311  970.10

                                                       29.71
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     ノート、固定利付債
     米ドル

     USD   HSBC  HOLDINGS    PLC  4.87500%    11-14.01.22                 375  000.00         396  069.56
                                                       0.28
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      1.95000%    17-28.09.20          300  000.00         300  181.83
                                                       0.22
     USD   SCENTRE    GROUP   TRUST   1 / 2-REG-S    3.75000%    17-23.03.27           150  000.00         157  972.50
                                                       0.11
     米ドル合計                                            854  223.89
                                                       0.61
     ノート、固定利付債合計                                            854  223.89

                                                       0.61
     中期債券、固定利付債

     米ドル

     USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21          150  000.00         150  066.29
                                                       0.11
     USD   ROYAL   BANK  OF CANADA   2.12500%    17-02.03.20                250  000.00         250  129.93
                                                       0.18
     米ドル合計                                            400  196.22
                                                       0.29
     中期債券、固定利付債合計                                            400  196.22

                                                       0.29
     中期債券、ゼロ・クーポン債

     米ドル

     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-
                                      150  000.00         117  750.65
        01.05.30                                               0.08
     米ドル合計                                            117  750.65
                                                       0.08
     中期債券、ゼロ・クーポン債合計                                            117  750.65

                                                       0.08
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 1.75000%    12-15.05.22             3 000  000.00        3 010  663.80
                                                       2.17
     米ドル合計                                           3 010  663.80
                                                       2.17
     財務省証券（      T-note   ）、固定利付債合計                                   3 010  663.80

                                                       2.17
     注記は当財務書類と不可分のものである。

                                117/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     財務省証券（      T-note   ）、変動利付債
     米ドル

     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   14-15.01.24          350  000.00         391  226.55
                                                       0.28
     USD   AMERICA,    UNITED   STATES   OF 0.250%/CPI     LINKED   15-15.01.25          285  000.00         309  746.07
                                                       0.23
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22          340  000.00         378  997.55
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23          340  000.00         378  178.62
                                                       0.27
     米ドル合計                                           1 458  148.79
                                                       1.05
     財務省証券（      T-note   ）、変動利付債合計                                   1 458  148.79

                                                       1.05
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           5 840  983.35

                                                       4.20
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     アイルランド

     USD   SOURCE   MARKETS    PLC  - MSCI  USA  SOURCE   ETF-A             14 700.00        1 241  194.50
                                                       0.89
     USD   UBS  ETFS  PLC  - MSCI  USA  TRN  INDEX   SF (USD)   A-ACC          14 700.00        1 242  885.00
                                                       0.90
     アイルランド合計                                           2 484  079.50
                                                       1.79
     ルクセンブルグ

     EUR   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)   I-X-ACC          19 279.00        2 828  459.80
                                                       2.04
     USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   U-X-A     1 748.00        19 000  690.08
                                                       13.66
     USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     U-X-ACC                      6 105  589.76
                                        512.00                4.39
     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC                      ▶ 153  214.10
                                        210.00                2.99
     USD   UBS  (LUX)   BOND  SICAV   - EMERGING    ECONOMIES     CORP  (USD)-I-X-DIS         26 448.00        2 820  679.20
                                                       2.03
     USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC      1 953.00        22 321  813.50
                                                       16.05
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND-GLOBAL      BONDS   (USD)-U-X     ACC              9 024  238.36
                                        662.00                6.49
     USD   UBS  (LUX)   EQUITY   FUND  - GLOBAL   SUSTAINABLE      (USD)   U-X-ACC                 2 253  420.63
                                        207.00                1.62
     USD   UBS  (LUX)   EQUITY   SICAV-GLOBAL      QUANTITATIVE      (USD)   U-X-ACC                 5 983  961.04
                                        388.00                4.30
     USD   UBS  (LUX)   INST  FUND-KEY    SEL.  GLOBAL   EQUITY   FA-USD                    7 386  380.49
                                        289.00                5.31
     USD   UBS  (LUX)   INSTITUTION      SICAV-EQUITIES       GLB  (EX  USA)  PASSIVE    XA    14 089.00        1 443  136.27
                                                       1.04
     USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                         698  588.10
                                        63.00               0.50
     ルクセンブルグ合計                                           84 020  171.33
                                                       60.42
     投資信託、オープン・エンド型合計                                           86 504  250.83

                                                       62.21
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定された

                                               86 504  250.83
     UCITS/   その他の    UCIs  合計                                          62.21
     公認の証券取引所に上場されている派生商品

     指数に係るオプション、従来型
     米ドル

     USD   S&P  500  INDEX   PUT  2700.00000     20.12.19
                                        10.00          990.00     0.00
     米ドル合計                                              990.00     0.00
     指数に係るオプション、従来型合計                                              990.00     0.00

     公認の証券取引所に上場されている派生商品合計                                              990.00     0.00

     投資有価証券合計                                          133  658  194.28

                                                       96.12
     注記は当財務書類と不可分のものである。

                                118/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     派生商品

     公認の証券取引所に上場されている派生商品

     指数に係る金融先物
     EUR   EURO  STOXX   50 INDEX   FUTURE   20.12.19                            -411  675.56

                                       -188.00                -0.30
     CHF   SWISS   MARKET   INDEX   FUTURE   20.12.19                             161  072.20
                                        31.00               0.12
     GBP   FTSE  100  INDEX   FUTURE   20.12.19                               50 853.91
                                        58.00               0.04
     USD   S&P500   EMINI   FUTURE   20.12.19                                33 526.48
                                        10.00               0.02
     AUD   SPI  200  INDEX   FUTURE   19.12.19                               -8 674.83
                                        -3.00               -0.01
     CAD   S&P/TSX    60 INDEX   FUTURE   19.12.19                              -9 779.79
                                        -3.00               -0.01
     JPY   NIKKEI   225  (OSE)   INDEX   FUTURE   12.12.19                           120  399.96
                                         6.00               0.09
     指数に係る金融先物合計                                            -64  277.63
                                                       -0.05
     公認の証券取引所に上場されている派生商品合計                                            -64  277.63

                                                       -0.05
     派生商品合計                                            -64  277.63

                                                       -0.05
     先渡為替契約

     先渡為替契約（購入／売却）
     USD       52 691.06      DKK     355  000.00       9.1.2020                  125.14     0.00

     USD      2 839  036.51      AUD    ▶ 186  134.63       9.1.2020                 ▶ 398.57     0.00
     GBP       300  665.71      USD     381  355.07       9.1.2020                 8 211.97     0.01
     USD       146  709.95      HKD    1 150  000.00       9.1.2020                 -139.98     0.00
     JPY     42 995  078.00      USD     399  408.79       9.1.2020                -5 495.83     0.00
     USD       13 340.24      ZAR     200  000.00       9.1.2020                 -232.36     0.00
     NZD        5 000.00      USD      3 146.97       9.1.2020                  64.54    0.00
     USD       67 436.74      SEK     659  811.26       9.1.2020                -1 675.69     0.00
     USD      2 061  540.05      CAD    2 725  044.65       9.1.2020                 9 148.27     0.01
     USD       54 794.16      SGD      75 000.00       9.1.2020                  -72.95     0.00
     NOK     25 075  478.90      USD    2 741  548.06       9.1.2020                -17  545.98    -0.01
     USD       365  409.11      CHF     362  025.42       9.1.2020                 1 868.90     0.00
     USD      5 703  703.21      EUR    5 147  486.42       9.1.2020                10 727.70     0.01
     USD       72 657.33      EUR      65 000.00       9.1.2020                  769.15     0.00
     GBP      1 680  000.00      USD    2 160  130.56       9.1.2020                16 614.62     0.01
     EUR      1 229  478.17      NOK    12 585  000.00       9.1.2020                -7 361.00    -0.01
     CAD      1 790  426.87      NOK    12 585  000.00       9.1.2020                -18  650.47    -0.01
     USD       96 911.84      JPY    10 500  000.00       9.1.2020                  712.78     0.00
     USD       58 054.01      GBP      45 000.00       9.1.2020                 -251.66     0.00
     USD       96 018.66      CHF      95 000.00       9.1.2020                  621.16     0.00
     GBP      2 411  263.48      USD    3 114  670.03      15.1.2020                 10 061.01     0.01
     USD       148  057.61      HKD    1 160  000.00      15.1.2020                  -66.33     0.00
     USD       37 438.43      DKK     250  000.00      15.1.2020                  405.07     0.00
     USD      1 712  401.68      AUD    2 468  732.42      15.1.2020                 40 463.86     0.03
     NZD        5 000.00      USD      3 217.44      15.1.2020                  -5.66    0.00
     CAD       121  118.20      USD      92 329.42      15.1.2020                 -1 106.83     0.00
     USD       68 373.61      SEK     653  064.93      15.1.2020                  -51.13     0.00
     USD       55 325.61      SGD      75 000.00      15.1.2020                  454.73     0.00
     USD       10 214.75      NOK      92 981.75      15.1.2020                  113.86     0.00
     JPY     32 515  927.00      USD     300  059.86      15.1.2020                 -2 063.08     0.00
     USD      ▶ 265  118.29      EUR    3 814  114.51      15.1.2020                 45 282.74     0.03
     USD       326  814.49      CHF     321  971.10      15.1.2020                 3 364.81     0.00
     USD       89 102.72      EUR      80 000.00      15.1.2020                  592.83     0.00
     注記は当財務書類と不可分のものである。

                                119/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ－インカム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約（続き）

     先渡為替契約（購入／売却）
     USD       89 069.68      EUR      80 000.00       9.1.2020                  591.93     0.00

     USD       122  018.00      GBP      95 000.00      15.1.2020                 -1 091.50     0.00
     USD       121  997.48      GBP      95 000.00       9.1.2020                -1 092.28     0.00
     IDR    19 712  380  000.00      USD    1 392  018.93      16.1.2020                 -1 584.25     0.00
     USD      1 432  529.60      TWD    43 430  000.00      16.1.2020                 ▶ 555.17     0.00
     INR     96 420  000.00      USD    1 333  702.19      16.1.2020                 5 121.38     0.00
     USD       64 863.65      GBP      50 000.00      15.1.2020                  69.17    0.00
     HKD       350  000.00      USD      44 668.80       9.1.2020                  24.66    0.00
     USD       64 852.95      GBP      50 000.00       9.1.2020                  68.87    0.00
     AUD       60 000.00      USD      40 991.64      15.1.2020                  -356.91     0.00
     USD       54 351.54      DKK     365  000.00      15.1.2020                  282.84     0.00
     AUD       70 000.00      USD      47 816.65       9.1.2020                 -416.20     0.00
     USD       54 328.86      DKK     365  000.00       9.1.2020                  282.21     0.00
     USD       36 941.71      JPY    ▶ 000  000.00      15.1.2020                  283.15     0.00
     HKD       350  000.00      USD      44 665.78      15.1.2020                  26.79    0.00
     USD       36 929.26      JPY    ▶ 000  000.00       9.1.2020                  282.00     0.00
     CHF       110  000.00      USD     111  440.93       9.1.2020                 -980.67     0.00
     EUR      1 100  000.00      USD    1 222  669.80       9.1.2020                -6 100.67    -0.01
     CHF       110  000.00      USD     111  487.80      15.1.2020                  -982.65     0.00
     EUR      1 090  000.00      USD    1 212  021.14      15.1.2020                 -6 073.93     0.00
     USD       37 241.82      AUD      55 000.00       9.1.2020                  -1.39    0.00
     USD       37 247.32      AUD      55 000.00      15.1.2020                  -1.18    0.00
     先渡為替契約（購入／売却）合計                                             92 189.30     0.07
     現金預金、要求払預金および預託金勘定その他の流動資産                                           5 279  508.85     3.80

     当座借越およびその他の短期負債                                             -866.49     0.00
     その他の資産および負債                                             92 175.28     0.06
     純資産総額                                          139  056  923.59    100.00
     注記は当財務書類と不可分のものである。

                                120/193









                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     無記名株式
     オーストリア

     EUR   ANDRITZ    AG NPV(BR)                          1 106.00          43 169.44
                                                       0.00
     EUR   ERSTE   GROUP   BK AG NPV                      ▶ 168.00         149  358.20
                                                       0.01
     EUR   OMV  AG NPV(VAR)                           2 083.00         118  832.08
                                                       0.01
     EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    1 858.00          43 656.32
                                                       0.00
     EUR   VERBUND    AG CLASS   ’A ’NPV                     1 002.00          52 124.71
                                                       0.01
     EUR   VOESTALPINE      AG NPV                        1 855.00          49 190.02
                                                       0.01
     オーストリア合計                                            456  330.77
                                                       0.04
     ベルギー

     EUR   ANHEUSER-BUSCH       IN NPV                      10 404.00         824  453.14
                                                       0.07
     EUR   COLRUYT    SA NPV                                    45 085.31
                                        870.00                0.00
     EUR   GALAPAGOS     NV NPV                                   53 046.80
                                        269.00                0.00
     EUR   GPE  BRUXELLES     LAM  NPV                      1 098.00         111  501.31
                                                       0.01
     EUR   PROXIMUS    SA NPV                         2 156.00          65 087.89
                                                       0.01
     EUR   SOLVAY   SA NPV                          1 054.00         120  862.60
                                                       0.01
     EUR   UMICORE    NPV                           2 599.00         111  703.33
                                                       0.01
     ベルギー合計                                           1 331  740.38
                                                       0.11
     フィンランド

     EUR
        KONE  CORPORATION      NPV  ORD  ‘B ’                 ▶ 712.00         295  205.54
                                                       0.02
     EUR   METSO   OYJ  NPV                          1 372.00          52 644.30
                                                       0.00
     EUR   WARTSILA    OYJ  ABP  SER  ’B ’EUR3.50                   6 144.00          61 890.68
                                                       0.01
     フィンランド合計                                            409  740.52
                                                       0.03
     フランス

     EUR   ACCOR   EUR3                            2 571.00         110  074.69
                                                       0.01
     EUR   ADP  EUR3                                       79 263.16
                                        405.00                0.01
     EUR   AIR  LIQUIDE(L     ’) EUR5.5   (POST-SUBDIVISION)                    6 582.00         893  012.39
                                                       0.08
     EUR   AIRBUS   EUR1                           8 008.00        1 177  871.41
                                                       0.10
     EUR   ALSTOM   EUR7.00                           2 189.00          95 529.95
                                                       0.01
     EUR   AMUNDI   EUR2.5   (AIW)                                   58 250.69
                                        769.00                0.01
     EUR   ARKEMA   EUR10                                     101  843.77
                                        982.00                0.01
     EUR   ATOS  SE EUR1                           1 378.00         117  114.03
                                                       0.01
     EUR   AXA  EUR2.29                            26 912.00         732  778.96
                                                       0.06
     EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               51 114.61
                                        565.00                0.00
     EUR   BNP  PARIBAS    EUR2                         15 559.00         874  408.36
                                                       0.07
     EUR   BOLLORE    EUR0.16                           12 078.00          51 670.75
                                                       0.00
     EUR   BOUYGUES    EUR1                           3 074.00         125  678.67
                                                       0.01
     EUR   BUREAU   VERITAS    EUR0.12                        ▶ 280.00         112  126.48
                                                       0.01
     EUR   CAPGEMINI     EUR8                          2 243.00         265  490.70
                                                       0.02
     EUR   CARREFOUR     EUR2.50                          7 818.00         129  129.50
                                                       0.01
     EUR   CASINO   GUICH-PERR     EUR1.53                                 38 356.96
                                        871.00                0.00
     EUR   CIE  DE ST-GOBAIN     EUR4                       6 640.00         269  056.45
                                                       0.02
     EUR   CNP  ASSURANCES     EUR1                        2 290.00          45 247.18
                                                       0.00
     EUR   COVIVIO    EUR3                                     73 284.09
                                        662.00                0.01
     EUR   CREDIT   AGRICOLE    SA EUR3                      15 954.00         218  390.78
                                                       0.02
     EUR   DANONE   EUR0.25                           8 571.00         706  132.74
                                                       0.06
     注記は当財務書類と不可分のものである。

                                121/193



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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   DASSAULT    AVIATION    EUR8                                 40 851.33

                                        30.00               0.00
     EUR   DASSAULT    SYSTEMES    EUR0.50                      1 823.00         287  435.69
                                                       0.02
     EUR   EDENRED    EUR2                           3 424.00         170  077.37
                                                       0.01
     EUR   EDF  EUR0.5                             8 517.00          87 560.23
                                                       0.01
     EUR   EIFFAGE    EUR4                           1 119.00         122  270.51
                                                       0.01
     EUR   ENGIE   EUR1                           24 814.00         392  888.40
                                                       0.03
     EUR   ESSILORLUXOTTICA        EUR0.18                       3 938.00         612  227.47
                                                       0.05
     EUR   EURAZEO    NPV                                     36 484.76
                                        535.00                0.00
     EUR   EUTELSAT    COMMUNICA     EUR1                      2 663.00          43 720.37
                                                       0.00
     EUR   FAURECIA    EUR7                                     51 858.34
                                        977.00                0.00
     EUR   GETLINK    SE EUR0.40                          6 494.00         109  623.95
                                                       0.01
     EUR   HERMES   INTL  NPV                                   330  647.69
                                        441.00                0.03
     EUR   ICADE   NPV                                      36 662.66
                                        366.00                0.00
     EUR   ILIAD   NPV                                      47 394.82
                                        372.00                0.00
     EUR   INGENICO    GROUP   EUR1                                  84 797.48
                                        794.00                0.01
     EUR   IPSEN   EUR1                                      60 802.88
                                        538.00                0.01
     EUR   JC DECAUX   SA NPV                                   25 370.83
                                        885.00                0.00
     EUR   KERING   EUR4                           1 051.00         633  533.78
                                                       0.05
     EUR   KLEPIERRE     EUR1.40                          2 786.00         100  049.95
                                                       0.01
     EUR   L ’OREAL   EUR0.20                           3 470.00         989  791.89
                                                       0.08
     EUR   LEGRAND    SA EUR4                          3 611.00         285  393.10
                                                       0.02
     EUR   LVMH  MOET  HENNESSY    EUR0.30                      3 823.00        1 716  867.17
                                                       0.14
     EUR   NATIXIS    EUR1.6                           13 219.00          55 284.00
                                                       0.01
     EUR   ORANGE   EUR4                           27 506.00         454  921.73
                                                       0.04
     EUR   PERNOD   RICARD   EUR1.55                        2 945.00         541  301.07
                                                       0.05
     EUR   PEUGEOT    SA EUR1                          8 198.00         198  137.40
                                                       0.02
     EUR   PUBLICIS    GROUPE   SA EUR0.40                      2 939.00         129  427.22
                                                       0.01
     EUR   REMY  COINTREAU     EUR1.60                                  42 921.68
                                        333.00                0.00
     EUR   RENAULT    SA EUR3.81                          2 694.00         129  078.92
                                                       0.01
     EUR   SAFRAN   EUR0.20                           ▶ 539.00         742  947.92
                                                       0.06
     EUR   SANOFI   EUR2                           15 457.00        1 440  294.48
                                                       0.12
     EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          67 525.98
                                        425.00                0.01
     EUR   SCHNEIDER     ELECTRIC    EUR8                      7 613.00         735  322.62
                                                       0.06
     EUR   SCOR  SE EUR7.876972      (POST   CONS)                   2 265.00          97 373.20
                                                       0.01
     EUR   SEB  SA EUR1                                      49 438.38
                                        318.00                0.00
     EUR   SOC  GENERALE    EUR1.25                        10 620.00         334  426.52
                                                       0.03
     EUR   SODEXO   EUR4                           1 231.00         143  602.40
                                                       0.01
     EUR   SUEZ  EUR4                            5 224.00          77 385.36
                                                       0.01
     EUR   TELEPERFORMANCE       EUR2.50                                 188  936.02
                                        797.00                0.02
     EUR   THALES   EUR3                           1 492.00         146  280.44
                                                       0.01
     EUR   TOTAL   EUR2.5                           32 871.00        1 726  643.42
                                                       0.15
     EUR   UBISOFT    ENTERTAIN     EUR0.31                      1 171.00          71 142.07
                                                       0.01
     EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            1 926.00         301  339.92
                                                       0.03
     EUR   VALEO   EUR1  (POST   SUBD)                       3 364.00         132  639.08
                                                       0.01
     EUR   VEOLIA   ENVIRONNEME      EUR5                      7 484.00         191  773.19
                                                       0.02
     EUR   VINCI   EUR2.50                            7 075.00         772  132.59
                                                       0.07
     EUR   VIVENDI    SA EUR5.50                         12 574.00         345  493.18
                                                       0.03
     EUR   WENDEL   EUR4                                      55 287.67
                                        410.00                0.01
     EUR   WORLDLINE     EUR0.68                          1 097.00          71 061.19
                                                       0.01
     フランス合計                                           21 834  254.64
                                                       1.84
     ドイツ

     EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  ▶ 573.00         369  592.51
                                                       0.03
     EUR   BEIERSDORF     AG NPV                        1 431.00         167  012.31
                                                       0.01
     EUR   CARL  ZEISS   MEDITEC    NPV                                67 191.34
                                        549.00                0.01
     注記は当財務書類と不可分のものである。

                                122/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   COMMERZBANK      AG NPV                       14 146.00          82 057.82

                                                       0.01
     EUR   CONTINENTAL      AG ORD  NPV                      1 451.00         189  744.89
                                                       0.02
     EUR   COVESTRO    AG NPV                         2 460.00         115  276.83
                                                       0.01
     EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    5 022.00         196  295.77
                                                       0.02
     EUR   FRAPORT    AG NPV                                    51 151.81
                                        600.00                0.00
     EUR   FRESENIUS     MED  CARE  NPV                      3 014.00         221  194.61
                                                       0.02
     EUR   FRESENIUS     SE & CO.  KGAA  NPV                    5 763.00         315  426.65
                                                       0.03
     EUR   GEA  GROUP   AG NPV                         2 331.00          74 971.58
                                                       0.01
     EUR   HEIDELBERGCEMENT        NPV                       1 968.00         145  601.42
                                                       0.01
     EUR   HENKEL   AG & CO KGAA                        1 443.00         139  694.35
                                                       0.01
     EUR   HOCHTIEF    AG NPV                                    41 799.57
                                        340.00                0.00
     EUR   KION  GROUP   AG NPV                                   59 758.71
                                        900.00                0.00
     EUR   KNORR   BREMSE   AG NPV                                  66 870.88
                                        687.00                0.01
     EUR   LANXESS    AG NPV                          1 240.00          82 717.05
                                                       0.01
     EUR   MERCK   KGAA  NPV                          1 817.00         212  362.97
                                                       0.02
     EUR   METRO   AG (NEW)   NPV                        2 588.00          41 732.86
                                                       0.00
     EUR   PUMA  SE NPV                           1 200.00          90 236.78
                                                       0.01
     EUR   RWE  AG (NEU)   NPV                         7 766.00         230  424.72
                                                       0.02
     EUR   SAP  AG ORD  NPV                         13 531.00        1 842  232.77
                                                       0.15
     EUR   SYMRISE    AG NPV  (BR)                        1 737.00         168  615.63
                                                       0.01
     EUR   THYSSENKRUPP      AG NPV                       5 298.00          66 477.13
                                                       0.00
     EUR   VOLKSWAGEN     AG ORD  NPV                                 88 393.73
                                        463.00                0.01
     EUR   WIRECARD    AG NPV                         1 614.00         213  195.65
                                                       0.02
     EUR   ZALANDO    SE NPV                          1 804.00          77 773.43
                                                       0.01
     ドイツ合計                                           5 417  803.77
                                                       0.46
     アイルランド

     EUR   AIB  GROUP   PLC  ORD  EUR0.625                      9 801.00          32 095.55
                                                       0.00
     EUR   BANK  OF IRELAND    GR EUR1                      12 159.00          61 133.70
                                                       0.01
     GBP   DCC  ORD  EUR0.25                           1 054.00          90 090.10
                                                       0.01
     EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                    1 074.00         123  156.01
                                                       0.01
     EUR
        KERRY   GROUP   ‘A ’ORD  EUR0.125(DUBLIN       LIST)              2 109.00         270  674.63
                                                       0.02
     アイルランド合計                                            577  149.99
                                                       0.05
     イタリア

     EUR   ASSIC   GENERALI    SPA  EUR1                      14 946.00         305  364.39
                                                       0.02
     EUR   FINECOBANK     SPA  EUR0.33                        8 852.00         109  900.02
                                                       0.01
     EUR   LEONARDO    SPA  EUR4.40                         6 073.00          71 079.00
                                                       0.01
     EUR   POSTE   ITALIANE    SPA  NPV                      7 256.00          84 724.93
                                                       0.01
     EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  87 982.00          54 228.01
                                                       0.00
     EUR   TELECOM    ITALIA   SPA  EUR0.55                     131  310.00          82 265.36
                                                       0.01
     イタリア合計                                            707  561.71
                                                       0.06
     ジャージー

     GBP   GLENCORE    XSTRATA    ORD  USD0.01                    119  785.00         377  903.29
                                                       0.03
     ジャージー合計                                            377  903.29
                                                       0.03
     ルクセンブルグ

     EUR   AROUNDTOWN     SA EUR0.01                        13 034.00         113  274.50
                                                       0.01
     EUR   EUROFINS    SCIENTIFI     EUR0.10                                84 079.87
                                        160.00                0.01
     ルクセンブルグ合計                                            197  354.37
                                                       0.02
     オランダ

     USD   AERCAP   HOLDINGS    EUR0.01                       1 839.00         113  668.59
                                                       0.01
     EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                3 162.00         303  039.73
                                                       0.03
     注記は当財務書類と不可分のものである。

                                123/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           6 572.00          39 144.44

                                                       0.00
     EUR   EXOR  NV EUR0.01                           1 484.00         113  621.78
                                                       0.01
     EUR   HEINEKEN    HOLDING    EUR1.6                       1 632.00         156  551.56
                                                       0.01
     EUR   HEINEKEN    NV EUR1.60                         3 540.00         367  057.30
                                                       0.03
     EUR   ING  GROEP   N.V.  EUR0.01                       53 934.00         621  079.92
                                                       0.05
     EUR   KON  KPN  NV EUR0.04                         50 832.00         156  708.43
                                                       0.01
     EUR   KONINKLIJKE      AHOLD   EUR0.01                      16 368.00         422  037.44
                                                       0.04
     EUR   KONINKLIJKE      PHILIPS    NV EUR0.20                    12 790.00         594  339.49
                                                       0.05
     USD   NXP  SEMICONDUCTORS       EUR0.20                      3 967.00         458  505.86
                                                       0.04
     EUR   QIAGEN   NV EUR0.01                          3 060.00         131  111.93
                                                       0.01
     EUR   RANDSTAD    N.V.  EUR0.10                        1 713.00          99 839.53
                                                       0.01
     GBP
        ROYAL   DUTCH   SHELL   ‘B ’SHS  EUR0.07    (UK  LIST)            40 889.00        1 158  024.84
                                                       0.10
     EUR   STMICROELECTRONICS         EUR1.04                      9 458.00         232  553.11
                                                       0.02
     EUR   VOPAK(KON)     EUR0.50                          1 052.00          56 129.26
                                                       0.00
     EUR   WOLTERS    KLUWER   EUR0.12                        3 794.00         272  581.51
                                                       0.02
     オランダ合計                                           5 295  994.72
                                                       0.44
     スペイン

     EUR   ACS  ACTIVIDADES      CO EUR0.5                      3 704.00         144  288.79
                                                       0.01
     EUR   AENA  SME  S.A.  EUR10                                  176  083.68
                                        958.00                0.02
     EUR   AMADEUS    IT GROUP   EUR0.01                       6 072.00         484  047.57
                                                       0.04
     EUR   BANKIA   S.A.  EUR1  (POST   CONS)                    19 902.00          38 588.43
                                                       0.00
     EUR   BCO  DE SABADELL    EUR0.125                       79 098.00          87 823.95
                                                       0.01
     EUR   CAIXABANK     SA EUR1                        50 578.00         149  400.60
                                                       0.01
     EUR   CELLNEX    TELECOM    SA EUR0.25                      3 464.00         148  956.85
                                                       0.01
     EUR   ENAGAS   SA EUR1.50                          3 216.00          80 174.19
                                                       0.01
     EUR   ENDESA   SA EUR1.2                          ▶ 499.00         122  427.54
                                                       0.01
     EUR   FERROVIAL     SA EUR0.2                         6 616.00         196  594.90
                                                       0.02
     EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               ▶ 161.00         142  271.36
                                                       0.01
     EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  82 820.00         815  281.14
                                                       0.07
     EUR   INDITEX    EUR0.03    (POST   SUBD)                    15 124.00         471  255.92
                                                       0.04
     EUR   NATURGY    ENERGY   GRO  EUR1                      3 937.00         102  446.10
                                                       0.01
     EUR   RED  ELECTRICA     CORP  EUR0.5                      6 044.00         118  288.03
                                                       0.01
     EUR   REPSOL   SA EUR1                          19 679.00         310  065.35
                                                       0.03
     EUR   SIEMENS    GAMESA   RENEWABLE     ENERGY                   3 366.00          53 758.94
                                                       0.00
     EUR   TELEFONICA     SA EUR1                        63 200.00         484  445.39
                                                       0.04
     スペイン合計                                           ▶ 126  198.73
                                                       0.35
     スイス

     CHF   PARGESA    HLDGS   SA CHF20(BR)                       1 156.00          91 267.72
                                                       0.01
     CHF   SWATCH   GROUP   CHF2.25(BR)                                   234  792.62
                                        838.00                0.02
     CHF   SWISS   RE AG CHF0.10                         8 652.00         937  621.05
                                                       0.08
     CHF   VIFOR   PHARMA   AG CHF0.01                       1 321.00         235  687.50
                                                       0.02
     スイス合計                                           1 499  368.89
                                                       0.13
     イギリス

     GBP   3I GROUP   ORD  GBP0.738636                        10 377.00         143  756.58
                                                       0.01
     GBP   ASTRAZENECA      ORD  USD0.25                       14 324.00        1 381  825.25
                                                       0.12
     GBP   AVIVA   ORD  GBP0.25                          41 825.00         218  458.37
                                                       0.02
     GBP   BAE  SYSTEMS    ORD  GBP0.025                       34 262.00         254  118.82
                                                       0.02
     GBP   BARRATT    DEVEL   ORD  GBP0.10                      10 848.00          93 564.62
                                                       0.01
     GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    25 053.00         991  625.30
                                                       0.08
     GBP   BRITISH    LAND  CO PLC  REIT                      9 758.00          72 652.08
                                                       0.01
     GBP   BT GROUP   ORD  GBP0.05                        91 142.00         225  834.26
                                                       0.02
     注記は当財務書類と不可分のものである。

                                124/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   BUNZL   ORD  GBP0.32142857                          3 586.00          98 475.16

                                                       0.01
     USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    3 194.00         161  169.24
                                                       0.01
     GBP   EVRAZ   PLC  ORD  USD1                        5 142.00          24 635.96
                                                       0.00
     GBP   HALMA   ORD  GBP0.10                          ▶ 285.00         116  728.16
                                                       0.01
     GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                     14 462.00         148  044.01
                                                       0.01
     GBP   ITV  ORD  GBP0.10                           41 769.00          78 394.92
                                                       0.01
     GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                      2 071.00          76 989.82
                                                       0.01
     GBP   KINGFISHER     ORD  GBP0.157142857                       22 511.00          61 118.64
                                                       0.00
     GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    7 996.00          99 125.64
                                                       0.01
     GBP   LLOYDS   BANKING    GP ORD  GBP0.1                    778  296.00         615  612.87
                                                       0.05
     GBP   MARKS   & SPENCER    GP ORD  GBP0.25                    21 294.00          53 531.36
                                                       0.00
     GBP   MEGGITT    ORD  GBP0.05                         8 583.00          71 386.57
                                                       0.01
     GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                    52 925.00         157  180.69
                                                       0.01
     GBP   NATIONAL    GRID  ORD  GBP0.12431289                      37 370.00         430  064.03
                                                       0.04
     GBP   OCADO   GROUP   PLC  ORD  GBP0.02                      ▶ 803.00          82 318.02
                                                       0.01
     GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                     7 739.00         607  230.65
                                                       0.05
     GBP   RELX  PLC  GBP0.1444                          20 620.00         499  566.00
                                                       0.04
     EUR   RELX  PLC  GBP0.1444                                     17 740.13
                                        732.00                0.00
     GBP   RENTOKIL    INITIAL    ORD  GBP0.01                     19 121.00         110  037.18
                                                       0.01
     GBP   ROLLS-ROYCE      HLDGS   ORD  GBP0.20                    18 129.00         166  869.21
                                                       0.01
     GBP   SAGE  GROUP   GBP0.01051948                         11 614.00         113  241.18
                                                       0.01
     GBP   SEVERN   TRENT   ORD  GBP0.9789                       2 577.00          74 767.03
                                                       0.01
     GBP   SMITHS   GROUP   ORD  GBP0.375                       ▶ 242.00          91 139.52
                                                       0.01
     GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                               101  822.38
                                        882.00                0.01
     GBP   SSE  PLC  ORD  GBP0.50                         11 070.00         186  147.59
                                                       0.01
     GBP   ST JAMES   ’S PLACE   ORD  GBP0.15                     5 660.00          79 691.37
                                                       0.01
     EUR   UNILEVER    EUR0.16                          19 984.00        1 185  448.48
                                                       0.10
     GBP   UNITED   UTILITIES     ▶ ORD  GBP0.05                    7 330.00          80 913.88
                                                       0.01
     GBP   WEIR  GROUP   ORD  GBP0.125                        2 717.00          49 044.01
                                                       0.00
     GBP   WHITBREAD     ORD  GBP0.76797385                        1 524.00          90 699.24
                                                       0.01
     GBP   WPP  PLC  ORD  GBP0.10                         13 438.00         173  907.44
                                                       0.01
     イギリス合計                                           9 284  875.66
                                                       0.78
     無記名株式合計                                           51 516  277.44

                                                       4.34
     参加証券

     スイス

     CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                            236  528.74
                                        31.00               0.02
     CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                  1 162.00         289  875.02
                                                       0.02
     スイス合計                                            526  403.76
                                                       0.04
     参加証券合計                                            526  403.76

                                                       0.04
     その他の株式

     スイス

     CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                 20 114.00        6 203  166.86
                                                       0.52
     スイス合計                                           6 203  166.86
                                                       0.52
     その他の株式合計                                           6 203  166.86

                                                       0.52
     注記は当財務書類と不可分のものである。

                                125/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     優先株式

     ドイツ

     EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                             39 455.44
                                        639.00                0.01
     EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                           37 603.07
                                        870.00                0.00
     EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                2 508.00         265  138.96
                                                       0.02
     EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                2 136.00         158  219.22
                                                       0.01
     EUR   SARTORIUS     AG NON  VTG  PRF  NPV                             103  354.42
                                        490.00                0.01
     EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   2 571.00         497  448.00
                                                       0.04
     ドイツ合計                                           1 101  219.11
                                                       0.09
     優先株式合計                                           1 101  219.11

                                                       0.09
     記名株式

     オーストラリア

     GBP   BHP  GROUP   PLC  ORD  USD0.50                      22 766.00         503  557.74
                                                       0.04
     オーストラリア合計                                            503  557.74
                                                       0.04
     ベルギー

     EUR   AGEAS   NPV                            2 428.00         145  849.11
                                                       0.01
     EUR   KBC  GROUP   NV NPV                         3 458.00         252  177.99
                                                       0.02
     EUR   TELENET    GRP  HLDG  NPV                                 35 136.42
                                        778.00                0.01
     EUR   UCB  NPV                             1 785.00         144  776.45
                                                       0.01
     ベルギー合計                                            577  939.97
                                                       0.05
     カナダ

     CAD   BARRICK    GOLD  CORP  COM  NPV
                                         1.00          16.70    0.00
     カナダ合計                                              16.70    0.00
     フィンランド

     EUR   ELISA   CORPORATION      EUR0.50                      2 010.00         107  509.12
                                                       0.01
     EUR   FORTUM   OYJ  EUR3.40                          6 209.00         146  436.87
                                                       0.01
     EUR   NESTE   OIL  OYJ  NPV                        5 701.00         192  852.11
                                                       0.02
     EUR   NOKIA   OYJ  NPV                          78 310.00         277  295.71
                                                       0.02
     EUR   NOKIAN   RENKAAT    OYJ  NPV                      1 932.00          52 318.28
                                                       0.00
     EUR   ORION   CORP  SER  ’B ’NPV                      1 307.00          56 923.38
                                                       0.01
     EUR   SAMPO   OYJ  SER  ’A ’NPV                      6 236.00         252  342.36
                                                       0.02
     EUR   STORA   ENSO  OYJ  NPV  SER  ’R ’                   7 891.00         106  147.52
                                                       0.01
     EUR   UPM-KYMMENE      CORP  NPV                       7 462.00         249  460.87
                                                       0.02
     フィンランド合計                                           1 441  286.22
                                                       0.12
     フランス

     EUR   BOLLORE    EUR0.16    (RFD  01/01/2020)
                                        70.00          294.06     0.00
     EUR   GECINA   EUR7.50                                     108  573.46
                                        628.00                0.01
     EUR   MICHELIN    (CGDE)   EUR2                       2 374.00         285  053.63
                                                       0.02
     フランス合計                                            393  921.15
                                                       0.03
     ドイツ

     EUR   ADIDAS   AG NPV  (REGD)                        2 505.00         780  959.18
                                                       0.07
     EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                          5 844.00        1 400  515.24
                                                       0.12
     EUR   AXEL  SPRINGER    SE NPV  (ASD  02/08/19    TRAVIATA)                         44 035.09
                                        639.00                0.00
     EUR   BASF  SE NPV                           12 749.00         958  971.77
                                                       0.08
     EUR   BAYER   AG NPV  (REGD)                        12 932.00         979  581.15
                                                       0.08
     EUR   BRENNTAG    AG                           2 225.00         118  763.53
                                                       0.01
     注記は当財務書類と不可分のものである。

                                126/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   DAIMLER    AG ORD  NPV(REGD)                       12 360.00         697  760.56

                                                       0.06
     EUR   DELIVERY    HERO  SE NPV                       1 593.00          84 309.21
                                                       0.01
     EUR   DEUTSCHE    BANK  AG NPV(REGD)                      27 699.00         199  859.77
                                                       0.02
     EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      2 644.00         405  951.96
                                                       0.03
     EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  3 456.00          65 618.28
                                                       0.01
     EUR   DEUTSCHE    POST  AG NPV(REGD)                      13 430.00         501  099.95
                                                       0.04
     EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      45 901.00         771  100.71
                                                       0.06
     EUR   E.ON  SE NPV                           30 041.00         314  604.22
                                                       0.03
     EUR   EVONIK   INDUSTRIES     NPV                      2 449.00          71 125.04
                                                       0.01
     EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                              153  832.55
                                        828.00                0.01
     EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  17 309.00         370  018.10
                                                       0.03
     EUR   MTU  AERO  ENGINES    H NPV  (REGD)                              197  924.42
                                        730.00                0.02
     EUR   MUENCHENER     RUECKVE    NPV(REGD)                      2 006.00         576  399.15
                                                       0.05
     EUR   SIEMENS    AG NPV(REGD)                         10 598.00        1 368  588.75
                                                       0.11
     EUR   SIEMENS    HEALTHINEE     NPV                      2 097.00         101  780.94
                                                       0.01
     EUR   TELEFONICA     DEUTSCH    NPV                      13 761.00          42 044.05
                                                       0.00
     GBP   TUI  AG NPV  (REGD)                          5 038.00          69 304.60
                                                       0.01
     EUR   UNIPER   SE NPV                          2 823.00          91 200.35
                                                       0.01
     EUR   UNITED   INTERNET    AG NPV(REGD)                      1 763.00          59 774.43
                                                       0.00
     EUR   VONOVIA    SE NPV                          6 932.00         361  448.03
                                                       0.03
     ドイツ合計                                           10 786  571.03
                                                       0.91
     アイルランド

     EUR   CRH  ORD  EUR0.32                           11 057.00         423  409.00
                                                       0.03
     GBP   EXPERIAN    ORD  USD0.10                        10 047.00         333  082.21
                                                       0.03
     EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               1 897.00         102  322.65
                                                       0.01
     EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                     2 904.00         103  102.80
                                                       0.01
     アイルランド合計                                            961  916.66
                                                       0.08
     マン島

     GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      6 427.00          70 796.27
                                                       0.01
     マン島合計                                             70 796.27
                                                       0.01
     イタリア

     EUR   ATLANTIA    SPA  EUR1                         6 845.00         151  851.62
                                                       0.01
     EUR   DAVIDE   DE CAMPARI    EUR0.05    (POST   SUBD)                7 969.00          72 797.15
                                                       0.01
     EUR   ENEL  EUR1                           111  139.00         840  147.00
                                                       0.07
     EUR   ENI  SPA  EUR1                           35 050.00         529  993.03
                                                       0.05
     EUR   FERRARI    NV EUR0.01(NEW)                          1 705.00         288  381.72
                                                       0.02
     EUR   INTESA   SANPAOLO    NPV                      200  425.00         508  384.28
                                                       0.04
     EUR   MEDIOBANCA     SPA  EUR0.5                        8 635.00          96 637.65
                                                       0.01
     EUR   MONCLER    SPA  NPV                         2 493.00         109  319.05
                                                       0.01
     EUR   PIRELLI    & C SPA  NPV                       5 939.00          33 723.96
                                                       0.00
     EUR   PRYSMIAN    SPA  EUR0.10                         3 386.00          77 244.12
                                                       0.01
     EUR   RECORDATI     EUR0.125                          1 505.00          63 173.85
                                                       0.01
     EUR   SNAM  EUR1                            28 654.00         142  551.68
                                                       0.01
     EUR   TERNA   SPA  ORD  EUR0.22                        18 611.00         119  634.45
                                                       0.01
     EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 27 676.00         383  336.43
                                                       0.03
     イタリア合計                                           3 417  175.99
                                                       0.29
     ルクセンブルグ

     EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 9 023.00         154  484.34
                                                       0.01
     EUR   TENARIS    S.A.  USD1                         6 757.00          71 909.98
                                                       0.01
     ルクセンブルグ合計                                            226  394.32
                                                       0.02
     注記は当財務書類と不可分のものである。

                                127/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     オランダ

     EUR   ADYEN   NV EUR0.01                                     111  306.37
                                        145.00                0.01
     EUR   AEGON   NV EUR0.12                          24 131.00         108  875.19
                                                       0.01
     EUR   ASML  HOLDING    NV EUR0.09                       5 854.00        1 594  291.24
                                                       0.13
     EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    14 158.00         151  860.02
                                                       0.01
     EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      15 121.00         223  743.80
                                                       0.02
     EUR   KONINKLIJKE      DSM  NV EUR1.5                      2 492.00         319  555.09
                                                       0.03
     EUR   NN GROUP   N.V.  EUR0.12                        ▶ 333.00         166  450.39
                                                       0.01
     EUR   PROSUS   N.V.  EUR0.05                         6 804.00         464  154.33
                                                       0.04
     GBP
        ROYAL   DUTCH   SHELL   PLC  ‘A ’SHS  EUR0.07                47 516.00        1 358  923.63
                                                       0.12
     オランダ合計                                           ▶ 499  160.06
                                                       0.38
     ポルトガル

     EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                      36 495.00         147  678.56
                                                       0.01
     EUR   GALP  ENERGIA    EUR1-B                         7 114.00         115  893.57
                                                       0.01
     EUR   JERONIMO    MARTINS    EUR5                       3 477.00          55 570.07
                                                       0.01
     ポルトガル合計                                            319  142.20
                                                       0.03
     南アフリカ

     GBP   MONDI   ORD  EUR0.20                          5 104.00         110  616.91
                                                       0.01
     南アフリカ合計                                            110  616.91
                                                       0.01
     スペイン

     EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     229  582.00         895  345.96
                                                       0.07
     EUR   BANKINTER     SA EUR0.3(REGD)                         9 843.00          68 894.15
                                                       0.01
     EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                      91 407.00         481  905.19
                                                       0.04
     EUR   MAPFRE   SA EUR0.10                          16 549.00          46 693.89
                                                       0.00
     スペイン合計                                           1 492  839.19
                                                       0.12
     スイス

     CHF   ABB  LTD  CHF0.12    (REGD)                       52 675.00        1 152  751.54
                                                       0.10
     CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    ▶ 522.00         279  731.87
                                                       0.02
     CHF   ALCON   AG CHF0.04                          11 769.00         650  189.11
                                                       0.06
     CHF   BALOISE-HLDGS      CHF0.1(REGD)                        1 382.00         240  347.83
                                                       0.02
     CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                            126  712.36
                                        63.00               0.01
     CHF   CLARIANT    CHF4.00(REGD)                           5 596.00         115  688.56
                                                       0.01
     GBP   COCA-COLA     HBC  AG ORD  CHF6.70                     2 182.00          72 790.13
                                                       0.01
     CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      72 158.00         946  245.65
                                                       0.08
     CHF   DUFRY   AG CHF5  (REGD)                        1 214.00         118  539.17
                                                       0.01
     CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                       144  670.54
                                        233.00                0.01
     CHF   GEBERIT    CHF0.10(REGD)                           1 062.00         570  452.39
                                                       0.05
     CHF   GIVAUDAN    AG CHF10                                   764  637.01
                                        260.00                0.07
     CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  6 337.00         298  540.01
                                                       0.03
     CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                      1 514.00         246  336.52
                                                       0.02
     CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    13 964.00         720  452.13
                                                       0.06
     CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                256  066.44
                                         3.00               0.02
     CHF   LONZA   GROUP   AG CHF1(REGD)                        2 138.00         726  537.05
                                                       0.06
     CHF   NESTLE   SA CHF0.10(REGD)                          86 723.00        9 018  115.93
                                                       0.76
     CHF   NOVARTIS    AG CHF0.50(REGD)                         61 496.00        5 665  004.01
                                                       0.48
     CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            451  405.41
                                        535.00                0.04
     CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘A ’           14 935.00        1 138  189.42
                                                       0.10
     CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                                140  980.44
                                        589.00                0.01
     CHF   SGS  LTD  CHF1(REGD)                                     393  157.55
                                        151.00                0.03
     CHF   SIKA  AG CHF0.01    (REG)                       3 642.00         634  302.40
                                                       0.05
     CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                   1 591.00         363  461.55
                                                       0.03
     注記は当財務書類と不可分のものである。

                                128/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  279  161.45

                                        290.00                0.02
     CHF   SWATCH   GROUP   CHF0.45(REGD)                         1 707.00          91 042.28
                                                       0.01
     CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                                 480  742.68
                                        969.00                0.04
     CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                   2 200.00         232  471.11
                                                       0.02
     CHF   SWISSCOM    AG CHF1(REGD)                                   385  344.87
                                        744.00                0.03
     CHF   TEMENOS    AG CHF5  (REGD)                       1 874.00         284  470.71
                                                       0.02
     CHF   UBS  GROUP   CHF0.10    (REGD)                      110  330.00        1 338  069.34
                                                       0.11
     CHF   ZURICH   INSURANCE     GRP  CHF0.10                     ▶ 327.00        1 698  586.18
                                                       0.14
     スイス合計                                           30 025  193.64
                                                       2.53
     アラブ首長国連邦

     GBP   NMC  HEALTH   PLC  ORD  GBP0.1                                29 987.42
                                        924.00                0.00
     アラブ首長国連邦合計                                             29 987.42
                                                       0.00
     イギリス

     GBP   ADMIRAL    GROUP   ORD  GBP0.001                      2 252.00          62 337.39
                                                       0.00
     GBP   ANGLO   AMERICAN    USD0.54945                       11 599.00         304  042.01
                                                       0.03
     GBP   ANTOFAGASTA      ORD  GBP0.05                       ▶ 479.00          50 288.33
                                                       0.00
     GBP   ASHTEAD    GROUP   ORD  GBP0.10                      5 125.00         155  785.91
                                                       0.01
     GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                     3 790.00         125  941.76
                                                       0.01
     GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                     9 948.00          72 316.69
                                                       0.01
     GBP   BARCLAYS    ORD  GBP0.25                        190  666.00         423  063.05
                                                       0.04
     GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                     1 334.00          79 132.76
                                                       0.01
     GBP   BP ORD  USD0.25                           221  919.00        1 378  424.79
                                                       0.12
     GBP   BURBERRY    GROUP   ORD  GBP0.0005                      ▶ 360.00         118  658.45
                                                       0.01
     GBP   CARNIVAL    PLC  ORD  USD1.66                       1 798.00          75 655.44
                                                       0.01
     GBP   CENTRICA    ORD  GBP0.061728395                        60 506.00          62 783.79
                                                       0.00
     GBP   COMPASS    GROUP   ORD  GBP0.1105                      17 348.00         425  118.94
                                                       0.04
     GBP   CRODA   INTL  ORD  GBP0.10609756                        1 323.00          85 222.76
                                                       0.01
     GBP   DIAGEO   ORD  GBP0.28    101/108                      26 026.00        1 065  485.57
                                                       0.09
     GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  14 872.00          58 749.59
                                                       0.00
     GBP   EASYJET    ORD  GBP0.27285714                         1 373.00          23 762.55
                                                       0.00
     GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                    2 599.00         225  980.63
                                                       0.02
     GBP   G4S  ORD  GBP0.25                           18 703.00          50 586.16
                                                       0.00
     GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     54 477.00        1 235  973.63
                                                       0.10
     GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                3 032.00          72 751.10
                                                       0.01
     GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  221  073.00        1 647  975.53
                                                       0.14
     GBP   IMPERIAL    BRANDS   PL GBP0.10                      10 245.00         225  706.49
                                                       0.02
     GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                     1 822.00         118  002.82
                                                       0.01
     GBP   INTERTEK    GROUP   ORD  GBP0.01                      1 728.00         123  291.87
                                                       0.01
     GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                    64 465.00         234  229.81
                                                       0.02
     GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                     3 517.00         312  623.74
                                                       0.03
     GBP   M&G  PLC  ORD  GBP0.05                         23 395.00          71 416.98
                                                       0.01
     GBP   MICRO   FOCUS   INTL  ORD  GBP0.10                     3 706.00          54 303.16
                                                       0.00
     GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    24 366.00          62 499.05
                                                       0.00
     GBP   NEXT  ORD  GBP0.10                           1 480.00         129  373.80
                                                       0.01
     GBP   PEARSON    ORD  GBP0.25                         8 321.00          69 594.94
                                                       0.01
     GBP   PERSIMMON     ORD  GBP0.10                        3 474.00         114  946.77
                                                       0.01
     GBP   PRUDENTIAL     ORD  GBP0.05                       28 889.00         514  369.45
                                                       0.04
     GBP   RIO  TINTO   ORD  GBP0.10                        12 436.00         675  851.86
                                                       0.06
     GBP   ROYAL   BK SCOT  GRP  ORD  GBP1  (POST   CONS)               52 607.00         153  922.66
                                                       0.01
     GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    10 956.00          78 142.12
                                                       0.01
     GBP   SAINSBURY(J)      ORD  GBP0.28571428                      20 723.00          57 443.55
                                                       0.00
     GBP   SCHRODERS     VTG  SHS  GBP1                      1 465.00          62 515.31
                                                       0.00
     GBP   SMITH   & NEPHEW   ORD  USD0.20                      9 802.00         219  471.53
                                                       0.02
     注記は当財務書類と不可分のものである。

                                129/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   STANDARD    CHARTERED     ORD  USD0.50                    30 218.00         272  592.62

                                                       0.02
     GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    26 771.00         109  737.05
                                                       0.01
     GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      35 009.00          78 907.61
                                                       0.01
     GBP   TESCO   ORD  GBP0.05                         107  997.00         320  458.31
                                                       0.03
     GBP   UNILEVER    PLC  ORD  GBP0.031111                      12 082.00         715  452.91
                                                       0.06
     GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             291  071.00         577  400.92
                                                       0.05
     イギリス合計                                           13 152  292.16
                                                       1.11
     記名株式合計                                           68 008  807.63

                                                       5.73
     預託証券

     ルクセンブルグ

     EUR
        SES  S.A.  FDR  EACH  REP  1 ‘A ’ NPV                 5 068.00          67 307.18
                                                       0.00
     ルクセンブルグ合計                                             67 307.18
                                                       0.00
     オランダ

     EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                6 021.00         102  834.31
                                                       0.01
     オランダ合計                                            102  834.31
                                                       0.01
     預託証券合計                                            170  141.49

                                                       0.01
     投資信託証券

     アイルランド

     USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED      LTD  NOTE  DUE
                                    33 350  000.00        47 340  325.00
        31.03.21                                               3.98
     アイルランド合計                                           47 340  325.00
                                                       3.98
     投資信託証券合計                                           47 340  325.00

                                                       3.98
     投資信託、クローズド・エンド型

     イギリス

     GBP   SEGRO   PLC  REIT                          11 802.00         136  477.03
                                                       0.01
     イギリス合計                                            136  477.03
                                                       0.01
     投資信託、クローズド・エンド型合計                                            136  477.03

                                                       0.01
     ノート、固定利付債

     米ドル

     USD   3M CO 2.25000%    16-19.09.26                      1 150  000.00        1 156  071.31
                                                       0.10
     USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           ▶ 475  000.00        ▶ 681  968.75
                                                       0.39
     USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28               2 800  000.00        3 059  292.60
                                                       0.26
     USD   ALPHABET    INC  1.99800%    16-15.08.26                   3 150  000.00        3 140  667.59
                                                       0.26
     USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                1 900  000.00        1 973  458.75
                                                       0.17
     USD   APPLE   INC  2.00000%    15-06.05.20                    ▶ 475  000.00        ▶ 477  938.73
                                                       0.38
     USD   APPLE   INC  2.40000%    13-03.05.23                    ▶ 075  000.00        ▶ 137  146.20
                                                       0.35
     USD   APPLE   INC  2.45000%    16-04.08.26                    3 075  000.00        3 122  677.26
                                                       0.26
     USD   APPLE   INC  2.85000%    16-23.02.23                    ▶ 250  000.00        ▶ 362  829.85
                                                       0.37
     USD   APPLE   INC  3.20000%    17-11.05.27                    2 350  000.00        2 493  098.55
                                                       0.21
     USD   APPLE   INC  3.25000%    16-23.02.26                    ▶ 000  000.00        ▶ 246  116.00
                                                       0.36
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    19-30.01.24              2 000  000.00        2 073  489.20
                                                       0.17
     USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22                1 410  000.00        1 408  149.63
                                                       0.12
     USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23           1 400  000.00        1 468  894.42
                                                       0.12
     注記は当財務書類と不可分のものである。

                                130/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   BERKSHIRE     HATHAWAY    INC  2.20000%    16-15.03.21              1 750  000.00        1 758  820.00

                                                       0.15
     USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26              1 075  000.00        1 132  588.50
                                                       0.09
     USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24            750  000.00         749  060.25
                                                       0.06
     USD   CHEVRON    CORP  2.41900%    15-17.11.20                   2 300  000.00        2 312  895.41
                                                       0.19
     USD   CHEVRON    CORP  3.19100%    13-24.06.23                   ▶ 950  000.00        5 154  048.40
                                                       0.43
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28        1 000  000.00        1 105  810.00
                                                       0.09
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.35000%    19-04.06.24         500  000.00         524  070.00
                                                       0.04
     USD   CORPORACION      ANDINA   DE FOMENTO    4.37500%    12-15.06.22           3 400  000.00        3 565  954.00
                                                       0.30
     USD   COUNCIL    OF EUROPE   DEVELOPMENT      BANK  1.62500%    16-16.03.21          800  000.00         797  949.09
                                                       0.07
     USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21            1 500  000.00        1 509  815.40
                                                       0.13
     USD   EQUINOR    ASA  3.62500%    18-10.09.28                   2 000  000.00        2 202  932.80
                                                       0.19
     USD   EUROPEAN    INVESTMENT     BANK  2.00000%    16-15.03.21             3 500  000.00        3 511  447.81
                                                       0.30
     USD   EUROPEAN    INVESTMENT     BANK  1.25000%    16-16.12.19             ▶ 550  000.00        ▶ 548  953.50
                                                       0.38
     USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             2 000  000.00        2 080  539.80
                                                       0.17
     USD   EXPORT   DEVELOPMENT      CANADA   2.00000%    17-17.05.22              800  000.00         806  506.00
                                                       0.07
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21             800  000.00         804  250.00
                                                       0.07
     USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25            1 200  000.00        1 268  250.00
                                                       0.11
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22            2 775  000.00        2 817  492.18
                                                       0.24
     USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                 ▶ 350  000.00        ▶ 580  846.24
                                                       0.39
     USD   HSBC  BANK  PLC-REG-S     4.12500%    10-12.08.20                500  000.00         507  366.15
                                                       0.04
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.37500%    17-07.07.27           900  000.00         934  065.54
                                                       0.08
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.25000%    19-18.06.29          2 450  000.00        2 532  081.61
                                                       0.21
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.00000%    19-23.07.26          2 300  000.00        2 332  737.97
                                                       0.20
     USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22        2 400  000.00        2 445  904.08
                                                       0.21
     USD   INTL  BK FOR  RECONS   & DEV  WORLD   BK 1.75000%    19-23.10.29         1 900  000.00        1 881  764.73
                                                       0.16
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.12500%    17-
                                     ▶ 400  000.00        ▶ 438  617.48
        13.12.21                                               0.37
     USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                2 075  000.00        2 114  054.20
                                                       0.18
     USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                1 000  000.00        1 050  719.70
                                                       0.09
     USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 975  000.00        1 034  948.56
                                                       0.09
     USD   KOREA   DEVELOPMENT      BANK  2.75000%    17-19.03.23              1 650  000.00        1 680  937.50
                                                       0.14
     USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23         2 360  000.00        2 487  587.50
                                                       0.21
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-
                                     1 150  000.00        1 174  437.50
        19.09.22                                               0.10
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                     1 575  000.00        1 638  984.37
        25.07.27                                               0.14
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23          3 625  000.00        3 674  966.64
                                                       0.31
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25          1 075  000.00        1 090  993.53
                                                       0.09
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      1.62500%    16-15.03.21          5 000  000.00        ▶ 994  548.36
                                                       0.42
     USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        2 400  000.00        2 574  750.00
                                                       0.22
     USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           3 200  000.00        3 241  486.40
                                                       0.27
     USD   MANITOBA,     PROVINCE    OF 2.12500%    17-04.05.22               ▶ 900  000.00        ▶ 937  473.72
                                                       0.42
     USD   MICROSOFT     CORP  2.65000%    15-03.11.22                  2 950  000.00        3 021  336.31
                                                       0.25
     USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  3 575  000.00        3 711  588.95
                                                       0.31
     USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  5 475  000.00        5 895  678.74
                                                       0.50
     USD   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26           2 300  000.00        2 306  532.00
                                                       0.19
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28          950  000.00         990  875.36
                                                       0.08
     USD   NORDEA   BANK  AB-REG-S    4.87500%    10-27.01.20                900  000.00         903  927.60
                                                       0.08
     USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               750  000.00         755  756.55
                                                       0.06
     USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22               3 400  000.00        3 452  476.28
                                                       0.29
     USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               2 600  000.00        2 749  808.10
                                                       0.23
     USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               ▶ 250  000.00        ▶ 265  937.50
                                                       0.36
     USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24               2 400  000.00        2 508  750.00
                                                       0.21
     USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                2 725  000.00        2 811  655.27
                                                       0.24
     USD   ROCHE   HOLDINGS    INC-REG-S     3.00000%    15-10.11.25             2 675  000.00        2 815  618.33
                                                       0.24
     USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28             2 000  000.00        2 221  261.00
                                                       0.19
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           1 200  000.00        1 208  287.32
                                                       0.10
     USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           900  000.00         900  438.48
                                                       0.08
     注記は当財務書類と不可分のものである。

                                131/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           1 675  000.00        1 735  364.82

                                                       0.15
     USD   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-
                                      250  000.00         266  705.00
        17.10.23                                               0.02
     USD   SINOPEC    GROUP   OVERSEAS    DEVELOPMNT-REG-S        2.50000%    15-
                                      650  000.00         650  213.26
        28.04.20                                               0.05
     USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           1 150  000.00        1 222  342.36
                                                       0.10
     USD   WALMART    INC  2.55000%    13-11.04.23                   2 675  000.00        2 728  946.46
                                                       0.23
     USD   WALMART    INC  3.70000%    18-26.06.28                   3 000  000.00        3 316  926.60
                                                       0.28
     USD   WELLS   FARGO   CO 3.50000%    12-08.03.22                  1 200  000.00        1 237  138.80
                                                       0.10
     USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               5 000  000.00        5 107  100.00
                                                       0.43
     USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27               1 000  000.00        1 054  550.00
                                                       0.09
     米ドル合計                                          187  641  668.85
                                                       15.80
     ノート、固定利付債合計                                          187  641  668.85

                                                       15.80
     中期債券、固定利付債

     米ドル

     USD   AFRICAN    DEVELOPMENT      BANK  2.37500%    14-23.09.21             1 725  000.00        1 745  407.79
                                                       0.15
     USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               1 400  000.00        1 399  860.00
                                                       0.12
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    17-12.01.27              1 550  000.00        1 633  747.12
                                                       0.14
     USD   ASIAN   DEVELOPMENT      BANK  2.00000%    17-16.02.22              ▶ 500  000.00        ▶ 531  410.00
                                                       0.38
     USD   ASIAN   DEVELOPMENT      BANK  2.50000%    17-02.11.27              2 900  000.00        3 038  931.75
                                                       0.26
     USD   AUSTRALIA     & NZ BANKING    GRP-REG-S     5.10000%    10-13.01.20          1 000  000.00        1 003  412.00
                                                       0.08
     USD   BANK  OF AMERICA    CORP  3.24800%    16-21.10.27               1 800  000.00        1 876  644.00
                                                       0.16
     USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                 1 100  000.00        1 099  109.53
                                                       0.09
     USD   BELGIUM,    KINGDOM    OF-REG-S    1.62500%    17-15.01.20              900  000.00         899  703.00
                                                       0.08
     USD   CAISSE   D ’AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-
                                     1 350  000.00        1 437  463.80
        20.03.24                                               0.12
     USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24           1 750  000.00        1 729  122.50
                                                       0.15
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         625  000.00         654  800.00
                                                       0.05
     USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              3 125  000.00        3 295  420.30
                                                       0.28
     USD   FINNVERA    OYJ-REG-S     1.87500%    17-05.10.20                 800  000.00         800  120.00
                                                       0.07
     USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22           1 800  000.00        1 803  600.00
                                                       0.15
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  1.62500%    17-12.05.20          1 875  000.00        1 874  119.75
                                                       0.16
     USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26            1 000  000.00        1 019  485.90
                                                       0.09
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-
                                     3 195  000.00        3 355  609.13
        22.11.27                                               0.28
     USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26              1 400  000.00        1 412  852.00
                                                       0.12
     USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                1 825  000.00        1 819  849.85
                                                       0.15
     USD   LANDESKREDITBANK        B-WUERTT    FOERDBK-REG-S      1.37500%    16-
                                      875  000.00         869  316.00
        21.07.21                                               0.07
     USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24               2 000  000.00        2 048  125.00
                                                       0.17
     USD   MUNICIPALITY      FINANCE    PLC-REG-S     1.87500%    17-18.09.20           825  000.00         825  057.75
                                                       0.07
     USD   NEDERLANDSE      WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          825  000.00         845  303.25
                                                       0.07
     USD   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21             1 600  000.00        1 599  801.60
                                                       0.13
     USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              950  000.00         959  307.72
                                                       0.08
     USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23             1 330  000.00        1 378  624.80
                                                       0.12
     USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          400  000.00         402  157.88
                                                       0.03
     USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         700  000.00         712  490.80
                                                       0.06
     USD   SP POWERASSETS      LTD-REG-S     3.25000%    15-24.11.25             1 000  000.00        1 050  820.00
                                                       0.09
     USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24         1 186  000.00        1 206  744.20
                                                       0.10
     USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               800  000.00         799  662.84
                                                       0.07
     USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               3 350  000.00        3 370  635.66
                                                       0.28
     USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22             1 225  000.00        1 242  606.80
                                                       0.10
     USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21          1 600  000.00        1 613  258.24
                                                       0.14
     米ドル合計                                           55 354  580.96
                                                       4.66
     中期債券、固定利付債合計                                           55 354  580.96

                                                       4.66
     注記は当財務書類と不可分のものである。

                                132/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     債券、固定利付債

     米ドル

     USD   AGENCE   FRANCAISE     DE DEVELOPPEMENT-REG-S         1.62500%    15-
                                     1 250  000.00        1 249  517.50
        21.01.20                                               0.10
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.62500%    14-28.04.21        1 400  000.00        1 415  992.20
                                                       0.12
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.37500%    16-16.03.26        1 000  000.00        1 029  796.00
                                                       0.09
     USD   BANK  OF NOVA  SCOTIA   1.85000%    15-14.04.20                1 375  000.00        1 374  388.33
                                                       0.12
     USD   CAISSE   D ’AMORTIS    DE LA DETTE   SOC-REG-S     1.87500%    15-
                                     1 400  000.00        1 403  645.60
        12.02.22                                               0.12
     USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-
                                     2 275  000.00        2 299  899.20
        27.07.22                                               0.19
     USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23           1 400  000.00        1 451  240.00
                                                       0.12
     USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                1 520  000.00        1 554  534.40
                                                       0.13
     USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22             1 450  000.00        1 467  777.00
                                                       0.12
     USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25             3 250  000.00        3 283  732.08
                                                       0.28
     USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24              1 100  000.00        1 155  343.75
                                                       0.10
     USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                1 375  000.00        1 386  079.20
                                                       0.12
     USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                1 200  000.00        1 225  200.00
                                                       0.10
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  3.87500%    10-14.02.20          1 500  000.00        1 505  590.50
                                                       0.13
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.12500%    15-15.01.25          2 000  000.00        2 037  221.60
                                                       0.17
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-
                                     1 825  000.00        1 893  193.50
        25.11.24                                               0.16
     USD   INTL  BK FOR  RECONSTR    & DEVT  2.50000%    15-29.07.25            3 500  000.00        3 645  540.85
                                                       0.31
     USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24           1 550  000.00        1 613  453.12
                                                       0.14
     USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                1 600  000.00        1 711  000.00
                                                       0.14
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24          3 450  000.00        3 581  123.45
                                                       0.30
     USD   MDGH  - GMTN  BV-REG-S    2.75000%    16-11.05.23               1 500  000.00        1 516  875.00
                                                       0.13
     USD   MORGAN   STANLEY    5.50000%    10-24.07.20                  1 253  000.00        1 281  299.38
                                                       0.11
     USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24                450  000.00         475  845.89
                                                       0.04
     USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21           900  000.00         910  145.07
                                                       0.08
     USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               3 500  000.00        3 702  930.00
                                                       0.31
     USD   ONTARIO,    PROVINCE    OF 2.50000%    16-27.04.26               2 800  000.00        2 886  842.84
                                                       0.24
     USD   ROYAL   BANK  OF CANADA   2.10000%    15-14.10.20               1 125  000.00        1 126  045.01
                                                       0.09
     米ドル合計                                           48 184  251.47
                                                       4.06
     債券、固定利付債合計                                           48 184  251.47

                                                       4.06
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29             ▶ 700  000.00        5 037  995.80
                                                       0.42
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22             1 900  000.00        1 895  175.79
                                                       0.16
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27             3 350  000.00        3 468  165.89
                                                       0.29
     USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23             9 350  000.00        9 392  001.13
                                                       0.79
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    17-15.05.20             7 200  000.00        7 194  656.23
                                                       0.61
     米ドル合計                                           26 987  994.84
                                                       2.27
     財務省証券（      T-note   ）、固定利付債合計                                  26 987  994.84

                                                       2.27
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 3.875%/CPI     LINKED   99-15.04.29         2 750  000.00        5 733  656.00
                                                       0.48
     USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25         2 780  000.00        ▶ 200  534.21
                                                       0.35
     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26         3 200  000.00        3 546  616.50
                                                       0.30
     USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21         1 000  000.00        1 181  514.14
                                                       0.10
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.01.22         2 400  000.00        2 706  533.95
                                                       0.23
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   13-15.01.23         1 895  000.00        2 095  266.15
                                                       0.18
     注記は当財務書類と不可分のものである。

                                133/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27         ▶ 395  000.00        ▶ 726  347.97

                                                       0.40
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25         3 815  000.00        ▶ 184  768.30
                                                       0.35
     USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28         3 950  000.00        ▶ 240  162.55
                                                       0.36
     米ドル合計                                           32 615  399.77
                                                       2.75
     財務省証券（      T-note   ）、変動利付債合計                                  32 615  399.77

                                                       2.75
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                          525  786  714.21

                                                       44.26
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     財務省短期証券（       T-bills   ）、ゼロ・クーポン
     米ドル

     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    06.12.18-05.12.19           2 500  000.00        2 499  706.40
                                                       0.21
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    11.07.19-09.01.20           2 500  000.00        2 495  865.75
                                                       0.21
     米ドル合計                                           ▶ 995  572.15
                                                       0.42
     財務省証券（      T-bill   ）、ゼロ・クーポン合計                                   ▶ 995  572.15

                                                       0.42
     ノート、固定利付債

     米ドル

     USD   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                 1 600  000.00        1 623  031.04
                                                       0.14
     USD   FANNIE   MAE  2.12500%    16-24.04.26                    1 625  000.00        1 658  346.95
                                                       0.14
     USD   HSBC  HOLDINGS    PLC  4.87500%    11-14.01.22                1 025  000.00        1 082  590.14
                                                       0.09
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.45000%    15-23.11.20          850  000.00         854  471.94
                                                       0.07
     USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23        2 000  000.00        2 044  790.60
                                                       0.17
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      1.95000%    17-28.09.20          800  000.00         800  484.88
                                                       0.07
     USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                3 025  000.00        3 066  489.69
                                                       0.26
     USD   SANOFI   4.00000%    11-29.03.21                     2 500  000.00        2 571  300.00
                                                       0.21
     米ドル合計                                           13 701  505.24
                                                       1.15
     ノート、固定利付債合計                                           13 701  505.24

                                                       1.15
     ノート、変動利付債

     米ドル

     USD   JPMORGAN    CHASE   BANK  NA 3.086%/VAR     18-26.04.21             1 500  000.00        1 505  706.15
                                                       0.13
     米ドル合計                                           1 505  706.15
                                                       0.13
     ノート、変動利付債合計                                           1 505  706.15

                                                       0.13
     中期債券、固定利付債

     米ドル

     USD   FREDDIE    MAC  2.37500%    12-13.01.22                   5 225  000.00        5 302  547.88
                                                       0.45
     USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24            1 000  000.00        1 058  474.80
                                                       0.09
     USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21         1 400  000.00        1 400  618.66
                                                       0.12
     USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21             1 200  000.00        1 250  556.00
                                                       0.10
     米ドル合計                                           9 012  197.34
                                                       0.76
     中期債券、固定利付債合計                                           9 012  197.34

                                                       0.76
     注記は当財務書類と不可分のものである。

                                134/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     中期債券、ゼロ・クーポン債

     米ドル

     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-
                                     1 400  000.00        1 099  006.08
        01.05.30                                               0.09
     米ドル合計                                           1 099  006.08
                                                       0.09
     中期債券、ゼロ・クーポン債合計                                           1 099  006.08

                                                       0.09
     債券、固定利付債

     米ドル

     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       1.62500%    19-17.10.22         750  000.00         744  450.00
                                                       0.06
     USD   FEDERAL    HOME  LOAN  BANK  SYSTEM   2.00000%    12-09.09.22           2 175  000.00        2 194  170.66
                                                       0.18
     USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21            1 600  000.00        1 642  653.12
                                                       0.14
     米ドル合計                                           ▶ 581  273.78
                                                       0.38
     債券、固定利付債合計                                           ▶ 581  273.78

                                                       0.38
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   14-15.01.24         2 740  000.00        3 062  744.99
                                                       0.26
     USD   AMERICA,    UNITED   STATES   OF 0.250%/CPI     LINKED   15-15.01.25         ▶ 100  000.00        ▶ 455  996.22
                                                       0.38
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   16-15.04.21         2 250  000.00        2 421  117.04
                                                       0.20
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22         2 233  000.00        2 489  122.12
                                                       0.21
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23         2 252  000.00        2 504  877.20
                                                       0.21
     米ドル合計                                           14 933  857.57
                                                       1.26
     財務省証券（      T-note   ）、変動利付債合計                                  14 933  857.57

                                                       1.26
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           49 829  118.31

                                                       4.19
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

     譲渡性のある証券および短期金融商品
     優先株式
     イギリス

     GBP   ROLLS   ROYCE   HLDGS   NON  CUM  RED  PREF  GBP0.001    C          895  344.00          1 158.12
                                                       0.00
     イギリス合計                                             1 158.12
                                                       0.00
     優先株式合計                                             1 158.12

                                                       0.00
     ノート、固定利付債

     米ドル

     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.95000%    18-11.01.25         1 100  000.00        1 130  727.73
                                                       0.10
     USD   SVENSKA    HANDELSBANKEN      AB 1.95000%    17-08.09.20             1 000  000.00         998  890.40
                                                       0.08
     米ドル合計                                           2 129  618.13
                                                       0.18
     ノート、固定利付債合計                                           2 129  618.13

                                                       0.18
     注記は当財務書類と不可分のものである。

                                135/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     債券、固定利付債
     米ドル

     USD   HSBC  BANK  CANADA-REG-S      3.30000%    18-28.11.21              1 300  000.00        1 334  305.83
                                                       0.11
     USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22              1 200  000.00        1 191  774.36
                                                       0.10
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          800  000.00         815  727.76
                                                       0.07
     USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                 800  000.00         808  103.04
                                                       0.07
     米ドル合計                                           ▶ 149  910.99
                                                       0.35
     債券、固定利付債合計                                           ▶ 149  910.99

                                                       0.35
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

                                                6 280  687.24
     譲渡性のある証券および短期金融商品合計                                                   0.53
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     アイルランド

     USD   UBS  (IRL)   ETF  PLC  - MSCI  USA  UCITS-ACC-A-USD-ETF                1 766  801.00        30 141  625.06
                                                       2.54
     USD   UBS  ETFS  PLC  - MSCI  USA  TRN  INDEX   SF (USD)   A-ACC          821  545.00        69 461  629.75
                                                       5.85
     アイルランド合計                                           99 603  254.81
                                                       8.39
     ルクセンブルグ

     USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          202  803.57        24 212  718.22
                                                       2.04
     EUR   DB PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-CAP               ▶ 238.06        46 904  247.41
                                                       3.95
     USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP       2 058  593.31        24 353  158.86
                                                       2.05
     USD   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)   (USD  HEDGED)
                                      208  136.00        24 041  789.36
        F-ACC                                               2.02
     USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   F-
                                      261  472.00        28 837  746.88
        ACC                                               2.43
     USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     (USD)   F-ACC          897  058.00        18 945  864.96
                                                       1.60
     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          110  115.00        35 638  719.75
                                                       3.00
     USD   UBS  (LUX)   BOND  SICAV   USD  - INVEST   GRADE   CORP  USD  } ACC       1 938.70       212  554  073.50
                                                       17.89
     USD   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC      210  716.00        23 901  515.88
                                                       2.01
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-
                                      17 683.00        35 547  427.58
        ACC                                               2.99
     USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                          99 798.30
                                         9.00               0.01
     ルクセンブルグ合計                                          475  037  060.70
                                                       39.99
     投資信託、オープン・エンド型合計                                          574  640  315.51

                                                       48.38
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定され

                                               574  640  315.51
     た UCITS/   その他の    UCIs  合計                                         48.38
     投資有価証券合計                                         1 156  536  835.27

                                                       97.36
     派生商品

     公認の証券取引所に上場されている派生商品

     債券に係る金融先物
     USD   US 10YR  ULTRA   NOTE  FUTURE   20.03.20                             146  062.50

                                       -228.00                0.01
     USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.20                            75 726.74
                                       -359.00                0.01
     USD   US 10YR  TREASURY    NOTE  FUTURE   20.03.20                           132  125.00
                                       -302.00                0.01
     USD   US LONG  BOND  FUTURE   20.03.20                                31 000.00
                                        -31.00                0.00
     債券に係る金融先物合計                                            384  914.24
                                                       0.03
     注記は当財務書類と不可分のものである。

                                136/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     指数に係る金融先物

     EUR   EURO  STOXX   50 INDEX   FUTURE   20.12.19                            166  272.08

                                        192.00                0.01
     CHF   SWISS   MARKET   INDEX   FUTURE   20.12.19                             18 937.31
                                         7.00               0.00
     GBP   FTSE  100  INDEX   FUTURE   20.12.19                               30 090.78
                                        46.00               0.00
     SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.19                            -2 764.27
                                        18.00               0.00
     USD   S&P500   EMINI   FUTURE   20.12.19                               3 416  360.17
                                        585.00                0.29
     JPY   TOPIX   INDX  FUTURE   12.12.19                                224  159.35
                                        60.00               0.02
     USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   20.12.19                      -176  835.44
                                        267.00               -0.01
     AUD   SPI  200  INDEX   FUTURE   19.12.19                               41 444.91
                                        22.00               0.00
     CAD   S&P/TSX    60 INDEX   FUTURE   19.12.19                              137  605.33
                                        25.00               0.01
     HKD   HANG  SENG  INDEX   FUTURE   30.12.19                              -35  367.76
                                         7.00               0.00
     指数に係る金融先物合計                                           3 819  902.46
                                                       0.32
     公認の証券取引所に上場されている派生商品合計                                           ▶ 204  816.70

                                                       0.35
     派生商品合計                                           ▶ 204  816.70

                                                       0.35
     先渡為替契約

     先渡為替契約（購入／売却）
     USD     18 100  460.58       CHF    17 940  000.00       9.1.2020                85 395.89     0.01

     USD     11 885  845.00       GBP    9 370  000.00       9.1.2020               -254  692.08    -0.02
     USD      608  471.41       JPY    65 500  000.00       9.1.2020                 8 372.52     0.00
     HKD     1 650  000.00       USD     210  496.88       9.1.2020                  200.85     0.00
     USD      121  042.57       CAD     160  000.00       9.1.2020                  537.14     0.00
     USD       73 058.88       SGD     100  000.00       9.1.2020                  -97.26     0.00
     USD      203  460.00       AUD     300  000.00       9.1.2020                  315.22     0.00
     USD     52 533  366.91       EUR    47 424  000.00       9.1.2020                83 753.94     0.01
     USD      836  354.18       EUR     750  000.00       9.1.2020                 6 875.23     0.00
     USD      606  223.00       CHF     600  000.00       9.1.2020                 3 712.48     0.00
     USD       76 660.84       CAD     100  000.00       9.1.2020                 1 344.94     0.00
     USD     15 584  751.33       GBP    12 067  000.00      15.1.2020                -52  747.32    -0.01
     USD      244  701.00       CAD     321  000.00      15.1.2020                 2 933.45     0.00
     USD       73 767.47       SGD     100  000.00      15.1.2020                  606.30     0.00
     USD     1 065  759.53       HKD    8 350  000.00      15.1.2020                  -477.47     0.00
     USD      291  327.12       AUD     420  000.00      15.1.2020                 6 884.03     0.00
     USD     21 011  022.21       CHF    20 698  000.00      15.1.2020                217  971.16     0.02
     USD      742  861.15       JPY    80 500  000.00      15.1.2020                 5 107.60     0.00
     USD     65 891  239.89       EUR    58 918  000.00      15.1.2020                705  920.87     0.06
     USD      834  785.93       EUR     750  000.00       9.1.2020                 5 306.98     0.00
     USD      835  097.93       EUR     750  000.00      15.1.2020                 5 317.74     0.00
     GBP     13 391  500.00       USD    17 281  307.58      16.1.2020                 73 060.72     0.01
     SEK     9 004  500.00       USD     939  307.75      16.1.2020                 ▶ 180.45     0.00
     CHF    165  636  700.00       USD    166  733  808.46      16.1.2020                -325  187.36    -0.03
     EUR    273  933  200.00       USD    302  855  067.26      16.1.2020                235  735.40     0.02
     SGD     40 855  700.00       USD    29 942  322.35      16.1.2020                -51  473.00    -0.01
     USD     3 636  155.78       EUR    3 290  600.00      16.1.2020                 -4 697.52     0.00
     SGD      428  100.00       USD     313  651.42      16.1.2020                  -444.88     0.00
     EUR     2 500  000.00       USD    2 762  610.00      15.1.2020                 3 323.97     0.00
     EUR     2 500  000.00       USD    2 761  572.50       9.1.2020                 3 357.33     0.00
     USD     5 507  165.00       EUR    5 000  000.00      2.12.2019                 -5 835.00     0.00
     注記は当財務書類と不可分のものである。

                                137/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約（続き）

     先渡為替契約（購入／売却）
     SGD      298  900.00       USD     219  119.64      16.1.2020                  -438.41     0.00

     USD      742  239.94       CHF     738  600.00      16.1.2020                  197.82     0.00
     USD      135  912.35       SGD     185  600.00      16.1.2020                  123.67     0.00
     USD      331  488.30       EUR     300  000.00       9.1.2020                 -303.28     0.00
     USD      331  610.70       EUR     300  000.00      15.1.2020                  -301.38     0.00
     USD      602  041.16       CHF     600  000.00       9.1.2020                 -469.36     0.00
     USD      602  289.36       CHF     600  000.00      15.1.2020                  -466.01     0.00
     先渡為替契約（購入／売却）合計                                            762  905.37     0.06
     現金預金、要求払預金および預託金勘定その他の流動資産                                           27 164  517.22     2.29

     その他の資産および負債                                            -825  643.05    -0.06
     純資産総額                                         1 187  843  431.51    100.00
     注記は当財務書類と不可分のものである。

                                138/193













                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     無記名株式
     オーストラリア

     AUD   AGL  ENERGY   NPV                          8 287.00         114  404.72
                                                       0.02
     AUD   ALUMINA    LTD  NPV                         23 044.00          36 005.88
                                                       0.01
     AUD   AMP  LIMITED    NPV(POST    RECON)                     42 571.00          56 294.28
                                                       0.01
     AUD   APA  GROUP   NPV                          12 962.00          96 442.46
                                                       0.02
     AUD   ARISTOCRAT     LEISURE    NPV                      7 167.00         164  435.98
                                                       0.03
     AUD   ASX  LTD  NPV                           2 586.00         142  924.71
                                                       0.02
     AUD   AURIZON    HOLDINGS    NPV                      24 419.00          95 468.33
                                                       0.02
     AUD   AUSNET   SERVICES    NPV                       11 781.00          13 865.48
                                                       0.00
     AUD   AUST  & NZ BANK  GRP  NPV                      35 682.00         599  520.97
                                                       0.10
     AUD   BLUESCOPE     STEEL   NPV                       5 942.00          58 478.91
                                                       0.01
     AUD   BORAL   LIMITED    NPV                        12 589.00          43 768.13
                                                       0.01
     AUD   BRAMBLES    LTD  NPV                        19 096.00         162  102.51
                                                       0.03
     AUD   CALTEX   AUSTRALIA     NPV                       2 957.00          69 123.97
                                                       0.01
     AUD   CHALLENGER     LIMITED    NPV                      6 265.00          34 494.44
                                                       0.01
     AUD   CIMIC   GROUP   LTD  NPV                       1 223.00          27 828.26
                                                       0.00
     AUD   CMNWLTH    BK OF AUST  NPV                      22 052.00        1 205  508.92
                                                       0.20
     AUD   COCA-COLA     AMATIL   NPV                       5 842.00          44 968.40
                                                       0.01
     AUD   COCHLEAR    LTD  NPV                                   116  962.15
                                        739.00                0.02
     AUD   COMPUTERSHARE      LTD  NPV(POST    REC)                  6 701.00          80 362.22
                                                       0.01
     AUD   CROWN   RESORTS    LTD  NPV                      ▶ 640.00          40 517.98
                                                       0.01
     AUD   CSL  NPV                             5 642.00        1 081  830.21
                                                       0.18
     AUD   DEXUS   NPV  (STAPLED)                          13 519.00         111  834.20
                                                       0.02
     AUD   FLIGHT   CENTRE   TRAVEL   GROUP   LTD  NPV                           20 073.00
                                        674.00                0.00
     AUD   FORTESCUE     METALS   ▶ NPV                      16 261.00         107  019.69
                                                       0.02
     AUD   GOODMAN    GROUP   (STAPLED    SECURITY)                    19 704.00         197  517.78
                                                       0.03
     AUD   GPT  GROUP   NPV  (STAPLED    SECURITIES)                    22 772.00          94 728.33
                                                       0.02
     AUD   HARVEY   NORMAN   HLDG  NPV                      5 619.00          16 342.97
                                                       0.00
     AUD   INCITEC    PIVOT   NPV                        15 269.00          33 359.28
                                                       0.01
     AUD   INSURANCE     AUST  GRP  NPV                      27 406.00         146  260.23
                                                       0.03
     AUD   LEND  LEASE   GROUP   NPV                       7 608.00          99 370.25
                                                       0.02
     AUD   MACQUARIE     GP LTD  NPV                       ▶ 104.00         383  219.29
                                                       0.07
     AUD   MAGELLAN    FINANCIAL     NPV                      1 537.00          54 570.01
                                                       0.01
     AUD   MEDIBANK    PRIVATE    L NPV                      32 647.00          71 988.72
                                                       0.01
     AUD   MIRVAC   GROUP   STAPLED    SECURITIES                     39 554.00          90 162.08
                                                       0.02
     AUD   NATL  AUSTRALIA     BK NPV                      35 180.00         616  072.02
                                                       0.10
     AUD   NEWCREST    MINING   NPV                       9 222.00         191  873.52
                                                       0.03
     AUD   ORICA   LIMITED    NPV                        5 238.00          84 252.14
                                                       0.01
     AUD   ORIGIN   ENERGY   NPV                        21 697.00         127  679.90
                                                       0.02
     AUD   QBE  INS  GROUP   NPV                        16 131.00         138  351.59
                                                       0.02
     AUD   RAMSAY   HEALTH   CARE  NPV                      2 249.00         111  018.90
                                                       0.02
     AUD   REA  GROUP   LIMITED    NPV                                 57 177.17
                                        810.00                0.01
     AUD   RIO  TINTO   LIMITED    NPV                      ▶ 763.00         312  182.07
                                                       0.05
     AUD   SANTOS   LIMITED    NPV                       22 155.00         122  132.98
                                                       0.02
     AUD   SCENTRE    GROUP   NPV  STAPLED    UNIT                  58 743.00         156  551.03
                                                       0.03
     AUD   SEEK  LIMITED    NPV                         3 790.00          59 448.86
                                                       0.01
     AUD   SONIC   HEALTHCARE     NPV                       5 581.00         113  702.65
                                                       0.02
     AUD   SOUL  PATTINSON(WH)      NPV                      1 286.00          19 415.06
                                                       0.00
     AUD   SOUTH32    LTD  NPV                         53 162.00          97 088.70
                                                       0.02
     注記は当財務書類と不可分のものである。

                                139/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     AUD   STOCKLAND     NPV  (STAPLED)                        28 904.00          98 730.86

                                                       0.02
     AUD   SUNCORP    GROUP   LTD  NPV                      15 382.00         139  210.67
                                                       0.02
     AUD   SYDNEY   AIRPORT    NPV(STAPLED      SECURITY)                  12 051.00          74 828.90
                                                       0.01
     AUD   TABCORP    HLDGS   LTD  NPV                      20 137.00          65 243.00
                                                       0.01
     AUD   TELSTRA    CORP  NPV                        46 492.00         121  386.15
                                                       0.02
     AUD   TPG  TELECOM    LTD  NPV                       ▶ 194.00          19 829.38
                                                       0.00
     AUD   TRANSURBAN     GROUP   STAPLED    UNITS   NPV                33 658.00         349  462.26
                                                       0.06
     AUD   TREASURY    WINE  ESTA  NPV                      9 247.00         116  962.34
                                                       0.02
     AUD   VICINITY    CENTRES    NPV  (STAPLED    SECURITY)                28 961.00          52 499.11
                                                       0.01
     AUD   WESFARMERS     LTD  NPV                       14 252.00         408  449.04
                                                       0.07
     AUD   WESTPAC    BKG  CORP  NPV                      43 074.00         714  396.41
                                                       0.12
     AUD   WOODSIDE    PETROLEUM     NPV                      12 099.00         282  421.68
                                                       0.05
     AUD   WOOLWORTHS     GRP  LTD  NPV                      15 921.00         428  174.02
                                                       0.07
     AUD   WORLEY   LIMITED    NPV                        5 513.00          55 934.90
                                                       0.01
     オーストラリア合計                                           10 846  230.05
                                                       1.84
     オーストリア

     EUR   ANDRITZ    AG NPV(BR)                                    36 338.83
                                        931.00                0.00
     EUR   ERSTE   GROUP   BK AG NPV                      ▶ 352.00         155  951.74
                                                       0.02
     EUR   OMV  AG NPV(VAR)                           2 012.00         114  781.63
                                                       0.02
     EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    1 627.00          38 228.65
                                                       0.01
     EUR   VERBUND    AG CLASS   ’A ’NPV                               46 298.39
                                        890.00                0.01
     EUR   VOESTALPINE      AG NPV                        1 622.00          43 011.43
                                                       0.01
     オーストリア合計                                            434  610.67
                                                       0.07
     ベルギー

     EUR   ANHEUSER-BUSCH       IN NPV                      10 105.00         800  759.22
                                                       0.13
     EUR   COLRUYT    SA NPV                                    38 141.14
                                        736.00                0.01
     EUR   GALAPAGOS     NV NPV                                   66 653.60
                                        338.00                0.01
     EUR   GPE  BRUXELLES     LAM  NPV                      1 220.00         123  890.34
                                                       0.02
     EUR   PROXIMUS    SA NPV                         2 034.00          61 404.81
                                                       0.01
     EUR   SOLVAY   SA NPV                          1 042.00         119  486.56
                                                       0.02
     EUR   UMICORE    NPV                           2 508.00         107  792.20
                                                       0.02
     ベルギー合計                                           1 318  127.87
                                                       0.22
     カナダ

     CAD   1ST  CAP  REALTY   INC  COM  NPV                    1 500.00          24 370.41
                                                       0.00
     CAD   AIR  CANADA   VAR  VTG  SHS  NPV                    1 045.00          39 376.81
                                                       0.01
     CAD   ALTAGAS    LTD  COM  NPV                       2 076.00          30 790.29
                                                       0.01
     CAD   ATCO  LTD  CL 1 NON  VTG                                 22 762.28
                                        600.00                0.00
     CAD   AURORA   CANNABIS    IN COM  NPV                    5 000.00          12 497.65
                                                       0.00
     CAD   BOMBARDIER     INC  CLASS   ’B ’SUB-VTG    NPV               13 579.00          20 139.76
                                                       0.00
     CAD   CAE  INC  COM  NPV                         2 100.00          56 426.88
                                                       0.01
     CAD   CAMECO   CORP  COM                         2 930.00          26 691.51
                                                       0.00
     CAD   CANADIAN    UTILS   LTD  CL A                               28 671.94
                                        975.00                0.01
     CAD   CANOPY   GROWTH   CORP  COM  NPV                    1 800.00          33 215.13
                                                       0.01
     CAD   CI FINANCIAL     CORP  COM  NPV                     1 942.00          30 586.59
                                                       0.01
     CAD   EMERA   INC  COM                          1 983.00          81 544.48
                                                       0.01
     CAD   EMPIRE   LTD  CL A                        1 300.00          34 813.48
                                                       0.01
     CAD   HUSKY   ENERGY   INC  COM                       2 604.00          18 957.79
                                                       0.00
     CAD   HYDRO   ONE  INC  COM  NPV                      2 493.00          46 960.18
                                                       0.01
     CAD   IGM  FINANCIAL     INC  COM                      1 126.00          32 383.36
                                                       0.01
     CAD   KEYERA   CORPORATION      COM  NPV                    1 670.00          40 748.88
                                                       0.01
     CAD   KINROSS    GOLD  CORP  COM  NPV                    10 773.00          46 555.26
                                                       0.01
     CAD   KIRKLAND    LAKE  GOLD  COM  NPV                    1 600.00          67 204.22
                                                       0.01
     注記は当財務書類と不可分のものである。

                                140/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     CAD   LUNDIN   MINING   CORP  COM                      ▶ 800.00          25 983.06

                                                       0.00
     CAD   METHANEX    CORP  COM                                   18 607.19
                                        500.00                0.00
     CAD   ONEX  CORP  SUB  VTG                                   53 596.84
                                        900.00                0.01
     CAD   PRAIRIESKY     ROYALTY    COM  NPV                    1 600.00          16 502.92
                                                       0.00
     CAD   QUEBECOR    INC  CL B                       1 500.00          37 199.32
                                                       0.01
     CAD   STARS   GROUP   INC(TH   COM  NPV)                    2 200.00          52 720.50
                                                       0.01
     CAD   TELUS   CORPORATION      NPV                      1 623.00          61 266.49
                                                       0.01
     CAD   WEST  FRASER   TIMBER   COM  NPV                               17 397.33
                                        400.00                0.00
     CAD   WSP  GLOBAL   INC  COM  NPV                      1 000.00          64 543.57
                                                       0.01
     カナダ合計                                           1 042  514.12
                                                       0.18
     フィンランド

     EUR
        KONE  CORPORATION      NPV  ORD  ‘B ’                 ▶ 627.00         289  880.31
                                                       0.05
     EUR   METSO   OYJ  NPV                          1 592.00          61 085.80
                                                       0.01
     EUR   WARTSILA    OYJ  ABP  SER  ’B ’EUR3.50                   5 344.00          53 832.00
                                                       0.01
     フィンランド合計                                            404  798.11
                                                       0.07
     フランス

     EUR   ACCOR   EUR3                            2 607.00         111  615.99
                                                       0.02
     EUR   ADP  EUR3                                       71 826.12
                                        367.00                0.01
     EUR   AIR  LIQUIDE(L     ’) EUR5.5   (POST-SUBDIVISION)                    6 349.00         861  400.13
                                                       0.15
     EUR   AIRBUS   EUR1                           7 766.00        1 142  276.40
                                                       0.19
     EUR   ALSTOM   EUR7.00                           1 957.00          85 405.26
                                                       0.01
     EUR   AMUNDI   EUR2.5   (AIW)                                   67 113.28
                                        886.00                0.01
     EUR   ARKEMA   EUR10                                     101  532.63
                                        979.00                0.02
     EUR   ATOS  SE EUR1                           1 367.00         116  179.15
                                                       0.02
     EUR   AXA  EUR2.29                            25 986.00         707  565.18
                                                       0.12
     EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               46 048.38
                                        509.00                0.01
     EUR   BNP  PARIBAS    EUR2                         15 238.00         856  368.32
                                                       0.14
     EUR   BOLLORE    EUR0.16                           10 890.00          46 588.38
                                                       0.01
     EUR   BOUYGUES    EUR1                           3 090.00         126  332.82
                                                       0.02
     EUR   BUREAU   VERITAS    EUR0.12                        3 885.00         101  778.36
                                                       0.02
     EUR   CAPGEMINI     EUR8                          2 160.00         255  666.48
                                                       0.04
     EUR   CARREFOUR     EUR2.50                          7 961.00         131  491.42
                                                       0.02
     EUR   CASINO   GUICH-PERR     EUR1.53                                 34 437.59
                                        782.00                0.01
     EUR   CIE  DE ST-GOBAIN     EUR4                       6 749.00         273  473.20
                                                       0.05
     EUR   CNP  ASSURANCES     EUR1                        2 167.00          42 816.87
                                                       0.01
     EUR   COVIVIO    EUR3                                     61 881.88
                                        559.00                0.01
     EUR   CREDIT   AGRICOLE    SA EUR3                      15 049.00         206  002.44
                                                       0.03
     EUR   DANONE   EUR0.25                           8 275.00         681  746.40
                                                       0.12
     EUR   DASSAULT    AVIATION    EUR8                                 44 936.46
                                        33.00               0.01
     EUR   DASSAULT    SYSTEMES    EUR0.50                      1 766.00         278  448.40
                                                       0.05
     EUR   EDENRED    EUR2                           3 164.00         157  162.62
                                                       0.03
     EUR   EDF  EUR0.5                             8 212.00          84 424.64
                                                       0.01
     EUR   EIFFAGE    EUR4                           1 141.00         124  674.40
                                                       0.02
     EUR   ENGIE   EUR1                           24 520.00         388  233.40
                                                       0.07
     EUR   ESSILORLUXOTTICA        EUR0.18                       3 811.00         592  483.21
                                                       0.10
     EUR   EURAZEO    NPV                                     41 326.66
                                        606.00                0.01
     EUR   EUTELSAT    COMMUNICA     EUR1                      2 294.00          37 662.24
                                                       0.01
     EUR   FAURECIA    EUR7                                     51 009.08
                                        961.00                0.01
     EUR   GETLINK    SE EUR0.40                          5 498.00          92 810.67
                                                       0.02
     EUR   HERMES   INTL  NPV                                   311  903.49
                                        416.00                0.05
     EUR   ICADE   NPV                                      29 049.65
                                        290.00                0.00
     EUR   ILIAD   NPV                                      37 202.39
                                        292.00                0.01
     EUR   INGENICO    GROUP   EUR1                                  88 321.81
                                        827.00                0.01
     注記は当財務書類と不可分のものである。

                                141/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   IPSEN   EUR1                                      54 926.02

                                        486.00                0.01
     EUR   JC DECAUX   SA NPV                                   22 561.40
                                        787.00                0.00
     EUR   KERING   EUR4                           1 030.00         620  875.16
                                                       0.11
     EUR   KLEPIERRE     EUR1.40                          3 008.00         108  022.34
                                                       0.02
     EUR   L ’OREAL   EUR0.20                           3 390.00         966  972.48
                                                       0.16
     EUR   LEGRAND    SA EUR4                          3 634.00         287  210.89
                                                       0.05
     EUR   LVMH  MOET  HENNESSY    EUR0.30                      3 707.00        1 664  772.85
                                                       0.28
     EUR   NATIXIS    EUR1.6                           13 893.00          58 102.77
                                                       0.01
     EUR   ORANGE   EUR4                           27 188.00         449  662.33
                                                       0.08
     EUR   PERNOD   RICARD   EUR1.55                        2 860.00         525  677.78
                                                       0.09
     EUR   PEUGEOT    SA EUR1                          8 147.00         196  904.78
                                                       0.03
     EUR   PUBLICIS    GROUPE   SA EUR0.40                      2 755.00         121  324.26
                                                       0.02
     EUR   REMY  COINTREAU     EUR1.60                                  38 925.97
                                        302.00                0.01
     EUR   RENAULT    SA EUR3.81                          2 515.00         120  502.42
                                                       0.02
     EUR   SAFRAN   EUR0.20                           ▶ 334.00         709  393.32
                                                       0.12
     EUR   SANOFI   EUR2                           15 085.00        1 405  631.25
                                                       0.24
     EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          65 778.25
                                        414.00                0.01
     EUR   SCHNEIDER     ELECTRIC    EUR8                      7 277.00         702  869.13
                                                       0.12
     EUR   SCOR  SE EUR7.876972      (POST   CONS)                   2 275.00          97 803.10
                                                       0.02
     EUR   SEB  SA EUR1                                      47 572.78
                                        306.00                0.01
     EUR   SOC  GENERALE    EUR1.25                        10 142.00         319  374.18
                                                       0.05
     EUR   SODEXO   EUR4                           1 203.00         140  336.06
                                                       0.02
     EUR   SUEZ  EUR4                            ▶ 632.00          68 615.81
                                                       0.01
     EUR   TELEPERFORMANCE       EUR2.50                                 192  728.97
                                        813.00                0.03
     EUR   THALES   EUR3                           1 397.00         136  966.34
                                                       0.02
     EUR   TOTAL   EUR2.5                           31 805.00        1 670  648.71
                                                       0.28
     EUR   UBISOFT    ENTERTAIN     EUR0.31                      1 104.00          67 071.60
                                                       0.01
     EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            1 874.00         293  204.05
                                                       0.05
     EUR   VALEO   EUR1  (POST   SUBD)                       3 419.00         134  807.67
                                                       0.02
     EUR   VEOLIA   ENVIRONNEME      EUR5                      6 990.00         179  114.72
                                                       0.03
     EUR   VINCI   EUR2.50                            6 757.00         737  427.55
                                                       0.12
     EUR   VIVENDI    SA EUR5.50                         12 360.00         339  613.15
                                                       0.06
     EUR   WENDEL   EUR4                                      41 937.72
                                        311.00                0.01
     EUR   WORLDLINE     EUR0.68                          1 173.80          76 036.12
                                                       0.01
     フランス合計                                           21 152  567.73
                                                       3.58
     ドイツ

     EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  ▶ 505.00         364  096.71
                                                       0.06
     EUR   BEIERSDORF     AG NPV                        1 400.00         163  394.29
                                                       0.03
     EUR   CARL  ZEISS   MEDITEC    NPV                                59 603.25
                                        487.00                0.01
     EUR   COMMERZBANK      AG NPV                       14 791.00          85 799.32
                                                       0.02
     EUR   CONTINENTAL      AG ORD  NPV                      1 523.00         199  160.21
                                                       0.03
     EUR   COVESTRO    AG NPV                         2 294.00         107  497.99
                                                       0.02
     EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    ▶ 643.00         181  481.73
                                                       0.03
     EUR   FRAPORT    AG NPV                                    49 617.26
                                        582.00                0.01
     EUR   FRESENIUS     MED  CARE  NPV                      2 963.00         217  451.77
                                                       0.04
     EUR   FRESENIUS     SE & CO.  KGAA  NPV                    5 659.00         309  734.41
                                                       0.05
     EUR   GEA  GROUP   AG NPV                         1 810.00          58 214.74
                                                       0.01
     EUR   HEIDELBERGCEMENT        NPV                       2 083.00         154  109.63
                                                       0.03
     EUR   HENKEL   AG & CO KGAA                        1 347.00         130  400.75
                                                       0.02
     EUR   HOCHTIEF    AG NPV                                    41 307.81
                                        336.00                0.01
     EUR   KION  GROUP   AG NPV                                   63 211.44
                                        952.00                0.01
     EUR   KNORR   BREMSE   AG NPV                                  58 986.54
                                        606.00                0.01
     EUR   LANXESS    AG NPV                          1 243.00          82 917.17
                                                       0.01
     EUR   MERCK   KGAA  NPV                          1 708.00         199  623.52
                                                       0.03
     注記は当財務書類と不可分のものである。

                                142/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   METRO   AG (NEW)   NPV                        2 118.00          34 153.86

                                                       0.01
     EUR   PUMA  SE NPV                           1 040.00          78 205.21
                                                       0.01
     EUR   RWE  AG (NEU)   NPV                         7 296.00         216  479.37
                                                       0.04
     EUR   SAP  AG ORD  NPV                         13 136.00        1 788  453.89
                                                       0.30
     EUR   SYMRISE    AG NPV  (BR)                        1 813.00         175  993.17
                                                       0.03
     EUR   THYSSENKRUPP      AG NPV                       5 292.00          66 401.84
                                                       0.01
     EUR   VOLKSWAGEN     AG ORD  NPV                                 76 175.16
                                        399.00                0.01
     EUR   WIRECARD    AG NPV                         1 591.00         210  157.54
                                                       0.04
     EUR   ZALANDO    SE NPV                          1 788.00          77 083.65
                                                       0.01
     ドイツ合計                                           5 249  712.23
                                                       0.89
     アイルランド

     EUR   AIB  GROUP   PLC  ORD  EUR0.625                      7 309.00          23 934.94
                                                       0.00
     EUR   BANK  OF IRELAND    GR EUR1                      9 786.00          49 202.60
                                                       0.01
     GBP   DCC  ORD  EUR0.25                           1 069.00          91 372.22
                                                       0.02
     EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                              106  184.79
                                        926.00                0.02
     EUR   KERRY   GROUP   ‘A ’ORD  EUR0.125(DUBLIN       LIST)              1 912.00         245  391.13
                                                       0.04
     アイルランド合計                                            516  085.68
                                                       0.09
     イタリア

     EUR   ASSIC   GENERALI    SPA  EUR1                      13 990.00         285  832.18
                                                       0.05
     EUR   FINECOBANK     SPA  EUR0.33                        8 113.00         100  725.13
                                                       0.02
     EUR   LEONARDO    SPA  EUR4.40                         5 881.00          68 831.81
                                                       0.01
     EUR   POSTE   ITALIANE    SPA  NPV                      7 596.00          88 694.95
                                                       0.01
     EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  80 126.00          49 385.93
                                                       0.01
     EUR   TELECOM    ITALIA   SPA  EUR0.55                     112  445.00          70 446.49
                                                       0.01
     イタリア合計                                            663  916.49
                                                       0.11
     日本

     JPY   アコム                               1 600.00          6 633.18
                                                       0.00
     JPY   アドバンテスト                               1 300.00          63 510.18
                                                       0.01
     JPY   イオンフィナンシャルサービス                                         12 090.22
                                        800.00                0.00
     JPY   エア・ウォーター                                         14 448.00
                                        900.00                0.00
     JPY   アイシン精機                                         34 024.29
                                        900.00                0.01
     JPY   アマダホールディングス                               2 700.00          30 079.44
                                                       0.01
     JPY   あおぞら銀行                                         20 367.09
                                        800.00                0.00
     JPY   朝日インテック                               1 200.00          34 955.71
                                                       0.01
     JPY   バンダイナムコホールディングス                               1 300.00          78 788.24
                                                       0.01
     JPY   ベネッセホールディングス                                         10 548.81
                                        400.00                0.00
     JPY   京都銀行                                         24 737.47
                                        600.00                0.00
     JPY   カルビー                                         19 313.30
                                        600.00                0.00
     JPY   東海旅客鉄道                               1 000.00         201  762.39
                                                       0.03
     JPY   千葉銀行                               3 000.00          17 094.33
                                                       0.00
     JPY   中外製薬                               1 500.00         130  919.55
                                                       0.02
     JPY   コカ・コーラ　ボトラーズジャパンホールディングス                                         16 804.86
                                        700.00                0.00
     JPY   コンコルディア・フィナンシャルグループ                               6 600.00          26 759.20
                                                       0.00
     JPY   クレディセゾン                               1 100.00          18 180.99
                                                       0.00
     JPY   サイバーエージェント                                         31 065.66
                                        900.00                0.01
     JPY   第一生命ホールディングス                               6 600.00         106  253.31
                                                       0.02
     JPY   ダイセル                               1 700.00          16 703.50
                                                       0.00
     JPY   ダイフク                                         40 717.74
                                        700.00                0.01
     JPY   第一三共                               ▶ 000.00         250  643.78
                                                       0.04
     JPY   ダイキン工業                               1 700.00         244  420.60
                                                       0.04
     JPY   大東建託                                         61 113.14
                                        500.00                0.01
     JPY   大和ハウス工業                               3 900.00         119  268.56
                                                       0.02
     注記は当財務書類と不可分のものである。

                                143/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   大和ハウスリート投資法人                                         41 009.95

                                        15.00               0.01
     JPY   電通                               1 600.00          58 003.84
                                                       0.01
     JPY   ディスコ                                         43 137.61
                                        200.00                0.01
     JPY   エーザイ                               1 700.00         125  897.18
                                                       0.02
     JPY   ファナック                               1 400.00         267  254.13
                                                       0.05
     JPY   ファーストリテイリング                                         243  594.19
                                        400.00                0.04
     JPY   富士電機                               1 000.00          30 773.45
                                                       0.01
     JPY   ふくおかフィナンシャルグループ                                         15 231.49
                                        800.00                0.00
     JPY   ＧＭＯペイメントゲートウェイ                                         14 172.22
                                        200.00                0.00
     JPY   阪急阪神ホールディングス                               1 800.00          77 253.22
                                                       0.01
     JPY   光通信                                         46 607.62
                                        200.00                0.01
     JPY   ヒロセ電機                                         25 811.34
                                        210.00                0.00
     JPY   久光製薬                                         14 710.99
                                        300.00                0.00
     JPY   日立化成                               1 000.00          35 978.45
                                                       0.01
     JPY   日立ハイテクノロジーズ                                         26 079.81
                                        400.00                0.00
     JPY   ホシザキ                                         26 216.78
                                        300.00                0.00
     JPY   ヒューリック                               1 800.00          20 233.77
                                                       0.00
     JPY   出光興産                               1 292.00          35 252.45
                                                       0.01
     JPY   ＩＨＩ                                         18 650.35
                                        800.00                0.00
     JPY   三越伊勢丹ホールディングス                               1 900.00          16 916.27
                                                       0.00
     JPY   いすゞ自動車                               ▶ 400.00          51 449.18
                                                       0.01
     JPY   伊藤忠テクノソリューションズ                                         16 014.98
                                        600.00                0.00
     JPY   Ｊ．フロント      リテイリング                         1 300.00          17 070.59
                                                       0.00
     JPY   日本空港ビルデング                                         25 979.36
                                        500.00                0.00
     JPY   日本取引所グループ                               3 300.00          56 079.81
                                                       0.01
     JPY   ジャパンリアルエステイト投資法人                                         68 030.32
                                        10.00               0.01
     JPY   日揮ホールディングス                               1 100.00          15 981.19
                                                       0.00
     JPY   ＪＳＲ                               2 000.00          35 375.76
                                                       0.01
     JPY   ジェイテクト                               1 400.00          17 386.54
                                                       0.00
     JPY   鹿島建設                               3 000.00          39 530.64
                                                       0.01
     JPY   カカクコム                               1 100.00          26 528.17
                                                       0.01
     JPY   上組                               1 000.00          22 153.23
                                                       0.00
     JPY   関西電力                               ▶ 600.00          52 422.61
                                                       0.01
     JPY   関西ペイント                               1 200.00          30 221.90
                                                       0.01
     JPY   花王                               3 300.00         259  516.02
                                                       0.04
     JPY   川崎重工業                               1 100.00          24 689.98
                                                       0.00
     JPY   京阪ホールディングス                                         34 197.79
                                        700.00                0.01
     JPY   京浜急行電鉄                               1 300.00          26 721.76
                                                       0.00
     JPY   京王電鉄                                         44 872.61
                                        700.00                0.01
     JPY   京成電鉄                               1 100.00          45 301.80
                                                       0.01
     JPY   キッコーマン                               1 100.00          55 246.10
                                                       0.01
     JPY   近鉄グループホールディングス                               1 000.00          56 524.52
                                                       0.01
     JPY   キリンホールディングス                               5 700.00         126  117.25
                                                       0.02
     JPY   小林製薬                                         32 800.66
                                        400.00                0.01
     JPY   小糸製作所                                         36 051.50
                                        700.00                0.01
     JPY   小松製作所                               6 400.00         150  021.00
                                                       0.03
     JPY   コーセー                                         31 832.71
                                        200.00                0.01
     JPY   クラレ                               2 400.00          28 994.61
                                                       0.01
     JPY   栗田工業                                         22 354.12
                                        800.00                0.00
     JPY   九州電力                               2 200.00          19 366.27
                                                       0.00
     JPY   九州旅客鉄道                                         27 212.13
                                        800.00                0.01
     JPY   ＬＩＮＥ                                         18 811.07
                                        400.00                0.00
     JPY   ライオン                               1 300.00          26 175.69
                                                       0.00
     JPY   エムスリー                               3 200.00          87 955.44
                                                       0.02
     JPY   マキタ                               1 400.00          46 278.88
                                                       0.01
     注記は当財務書類と不可分のものである。

                                144/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   丸井グループ                               1 200.00          28 863.12

                                                       0.01
     JPY   丸一鋼管                                         17 258.70
                                        600.00                0.00
     JPY   日本マクドナルドホールディングス                                         19 760.75
                                        400.00                0.00
     JPY   めぶきフィナンシャルグループ                               ▶ 700.00          12 145.92
                                                       0.00
     JPY   明治ホールディングス                                         54 351.20
                                        800.00                0.01
     JPY   ミネベアミツミ                               2 400.00          46 549.17
                                                       0.01
     JPY   ミスミグループ本社                               1 800.00          44 543.88
                                                       0.01
     JPY   三菱瓦斯化学                                         12 506.62
                                        800.00                0.00
     JPY   三菱自動車工業                               3 400.00          15 213.22
                                                       0.00
     JPY   三菱ＵＦＪリース                               1 300.00          8 345.36
                                                       0.00
     JPY   三井化学                               1 200.00          28 742.58
                                                       0.01
     JPY   三井不動産                               6 300.00         156  651.45
                                                       0.03
     JPY   ＭｏｎｏｔａＲＯ                               1 000.00          28 125.29
                                                       0.01
     JPY   ナブテスコ                               1 000.00          30 682.13
                                                       0.01
     JPY   名古屋鉄道                               1 400.00          44 553.01
                                                       0.01
     JPY   日本ハム                                         20 956.99
                                        500.00                0.00
     JPY   日本電産                               1 600.00         236  544.61
                                                       0.04
     JPY   日本ビルファンド投資法人                                         75 061.64
                                        10.00               0.01
     JPY   日本通運                                         31 686.60
                                        500.00                0.01
     JPY   日本ペイントホールディングス                               1 200.00          63 994.16
                                                       0.01
     JPY   日本製鉄                               5 400.00          79 168.11
                                                       0.01
     JPY   日産化学                                         31 668.34
                                        800.00                0.01
     JPY   日清製粉グループ本社                               1 800.00          33 794.17
                                                       0.01
     JPY   日清食品ホールディングス                                         29 951.60
                                        400.00                0.01
     JPY   ニトリホールディングス                                         93 964.02
                                        600.00                0.02
     JPY   日東電工                               1 000.00          56 067.94
                                                       0.01
     JPY   野村不動産ホールディングス                                         19 322.44
                                        800.00                0.00
     JPY   日本精工                               1 800.00          17 390.19
                                                       0.00
     JPY   大林組                               5 100.00          54 022.46
                                                       0.01
     JPY   オービック                                         66 340.97
                                        500.00                0.01
     JPY   小田急電鉄                               2 300.00          56 518.13
                                                       0.01
     JPY   王子ホールディングス                               6 000.00          34 243.45
                                                       0.01
     JPY   オリンパス                               8 000.00         118  637.57
                                                       0.02
     JPY   小野薬品工業                               2 700.00          60 528.71
                                                       0.01
     JPY   日本オラクル                                         36 782.03
                                        400.00                0.01
     JPY   オリエンタルランド                               1 400.00         193  617.02
                                                       0.03
     JPY   パン・パシフィック・インターナショナルホールディングス                               3 200.00          51 838.19
                                                       0.01
     JPY   ペプチドリーム                                         27 559.13
                                        600.00                0.01
     JPY   パーソルホールディングス                               1 600.00          29 411.01
                                                       0.01
     JPY   ピジョン                                         37 183.82
                                        800.00                0.01
     JPY   ポーラ・オルビスホールディングス                               1 000.00          24 637.02
                                                       0.00
     JPY   楽天                               5 600.00          48 528.90
                                                       0.01
     JPY   リクルートホールディングス                               9 500.00         343  703.77
                                                       0.06
     JPY   リンナイ                                         15 341.06
                                        200.00                0.00
     JPY   良品計画                               2 000.00          45 530.09
                                                       0.01
     JPY   ＳＡＮＫＹＯ                                          6 757.37
                                        200.00                0.00
     JPY   ＳＢＩホールディングス                               1 500.00          31 134.14
                                                       0.01
     JPY   セコム                               1 500.00         127  481.51
                                                       0.02
     JPY   西武ホールディングス                               1 200.00          21 137.80
                                                       0.00
     JPY   積水ハウス                               ▶ 700.00         101  502.15
                                                       0.02
     JPY   セブン銀行                               1 900.00          5 881.65
                                                       0.00
     JPY   シャープ                               1 900.00          28 696.92
                                                       0.01
     JPY   シマノ                                         80 814.54
                                        500.00                0.01
     JPY   清水建設                               ▶ 000.00          38 279.61
                                                       0.01
     JPY   信越化学工業                               2 600.00         278  020.27
                                                       0.05
     注記は当財務書類と不可分のものである。

                                145/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   新生銀行                               1 300.00          20 453.84

                                                       0.00
     JPY   塩野義製薬                               1 900.00         111  699.39
                                                       0.02
     JPY   資生堂                               2 800.00         202  118.53
                                                       0.03
     JPY   静岡銀行                               3 000.00          22 819.83
                                                       0.00
     JPY   昭和電工                               1 200.00          32 029.95
                                                       0.01
     JPY   ＳＭＣ                                         181  207.20
                                        400.00                0.03
     JPY   ソニーフィナンシャルホールディングス                               1 000.00          23 194.23
                                                       0.00
     JPY   スタンレー電気                               1 200.00          33 202.45
                                                       0.01
     JPY   住友重機械工業                                         17 149.12
                                        600.00                0.00
     JPY   住友金属鉱山                               1 700.00          51 476.58
                                                       0.01
     JPY   住友ゴム工業                               1 500.00          19 053.05
                                                       0.00
     JPY   サンドラッグ                                         14 026.12
                                        400.00                0.00
     JPY   サントリー食品インターナショナル                                         39 037.53
                                        900.00                0.01
     JPY   スズケン                                         17 477.86
                                        400.00                0.00
     JPY   スズキ                               2 500.00         110  857.46
                                                       0.02
     JPY   シスメックス                               1 200.00          83 137.61
                                                       0.01
     JPY   Ｔ＆Ｄホールディングス                               3 600.00          42 341.34
                                                       0.01
     JPY   太平洋セメント                                         17 340.88
                                        600.00                0.00
     JPY   大成建設                               1 500.00          58 830.24
                                                       0.01
     JPY   大正製薬ホールディングス                                         14 756.64
                                        200.00                0.00
     JPY   大陽日酸                                         15 577.57
                                        700.00                0.00
     JPY   帝人                               1 500.00          28 202.90
                                                       0.01
     JPY   テルモ                               ▶ 600.00         161  342.34
                                                       0.03
     JPY   ＴＨＫ                                         16 847.78
                                        600.00                0.00
     JPY   東武鉄道                               1 200.00          43 886.40
                                                       0.01
     JPY   東宝                               1 000.00          40 589.90
                                                       0.01
     JPY   東邦瓦斯                                         18 879.55
                                        500.00                0.00
     JPY   東北電力                               2 400.00          23 778.65
                                                       0.00
     JPY   東京センチュリー                                         21 331.39
                                        400.00                0.00
     JPY   東京瓦斯                               2 500.00          60 371.20
                                                       0.01
     JPY   東急                               3 700.00          72 945.85
                                                       0.01
     JPY   東レ                              10 800.00          71 401.70
                                                       0.01
     JPY   東ソー                               1 400.00          20 838.28
                                                       0.00
     JPY   ＴＯＴＯ                               1 000.00          43 740.30
                                                       0.01
     JPY   東洋水産                                         25 860.65
                                        600.00                0.00
     JPY   豊田合成                                          2 334.95
                                        100.00                0.00
     JPY   豊田自動織機                                         46 972.88
                                        800.00                0.01
     JPY   豊田通商                               1 500.00          52 392.48
                                                       0.01
     JPY   ツルハホールディングス                                         35 695.37
                                        300.00                0.01
     JPY   ユー・エス・エス                               1 200.00          23 252.67
                                                       0.00
     JPY   ウエルシアホールディングス                                         18 381.88
                                        300.00                0.00
     JPY   ヤクルト本社                                         41 037.35
                                        700.00                0.01
     JPY   ヤマハ                               1 000.00          55 063.46
                                                       0.01
     JPY   ヤマトホールディングス                               2 000.00          34 188.66
                                                       0.01
     JPY   ＺＯＺＯ                                         18 703.86
                                        940.00                0.00
     日本合計                                           9 897  075.21
                                                       1.68
     ジャージー

     GBP   GLENCORE    XSTRATA    ORD  USD0.01                    116  059.00         366  148.33
                                                       0.06
     ジャージー合計                                            366  148.33
                                                       0.06
     ルクセンブルグ

     EUR   AROUNDTOWN     SA EUR0.01                        12 701.00         110  380.49
                                                       0.02
     EUR   EUROFINS    SCIENTIFI     EUR0.10                                79 875.87
                                        152.00                0.01
     ルクセンブルグ合計                                            190  256.36
                                                       0.03
     注記は当財務書類と不可分のものである。

                                146/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     オランダ

     USD   AERCAP   HOLDINGS    EUR0.01                       1 847.00         114  163.07
                                                       0.02
     EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                3 135.00         300  452.10
                                                       0.05
     EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           5 510.00          32 818.91
                                                       0.00
     EUR   EXOR  NV EUR0.01                           1 494.00         114  387.43
                                                       0.02
     EUR   HEINEKEN    HOLDING    EUR1.6                       1 638.00         157  127.12
                                                       0.03
     EUR   HEINEKEN    NV EUR1.60                         3 555.00         368  612.63
                                                       0.06
     EUR   ING  GROEP   N.V.  EUR0.01                       51 599.00         594  191.10
                                                       0.10
     EUR   KON  KPN  NV EUR0.04                         50 004.00         154  155.81
                                                       0.03
     EUR   KONINKLIJKE      AHOLD   EUR0.01                      16 087.00         414  792.06
                                                       0.07
     EUR   KONINKLIJKE      PHILIPS    NV EUR0.20                    12 153.00         564  738.70
                                                       0.10
     USD   NXP  SEMICONDUCTORS       EUR0.20                      3 831.00         442  786.98
                                                       0.07
     EUR   QIAGEN   NV EUR0.01                          3 088.00         132  311.65
                                                       0.02
     EUR   RANDSTAD    N.V.  EUR0.10                        1 524.00          88 823.96
                                                       0.01
     GBP   ROYAL   DUTCH   SHELL   ‘B ’SHS  EUR0.07    (UK  LIST)            39 639.00        1 122  623.36
                                                       0.19
     EUR   STMICROELECTRONICS         EUR1.04                      8 746.00         215  046.47
                                                       0.04
     EUR   VOPAK(KON)     EUR0.50                                    45 618.37
                                        855.00                0.01
     EUR   WOLTERS    KLUWER   EUR0.12                        3 859.00         277  251.46
                                                       0.05
     オランダ合計                                           5 139  901.18
                                                       0.87
     パプアニューギニア

     AUD   OIL  SEARCH   LTD  PGK0.10                       15 068.00          75 828.44
                                                       0.01
     パプアニューギニア合計                                             75 828.44
                                                       0.01
     スペイン

     EUR   ACS  ACTIVIDADES      CO EUR0.5                      3 554.00         138  445.57
                                                       0.02
     EUR   AENA  SME  S.A.  EUR10                                  162  666.03
                                        885.00                0.03
     EUR   AMADEUS    IT GROUP   EUR0.01                       5 962.00         475  278.60
                                                       0.08
     EUR   BANKIA   S.A.  EUR1  (POST   CONS)                    17 436.00          33 807.05
                                                       0.01
     EUR   BCO  DE SABADELL    EUR0.125                       84 848.00          94 208.28
                                                       0.02
     EUR   CAIXABANK     SA EUR1                        47 268.00         139  623.31
                                                       0.02
     EUR   CELLNEX    TELECOM    SA EUR0.25                      3 167.00         136  185.43
                                                       0.02
     EUR   ENAGAS   SA EUR1.50                          3 379.00          84 237.75
                                                       0.02
     EUR   ENDESA   SA EUR1.2                          ▶ 465.00         121  502.33
                                                       0.02
     EUR   FERROVIAL     SA EUR0.2                         6 158.00         182  985.40
                                                       0.03
     EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               ▶ 101.00         140  219.86
                                                       0.02
     EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  79 324.00         780  866.47
                                                       0.13
     EUR   INDITEX    EUR0.03    (POST   SUBD)                    14 206.00         442  651.52
                                                       0.08
     EUR   NATURGY    ENERGY   GRO  EUR1                      ▶ 247.00         110  512.72
                                                       0.02
     EUR   RED  ELECTRICA     CORP  EUR0.5                      5 983.00         117  094.19
                                                       0.02
     EUR   REPSOL   SA EUR1                          18 957.00         298  689.41
                                                       0.05
     EUR   SIEMENS    GAMESA   RENEWABLE     ENERGY                   3 440.00          54 940.79
                                                       0.01
     EUR   TELEFONICA     SA EUR1                        62 788.00         481  287.30
                                                       0.08
     スペイン合計                                           3 995  202.01
                                                       0.68
     スイス

     CHF   PARGESA    HLDGS   SA CHF20(BR)                                 57 792.37
                                        732.00                0.01
     CHF   SWATCH   GROUP   CHF2.25(BR)                                   149  617.25
                                        534.00                0.03
     CHF   SWISS   RE AG CHF0.10                         5 550.00         601  455.95
                                                       0.10
     CHF   VIFOR   PHARMA   AG CHF0.01                                 143  089.61
                                        802.00                0.02
     スイス合計                                            951  955.18
                                                       0.16
     イギリス

     GBP   3I GROUP   ORD  GBP0.738636                        10 848.00         150  281.52
                                                       0.03
     GBP   ASTRAZENECA      ORD  USD0.25                       13 915.00        1 342  369.34
                                                       0.23
     GBP   AVIVA   ORD  GBP0.25                          41 287.00         215  648.32     0.04
     注記は当財務書類と不可分のものである。

                                147/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   BAE  SYSTEMS    ORD  GBP0.025                       33 243.00         246  560.97

                                                       0.04
     GBP   BARRATT    DEVEL   ORD  GBP0.10                      10 971.00          94 625.51
                                                       0.02
     GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    24 350.00         963  799.79
                                                       0.16
     GBP   BRITISH    LAND  CO PLC  REIT                     10 296.00          76 657.70
                                                       0.01
     GBP   BT GROUP   ORD  GBP0.05                        88 318.00         218  836.87
                                                       0.04
     GBP   BUNZL   ORD  GBP0.32142857                          3 462.00          95 070.00
                                                       0.02
     USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    3 286.00         165  811.56
                                                       0.03
     GBP   EVRAZ   PLC  ORD  USD1                        ▶ 644.00          22 249.99
                                                       0.00
     GBP   HALMA   ORD  GBP0.10                          3 640.00          99 157.64
                                                       0.02
     GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                     12 764.00         130  662.00
                                                       0.02
     GBP   ITV  ORD  GBP0.10                           33 360.00          62 612.33
                                                       0.01
     GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                      2 141.00          79 592.08
                                                       0.01
     GBP   KINGFISHER     ORD  GBP0.157142857                       25 757.00          69 931.71
                                                       0.01
     GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    7 582.00          93 993.33
                                                       0.02
     GBP   LLOYDS   BANKING    GP ORD  GBP0.1                    760  596.00         601  612.61
                                                       0.10
     GBP   MARKS   & SPENCER    GP ORD  GBP0.25                    24 075.00          60 522.55
                                                       0.01
     GBP   MEGGITT    ORD  GBP0.05                         9 041.00          75 195.85
                                                       0.01
     GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                    51 497.00         152  939.70
                                                       0.03
     GBP   NATIONAL    GRID  ORD  GBP0.12431289                      35 464.00         408  129.27
                                                       0.07
     GBP   OCADO   GROUP   PLC  ORD  GBP0.02                      ▶ 396.00          75 342.49
                                                       0.01
     GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                     7 507.00         589  027.07
                                                       0.10
     GBP   RELX  PLC  GBP0.1444                          20 790.00         503  684.63
                                                       0.09
     GBP   RENTOKIL    INITIAL    ORD  GBP0.01                     20 022.00         115  222.24
                                                       0.02
     GBP   ROLLS-ROYCE      HLDGS   ORD  GBP0.20                    17 786.00         163  712.06
                                                       0.03
     GBP   SAGE  GROUP   GBP0.01051948                         11 798.00         115  035.25
                                                       0.02
     GBP   SEVERN   TRENT   ORD  GBP0.9789                       2 679.00          77 726.38
                                                       0.01
     GBP   SMITHS   GROUP   ORD  GBP0.375                       ▶ 305.00          92 493.08
                                                       0.02
     GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                               81 850.42
                                        709.00                0.01
     GBP   SSE  PLC  ORD  GBP0.50                         10 957.00         184  247.43
                                                       0.03
     GBP   ST JAMES   ’S PLACE   ORD  GBP0.15                     5 582.00          78 593.15
                                                       0.01
     EUR   UNILEVER    EUR0.16                          19 410.00        1 151  398.87
                                                       0.19
     GBP   UNITED   UTILITIES     ▶ ORD  GBP0.05                    7 493.00          82 713.19
                                                       0.01
     GBP   WEIR  GROUP   ORD  GBP0.125                        3 176.00          57 329.32
                                                       0.01
     GBP   WHITBREAD     ORD  GBP0.76797385                        1 553.00          92 425.14
                                                       0.02
     GBP   WPP  PLC  ORD  GBP0.10                         13 624.00         176  314.55
                                                       0.03
     イギリス合計                                           9 063  375.91
                                                       1.54
     無記名株式合計                                           71 308  305.57

                                                       12.08
     参加証券

     スイス

     CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                            152  599.19
                                        20.00               0.02
     CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                            175  621.35
                                        704.00                0.03
     スイス合計                                            328  220.54
                                                       0.05
     参加証券合計                                            328  220.54

                                                       0.05
     その他の株式

     スイス

     CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                 12 972.00        ▶ 000  570.77
                                                       0.68
     スイス合計                                           ▶ 000  570.77
                                                       0.68
     その他の株式合計                                           ▶ 000  570.77

                                                       0.68
     注記は当財務書類と不可分のものである。

                                148/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     優先株式

     ドイツ

     EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                             44 950.80
                                        728.00                0.01
     EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                           32 935.10
                                        762.00                0.00
     EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                2 443.00         258  267.33
                                                       0.04
     EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                2 038.00         150  960.09
                                                       0.03
     EUR   SARTORIUS     AG NON  VTG  PRF  NPV                              95 971.96
                                        455.00                0.02
     EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   2 502.00         484  097.59
                                                       0.08
     ドイツ合計                                           1 067  182.87
                                                       0.18
     優先株式合計                                           1 067  182.87

                                                       0.18
     記名株式

     オーストラリア

     AUD   BENDIGO    & ADELAIDE    NPV                      5 870.00          39 823.79
                                                       0.01
     AUD   BHP  GROUP   LTD  NPV                        36 206.00         936  242.70
                                                       0.16
     GBP   BHP  GROUP   PLC  ORD  USD0.50                      22 782.00         503  911.64
                                                       0.08
     AUD   COLES   GROUP   LTD  NPV                       13 993.00         153  898.71
                                                       0.03
     オーストラリア合計                                           1 633  876.84
                                                       0.28
     ベルギー

     EUR   AGEAS   NPV                            2 538.00         152  456.77
                                                       0.03
     EUR   KBC  GROUP   NV NPV                         3 507.00         255  751.36
                                                       0.04
     EUR   TELENET    GRP  HLDG  NPV                                 29 265.30
                                        648.00                0.01
     EUR   UCB  NPV                             1 743.00         141  369.95
                                                       0.02
     ベルギー合計                                            578  843.38
                                                       0.10
     カナダ

     CAD   1ST  QUANTUM    MINLS   COM  NPV                     5 100.00          46 651.61
                                                       0.01
     CAD   AGNICO   EAGLE   MINES   LTD  COM                    2 038.00         121  090.88
                                                       0.02
     CAD   ALIMENTATION      COUCHE   TARD  INC  SUB  VTG  SH              7 232.00         236  629.19
                                                       0.04
     CAD   BANK  NOVA  SCOTIA   HALIFAX    COM                   10 203.00         575  654.30
                                                       0.10
     CAD   BANK  OF MONTREAL    COM  NPV                     5 338.00         410  803.96
                                                       0.07
     CAD   BARRICK    GOLD  CORP  COM  NPV                    14 887.00         248  593.01
                                                       0.04
     CAD   BCE  INC  COM  NEW                         1 220.00          58 729.00
                                                       0.01
     CAD   BLACKBERRY     LTD  NPV                        3 767.00          20 788.34
                                                       0.00
     CAD   BROOKFIELD     ASSET   M LTD  VTG  SHS  NPV  CL ’A ’            7 586.00         438  911.42
                                                       0.07
     CAD   CAN  PACIFIC    RYS  COM  NPV                      1 192.00         282  301.86
                                                       0.05
     CAD   CANADIAN    NAT  RES  LTD  COM                     10 198.00         284  922.10
                                                       0.05
     CAD   CANADIAN    NATL  RY CO COM                      6 067.00         550  905.98
                                                       0.09
     CAD   CANADIAN    TIRE  LTD  CL A                               53 130.48
                                        456.00                0.01
     CAD
        CCL  INDUSTRIES     INC  ‘B ’NON-VTG    COM  NPV              1 100.00          47 047.62
                                                       0.01
     CAD   CDN  IMPERIAL    BK OF COMMERCE    COM                  3 730.00         324  235.50
                                                       0.05
     CAD   CENOVUS    ENERGY   INC  COM  NPV                    9 319.00          82 367.82
                                                       0.01
     CAD   CGI  INC  COM  NPV  SUB  VOTING   SHARES   C               2 127.00         176  261.16
                                                       0.03
     CAD   CONSTELLATION      SOFT  COM  STK  NPV                            175  329.67
                                        164.00                0.03
     CAD   CRONOS   GROUP   INC  COM  NPV                     1 300.00          8 837.94
                                                       0.00
     CAD   DOLLARAMA     INC  COM  NPV                      2 400.00          87 796.73
                                                       0.01
     CAD   ENBRIDGE    INC  COM  NPV                      17 429.00         660  025.37
                                                       0.11
     CAD   ENCANA   CORP  COM  NPV                       13 095.00          51 364.54
                                                       0.01
     CAD   FAIRFAX    FINL  HLDGS   LTD  SUB  VTG                             97 573.62
                                        216.00                0.02
     CAD   FORTIS   INC  COM  NPV                        3 650.00         143  004.71
                                                       0.02
     CAD   FRANCO   NEVADA   CORP  COM  NPV                    1 554.00         152  878.74
                                                       0.03
     注記は当財務書類と不可分のものである。

                                149/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     CAD   GILDAN   ACTIVEWEAR     INC  COM                     1 900.00          55 787.69

                                                       0.01
     CAD   GREAT   WEST  LIFECO   INC  COM                     2 349.00          59 156.07
                                                       0.01
     CAD   IA FINANCIAL     CORP  COM  NPV                               40 956.15
                                        800.00                0.01
     CAD   IMPERIAL    OIL  LTD  COM  NEW                     2 106.00          52 735.22
                                                       0.01
     CAD   INTACT   FINL  CORP  COM  NPV                     1 160.00         119  619.95
                                                       0.02
     CAD   INTER   PIPELINE    LTD  COM  NPV                    3 700.00          61 283.64
                                                       0.01
     CAD   LOBLAW   COS  LTD  COM                        1 685.00          90 830.79
                                                       0.02
     CAD   MAGNA   INTL  INC  COM  NPV                      2 714.00         149  527.97
                                                       0.02
     CAD   MANULIFE    FINL  CORP  COM                      16 369.00         322  019.18
                                                       0.05
     CAD   METRO   INC  CL A SUB                        2 224.00          97 415.64
                                                       0.02
     CAD   NATL  BK OF CANADA   COM  NPV                     2 921.00         156  468.40
                                                       0.03
     CAD   NUTRIEN    LTD  NPV                         5 131.00         242  208.70
                                                       0.04
     CAD   OPEN  TEXT  CO COM  NPV                       2 400.00         104  492.38
                                                       0.02
     CAD   PEMBINA    PIPELINE    C COM  NPV                    ▶ 300.00         150  147.94
                                                       0.03
     CAD   POWER   CORP  CDA  COM                        2 774.00          67 332.02
                                                       0.01
     CAD   POWER   FINANCIAL     CORP  COM                     2 626.00          64 214.18
                                                       0.01
     CAD   RESTAURANT     BRANDS   COM  NPV                     2 000.00         131  405.99
                                                       0.02
     CAD   ROGERS   COMMS   INC  CLASS   ’B ’COM  CAD1.62478                3 111.00         150  883.21
                                                       0.03
     CAD   ROYAL   BK OF CANADA   COM  NPV                    12 152.00         994  757.73
                                                       0.17
     CAD   SAPUTO   INC  COM                          2 159.00          65 261.70
                                                       0.01
     CAD   SHAW  COMMUNICATIONS       INC  CL B CONV                 3 543.00          73 220.67
                                                       0.01
     CAD   SHOPIFY    INC  COM  NPV  CL A                              268  292.87
                                        800.00                0.05
     CAD   SUN  LIFE  FINL  INC  COM                      5 094.00         232  446.71
                                                       0.04
     CAD
        SUNCOR   ENERGY   INC  COM  NPV  ‘NEW  ’               13 658.00         426  012.38
                                                       0.07
     CAD   TC ENERGY   CORPORAT    COM  NPV                    8 013.00         405  400.79
                                                       0.07
     CAD   TECK  RESOURCES     LTD  CLASS   ’B ’SUB-VTG    COM  NPV            ▶ 750.00          74 383.59
                                                       0.01
     CAD   THOMSON-REUTERS       CP COM  NPV(POST    REV  SPLIT)              1 700.00         118  875.21
                                                       0.02
     CAD   TORONTO-DOMINION        COM  NPV                     15 517.00         894  746.49
                                                       0.15
     CAD   WESTON   GEORGE   LTD  COM                                 58 402.20
                                        718.00                0.01
     CAD   WHEATON    PRECIOUS    M COM  NPV                    ▶ 007.00         110  111.42
                                                       0.02
     カナダ合計                                           11 174  232.43
                                                       1.89
     フィンランド

     EUR   ELISA   CORPORATION      EUR0.50                      2 024.00         108  257.94
                                                       0.02
     EUR   FORTUM   OYJ  EUR3.40                          5 898.00         139  102.05
                                                       0.02
     EUR   NESTE   OIL  OYJ  NPV                        5 833.00         197  317.37
                                                       0.03
     EUR   NOKIA   OYJ  NPV                          76 508.00         270  914.82
                                                       0.05
     EUR   NOKIAN   RENKAAT    OYJ  NPV                      1 868.00          50 585.17
                                                       0.01
     EUR   ORION   CORP  SER  ’B ’NPV                      1 529.00          66 592.08
                                                       0.01
     EUR   SAMPO   OYJ  SER  ’A ’NPV                      6 061.00         245  260.91
                                                       0.04
     EUR   STORA   ENSO  OYJ  NPV  SER  ’R ’                   7 915.00         106  470.36
                                                       0.02
     EUR   UPM-KYMMENE      CORP  NPV                       6 895.00         230  505.59
                                                       0.04
     フィンランド合計                                           1 415  006.29
                                                       0.24
     フランス

     EUR   BOLLORE    EUR0.16    (RFD  01/01/2020)
                                        63.00          264.66     0.00
     EUR   GECINA   EUR7.50                                     107  881.91
                                        624.00                0.02
     EUR   MICHELIN    (CGDE)   EUR2                       2 310.00         277  368.95
                                                       0.05
     フランス合計                                            385  515.52
                                                       0.07
     ドイツ

     EUR   ADIDAS   AG NPV  (REGD)                        2 396.00         746  977.32
                                                       0.13
     EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                          5 680.00        1 361  212.62
                                                       0.23
     EUR   AXEL  SPRINGER    SE NPV  (ASD  02/08/19    TRAVIATA)                         49 272.44
                                        715.00                0.01
     EUR   BASF  SE NPV                           12 238.00         920  534.67
                                                       0.16
     注記は当財務書類と不可分のものである。

                                150/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   BAYER   AG NPV  (REGD)                        12 408.00         939  888.88

                                                       0.16
     EUR   BRENNTAG    AG                           2 160.00         115  294.03
                                                       0.02
     EUR   DAIMLER    AG ORD  NPV(REGD)                       12 033.00         679  300.39
                                                       0.12
     EUR   DELIVERY    HERO  SE NPV                       1 466.00          77 587.76
                                                       0.01
     EUR   DEUTSCHE    BANK  AG NPV(REGD)                      27 155.00         195  934.58
                                                       0.03
     EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      2 593.00         398  121.57
                                                       0.07
     EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  3 049.00          57 890.67
                                                       0.01
     EUR   DEUTSCHE    POST  AG NPV(REGD)                      13 452.00         501  920.81
                                                       0.08
     EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      44 371.00         745  397.91
                                                       0.13
     EUR   E.ON  SE NPV                           30 128.00         315  515.33
                                                       0.05
     EUR   EVONIK   INDUSTRIES     NPV                      2 443.00          70 950.79
                                                       0.01
     EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                              132  095.34
                                        711.00                0.02
     EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  17 038.00         364  224.88
                                                       0.06
     EUR   MTU  AERO  ENGINES    H NPV  (REGD)                              184  367.95
                                        680.00                0.03
     EUR   MUENCHENER     RUECKVE    NPV(REGD)                      1 964.00         564  330.97
                                                       0.10
     EUR   SIEMENS    AG NPV(REGD)                         10 192.00        1 316  159.33
                                                       0.22
     EUR   SIEMENS    HEALTHINEE     NPV                      2 208.00         107  168.49
                                                       0.02
     EUR   TELEFONICA     DEUTSCH    NPV                      14 536.00          44 411.91
                                                       0.01
     GBP   TUI  AG NPV  (REGD)                          5 415.00          74 490.76
                                                       0.01
     EUR   UNIPER   SE NPV                          2 447.00          79 053.22
                                                       0.01
     EUR   UNITED   INTERNET    AG NPV(REGD)                      1 679.00          56 926.41
                                                       0.01
     EUR   VONOVIA    SE NPV                          6 733.00         351  071.78
                                                       0.06
     ドイツ合計                                           10 450  100.81
                                                       1.77
     アイルランド

     EUR   CRH  ORD  EUR0.32                           10 490.00         401  696.70
                                                       0.07
     GBP   EXPERIAN    ORD  USD0.10                         9 805.00         325  059.33
                                                       0.05
     EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               1 661.00          89 593.00
                                                       0.02
     EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                     2 490.00          88 404.26
                                                       0.01
     アイルランド合計                                            904  753.29
                                                       0.15
     マン島

     GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      6 983.00          76 920.86
                                                       0.01
     マン島合計                                             76 920.86
                                                       0.01
     イタリア

     EUR   ATLANTIA    SPA  EUR1                         6 356.00         141  003.49
                                                       0.02
     EUR   DAVIDE   DE CAMPARI    EUR0.05    (POST   SUBD)                6 932.00          63 324.10
                                                       0.01
     EUR   ENEL  EUR1                           107  133.00         809  863.95
                                                       0.14
     EUR   ENI  SPA  EUR1                           33 998.00         514  085.67
                                                       0.09
     EUR   FERRARI    NV EUR0.01(NEW)                          1 643.00         277  895.11
                                                       0.05
     EUR   INTESA   SANPAOLO    NPV                      195  496.00         495  881.73
                                                       0.08
     EUR   MEDIOBANCA     SPA  EUR0.5                        8 021.00          89 766.14
                                                       0.02
     EUR   MONCLER    SPA  NPV                         2 545.00         111  599.27
                                                       0.02
     EUR   PIRELLI    & C SPA  NPV                       5 372.00          30 504.31
                                                       0.01
     EUR   PRYSMIAN    SPA  EUR0.10                         3 081.00          70 286.22
                                                       0.01
     EUR   RECORDATI     EUR0.125                          1 455.00          61 075.05
                                                       0.01
     EUR   SNAM  EUR1                            28 992.00         144  233.21
                                                       0.02
     EUR   TERNA   SPA  ORD  EUR0.22                        19 228.00         123  600.62
                                                       0.02
     EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 27 296.00         378  073.11
                                                       0.06
     イタリア合計                                           3 311  191.98
                                                       0.56
     日本

     JPY   エービーシー・マート                                         19 970.78
                                        300.00                0.00
     JPY   イオン                               ▶ 600.00          93 797.83
                                                       0.02
     注記は当財務書類と不可分のものである。

                                151/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   イオンモール                               1 300.00          20 881.20

                                                       0.00
     JPY   ＡＧＣ                               1 300.00          47 424.89
                                                       0.01
     JPY   味の素                               2 700.00          44 971.24
                                                       0.01
     JPY   アルフレッサ　ホールディングス                               1 300.00          26 840.47
                                                       0.00
     JPY   アルプスアルパイン                               1 500.00          33 846.22
                                                       0.01
     JPY   ＡＮＡホールディングス                               1 000.00          34 033.42
                                                       0.01
     JPY   アサヒグループホールディングス                               2 500.00         120  217.33
                                                       0.02
     JPY   旭化成                               9 000.00         101  045.57
                                                       0.02
     JPY   アステラス製薬                              13 100.00         223  397.41
                                                       0.04
     JPY   ブリヂストン                               3 800.00         151  812.61
                                                       0.03
     JPY   ブラザー工業                               1 900.00          37 649.53
                                                       0.01
     JPY   キヤノン                               6 900.00         190  914.07
                                                       0.03
     JPY   カシオ計算機                               1 300.00          24 774.91
                                                       0.00
     JPY   中部電力                               ▶ 800.00          66 887.04
                                                       0.01
     JPY   中国電力                               1 700.00          22 462.79
                                                       0.00
     JPY   大日本印刷                               1 800.00          48 110.67
                                                       0.01
     JPY   大和証券グループ本社                              11 400.00          57 775.55
                                                       0.01
     JPY   デンソー                               2 900.00         129  442.06
                                                       0.02
     JPY   東日本旅客鉄道                               2 100.00         193  105.65
                                                       0.03
     JPY   電源開発                               1 200.00          28 764.50
                                                       0.01
     JPY   ファミリーマート                               1 600.00          37 753.63
                                                       0.01
     JPY   富士フイルムホールディングス                               2 700.00         127  517.12
                                                       0.02
     JPY   富士通                               1 400.00         127  215.78
                                                       0.02
     JPY   博報堂ＤＹホールディングス                               1 400.00          22 615.29
                                                       0.00
     JPY   浜松ホトニクス                               1 000.00          40 498.58
                                                       0.01
     JPY   日野自動車                               1 400.00          13 691.90
                                                       0.00
     JPY   日立建機                               1 000.00          26 353.76
                                                       0.00
     JPY   日立金属                               1 600.00          22 383.34
                                                       0.00
     JPY   日立製作所                               6 400.00         251  301.25
                                                       0.04
     JPY   本田技研工業                              11 100.00         310  872.98
                                                       0.05
     JPY   ＨＯＹＡ                               2 600.00         237  183.82
                                                       0.04
     JPY   飯田グループホールディングス                               1 000.00          17 760.93
                                                       0.00
     JPY   国際石油開発帝石                               6 400.00          62 474.66
                                                       0.01
     JPY   伊藤忠商事                               9 200.00         200  617.29
                                                       0.03
     JPY   日本航空                                         27 959.09
                                        900.00                0.00
     JPY   ゆうちょ銀行                               3 200.00          30 974.34
                                                       0.01
     JPY   日本郵政                              10 200.00          95 843.30
                                                       0.02
     JPY   日本プライムリアルティ投資法人                                         22 760.48
                                         5.00               0.00
     JPY   日本リテールファンド投資法人                                         43 253.58
                                        19.00               0.01
     JPY   日本たばこ産業                               8 200.00         186  785.68
                                                       0.03
     JPY   ジェイ   エフ  イー  ホールディングス                       3 200.00          40 763.40
                                                       0.01
     JPY   ＪＸＴＧホールディングス                              22 600.00         100  421.51
                                                       0.02
     JPY   ＫＤＤＩ                              12 100.00         346  834.99
                                                       0.06
     JPY   キーエンス                               1 200.00         410  263.90
                                                       0.07
     JPY   コナミホールディングス                                         22 007.12
                                        500.00                0.00
     JPY   コニカミノルタ                               3 900.00          25 534.65
                                                       0.00
     JPY   クボタ                               7 000.00         107  930.78
                                                       0.02
     JPY   京セラ                               2 300.00         156  406.72
                                                       0.03
     JPY   協和キリン                               1 400.00          29 697.74
                                                       0.01
     JPY   ローソン                                         10 884.85
                                        200.00                0.00
     JPY   ＬＩＸＩＬグループ                               1 800.00          30 408.18
                                                       0.01
     JPY   丸紅                               9 700.00          71 587.43
                                                       0.01
     JPY   マツダ                               ▶ 500.00          39 859.37
                                                       0.01
     JPY   メディパルホールディングス                               1 100.00          23 585.06
                                                       0.00
     JPY   メルカリ                                         11 021.82
                                        500.00                0.00
     注記は当財務書類と不可分のものである。

                                152/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   三菱ケミカルホールディングス                               8 900.00          65 967.77

                                                       0.01
     JPY   三菱商事                               9 300.00         243  391.47
                                                       0.04
     JPY   三菱電機                              12 600.00         173  910.14
                                                       0.03
     JPY   三菱地所                               8 200.00         150  244.73
                                                       0.03
     JPY   三菱重工業                               2 000.00          76 486.17
                                                       0.01
     JPY   三菱マテリアル                                         16 020.45
                                        600.00                0.00
     JPY   田辺三菱製薬                               1 300.00          23 777.74
                                                       0.00
     JPY   三菱ＵＦＪフィナンシャル・グループ                              81 900.00         432  347.64
                                                       0.07
     JPY   三井物産                              11 700.00         207  215.32
                                                       0.04
     JPY   商船三井                                         23 586.89
                                        900.00                0.00
     JPY   みずほフィナンシャルグループ                              172  700.00         266  832.62
                                                       0.05
     JPY   ＭＳ＆ＡＤインシュアランスグループホールディングス                               3 300.00         106  705.32
                                                       0.02
     JPY   村田製作所                               ▶ 000.00         231  723.13
                                                       0.04
     JPY   日本電気                               2 000.00          79 901.38
                                                       0.01
     JPY   ネクソン                               3 500.00          47 717.10
                                                       0.01
     JPY   日本碍子                               1 300.00          21 427.27
                                                       0.00
     JPY   日本特殊陶業                               1 000.00          20 007.31
                                                       0.00
     JPY   ニコン                               2 200.00          30 154.32
                                                       0.01
     JPY   任天堂                                         309  378.13
                                        800.00                0.05
     JPY   日本プロロジスリート投資法人                                         45 593.10
                                        17.00               0.01
     JPY   日本電信電話                               ▶ 500.00         227  116.24
                                                       0.04
     JPY   日本郵船                                         13 726.60
                                        800.00                0.00
     JPY   日産自動車                              16 900.00         104  755.00
                                                       0.02
     JPY   野村ホールディングス                              21 700.00         111  105.74
                                                       0.02
     JPY   野村不動産マスターファンド投資法人                                         47 436.76
                                        26.00               0.01
     JPY   野村総合研究所                               2 600.00          54 820.56
                                                       0.01
     JPY   エヌ・ティ・ティ・データ                               3 900.00          53 134.87
                                                       0.01
     JPY   ＮＴＴドコモ                               9 100.00         249  541.59
                                                       0.04
     JPY   オムロン                               1 300.00          76 330.93
                                                       0.01
     JPY   オリックス                               9 300.00         152  225.82
                                                       0.03
     JPY   大阪瓦斯                               3 000.00          56 214.04
                                                       0.01
     JPY   大塚商会                                         28 029.40
                                        700.00                0.01
     JPY   大塚ホールディングス                               2 600.00         113  344.90
                                                       0.02
     JPY   パナソニック                              15 400.00         145  126.47
                                                       0.02
     JPY   パーク２４                               1 000.00          24 153.05
                                                       0.00
     JPY   ルネサスエレクトロニクス                               6 600.00          42 971.42
                                                       0.01
     JPY   りそなホールディングス                              16 300.00          69 078.90
                                                       0.01
     JPY   リコー                               ▶ 300.00          44 252.58
                                                       0.01
     JPY   ローム                                         58 807.41
                                        700.00                0.01
     JPY   参天製薬                               2 600.00          48 671.35
                                                       0.01
     JPY   セガサミーホールディングス                               1 300.00          18 744.41
                                                       0.00
     JPY   セイコーエプソン                               1 900.00          28 905.12
                                                       0.01
     JPY   積水化学工業                               2 300.00          40 010.04
                                                       0.01
     JPY   セブン＆アイ・ホールディングス                               5 600.00         208  536.21
                                                       0.04
     JPY   ＳＧホールディングス                                         21 581.59
                                        900.00                0.00
     JPY   島津製作所                               1 400.00          42 124.01
                                                       0.01
     JPY   しまむら                                          8 017.53
                                        100.00                0.00
     JPY   ソフトバンク                              11 500.00         156  049.67
                                                       0.03
     JPY   ソフトバンクグループ                              11 300.00         438  853.98
                                                       0.07
     JPY   綜合警備保障                                         20 783.49
                                        400.00                0.00
     JPY   ＳＯＭＰＯホールディングス                               2 400.00          94 588.62
                                                       0.02
     JPY   ソニー                               8 700.00         548  486.89
                                                       0.09
     JPY   ＳＵＢＡＲＵ                               ▶ 300.00         112  555.47
                                                       0.02
     JPY   ＳＵＭＣＯ                               1 300.00          20 073.97
                                                       0.00
     JPY   住友化学                               9 000.00          40 599.03
                                                       0.01
     注記は当財務書類と不可分のものである。

                                153/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   住友商事                               8 100.00         121  969.68

                                                       0.02
     JPY   大日本住友製薬                               1 100.00          20 762.49
                                                       0.00
     JPY   住友電気工業                               ▶ 600.00          68 636.65
                                                       0.01
     JPY   三井住友フィナンシャルグループ                               9 500.00         346  046.02
                                                       0.06
     JPY   三井住友トラスト・ホールディングス                               2 600.00          99 408.27
                                                       0.02
     JPY   住友不動産                               2 700.00          94 035.25
                                                       0.02
     JPY   武田薬品工業                              10 209.00         415  314.53
                                                       0.07
     JPY   ＴＤＫ                               1 000.00         105  104.56
                                                       0.02
     JPY   東京海上ホールディングス                               ▶ 400.00         239  145.28
                                                       0.04
     JPY   東京電力ホールディングス                              11 900.00          52 159.62
                                                       0.01
     JPY   東京エレクトロン                               1 100.00         227  011.23
                                                       0.04
     JPY   東急不動産ホールディングス                               2 600.00          17 830.34
                                                       0.00
     JPY   凸版印刷                               1 800.00          35 783.03
                                                       0.01
     JPY   東芝                               3 700.00         132  782.39
                                                       0.02
     JPY   東洋製罐グループホールディングス                               1 500.00          26 120.90
                                                       0.00
     JPY   トヨタ自動車                              15 600.00        1 088  054.05
                                                       0.18
     JPY   トレンドマイクロ                                         48 570.91
                                        900.00                0.01
     JPY   ユニ・チャーム                               2 900.00          94 936.53
                                                       0.02
     JPY   ユナイテッド・アーバン投資法人                                         48 625.70
                                        25.00               0.01
     JPY   西日本旅客鉄道                               1 200.00         105  601.31
                                                       0.02
     JPY   ヤマダ電機                               3 100.00          15 456.12
                                                       0.00
     JPY   ヤマハ発動機                               1 700.00          35 502.69
                                                       0.01
     JPY   山崎製パン                                         10 996.26
                                        600.00                0.00
     JPY   安川電機                               1 600.00          58 734.36
                                                       0.01
     JPY   横河電機                               1 300.00          23 777.74
                                                       0.00
     JPY   横浜ゴム                                         14 414.21
                                        700.00                0.00
     JPY   Ｚホールディングス                              19 200.00          66 098.07
                                                       0.01
     日本合計                                           14 757  169.91
                                                       2.50
     ルクセンブルグ

     EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 9 074.00         155  357.52
                                                       0.03
     EUR   TENARIS    S.A.  USD1                         5 675.00          60 395.03
                                                       0.01
     ルクセンブルグ合計                                            215  752.55
                                                       0.04
     オランダ

     EUR   ADYEN   NV EUR0.01                                     102  862.44
                                        134.00                0.02
     EUR   AEGON   NV EUR0.12                          26 403.00         119  126.09
                                                       0.02
     EUR   ASML  HOLDING    NV EUR0.09                       5 666.00        1 543  090.91
                                                       0.26
     EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    13 636.00         146  261.00
                                                       0.02
     EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      15 100.00         223  433.07
                                                       0.04
     EUR   KONINKLIJKE      DSM  NV EUR1.5                      2 485.00         318  657.46
                                                       0.05
     EUR   NN GROUP   N.V.  EUR0.12                        ▶ 325.00         166  143.08
                                                       0.03
     EUR   PROSUS   N.V.  EUR0.05                         6 562.00         447  645.61
                                                       0.08
     GBP
        ROYAL   DUTCH   SHELL   PLC  ‘A ’SHS  EUR0.07                45 754.00        1 308  531.69
                                                       0.22
     オランダ合計                                           ▶ 375  751.35
                                                       0.74
     ポルトガル

     EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                      34 838.00         140  973.43
                                                       0.02
     EUR   GALP  ENERGIA    EUR1-B                         6 889.00         112  228.12
                                                       0.02
     EUR   JERONIMO    MARTINS    EUR5                       3 900.00          62 330.54
                                                       0.01
     ポルトガル合計                                            315  532.09
                                                       0.05
     南アフリカ

     GBP   MONDI   ORD  EUR0.20                          5 342.00         115  774.99
                                                       0.02
     南アフリカ合計                                            115  774.99
                                                       0.02
     注記は当財務書類と不可分のものである。

                                154/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     スペイン

     EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     224  879.00         877  004.75
                                                       0.15
     EUR   BANKINTER     SA EUR0.3(REGD)                         9 014.00          63 091.73
                                                       0.01
     EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                      87 503.00         461  322.98
                                                       0.08
     EUR   MAPFRE   SA EUR0.10                          17 833.00          50 316.77
                                                       0.01
     スペイン合計                                           1 451  736.23
                                                       0.25
     スイス

     CHF   ABB  LTD  CHF0.12    (REGD)                       34 484.00         754  655.61
                                                       0.13
     CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    3 003.00         185  766.21
                                                       0.03
     CHF   ALCON   AG CHF0.04                           7 736.00         427  382.36
                                                       0.07
     CHF   BALOISE-HLDGS      CHF0.1(REGD)                                  158  782.61
                                        913.00                0.03
     CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                             78 440.99
                                        39.00               0.01
     CHF   CLARIANT    CHF4.00(REGD)                           3 440.00          71 116.63
                                                       0.01
     GBP   COCA-COLA     HBC  AG ORD  CHF6.70                     1 775.00          59 212.87
                                                       0.01
     CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      47 171.00         618  578.04
                                                       0.10
     CHF   DUFRY   AG CHF5  (REGD)                                   78 602.99
                                        805.00                0.01
     CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                        83 821.98
                                        135.00                0.01
     CHF   GEBERIT    CHF0.10(REGD)                                     356  667.03
                                        664.00                0.06
     CHF   GIVAUDAN    AG CHF10                                   499  954.97
                                        170.00                0.08
     CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  ▶ 201.00         197  911.73
                                                       0.03
     CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                      1 035.00         168  400.46
                                                       0.03
     CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    8 968.00         462  690.83
                                                       0.08
     CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                170  710.96
                                         2.00               0.03
     CHF   LONZA   GROUP   AG CHF1(REGD)                        1 373.00         466  574.07
                                                       0.08
     CHF   NESTLE   SA CHF0.10(REGD)                          55 901.00        5 813  010.38
                                                       0.99
     CHF   NOVARTIS    AG CHF0.50(REGD)                         39 673.00        3 654  671.92
                                                       0.62
     CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            278  436.98
                                        330.00                0.05
     CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘A ’            9 783.00         745  557.89
                                                       0.13
     CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                                 87 364.79
                                        365.00                0.02
     CHF   SGS  LTD  CHF1(REGD)                                     247  350.78
                                        95.00               0.04
     CHF   SIKA  AG CHF0.01    (REG)                       2 347.00         408  761.04
                                                       0.07
     CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                   1 033.00         235  987.29
                                                       0.04
     CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  183  861.51
                                        191.00                0.03
     CHF   SWATCH   GROUP   CHF0.45(REGD)                                   48 321.21
                                        906.00                0.01
     CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                                 299  161.86
                                        603.00                0.05
     CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                   1 496.00         158  080.35
                                                       0.03
     CHF   SWISSCOM    AG CHF1(REGD)                                   246  537.85
                                        476.00                0.04
     CHF   TEMENOS    AG CHF5  (REGD)                       1 203.00         182  613.80
                                                       0.03
     CHF   UBS  GROUP   CHF0.10    (REGD)                      70 463.00         854  567.03
                                                       0.15
     CHF   ZURICH   INSURANCE     GRP  CHF0.10                     2 803.00        1 100  332.12
                                                       0.19
     スイス合計                                           19 383  887.14
                                                       3.29
     アラブ首長国連邦

     GBP   NMC  HEALTH   PLC  ORD  GBP0.1                                32 356.55
                                        997.00                0.01
     アラブ首長国連邦合計                                             32 356.55
                                                       0.01
     イギリス

     GBP   ADMIRAL    GROUP   ORD  GBP0.001                      1 725.00          47 749.55
                                                       0.01
     GBP   ANGLO   AMERICAN    USD0.54945                       11 345.00         297  383.97
                                                       0.05
     GBP   ANTOFAGASTA      ORD  GBP0.05                       5 172.00          58 069.04
                                                       0.01
     GBP   ASHTEAD    GROUP   ORD  GBP0.10                      ▶ 957.00         150  679.17
                                                       0.03
     GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                     3 670.00         121  954.16
                                                       0.02
     GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                    10 712.00          77 870.56
                                                       0.01
     GBP   BARCLAYS    ORD  GBP0.25                        177  347.00         393  509.92
                                                       0.07
     注記は当財務書類と不可分のものである。

                                155/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                     1 404.00          83 285.15

                                                       0.01
     GBP   BP ORD  USD0.25                           215  735.00        1 340  013.57
                                                       0.23
     GBP   BURBERRY    GROUP   ORD  GBP0.0005                      ▶ 283.00         116  562.87
                                                       0.02
     GBP   CARNIVAL    PLC  ORD  USD1.66                       1 510.00          63 537.11
                                                       0.01
     GBP   CENTRICA    ORD  GBP0.061728395                        63 874.00          66 278.58
                                                       0.01
     GBP   COMPASS    GROUP   ORD  GBP0.1105                      16 883.00         413  723.96
                                                       0.07
     GBP   CRODA   INTL  ORD  GBP0.10609756                        1 341.00          86 382.26
                                                       0.02
     GBP   DIAGEO   ORD  GBP0.28    101/108                      25 172.00        1 030  523.43
                                                       0.18
     GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  14 796.00          58 449.36
                                                       0.01
     GBP   EASYJET    ORD  GBP0.27285714                         1 286.00          22 256.84
                                                       0.00
     GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                    2 491.00         216  590.13
                                                       0.04
     GBP   G4S  ORD  GBP0.25                           13 849.00          37 457.51
                                                       0.01
     GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     52 991.00        1 202  259.28
                                                       0.20
     GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                3 115.00          74 742.63
                                                       0.01
     GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  214  123.00        1 596  167.16
                                                       0.27
     GBP   IMPERIAL    BRANDS   PL GBP0.10                      9 872.00         217  488.96
                                                       0.04
     GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                     1 699.00         110  036.66
                                                       0.02
     GBP   INTERTEK    GROUP   ORD  GBP0.01                      1 636.00         116  727.72
                                                       0.02
     GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                    62 827.00         228  278.23
                                                       0.04
     GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                     3 322.00         295  290.32
                                                       0.05
     GBP   M&G  PLC  ORD  GBP0.05                         26 919.00          82 174.55
                                                       0.01
     GBP   MICRO   FOCUS   INTL  ORD  GBP0.10                     3 953.00          57 922.39
                                                       0.01
     GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    24 088.00          61 785.97
                                                       0.01
     GBP   NEXT  ORD  GBP0.10                           1 433.00         125  265.31
                                                       0.02
     GBP   PEARSON    ORD  GBP0.25                         8 268.00          69 151.66
                                                       0.01
     GBP   PERSIMMON     ORD  GBP0.10                        3 282.00         108  593.93
                                                       0.02
     GBP   PRUDENTIAL     ORD  GBP0.05                       26 919.00         479  293.54
                                                       0.08
     GBP   RIO  TINTO   ORD  GBP0.10                        12 159.00         660  797.91
                                                       0.11
     GBP   ROYAL   BK SCOT  GRP  ORD  GBP1  (POST   CONS)               49 597.00         145  115.71
                                                       0.02
     GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    10 618.00          75 731.39
                                                       0.01
     GBP   SAINSBURY(J)      ORD  GBP0.28571428                      15 333.00          42 502.62
                                                       0.01
     GBP   SCHRODERS     VTG  SHS  GBP1                      1 158.00          49 414.83
                                                       0.01
     GBP   SMITH   & NEPHEW   ORD  USD0.20                      8 945.00         200  282.89
                                                       0.03
     GBP   STANDARD    CHARTERED     ORD  USD0.50                    29 174.00         263  174.84
                                                       0.04
     GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    25 301.00         103  711.37
                                                       0.02
     GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      37 617.00          84 785.85
                                                       0.01
     GBP   TESCO   ORD  GBP0.05                         102  236.00         303  363.75
                                                       0.05
     GBP   UNILEVER    PLC  ORD  GBP0.031111                      11 704.00         693  069.10
                                                       0.12
     GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             283  954.00         563  282.84
                                                       0.10
     イギリス合計                                           12 692  688.55
                                                       2.15
     アメリカ合衆国

     CAD   BAUSCH   HEALTH   COMP  COM  NPV                    2 800.00          79 093.54
                                                       0.01
     アメリカ合衆国合計                                             79 093.54
                                                       0.01
     記名株式合計                                           83 350  184.30

                                                       14.13
     預託証券

     アイルランド

     AUD   JAMES   HARDIE   ID PLC  CUFS  EUR0.5                   6 033.00         118  177.69
                                                       0.02
     アイルランド合計                                            118  177.69
                                                       0.02
     ルクセンブルグ

     EUR
        SES  S.A.  FDR  EACH  REP  1 ‘A ’ NPV                 5 207.00          69 153.22
                                                       0.01
     ルクセンブルグ合計                                             69 153.22
                                                       0.01
     注記は当財務書類と不可分のものである。

                                156/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     オランダ

     EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                5 629.00          96 139.23
                                                       0.02
     オランダ合計                                             96 139.23
                                                       0.02
     預託証券合計                                            283  470.14

                                                       0.05
     投資信託証券

     アイルランド

     USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED      LTD  NOTE  DUE
                                     8 550  000.00        12 136  725.00
        31.03.21                                               2.06
     アイルランド合計                                           12 136  725.00
                                                       2.06
     投資信託証券合計                                           12 136  725.00

                                                       2.06
     投資信託、クローズド・エンド型

     カナダ

     CAD   RIOCAN   REAL  ESTATE   INVESTMENT     TRUST                 1 429.00          29 198.61
                                                       0.01
     カナダ合計                                             29 198.61
                                                       0.01
     イギリス

     GBP   SEGRO   PLC  REIT                          12 609.00         145  809.09
                                                       0.02
     イギリス合計                                            145  809.09
                                                       0.02
     投資信託、クローズド・エンド型合計                                            175  007.70

                                                       0.03
     ノート、固定利付債

     米ドル

     USD   3M CO 2.25000%    16-19.09.26                       350  000.00         351  847.79
                                                       0.06
     USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           1 900  000.00        1 987  875.00
                                                       0.34
     USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28                900  000.00         983  344.05
                                                       0.17
     USD   ALPHABET    INC  1.99800%    16-15.08.26                   1 025  000.00        1 021  963.26
                                                       0.17
     USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                700  000.00         727  063.75
                                                       0.12
     USD   APPLE   INC  2.00000%    15-06.05.20                    1 525  000.00        1 526  001.46
                                                       0.26
     USD   APPLE   INC  2.40000%    13-03.05.23                    1 350  000.00        1 370  588.31
                                                       0.23
     USD   APPLE   INC  2.45000%    16-04.08.26                     600  000.00         609  302.88
                                                       0.10
     USD   APPLE   INC  2.85000%    16-23.02.23                     750  000.00         769  911.15
                                                       0.13
     USD   APPLE   INC  3.20000%    17-11.05.27                     775  000.00         822  192.08
                                                       0.14
     USD   APPLE   INC  3.25000%    16-23.02.26                    2 425  000.00        2 574  207.82
                                                       0.44
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    19-30.01.24               525  000.00         544  290.91
                                                       0.09
     USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22                330  000.00         329  566.93
                                                       0.06
     USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23            500  000.00         524  605.15
                                                       0.09
     USD   BERKSHIRE     HATHAWAY    INC  2.20000%    16-15.03.21               525  000.00         527  646.00
                                                       0.09
     USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               525  000.00         553  124.61
                                                       0.09
     USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24            250  000.00         249  686.75
                                                       0.04
     USD   CHEVRON    CORP  2.41900%    15-17.11.20                    500  000.00         502  803.35
                                                       0.09
     USD   CHEVRON    CORP  3.19100%    13-24.06.23                   1 825  000.00        1 900  229.96
                                                       0.32
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28         450  000.00         497  614.50
                                                       0.09
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.35000%    19-04.06.24         500  000.00         524  070.00
                                                       0.09
     USD   CORPORACION      ANDINA   DE FOMENTO    4.37500%    12-15.06.22            625  000.00         655  506.25
                                                       0.11
     USD   COUNCIL    OF EUROPE   DEVELOPMENT      BANK  1.62500%    16-16.03.21          200  000.00         199  487.27
                                                       0.03
     USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21             500  000.00         503  271.80
                                                       0.09
     USD   EQUINOR    ASA  3.62500%    18-10.09.28                    700  000.00         771  026.48
                                                       0.13
     USD   EUROPEAN    INVESTMENT     BANK  2.00000%    16-15.03.21             1 400  000.00        1 404  579.12
                                                       0.24
     注記は当財務書類と不可分のものである。

                                157/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   EUROPEAN    INVESTMENT     BANK  1.25000%    16-16.12.19              375  000.00         374  913.75

                                                       0.06
     USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             1 000  000.00        1 040  269.90
                                                       0.18
     USD   EXPORT   DEVELOPMENT      CANADA   2.00000%    17-17.05.22              200  000.00         201  626.50
                                                       0.03
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21            1 000  000.00        1 005  312.50
                                                       0.17
     USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25             700  000.00         739  812.50
                                                       0.13
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22             700  000.00         710  718.75
                                                       0.12
     USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                 1 625  000.00        1 711  235.66
                                                       0.29
     USD   HSBC  BANK  PLC-REG-S     4.12500%    10-12.08.20                125  000.00         126  841.54
                                                       0.02
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.37500%    17-07.07.27           400  000.00         415  140.24
                                                       0.07
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.25000%    19-18.06.29           800  000.00         826  802.16
                                                       0.14
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.00000%    19-23.07.26           750  000.00         760  675.43
                                                       0.13
     USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22         400  000.00         407  650.68
                                                       0.07
     USD   INTL  BK FOR  RECONS   & DEV  WORLD   BK 1.75000%    19-23.10.29          500  000.00         495  201.25
                                                       0.08
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.12500%    17-
                                      900  000.00         907  899.03
        13.12.21                                               0.15
     USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                1 050  000.00        1 069  762.37
                                                       0.18
     USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                 250  000.00         262  679.93
                                                       0.05
     USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 300  000.00         318  445.71
                                                       0.05
     USD   KOREA   DEVELOPMENT      BANK  2.75000%    17-19.03.23               400  000.00         407  500.00
                                                       0.07
     USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23          610  000.00         642  978.13
                                                       0.11
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-
                                      200  000.00         204  250.00
        19.09.22                                               0.04
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                      800  000.00         832  500.00
        25.07.27                                               0.14
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23           650  000.00         658  959.54
                                                       0.11
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25          1 550  000.00        1 573  060.44
                                                       0.27
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      1.62500%    16-15.03.21          1 150  000.00        1 148  746.12
                                                       0.20
     USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        1 500  000.00        1 609  218.75
                                                       0.27
     USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           775  000.00         785  047.48
                                                       0.13
     USD   MANITOBA,     PROVINCE    OF 2.12500%    17-04.05.22               1 275  000.00        1 284  750.82
                                                       0.22
     USD   MICROSOFT     CORP  2.65000%    15-03.11.22                  1 400  000.00        1 433  854.52
                                                       0.24
     USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  1 425  000.00        1 479  444.54
                                                       0.25
     USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  2 000  000.00        2 153  672.60
                                                       0.37
     USD   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26           800  000.00         802  272.00
                                                       0.14
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28          425  000.00         443  286.34
                                                       0.08
     USD   NORDEA   BANK  AB-REG-S    4.87500%    10-27.01.20                300  000.00         301  309.20
                                                       0.05
     USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               200  000.00         201  535.08
                                                       0.03
     USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22                850  000.00         863  119.07
                                                       0.15
     USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27                850  000.00         898  975.73
                                                       0.15
     USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               1 750  000.00        1 756  562.50
                                                       0.30
     USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24                300  000.00         313  593.75
                                                       0.05
     USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                1 650  000.00        1 702  470.16
                                                       0.29
     USD   ROCHE   HOLDINGS    INC-REG-S     3.00000%    15-10.11.25             1 305  000.00        1 373  600.72
                                                       0.23
     USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28              800  000.00         888  504.40
                                                       0.15
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           400  000.00         402  762.44
                                                       0.07
     USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           200  000.00         200  097.44
                                                       0.03
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           1 275  000.00        1 320  949.34
                                                       0.22
     USD   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-
                                      300  000.00         320  046.00
        17.10.23                                               0.06
     USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           350  000.00         372  017.24
                                                       0.06
     USD   WALMART    INC  2.55000%    13-11.04.23                    750  000.00         765  125.18
                                                       0.13
     USD   WALMART    INC  3.70000%    18-26.06.28                   1 500  000.00        1 658  463.30
                                                       0.28
     USD   WELLS   FARGO   CO 3.50000%    12-08.03.22                   300  000.00         309  284.70
                                                       0.05
     USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               1 641  000.00        1 676  150.22
                                                       0.28
     USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27                300  000.00         316  365.00
                                                       0.05
     米ドル合計                                           64 907  267.28
                                                       11.00
     ノート、固定利付債合計                                           64 907  267.28

                                                       11.00
     注記は当財務書類と不可分のものである。

                                158/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     中期債券、固定利付債

     米ドル

     USD   AFRICAN    DEVELOPMENT      BANK  2.37500%    14-23.09.21              475  000.00         480  619.53
                                                       0.08
     USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21                400  000.00         399  960.00
                                                       0.07
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    17-12.01.27               750  000.00         790  522.80
                                                       0.13
     USD   ASIAN   DEVELOPMENT      BANK  2.00000%    17-16.02.22               950  000.00         956  631.00
                                                       0.16
     USD   ASIAN   DEVELOPMENT      BANK  2.50000%    17-02.11.27              1 000  000.00        1 047  907.50
                                                       0.18
     USD   AUSTRALIA     & NZ BANKING    GRP-REG-S     5.10000%    10-13.01.20           225  000.00         225  767.70
                                                       0.04
     USD   BANK  OF AMERICA    CORP  3.24800%    16-21.10.27                725  000.00         755  870.50
                                                       0.13
     USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                  300  000.00         299  757.14
                                                       0.05
     USD   BELGIUM,    KINGDOM    OF-REG-S    1.62500%    17-15.01.20              400  000.00         399  868.00
                                                       0.07
     USD   CAISSE   D ’AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-
                                      400  000.00         425  915.20
        20.03.24                                               0.07
     USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24           650  000.00         642  245.50
                                                       0.11
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         150  000.00         157  152.00
                                                       0.03
     USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              1 000  000.00        1 054  534.50
                                                       0.18
     USD   FINNVERA    OYJ-REG-S     1.87500%    17-05.10.20                 200  000.00         200  030.00
                                                       0.03
     USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22            800  000.00         801  600.00
                                                       0.14
     USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26             350  000.00         356  820.06
                                                       0.06
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-
                                     1 305  000.00        1 370  600.91
        22.11.27                                               0.23
     USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26               400  000.00         403  672.00
                                                       0.07
     USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                225  000.00         224  365.05
                                                       0.04
     USD   LANDESKREDITBANK        B-WUERTT    FOERDBK-REG-S      1.37500%    16-
                                      250  000.00         248  376.00
        21.07.21                                               0.04
     USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                600  000.00         614  437.50
                                                       0.10
     USD   MUNICIPALITY      FINANCE    PLC-REG-S     1.87500%    17-18.09.20           200  000.00         200  014.00
                                                       0.03
     USD   NEDERLANDSE      WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          200  000.00         204  922.00
                                                       0.04
     USD   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21              500  000.00         499  938.00
                                                       0.09
     USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              325  000.00         328  184.22
                                                       0.06
     USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23              415  000.00         430  172.40
                                                       0.07
     USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          100  000.00         100  539.47
                                                       0.02
     USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         200  000.00         203  568.80
                                                       0.03
     USD   SP POWERASSETS      LTD-REG-S     3.25000%    15-24.11.25              400  000.00         420  328.00
                                                       0.07
     USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          418  000.00         425  311.20
                                                       0.07
     USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               200  000.00         199  915.71
                                                       0.03
     USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               1 200  000.00        1 207  391.88
                                                       0.20
     USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              350  000.00         355  030.51
                                                       0.06
     USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21           450  000.00         453  728.88
                                                       0.08
     米ドル合計                                           16 885  697.96
                                                       2.86
     中期債券、固定利付債合計                                           16 885  697.96

                                                       2.86
     債券、固定利付債

     米ドル

     USD   AGENCE   FRANCAISE     DE DEVELOPPEMENT-REG-S         1.62500%    15-
                                      300  000.00         299  884.20
        21.01.20                                               0.05
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.62500%    14-28.04.21         350  000.00         353  998.05
                                                       0.06
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.37500%    16-16.03.26         450  000.00         463  408.20
                                                       0.08
     USD   BANK  OF NOVA  SCOTIA   1.85000%    15-14.04.20                400  000.00         399  822.06
                                                       0.07
     USD   CAISSE   D ’AMORTIS    DE LA DETTE   SOC-REG-S     1.87500%    15-
                                      475  000.00         476  236.90
        12.02.22                                               0.08
     USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-
                                      350  000.00         353  830.65
        27.07.22                                               0.06
     USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23           400  000.00         414  640.00
                                                       0.07
     USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                 480  000.00         490  905.60
                                                       0.08
     USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22              500  000.00         506  130.00
                                                       0.09
     USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25             1 750  000.00        1 768  163.42
                                                       0.30
     注記は当財務書類と不可分のものである。

                                159/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24               300  000.00         315  093.75

                                                       0.05
     USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                 375  000.00         378  021.60
                                                       0.06
     USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 250  000.00         255  250.00
                                                       0.04
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  3.87500%    10-14.02.20           750  000.00         752  795.25
                                                       0.13
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.12500%    15-15.01.25          1 050  000.00        1 069  541.34
                                                       0.18
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-
                                      675  000.00         700  222.25
        25.11.24                                               0.12
     USD   INTL  BK FOR  RECONSTR    & DEVT  2.50000%    15-29.07.25            1 450  000.00        1 510  295.50
                                                       0.26
     USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24            450  000.00         468  421.87
                                                       0.08
     USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                 600  000.00         641  625.00
                                                       0.11
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24          1 125  000.00        1 167  757.65
                                                       0.20
     USD   MDGH  - GMTN  BV-REG-S    2.75000%    16-11.05.23                500  000.00         505  625.00
                                                       0.08
     USD   MORGAN   STANLEY    5.50000%    10-24.07.20                   450  000.00         460  163.39
                                                       0.08
     USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24                200  000.00         211  487.06
                                                       0.04
     USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21           325  000.00         328  663.49
                                                       0.06
     USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               1 050  000.00        1 110  879.00
                                                       0.19
     USD   ONTARIO,    PROVINCE    OF 2.50000%    16-27.04.26                700  000.00         721  710.71
                                                       0.12
     USD   ROYAL   BANK  OF CANADA   2.10000%    15-14.10.20                375  000.00         375  348.33
                                                       0.06
     米ドル合計                                           16 499  920.27
                                                       2.80
     債券、固定利付債合計                                           16 499  920.27

                                                       2.80
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29             5 000  000.00        5 359  570.00
                                                       0.91
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22               5 000.00          ▶ 987.31
                                                       0.00
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27             ▶ 050  000.00        ▶ 192  857.27
                                                       0.71
     USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23              25 000.00          25 112.30
                                                       0.01
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    17-15.05.20              25 000.00          24 981.45
                                                       0.00
     米ドル合計                                           9 607  508.33
                                                       1.63
     財務省証券（      T-note   ）、固定利付債合計                                   9 607  508.33

                                                       1.63
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                          280  550  060.73

                                                       47.55
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     財務省短期証券（       T-bills   ）、ゼロ・クーポン
     米ドル

     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    06.12.18-05.12.19           1 600  000.00        1 599  812.10
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    11.07.19-09.01.20           1 600  000.00        1 597  354.08
                                                       0.27
     米ドル合計                                           3 197  166.18
                                                       0.54
     財務省証券（      T-bill   ）、ゼロ・クーポン合計                                   3 197  166.18

                                                       0.54
     ノート、固定利付債

     米ドル

     USD   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                  500  000.00         507  197.20
                                                       0.09
     USD   FANNIE   MAE  2.12500%    16-24.04.26                    1 300  000.00        1 326  677.56
                                                       0.23
     USD   HSBC  HOLDINGS    PLC  4.87500%    11-14.01.22                 275  000.00         290  451.02
                                                       0.05
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.45000%    15-23.11.20          250  000.00         251  315.28
                                                       0.04
     USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23         250  000.00         255  598.82
                                                       0.04
     注記は当財務書類と不可分のものである。

                                160/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      1.95000%    17-28.09.20          200  000.00         200  121.22
                                                       0.03
     USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                650  000.00         658  915.14
                                                       0.11
     USD   SANOFI   4.00000%    11-29.03.21                      700  000.00         719  964.00
                                                       0.12
     米ドル合計                                           ▶ 210  240.24
                                                       0.71
     ノート、固定利付債合計                                           ▶ 210  240.24

                                                       0.71
     ノート、変動利付債

     米ドル

     USD   JPMORGAN    CHASE   BANK  NA 3.086%/VAR     18-26.04.21              300  000.00         301  141.23
                                                       0.05
     米ドル合計                                            301  141.23
                                                       0.05
     ノート、変動利付債合計                                            301  141.23

                                                       0.05
     中期債券、固定利付債

     米ドル

     USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24             350  000.00         370  466.18
                                                       0.06
     USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21          450  000.00         450  198.86
                                                       0.08
     USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21              500  000.00         521  065.00
                                                       0.09
     米ドル合計                                           1 341  730.04
                                                       0.23
     中期債券、固定利付債合計                                           1 341  730.04

                                                       0.23
     中期債券、ゼロ・クーポン債

     米ドル

     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-
                                      500  000.00         392  502.17
        01.05.30                                               0.07
     米ドル合計                                            392  502.17
                                                       0.07
     中期債券、ゼロ・クーポン債合計                                            392  502.17

                                                       0.07
     債券、固定利付債

     米ドル

     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       1.62500%    19-17.10.22         250  000.00         248  150.00
                                                       0.04
     USD   FEDERAL    HOME  LOAN  BANK  SYSTEM   2.00000%    12-09.09.22            600  000.00         605  288.46
                                                       0.10
     USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21             500  000.00         513  329.10
                                                       0.09
     米ドル合計                                           1 366  767.56
                                                       0.23
     債券、固定利付債合計                                           1 366  767.56

                                                       0.23
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           10 809  547.42

                                                       1.83
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

     譲渡性のある証券および短期金融商品
     優先株式
     イギリス

     GBP   ROLLS   ROYCE   HLDGS   NON  CUM  RED  PREF  GBP0.001    C          818  156.00          1 058.29
                                                       0.00
     イギリス合計                                             1 058.29
                                                       0.00
     優先株式合計                                             1 058.29

                                                       0.00
     注記は当財務書類と不可分のものである。

                                161/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     ノート、固定利付債

     米ドル

     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.95000%    18-11.01.25          350  000.00         359  777.00
                                                       0.06
     USD   SVENSKA    HANDELSBANKEN      AB 1.95000%    17-08.09.20              250  000.00         249  722.60
                                                       0.05
     米ドル合計                                            609  499.60
                                                       0.11
     ノート、固定利付債合計                                            609  499.60

                                                       0.11
     債券、固定利付債

     米ドル

     USD   HSBC  BANK  CANADA-REG-S      3.30000%    18-28.11.21               600  000.00         615  833.46
                                                       0.11
     USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22               300  000.00         297  943.59
                                                       0.05
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          250  000.00         254  914.93
                                                       0.04
     USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                 200  000.00         202  025.76
                                                       0.03
     米ドル合計                                           1 370  717.74
                                                       0.23
     債券、固定利付債合計                                           1 370  717.74

                                                       0.23
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

                                                1 981  275.63
     譲渡性のある証券および短期金融商品合計                                                   0.34
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     アイルランド

     USD   UBS  (IRL)   ETF  PLC-MSCI    USA  UCITS-ACC-A-USD-ETF                5 456  430.00        93 086  695.80
                                                       15.78
     USD   UBS  ETFS  PLC  - MSCI  USA  TRN  INDEX   SF (USD)   A-ACC          847  139.00        71 625  602.45
                                                       12.14
     USD   XTRACKERS     MSCI  USA  UCITS   ETF  DR-1C-USD     CAP            260  060.00        22 341  754.60
                                                       3.78
     アイルランド合計                                          187  054  052.85
                                                       31.70
     ルクセンブルグ

     USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          100  059.10        11 946  055.95
                                                       2.03
     EUR   DB PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-CAP                        10 892  231.48
                                        984.17                1.85
     USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP        998  776.73        11 815  528.72
                                                       2.00
     USD   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)(USD     HEDGED)    F-ACC    100  470.00        11 605  289.70
                                                       1.97
     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          54 945.00        17 782  949.25
                                                       3.01
     USD   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC      102  108.00        11 582  110.44
                                                       1.96
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-ACC     8 829.00        17 748  585.54
                                                       3.01
     USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                          11 088.70
                                         1.00               0.00
     ルクセンブルグ合計                                           93 383  839.78
                                                       15.83
     投資信託、オープン・エンド型合計                                          280  437  892.63

                                                       47.53
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定され

                                               280  437  892.63
     た UCITS/   その他の    UCIs  合計                                         47.53
     投資有価証券合計                                          573  778  776.41

                                                       97.25
     注記は当財務書類と不可分のものである。

                                162/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     派生商品

     公認の証券取引所に上場されている派生商品

     債券に係る金融先物
     USD   US 10YR  ULTRA   NOTE  FUTURE   20.03.20                             71 109.38

                                       -111.00                0.01
     USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.20                            61 382.96
                                       -291.00                0.01
     USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.20                            24 609.48
                                       -210.00                0.01
     USD   US 10YR  TREASURY    NOTE  FUTURE   20.03.20                            64 750.00
                                       -148.00                0.01
     USD   US LONG  BOND  FUTURE   20.03.20                                15 000.00
                                        -15.00                0.00
     債券に係る金融先物合計                                            236  851.82
                                                       0.04
     指数に係る金融先物

     EUR   EURO  STOXX   50 INDEX   FUTURE   20.12.19                            187  508.16

                                        225.00                0.03
     CHF   SWISS   MARKET   INDEX   FUTURE   20.12.19                             54 546.17
                                        20.00               0.01
     GBP   FTSE  100  INDEX   FUTURE   20.12.19                               34 298.34
                                        47.00               0.01
     SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.19                            -2 610.70
                                        17.00               0.00
     USD   S&P500   EMINI   FUTURE   20.12.19                               2 033  191.57
                                        387.00                0.34
     JPY   TOPIX   INDX  FUTURE   12.12.19                                167  219.30
                                        46.00               0.03
     USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   20.12.19                      257  510.09
                                        714.00                0.04
     AUD   SPI  200  INDEX   FUTURE   19.12.19                               33 356.70
                                        18.00               0.01
     CAD   S&P/TSX    60 INDEX   FUTURE   19.12.19                              118  755.42
                                        21.00               0.02
     HKD   HANG  SENG  INDEX   FUTURE   30.12.19                              -35  367.76
                                         7.00              -0.01
     指数に係る金融先物合計                                           2 848  407.29
                                                       0.48
     公認の証券取引所に上場されている派生商品合計                                           3 085  259.11

                                                       0.52
     派生商品合計                                           3 085  259.11

                                                       0.52
     先渡為替契約

     先渡為替契約（購入／売却）
     USD     11 413  177.82       CHF    11 312  000.00       9.1.2020                53 846.06     0.01

     USD     10 432  144.00       GBP    8 224  000.00       9.1.2020               -223  541.91    -0.04
     USD     6 032  559.33       CAD    7 975  000.00       9.1.2020                26 116.67     0.00
     USD     6 330  632.94       AUD    9 335  000.00       9.1.2020                 9 444.66     0.00
     JPY     70 270  000.00       USD     652  782.99       9.1.2020                -8 982.24     0.00
     USD      184  982.11       HKD    1 450  000.00       9.1.2020                 -176.50     0.00
     USD       43 835.33       SGD      60 000.00       9.1.2020                  -58.36     0.00
     USD     32 440  107.33       EUR    29 285  000.00       9.1.2020                51 719.26     0.01
     USD      370  143.14       JPY    40 000  000.00       9.1.2020                 3 670.53     0.00
     USD      468  375.18       EUR     420  000.00       9.1.2020                 3 866.97     0.00
     HKD     2 000  000.00       USD     255  182.60       9.1.2020                  208.59     0.00
     USD      410  370.86       JPY    44 500  000.00       9.1.2020                 2 670.09     0.00
     USD      368  792.29       CHF     365  000.00       9.1.2020                 2 265.05     0.00
     USD     14 821  464.01       GBP    11 476  000.00      15.1.2020                -50  163.95    -0.01
     USD     6 288  093.17       AUD    9 065  000.00      15.1.2020                148  863.10     0.03
     USD     6 134  993.17       CAD    8 049  000.00      15.1.2020                 72 728.37     0.01
     HKD      550  000.00       USD      70 199.73      15.1.2020                  31.45    0.00
     USD       44 260.48       SGD      60 000.00      15.1.2020                  363.78     0.00
     USD     13 082  909.18       CHF    12 888  000.00      15.1.2020                135  723.85     0.02
     USD     2 469  713.41       JPY    267  630  000.00      15.1.2020                 16 980.71     0.00
     注記は当財務書類と不可分のものである。

                                163/193



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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ダイナミック（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約（続き）

     先渡為替契約（購入／売却）
     USD     41 873  447.91       EUR    37 442  000.00      15.1.2020                448  608.05     0.08

     USD      784  698.77       EUR     705  000.00       9.1.2020                 ▶ 988.56     0.00
     USD      784  992.05       EUR     705  000.00      15.1.2020                 ▶ 998.67     0.00
     USD      170  228.73       CAD     225  000.00      15.1.2020                  765.49     0.00
     USD      170  226.93       CAD     225  000.00       9.1.2020                  766.17     0.00
     USD       38 250.36       HKD     300  000.00       9.1.2020                  -58.32     0.00
     USD       38 247.81       HKD     300  000.00      15.1.2020                  -60.11     0.00
     EUR      750  000.00       USD     828  124.50       9.1.2020                 1 354.45     0.00
     EUR      750  000.00       USD     828  441.75      15.1.2020                 1 338.44     0.00
     GBP     7 463  500.00       USD    9 631  410.90      16.1.2020                 40 719.02     0.01
     SEK     2 830  400.00       USD     295  254.22      16.1.2020                 1 314.05     0.00
     EUR    144  551  900.00       USD    159  813  689.60      16.1.2020                124  395.30     0.02
     CHF     95 237  100.00       USD    95 867  910.85      16.1.2020                -186  974.87    -0.03
     SGD     16 708  200.00       USD    12 245  104.36      16.1.2020                -21  050.21     0.00
     USD      573  722.75       EUR     519  200.00      16.1.2020                  -741.19     0.00
     JPY     25 000  000.00       USD     230  253.68      15.1.2020                 -1 137.67     0.00
     JPY     25 000  000.00       USD     230  176.30       9.1.2020                -1 130.92     0.00
     CHF     2 356  700.00       USD    2 368  039.83      16.1.2020                  -356.84     0.00
     USD       33 068.71       SGD      45 200.00      16.1.2020                  -0.52    0.00
     USD      361  355.99       CAD     480  000.00      15.1.2020                  -165.58     0.00
     USD      233  403.54       AUD     345  000.00       9.1.2020                 -212.95     0.00
     USD      361  353.81       CAD     480  000.00       9.1.2020                 -162.49     0.00
     USD      265  568.48       GBP     205  000.00      15.1.2020                  -88.87     0.00
     USD      265  524.20       GBP     205  000.00       9.1.2020                  -90.54     0.00
     USD      233  438.73       AUD     345  000.00      15.1.2020                  -210.95     0.00
     USD      275  970.87       CHF     275  000.00       9.1.2020                 -179.79     0.00
     USD      276  084.46       CHF     275  000.00      15.1.2020                  -178.42     0.00
     先渡為替契約（購入／売却）合計                                            662  024.14     0.11
     現金預金、要求払預金および預託金勘定その他の流動資産                                           13 756  444.12     2.33

     当座借越およびその他の短期負債                                             -2 249.11     0.00
     その他の資産および負債                                           -1 281  527.56    -0.21
     純資産総額                                          589  998  727.11    100.00
     注記は当財務書類と不可分のものである。

                                164/193








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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
     2019  年 11 月 30 日現在の投資有価証券その他の純資産明細表

        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品

     無記名株式
     オーストリア

     EUR   ANDRITZ    AG NPV(BR)                          2 440.00          95 238.18
                                                       0.00
     EUR   ERSTE   GROUP   BK AG NPV                      10 745.00         385  041.70
                                                       0.02
     EUR   OMV  AG NPV(VAR)                           5 470.00         312  055.43
                                                       0.01
     EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    5 630.00         132  284.77
                                                       0.01
     EUR   VERBUND    AG CLASS   ’A ’NPV                     2 236.00         116  318.21
                                                       0.01
     EUR   VOESTALPINE      AG NPV                        3 896.00         103  312.30
                                                       0.00
     オーストリア合計                                           1 144  250.59
                                                       0.05
     ベルギー

     EUR   ANHEUSER-BUSCH       IN NPV                      27 014.00        2 140  693.69
                                                       0.09
     EUR   COLRUYT    SA NPV                          2 407.00         124  736.04
                                                       0.01
     EUR   GALAPAGOS     NV NPV                                   176  296.81
                                        894.00                0.01
     EUR   GPE  BRUXELLES     LAM  NPV                      3 213.00         326  278.41
                                                       0.01
     EUR   PROXIMUS    SA NPV                         5 957.00         179  836.99
                                                       0.01
     EUR   SOLVAY   SA NPV                          2 864.00         328  416.02
                                                       0.01
     EUR   UMICORE    NPV                           6 847.00         294  279.60
                                                       0.01
     ベルギー合計                                           3 570  537.56
                                                       0.15
     カナダ

     CAD   1ST  CAP  REALTY   INC  COM  NPV                    5 200.00          84 484.10
                                                       0.00
     CAD   AIR  CANADA   VAR  VTG  SHS  NPV                    ▶ 156.00         156  602.90
                                                       0.01
     CAD   ALTAGAS    LTD  COM  NPV                       8 004.00         118  711.69
                                                       0.01
     CAD   ATCO  LTD  CL 1 NON  VTG                      2 200.00          83 461.70
                                                       0.00
     CAD   AURORA   CANNABIS    IN COM  NPV                    24 100.00          60 238.66
                                                       0.00
     CAD   BOMBARDIER     INC  CLASS   ’B ’SUB-VTG    NPV               77 597.00         115  088.34
                                                       0.01
     CAD   CAE  INC  COM  NPV                         9 600.00         257  951.44
                                                       0.01
     CAD   CAMECO   CORP  COM                         11 338.00         103  286.13
                                                       0.00
     CAD   CANADIAN    UTILS   LTD  CL A                     ▶ 004.00         117  746.09
                                                       0.01
     CAD   CANOPY   GROWTH   CORP  COM  NPV                    6 900.00         127  324.68
                                                       0.01
     CAD   CI FINANCIAL     CORP  COM  NPV                     6 731.00         106  013.57
                                                       0.01
     CAD   EMERA   INC  COM                          7 613.00         313  060.09
                                                       0.01
     CAD   EMPIRE   LTD  CL A                        5 200.00         139  253.91
                                                       0.01
     CAD   HUSKY   ENERGY   INC  COM                      10 304.00          75 015.76
                                                       0.00
     CAD   HYDRO   ONE  INC  COM  NPV                      10 095.00         190  157.65
                                                       0.01
     CAD   IGM  FINANCIAL     INC  COM                      2 364.00          67 987.80
                                                       0.00
     CAD   KEYERA   CORPORATION      COM  NPV                    6 370.00         155  431.36
                                                       0.01
     CAD   KINROSS    GOLD  CORP  COM  NPV                    32 795.00         141  722.79
                                                       0.01
     CAD   KIRKLAND    LAKE  GOLD  COM  NPV                    6 954.00         292  086.32
                                                       0.01
     CAD   LUNDIN   MINING   CORP  COM                      18 600.00         100  684.36
                                                       0.00
     CAD   METHANEX    CORP  COM                        1 800.00          66 985.88
                                                       0.00
     CAD   ONEX  CORP  SUB  VTG                        2 900.00         172  700.92
                                                       0.01
     CAD   PRAIRIESKY     ROYALTY    COM  NPV                    6 100.00          62 917.37
                                                       0.00
     CAD   QUEBECOR    INC  CL B                       ▶ 203.00         104  232.50
                                                       0.00
     CAD   STARS   GROUP   INC(TH   COM  NPV)                    7 313.00         175  247.72
                                                       0.01
     CAD   TELUS   CORPORATION      NPV                      6 638.00         250  577.32
                                                       0.01
     CAD   WEST  FRASER   TIMBER   COM  NPV                    1 600.00          69 589.31
                                                       0.00
     CAD   WSP  GLOBAL   INC  COM  NPV                      3 400.00         219  448.15
                                                       0.01
     カナダ合計                                           3 928  008.51
                                                       0.17
     注記は当財務書類と不可分のものである。

                                165/193



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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     フィンランド

     EUR   KONE  CORPORATION      NPV  ORD  ‘B ’                 11 991.00         751  232.94
                                                       0.03
     EUR   METSO   OYJ  NPV                          3 764.00         144  426.48
                                                       0.01
     EUR   WARTSILA    OYJ  ABP  SER  ’B ’EUR3.50                   16 724.00         168  466.77
                                                       0.01
     フィンランド合計                                           1 064  126.19
                                                       0.05
     フランス

     EUR   ACCOR   EUR3                            6 399.00         273  966.52
                                                       0.01
     EUR   ADP  EUR3                             1 030.00         201  582.85
                                                       0.01
     EUR   AIR  LIQUIDE(L     ’) EUR5.5   (POST-SUBDIVISION)                   17 118.00        2 322  483.45
                                                       0.10
     EUR   AIRBUS   EUR1                           20 887.00        3 072  202.83
                                                       0.13
     EUR   ALSTOM   EUR7.00                           5 409.00         236  053.67
                                                       0.01
     EUR   AMUNDI   EUR2.5   (AIW)                        2 407.00         182  326.93
                                                       0.01
     EUR   ARKEMA   EUR10                           2 706.00         280  640.76
                                                       0.01
     EUR   ATOS  SE EUR1                           3 779.00         321  171.19
                                                       0.01
     EUR   AXA  EUR2.29                            69 175.00        1 883  545.81
                                                       0.08
     EUR   BIOMERIEUX     NPV  (POST   SPLIT)                     1 588.00         143  663.71
                                                       0.01
     EUR   BNP  PARIBAS    EUR2                         40 917.00        2 299  515.84
                                                       0.10
     EUR   BOLLORE    EUR0.16                           33 637.00         143  902.05
                                                       0.01
     EUR   BOUYGUES    EUR1                           8 318.00         340  076.51
                                                       0.01
     EUR   BUREAU   VERITAS    EUR0.12                       10 627.00         278  403.77
                                                       0.01
     EUR   CAPGEMINI     EUR8                          5 702.00         674  912.16
                                                       0.03
     EUR   CARREFOUR     EUR2.50                          21 512.00         355  312.59
                                                       0.02
     EUR   CASINO   GUICH-PERR     EUR1.53                      2 102.00          92 567.55
                                                       0.00
     EUR   CIE  DE ST-GOBAIN     EUR4                      17 536.00         710  568.36
                                                       0.03
     EUR   CNP  ASSURANCES     EUR1                        5 515.00         108  968.63
                                                       0.00
     EUR   COVIVIO    EUR3                           1 518.00         168  044.18
                                                       0.01
     EUR   CREDIT   AGRICOLE    SA EUR3                      40 451.00         553  724.80
                                                       0.02
     EUR   DANONE   EUR0.25                           22 191.00        1 828  233.76
                                                       0.08
     EUR   DASSAULT    AVIATION    EUR8                                118  468.86
                                        87.00               0.01
     EUR   DASSAULT    SYSTEMES    EUR0.50                      ▶ 621.00         728  601.39
                                                       0.03
     EUR   EDENRED    EUR2                           8 916.00         442  876.71
                                                       0.02
     EUR   EDF  EUR0.5                            20 231.00         207  987.67
                                                       0.01
     EUR   EIFFAGE    EUR4                           2 986.00         326  273.23
                                                       0.01
     EUR   ENGIE   EUR1                           64 552.00        1 022  073.51
                                                       0.04
     EUR   ESSILORLUXOTTICA        EUR0.18                      10 172.00        1 581  406.26
                                                       0.07
     EUR   EURAZEO    NPV                           1 095.00          74 674.41
                                                       0.00
     EUR   EUTELSAT    COMMUNICA     EUR1                      6 742.00         110  688.23
                                                       0.00
     EUR   FAURECIA    EUR7                           2 668.00         141  615.21
                                                       0.01
     EUR   GETLINK    SE EUR0.40                         15 685.00         264  775.44
                                                       0.01
     EUR   HERMES   INTL  NPV                         1 115.00         835  991.32
                                                       0.04
     EUR   ICADE   NPV                            1 043.00         104  478.57
                                                       0.00
     EUR   ILIAD   NPV                                      123  583.27
                                        970.00                0.01
     EUR   INGENICO    GROUP   EUR1                        2 330.00         248  838.96
                                                       0.01
     EUR   IPSEN   EUR1                            1 427.00         161  274.55
                                                       0.01
     EUR   JC DECAUX   SA NPV                         2 102.00          60 259.30
                                                       0.00
     EUR   KERING   EUR4                           2 694.00        1 623  920.09
                                                       0.07
     EUR   KLEPIERRE     EUR1.40                          7 572.00         271  923.26
                                                       0.01
     EUR   L ’OREAL   EUR0.20                           9 008.00        2 569  465.52
                                                       0.11
     EUR   LEGRAND    SA EUR4                          9 749.00         770  506.05
                                                       0.03
     EUR   LVMH  MOET  HENNESSY    EUR0.30                      9 938.00        ▶ 463  046.28
                                                       0.19
     EUR   NATIXIS    EUR1.6                           31 695.00         132  553.62
                                                       0.01
     EUR   ORANGE   EUR4                           72 465.00        1 198  498.64
                                                       0.05
     EUR   PERNOD   RICARD   EUR1.55                        7 464.00        1 371  908.73
                                                       0.06
     EUR   PEUGEOT    SA EUR1                         20 453.00         494  328.40
                                                       0.02
     注記は当財務書類と不可分のものである。

                                166/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   PUBLICIS    GROUPE   SA EUR0.40                      7 440.00         327  641.56

                                                       0.01
     EUR   REMY  COINTREAU     EUR1.60                                  114  586.71
                                        889.00                0.00
     EUR   RENAULT    SA EUR3.81                          6 796.00         325  620.03
                                                       0.01
     EUR   SAFRAN   EUR0.20                           11 682.00        1 912  121.09
                                                       0.08
     EUR   SANOFI   EUR2                           40 205.00        3 746  331.09
                                                       0.16
     EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          152  370.39
                                        959.00                0.01
     EUR   SCHNEIDER     ELECTRIC    EUR8                      19 560.00        1 889  256.59
                                                       0.08
     EUR   SCOR  SE EUR7.876972      (POST   CONS)                   6 171.00         265  293.60
                                                       0.01
     EUR   SEB  SA EUR1                                     140  230.87
                                        902.00                0.01
     EUR   SOC  GENERALE    EUR1.25                        27 185.00         856  062.61
                                                       0.04
     EUR   SODEXO   EUR4                           3 285.00         383  211.94
                                                       0.02
     EUR   SUEZ  EUR4                            10 553.00         156  326.14
                                                       0.01
     EUR   TELEPERFORMANCE       EUR2.50                       2 197.00         520  818.62
                                                       0.02
     EUR   THALES   EUR3                           3 724.00         365  112.85
                                                       0.02
     EUR   TOTAL   EUR2.5                           85 348.00        ▶ 483  148.14
                                                       0.19
     EUR   UBISOFT    ENTERTAIN     EUR0.31                      3 035.00         184  386.15
                                                       0.01
     EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            5 115.00         800  287.48
                                                       0.03
     EUR   VALEO   EUR1  (POST   SUBD)                       8 910.00         351  312.18
                                                       0.02
     EUR   VEOLIA   ENVIRONNEME      EUR5                      18 930.00         485  070.35
                                                       0.02
     EUR   VINCI   EUR2.50                           18 253.00        1 992  047.51
                                                       0.09
     EUR   VIVENDI    SA EUR5.50                         32 851.00         902  640.09
                                                       0.04
     EUR   WENDEL   EUR4                           1 038.00         139  972.20
                                                       0.01
     EUR   WORLDLINE     EUR0.68                          2 713.20         175  754.99
                                                       0.01
     フランス合計                                           56 591  488.58
                                                       2.43
     ドイツ

     EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                 11 567.00         934  851.65
                                                       0.04
     EUR   BEIERSDORF     AG NPV                        3 749.00         437  546.58
                                                       0.02
     EUR   CARL  ZEISS   MEDITEC    NPV                      1 356.00         165  958.94
                                                       0.01
     EUR   COMMERZBANK      AG NPV                       38 869.00         225  470.46
                                                       0.01
     EUR   CONTINENTAL      AG ORD  NPV                      3 935.00         514  573.50
                                                       0.02
     EUR   COVESTRO    AG NPV                         6 290.00         294  752.55
                                                       0.01
     EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    12 885.00         503  638.18
                                                       0.02
     EUR   FRAPORT    AG NPV                          1 249.00         106  481.04
                                                       0.00
     EUR   FRESENIUS     MED  CARE  NPV                      7 649.00         561  352.89
                                                       0.02
     EUR   FRESENIUS     SE & CO.  KGAA  NPV                   14 801.00         810  104.08
                                                       0.03
     EUR   GEA  GROUP   AG NPV                         6 073.00         195  324.94
                                                       0.01
     EUR   HEIDELBERGCEMENT        NPV                       5 726.00         423  635.02
                                                       0.02
     EUR   HENKEL   AG & CO KGAA                        3 641.00         352  478.95
                                                       0.02
     EUR   HOCHTIEF    AG NPV                                   117  530.54
                                        956.00                0.00
     EUR   KION  GROUP   AG NPV                        2 235.00         148  400.81
                                                       0.01
     EUR   KNORR   BREMSE   AG NPV                       1 624.00         158  076.14
                                                       0.01
     EUR   LANXESS    AG NPV                          3 266.00         217  866.04
                                                       0.01
     EUR   MERCK   KGAA  NPV                          ▶ 587.00         536  108.38
                                                       0.02
     EUR   METRO   AG (NEW)   NPV                        7 047.00         113  636.58
                                                       0.00
     EUR   PUMA  SE NPV                           3 270.00         245  895.24
                                                       0.01
     EUR   RWE  AG (NEU)   NPV                        20 012.00         593  775.37
                                                       0.03
     EUR   SAP  AG ORD  NPV                         35 196.00        ▶ 791  901.89
                                                       0.21
     EUR   SYMRISE    AG NPV  (BR)                        ▶ 558.00         442  458.30
                                                       0.02
     EUR   THYSSENKRUPP      AG NPV                       14 804.00         185  754.49
                                                       0.01
     EUR   VOLKSWAGEN     AG ORD  NPV                      1 185.00         226  234.50
                                                       0.01
     EUR   WIRECARD    AG NPV                         ▶ 080.00         538  933.24
                                                       0.02
     EUR   ZALANDO    SE NPV                          ▶ 726.00         203  745.71
                                                       0.01
     ドイツ合計                                           14 046  486.01
                                                       0.60
     注記は当財務書類と不可分のものである。

                                167/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     アイルランド

     EUR   AIB  GROUP   PLC  ORD  EUR0.625                      18 186.00          59 554.09
                                                       0.00
     EUR   BANK  OF IRELAND    GR EUR1                      27 959.00         140  573.83
                                                       0.01
     GBP   DCC  ORD  EUR0.25                           3 023.00         258  389.35
                                                       0.01
     EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                    2 511.00         287  937.37
                                                       0.01
     EUR
        KERRY   GROUP   ‘A ’ORD  EUR0.125(DUBLIN       LIST)              5 244.00         673  028.80
                                                       0.03
     アイルランド合計                                           1 419  483.44
                                                       0.06
     イタリア

     EUR   ASSIC   GENERALI    SPA  EUR1                      39 869.00         814  570.64
                                                       0.04
     EUR   FINECOBANK     SPA  EUR0.33                       22 348.00         277  456.59
                                                       0.01
     EUR   LEONARDO    SPA  EUR4.40                        14 358.00         168  047.45
                                                       0.01
     EUR   POSTE   ITALIANE    SPA  NPV                      21 023.00         245  475.77
                                                       0.01
     EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                 186  227.00         114  781.64
                                                       0.00
     EUR   TELECOM    ITALIA   SPA  EUR0.55                     298  539.00         187  033.88
                                                       0.01
     イタリア合計                                           1 807  365.97
                                                       0.08
     日本

     JPY   アコム                               ▶ 700.00          19 484.98
                                                       0.00
     JPY   アドバンテスト                               ▶ 500.00         219  842.94
                                                       0.01
     JPY   イオンフィナンシャルサービス                               2 300.00          34 759.38
                                                       0.00
     JPY   エア・ウォーター                               3 000.00          48 159.99
                                                       0.00
     JPY   アイシン精機                               3 800.00         143  658.11
                                                       0.01
     JPY   アマダホールディングス                               8 700.00          96 922.65
                                                       0.01
     JPY   あおぞら銀行                               3 400.00          86 560.13
                                                       0.00
     JPY   朝日インテック                               3 600.00         104  867.13
                                                       0.01
     JPY   バンダイナムコホールディングス                               3 900.00         236  364.71
                                                       0.01
     JPY   ベネッセホールディングス                               1 600.00          42 195.23
                                                       0.00
     JPY   京都銀行                               1 100.00          45 352.02
                                                       0.00
     JPY   カルビー                               2 400.00          77 253.22
                                                       0.00
     JPY   東海旅客鉄道                               3 000.00         605  287.18
                                                       0.03
     JPY   千葉銀行                              12 000.00          68 377.32
                                                       0.00
     JPY   中外製薬                               ▶ 700.00         410  214.59
                                                       0.02
     JPY   コカ・コーラ　ボトラーズジャパンホールディングス                               2 100.00          50 414.57
                                                       0.00
     JPY   コンコルディア・フィナンシャルグループ                              21 100.00          85 548.35
                                                       0.00
     JPY   クレディセゾン                               3 700.00          61 154.23
                                                       0.00
     JPY   サイバーエージェント                               1 600.00          55 227.83
                                                       0.00
     JPY   第一生命ホールディングス                              20 400.00         328  419.32
                                                       0.01
     JPY   ダイセル                               5 800.00          56 988.40
                                                       0.00
     JPY   ダイフク                               2 200.00         127  970.05
                                                       0.01
     JPY   第一三共                              11 100.00         695  536.48
                                                       0.03
     JPY   ダイキン工業                               ▶ 900.00         704  506.43
                                                       0.03
     JPY   大東建託                               1 600.00         195  562.05
                                                       0.01
     JPY   大和ハウス工業                              10 800.00         330  282.16
                                                       0.02
     JPY   大和ハウスリート投資法人                                         125  763.86
                                        46.00               0.01
     JPY   電通                               3 700.00         134  133.87
                                                       0.01
     JPY   ディスコ                                         129  412.84
                                        600.00                0.01
     JPY   エーザイ                               ▶ 500.00         333  257.23
                                                       0.02
     JPY   ファナック                               ▶ 000.00         763  583.23
                                                       0.03
     JPY   ファーストリテイリング                               1 100.00         669  884.02
                                                       0.03
     JPY   富士電機                               3 000.00          92 320.34
                                                       0.00
     JPY   ふくおかフィナンシャルグループ                               2 500.00          47 598.39
                                                       0.00
     JPY   ＧＭＯペイメントゲートウェイ                                         42 516.66
                                        600.00                0.00
     JPY   阪急阪神ホールディングス                               ▶ 100.00         175  965.66
                                                       0.01
     JPY   光通信                                         93 215.23
                                        400.00                0.00
     注記は当財務書類と不可分のものである。

                                168/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   ヒロセ電機                                         88 496.03

                                        720.00                0.00
     JPY   久光製薬                                         44 132.96
                                        900.00                0.00
     JPY   日立化成                               1 300.00          46 771.98
                                                       0.00
     JPY   日立ハイテクノロジーズ                               1 200.00          78 239.43
                                                       0.00
     JPY   ホシザキ                                         78 650.35
                                        900.00                0.00
     JPY   ヒューリック                               6 800.00          76 438.68
                                                       0.00
     JPY   出光興産                               3 758.00         102  537.70
                                                       0.01
     JPY   ＩＨＩ                               2 500.00          58 282.35
                                                       0.00
     JPY   三越伊勢丹ホールディングス                               6 100.00          54 310.11
                                                       0.00
     JPY   いすゞ自動車                               9 500.00         111  083.46
                                                       0.01
     JPY   伊藤忠テクノソリューションズ                               1 900.00          50 714.09
                                                       0.00
     JPY   Ｊ．フロント      リテイリング                         ▶ 200.00          55 151.13
                                                       0.00
     JPY   日本空港ビルデング                               1 200.00          62 350.47
                                                       0.00
     JPY   日本取引所グループ                              10 300.00         175  036.98
                                                       0.01
     JPY   ジャパンリアルエステイト投資法人                                         149  666.70
                                        22.00               0.01
     JPY   日揮ホールディングス                               3 700.00          53 754.90
                                                       0.00
     JPY   ＪＳＲ                               3 500.00          61 907.59
                                                       0.00
     JPY   ジェイテクト                               ▶ 400.00          54 643.41
                                                       0.00
     JPY   鹿島建設                              10 500.00         138  357.23
                                                       0.01
     JPY   カカクコム                               3 300.00          79 584.51
                                                       0.00
     JPY   上組                               2 800.00          62 029.04
                                                       0.00
     JPY   関西電力                              14 100.00         160  686.69
                                                       0.01
     JPY   関西ペイント                               3 300.00          83 110.22
                                                       0.00
     JPY   花王                               9 600.00         754  955.71
                                                       0.03
     JPY   川崎重工業                               2 500.00          56 113.60
                                                       0.00
     JPY   京阪ホールディングス                               1 800.00          87 937.17
                                                       0.00
     JPY   京浜急行電鉄                               3 800.00          78 109.76
                                                       0.00
     JPY   京王電鉄                               1 900.00         121  797.10
                                                       0.01
     JPY   京成電鉄                               2 400.00          98 840.29
                                                       0.01
     JPY   キッコーマン                               2 900.00         145  648.80
                                                       0.01
     JPY   近鉄グループホールディングス                               3 300.00         186  530.91
                                                       0.01
     JPY   キリンホールディングス                              15 800.00         349  588.16
                                                       0.02
     JPY   小林製薬                               1 200.00          98 401.97
                                                       0.01
     JPY   小糸製作所                               1 900.00          97 854.08
                                                       0.01
     JPY   小松製作所                              19 500.00         457  095.24
                                                       0.02
     JPY   コーセー                                         111  414.48
                                        700.00                0.01
     JPY   クラレ                               5 100.00          61 613.55
                                                       0.00
     JPY   栗田工業                               1 800.00          50 296.78
                                                       0.00
     JPY   九州電力                               7 300.00          64 260.80
                                                       0.00
     JPY   九州旅客鉄道                               2 500.00          85 037.90
                                                       0.00
     JPY   ＬＩＮＥ                               1 200.00          56 433.20
                                                       0.00
     JPY   ライオン                               ▶ 300.00          86 581.13
                                                       0.00
     JPY   エムスリー                               8 300.00         228  134.42
                                                       0.01
     JPY   マキタ                               ▶ 100.00         135  531.00
                                                       0.01
     JPY   丸井グループ                               3 800.00          91 399.87
                                                       0.00
     JPY   丸一鋼管                                         20 135.15
                                        700.00                0.00
     JPY   日本マクドナルドホールディングス                               1 400.00          69 162.63
                                                       0.00
     JPY   めぶきフィナンシャルグループ                              15 100.00          39 022.01
                                                       0.00
     JPY   明治ホールディングス                               2 300.00         156  259.70
                                                       0.01
     JPY   ミネベアミツミ                               6 800.00         131  889.32
                                                       0.01
     JPY   ミスミグループ本社                               6 500.00         160  852.89
                                                       0.01
     JPY   三菱瓦斯化学                               3 100.00          48 463.15
                                                       0.00
     JPY   三菱自動車工業                              11 500.00          51 456.49
                                                       0.00
     JPY   三菱ＵＦＪリース                               ▶ 500.00          28 887.77
                                                       0.00
     JPY   三井化学                               ▶ 500.00         107  784.68
                                                       0.01
     注記は当財務書類と不可分のものである。

                                169/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   三井不動産                              17 400.00         432  656.38

                                                       0.02
     JPY   ＭｏｎｏｔａＲＯ                               2 700.00          75 938.27
                                                       0.00
     JPY   ナブテスコ                               1 800.00          55 227.83
                                                       0.00
     JPY   名古屋鉄道                               3 100.00          98 653.09
                                                       0.01
     JPY   日本ハム                               1 500.00          62 870.97
                                                       0.00
     JPY   日本電産                               ▶ 400.00         650  497.67
                                                       0.03
     JPY   日本ビルファンド投資法人                                         217  678.75
                                        29.00               0.01
     JPY   日本通運                               1 100.00          69 710.53
                                                       0.00
     JPY   日本ペイントホールディングス                               2 600.00         138  654.00
                                                       0.01
     JPY   日本製鉄                              16 900.00         247  766.87
                                                       0.01
     JPY   日産化学                               2 000.00          79 170.85
                                                       0.00
     JPY   日清製粉グループ本社                               3 700.00          69 465.80
                                                       0.00
     JPY   日清食品ホールディングス                               1 500.00         112  318.51
                                                       0.01
     JPY   ニトリホールディングス                               1 500.00         234  910.05
                                                       0.01
     JPY   日東電工                               3 700.00         207  451.37
                                                       0.01
     JPY   野村不動産ホールディングス                               2 700.00          65 213.22
                                                       0.00
     JPY   日本精工                               6 000.00          57 967.31
                                                       0.00
     JPY   大林組                              11 800.00         124  993.15
                                                       0.01
     JPY   オービック                               1 400.00         185  754.72
                                                       0.01
     JPY   小田急電鉄                               6 900.00         169  554.37
                                                       0.01
     JPY   王子ホールディングス                              14 000.00          79 901.38
                                                       0.00
     JPY   オリンパス                              24 600.00         364  810.52
                                                       0.02
     JPY   小野薬品工業                               6 900.00         154  684.50
                                                       0.01
     JPY   日本オラクル                                         73 564.06
                                        800.00                0.00
     JPY   オリエンタルランド                               3 900.00         539  361.70
                                                       0.02
     JPY   パン・パシフィック・インターナショナルホールディングス                               9 200.00         149  034.79
                                                       0.01
     JPY   ペプチドリーム                               2 000.00          91 863.76
                                                       0.00
     JPY   パーソルホールディングス                               3 200.00          58 822.03
                                                       0.00
     JPY   ピジョン                               2 200.00         102  255.50
                                                       0.01
     JPY   ポーラ・オルビスホールディングス                               1 700.00          41 882.93
                                                       0.00
     JPY   楽天                              16 600.00         143  853.53
                                                       0.01
     JPY   リクルートホールディングス                              27 100.00         980  460.23
                                                       0.04
     JPY   リンナイ                                         53 693.73
                                        700.00                0.00
     JPY   良品計画                               ▶ 100.00          93 336.68
                                                       0.00
     JPY   ＳＡＮＫＹＯ                               1 600.00          54 058.99
                                                       0.00
     JPY   ＳＢＩホールディングス                               5 400.00         112  082.91
                                                       0.01
     JPY   セコム                               ▶ 400.00         373  945.76
                                                       0.02
     JPY   西武ホールディングス                               ▶ 000.00          70 459.32
                                                       0.00
     JPY   積水ハウス                              12 400.00         267  792.89
                                                       0.01
     JPY   セブン銀行                               5 900.00          18 264.09
                                                       0.00
     JPY   シャープ                               ▶ 100.00          61 924.94
                                                       0.00
     JPY   シマノ                               1 600.00         258  606.51
                                                       0.01
     JPY   清水建設                              13 800.00         132  064.65
                                                       0.01
     JPY   信越化学工業                               7 100.00         759  209.20
                                                       0.03
     JPY   新生銀行                               3 900.00          61 361.52
                                                       0.00
     JPY   塩野義製薬                               5 300.00         311  582.50
                                                       0.01
     JPY   資生堂                               7 900.00         570  262.99
                                                       0.03
     JPY   静岡銀行                               8 000.00          60 852.89
                                                       0.00
     JPY   昭和電工                               2 400.00          64 059.90
                                                       0.00
     JPY   ＳＭＣ                               1 100.00         498  319.79
                                                       0.02
     JPY   ソニーフィナンシャルホールディングス                               3 600.00          83 499.23
                                                       0.00
     JPY   スタンレー電気                               3 800.00         105  141.08
                                                       0.01
     JPY   住友重機械工業                               2 300.00          65 738.29
                                                       0.00
     JPY   住友金属鉱山                               ▶ 100.00         124  149.39
                                                       0.01
     JPY   住友ゴム工業                               2 300.00          29 214.68
                                                       0.00
     注記は当財務書類と不可分のものである。

                                170/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   サンドラッグ                               1 400.00          49 091.41

                                                       0.00
     JPY   サントリー食品インターナショナル                               3 000.00         130  125.10
                                                       0.01
     JPY   スズケン                               1 400.00          61 172.50
                                                       0.00
     JPY   スズキ                               7 200.00         319  269.47
                                                       0.01
     JPY   シスメックス                               3 100.00         214  772.17
                                                       0.01
     JPY   Ｔ＆Ｄホールディングス                              11 100.00         130  552.46
                                                       0.01
     JPY   太平洋セメント                               2 000.00          57 802.94
                                                       0.00
     JPY   大成建設                               ▶ 000.00         156  880.65
                                                       0.01
     JPY   大正製薬ホールディングス                                         51 648.25
                                        700.00                0.00
     JPY   大陽日酸                               1 900.00          42 281.98
                                                       0.00
     JPY   帝人                               5 700.00         107  171.03
                                                       0.01
     JPY   テルモ                              13 200.00         462  982.37
                                                       0.02
     JPY   ＴＨＫ                               2 000.00          56 159.25
                                                       0.00
     JPY   東武鉄道                               2 600.00          95 087.21
                                                       0.00
     JPY   東宝                               2 900.00         117  710.71
                                                       0.01
     JPY   東邦瓦斯                               1 500.00          56 638.66
                                                       0.00
     JPY   東北電力                               7 300.00          72 326.73
                                                       0.00
     JPY   東京センチュリー                                         37 329.92
                                        700.00                0.00
     JPY   東京瓦斯                               8 500.00         205  262.08
                                                       0.01
     JPY   東急                              11 100.00         218  837.55
                                                       0.01
     JPY   東レ                              29 800.00         197  015.80
                                                       0.01
     JPY   東ソー                               ▶ 600.00          68 468.63
                                                       0.00
     JPY   ＴＯＴＯ                               2 500.00         109  350.74
                                                       0.01
     JPY   東洋水産                               1 700.00          73 271.85
                                                       0.00
     JPY   豊田合成                               1 900.00          44 363.98
                                                       0.00
     JPY   豊田自動織機                               2 700.00         158  533.47
                                                       0.01
     JPY   豊田通商                               3 800.00         132  727.60
                                                       0.01
     JPY   ツルハホールディングス                                         83 289.20
                                        700.00                0.00
     JPY   ユー・エス・エス                               6 100.00         118  201.08
                                                       0.01
     JPY   ウエルシアホールディングス                               1 000.00          61 272.94
                                                       0.00
     JPY   ヤクルト本社                               2 500.00         146  561.96
                                                       0.01
     JPY   ヤマハ                               2 500.00         137  658.66
                                                       0.01
     JPY   ヤマトホールディングス                               5 200.00          88 890.51
                                                       0.00
     JPY   ＺＯＺＯ                               2 620.00          52 132.04
                                                       0.00
     日本合計                                           28 263  397.97
                                                       1.21
     ジャージー

     GBP   GLENCORE    XSTRATA    ORD  USD0.01                    325  371.00        1 026  495.56
                                                       0.04
     ジャージー合計                                           1 026  495.56
                                                       0.04
     ルクセンブルグ

     EUR   AROUNDTOWN     SA EUR0.01                        33 956.00         295  101.18
                                                       0.01
     EUR   EUROFINS    SCIENTIFI     EUR0.10                                204  419.17
                                        389.00                0.01
     ルクセンブルグ合計                                            499  520.35
                                                       0.02
     オランダ

     USD   AERCAP   HOLDINGS    EUR0.01                       5 061.00         312  820.41
                                                       0.01
     EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                8 002.00         766  895.61
                                                       0.03
     EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           14 588.00          86 889.71
                                                       0.00
     EUR   EXOR  NV EUR0.01                           ▶ 136.00         316  670.95
                                                       0.01
     EUR   HEINEKEN    HOLDING    EUR1.6                       3 985.00         382  265.91
                                                       0.02
     EUR   HEINEKEN    NV EUR1.60                         9 300.00         964  303.09
                                                       0.04
     EUR   ING  GROEP   N.V.  EUR0.01                       138  740.00        1 597  668.02
                                                       0.07
     EUR   KON  KPN  NV EUR0.04                         122  065.00         376  310.48
                                                       0.02
     EUR   KONINKLIJKE      AHOLD   EUR0.01                      41 894.00        1 080  207.51
                                                       0.05
     注記は当財務書類と不可分のものである。

                                171/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   KONINKLIJKE      PHILIPS    NV EUR0.20                    33 574.00        1 560  152.79

                                                       0.07
     USD   NXP  SEMICONDUCTORS       EUR0.20                      10 192.00        1 177  991.36
                                                       0.05
     EUR   QIAGEN   NV EUR0.01                          8 507.00         364  499.74
                                                       0.02
     EUR   RANDSTAD    N.V.  EUR0.10                        ▶ 166.00         242  808.79
                                                       0.01
     GBP
        ROYAL   DUTCH   SHELL   ‘B ’SHS  EUR0.07    (UK  LIST)            113  374.00        3 210  885.75
                                                       0.14
     EUR   STMICROELECTRONICS         EUR1.04                      24 438.00         600  881.06
                                                       0.03
     EUR   VOPAK(KON)     EUR0.50                          2 342.00         124  956.97
                                                       0.00
     EUR   WOLTERS    KLUWER   EUR0.12                       10 103.00         725  854.24
                                                       0.03
     オランダ合計                                           13 892  062.39
                                                       0.60
     スペイン

     EUR   ACS  ACTIVIDADES      CO EUR0.5                      9 598.00         373  888.73
                                                       0.02
     EUR   AENA  SME  S.A.  EUR10                        2 448.00         449  950.77
                                                       0.02
     EUR   AMADEUS    IT GROUP   EUR0.01                      15 559.00        1 240  332.05
                                                       0.05
     EUR   BANKIA   S.A.  EUR1  (POST   CONS)                    51 663.00         100  170.54
                                                       0.00
     EUR   BCO  DE SABADELL    EUR0.125                      217  232.00         241  196.64
                                                       0.01
     EUR   CAIXABANK     SA EUR1                        129  434.00         382  330.62
                                                       0.02
     EUR   CELLNEX    TELECOM    SA EUR0.25                      8 680.00         373  252.15
                                                       0.02
     EUR   ENAGAS   SA EUR1.50                          8 279.00         206  393.70
                                                       0.01
     EUR   ENDESA   SA EUR1.2                          11 703.00         318  464.00
                                                       0.01
     EUR   FERROVIAL     SA EUR0.2                        16 939.00         503  343.57
                                                       0.02
     EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               11 258.00         384  929.33
                                                       0.02
     EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                 213  510.00        2 101  795.17
                                                       0.09
     EUR   INDITEX    EUR0.03    (POST   SUBD)                    38 700.00        1 205  871.72
                                                       0.05
     EUR   NATURGY    ENERGY   GRO  EUR1                      11 335.00         294  952.12
                                                       0.01
     EUR   RED  ELECTRICA     CORP  EUR0.5                      16 239.00         317  815.90
                                                       0.01
     EUR   REPSOL   SA EUR1                          51 748.00         815  349.46
                                                       0.04
     EUR   SIEMENS    GAMESA   RENEWABLE     ENERGY                   8 273.00         132  129.42
                                                       0.01
     EUR   TELEFONICA     SA EUR1                       165  226.00        1 266  502.76
                                                       0.05
     スペイン合計                                           10 708  668.65
                                                       0.46
     スイス

     CHF   PARGESA    HLDGS   SA CHF20(BR)                       2 197.00         173  456.05
                                                       0.01
     CHF   SWATCH   GROUP   CHF2.25(BR)                         1 483.00         415  510.08
                                                       0.02
     CHF   SWISS   RE AG CHF0.10                         16 196.00        1 755  167.66
                                                       0.07
     CHF   VIFOR   PHARMA   AG CHF0.01                       2 376.00         423  916.35
                                                       0.02
     スイス合計                                           2 768  050.14
                                                       0.12
     イギリス

     GBP   3I GROUP   ORD  GBP0.738636                        31 051.00         430  161.46
                                                       0.02
     GBP   ASTRAZENECA      ORD  USD0.25                       39 856.00        3 844  877.63
                                                       0.16
     GBP   AVIVA   ORD  GBP0.25                         119  546.00         624  407.05
                                                       0.03
     GBP   BAE  SYSTEMS    ORD  GBP0.025                       98 583.00         731  183.11
                                                       0.03
     GBP   BARRATT    DEVEL   ORD  GBP0.10                      32 083.00         276  717.73
                                                       0.01
     GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    69 603.00        2 754  963.30
                                                       0.12
     GBP   BRITISH    LAND  CO PLC  REIT                     29 357.00         218  574.19
                                                       0.01
     GBP   BT GROUP   ORD  GBP0.05                        243  637.00         603  690.73
                                                       0.03
     GBP   BUNZL   ORD  GBP0.32142857                          10 010.00         274  884.66
                                                       0.01
     USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    8 791.00         443  593.86
                                                       0.02
     GBP   EVRAZ   PLC  ORD  USD1                        14 587.00          69 888.13
                                                       0.00
     GBP   HALMA   ORD  GBP0.10                          10 871.00         296  138.11
                                                       0.01
     GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                     40 375.00         413  309.14
                                                       0.02
     GBP   ITV  ORD  GBP0.10                          124  208.00         233  122.09
                                                       0.01
     GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                      5 997.00         222  939.61
                                                       0.01
     GBP   KINGFISHER     ORD  GBP0.157142857                       56 170.00         152  504.72
                                                       0.01
     注記は当財務書類と不可分のものである。

                                172/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    21 555.00         267  215.27

                                                       0.01
     GBP   LLOYDS   BANKING    GP ORD  GBP0.1                   2 164  291.00        1 711  900.62
                                                       0.07
     GBP   MARKS   & SPENCER    GP ORD  GBP0.25                    63 025.00         158  439.64
                                                       0.01
     GBP   MEGGITT    ORD  GBP0.05                         19 913.00         165  620.50
                                                       0.01
     GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                   145  826.00         433  085.14
                                                       0.02
     GBP   NATIONAL    GRID  ORD  GBP0.12431289                      105  726.00        1 216  723.30
                                                       0.05
     GBP   OCADO   GROUP   PLC  ORD  GBP0.02                     13 451.00         230  535.01
                                                       0.01
     GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                    21 479.00        1 685  322.03
                                                       0.07
     GBP   RELX  PLC  GBP0.1444                          54 020.00        1 308  756.32
                                                       0.06
     EUR   RELX  PLC  GBP0.1444                           5 137.00         124  495.96
                                                       0.01
     GBP   RENTOKIL    INITIAL    ORD  GBP0.01                     53 115.00         305  665.23
                                                       0.01
     GBP   ROLLS-ROYCE      HLDGS   ORD  GBP0.20                    53 657.00         493  888.32
                                                       0.02
     GBP   SAGE  GROUP   GBP0.01051948                         33 348.00         325  156.43
                                                       0.01
     GBP   SEVERN   TRENT   ORD  GBP0.9789                       7 628.00         221  312.73
                                                       0.01
     GBP   SMITHS   GROUP   ORD  GBP0.375                      12 251.00         263  213.16
                                                       0.01
     GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                     2 146.00         247  744.70
                                                       0.01
     GBP   SSE  PLC  ORD  GBP0.50                         29 940.00         503  456.07
                                                       0.02
     GBP   ST JAMES   ’S PLACE   ORD  GBP0.15                    16 726.00         235  497.86
                                                       0.01
     EUR   UNILEVER    EUR0.16                          52 067.00        3 088  608.19
                                                       0.13
     GBP   UNITED   UTILITIES     ▶ ORD  GBP0.05                    21 066.00         232  541.86
                                                       0.01
     GBP   WEIR  GROUP   ORD  GBP0.125                        6 726.00         121  409.63
                                                       0.01
     GBP   WHITBREAD     ORD  GBP0.76797385                        ▶ 401.00         261  920.83
                                                       0.01
     GBP   WPP  PLC  ORD  GBP0.10                         40 117.00         519  172.86
                                                       0.02
     イギリス合計                                           25 712  637.18
                                                       1.10
     無記名株式合計                                          166  442  579.09

                                                       7.14
     参加証券

     スイス

     CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                            419  647.77
                                        55.00               0.02
     CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                  2 137.00         533  100.62
                                                       0.02
     スイス合計                                            952  748.39
                                                       0.04
     参加証券合計                                            952  748.39

                                                       0.04
     その他の株式

     スイス

     CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                 37 217.00        11 477  739.93
                                                       0.49
     スイス合計                                           11 477  739.93
                                                       0.49
     その他の株式合計                                           11 477  739.93

                                                       0.49
     優先株式

     ドイツ

     EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                  1 622.00         100  151.36
                                                       0.00
     EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                 2 221.00          95 995.89
                                                       0.00
     EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                6 330.00         669  190.43
                                                       0.03
     EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                5 447.00         403  473.83
                                                       0.02
     EUR   SARTORIUS     AG NON  VTG  PRF  NPV                   1 189.00         250  792.65
                                                       0.01
     EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   6 558.00        1 268  869.70
                                                       0.06
     ドイツ合計                                           2 788  473.86
                                                       0.12
     優先株式合計                                           2 788  473.86

                                                       0.12
     注記は当財務書類と不可分のものである。

                                173/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     記名株式

     オーストラリア

     GBP   BHP  GROUP   PLC  ORD  USD0.50                      64 319.00        1 422  662.31
                                                       0.06
     オーストラリア合計                                           1 422  662.31
                                                       0.06
     ベルギー

     EUR   AGEAS   NPV                            6 545.00         393  155.84
                                                       0.02
     EUR   KBC  GROUP   NV NPV                         8 879.00         647  509.63
                                                       0.03
     EUR   TELENET    GRP  HLDG  NPV                       1 723.00          77 814.98
                                                       0.00
     EUR   UCB  NPV                             ▶ 586.00         371  957.88
                                                       0.01
     ベルギー合計                                           1 490  438.33
                                                       0.06
     カナダ

     CAD   1ST  QUANTUM    MINLS   COM  NPV                    23 700.00         216  792.77
                                                       0.01
     CAD   AGNICO   EAGLE   MINES   LTD  COM                    7 787.00         462  676.48
                                                       0.02
     CAD   ALIMENTATION      COUCHE   TARD  INC  SUB  VTG  SH             28 020.00         916  807.23
                                                       0.04
     CAD   BANK  NOVA  SCOTIA   HALIFAX    COM                   39 607.00        2 234  630.97
                                                       0.10
     CAD   BANK  OF MONTREAL    COM  NPV                     20 835.00        1 603  428.35
                                                       0.07
     CAD   BARRICK    GOLD  CORP  COM  NPV                    56 514.00         943  708.28
                                                       0.04
     CAD   BCE  INC  COM  NEW                         ▶ 883.00         235  060.43
                                                       0.01
     CAD   BLACKBERRY     LTD  NPV                       15 010.00          82 833.28
                                                       0.00
     CAD   BROOKFIELD     ASSET   M LTD  VTG  SHS  NPV  CL ’A ’           28 794.00        1 665  965.67
                                                       0.07
     CAD   CAN  PACIFIC    RYS  COM  NPV                      ▶ 526.00        1 071  894.46
                                                       0.05
     CAD   CANADIAN    NAT  RES  LTD  COM                     39 088.00        1 092  080.32
                                                       0.05
     CAD   CANADIAN    NATL  RY CO COM                     23 587.00        2 141  786.61
                                                       0.09
     CAD   CANADIAN    TIRE  LTD  CL A                     2 167.00         252  486.29
                                                       0.01
     CAD
        CCL  INDUSTRIES     INC  ‘B ’NON-VTG    COM  NPV              5 100.00         218  129.87
                                                       0.01
     CAD   CDN  IMPERIAL    BK OF COMMERCE    COM                 14 253.00        1 238  962.08
                                                       0.05
     CAD   CENOVUS    ENERGY   INC  COM  NPV                    34 826.00         307  816.48
                                                       0.01
     CAD   CGI  INC  COM  NPV  SUB  VOTING   SHARES   C               8 065.00         668  333.94
                                                       0.03
     CAD   CONSTELLATION      SOFT  COM  STK  NPV                            687  420.61
                                        643.00                0.03
     CAD   CRONOS   GROUP   INC  COM  NPV                     5 200.00          35 351.78
                                                       0.00
     CAD   DOLLARAMA     INC  COM  NPV                      10 046.00         367  502.45
                                                       0.02
     CAD   ENBRIDGE    INC  COM  NPV                      66 226.00        2 507  937.36
                                                       0.11
     CAD   ENCANA   CORP  COM  NPV                       50 707.00         198  895.89
                                                       0.01
     CAD   FAIRFAX    FINL  HLDGS   LTD  SUB  VTG                            392  101.40
                                        868.00                0.02
     CAD   FORTIS   INC  COM  NPV                       13 007.00         509  606.08
                                                       0.02
     CAD   FRANCO   NEVADA   CORP  COM  NPV                    6 316.00         621  352.70
                                                       0.03
     CAD   GILDAN   ACTIVEWEAR     INC  COM                     6 300.00         184  980.24
                                                       0.01
     CAD   GREAT   WEST  LIFECO   INC  COM                    10 026.00         252  489.89
                                                       0.01
     CAD   IA FINANCIAL     CORP  COM  NPV                     ▶ 200.00         215  019.76
                                                       0.01
     CAD   IMPERIAL    OIL  LTD  COM  NEW                     9 616.00         240  789.13
                                                       0.01
     CAD   INTACT   FINL  CORP  COM  NPV                     ▶ 720.00         486  729.46
                                                       0.02
     CAD   INTER   PIPELINE    LTD  COM  NPV                    13 598.00         225  225.67
                                                       0.01
     CAD   LOBLAW   COS  LTD  COM                        5 739.00         309  363.75
                                                       0.01
     CAD   MAGNA   INTL  INC  COM  NPV                      9 674.00         532  989.51
                                                       0.02
     CAD   MANULIFE    FINL  CORP  COM                      63 935.00        1 257  761.38
                                                       0.05
     CAD   METRO   INC  CL A SUB                        8 386.00         367  323.53
                                                       0.02
     CAD   NATL  BK OF CANADA   COM  NPV                    10 630.00         569  414.27
                                                       0.02
     CAD   NUTRIEN    LTD  NPV                         19 476.00         919  363.97
                                                       0.04
     CAD   OPEN  TEXT  CO COM  NPV                       9 300.00         404  907.96
                                                       0.02
     CAD   PEMBINA    PIPELINE    C COM  NPV                    16 798.00         586  554.67
                                                       0.02
     CAD   POWER   CORP  CDA  COM                       10 045.00         243  817.65
                                                       0.01
     CAD   POWER   FINANCIAL     CORP  COM                     7 963.00         194  721.05
                                                       0.01
     注記は当財務書類と不可分のものである。

                                174/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     CAD   RESTAURANT     BRANDS   COM  NPV                     7 500.00         492  772.44

                                                       0.02
     CAD   ROGERS   COMMS   INC  CLASS   ’B ’COM  CAD1.62478                11 260.00         546  108.94
                                                       0.02
     CAD   ROYAL   BK OF CANADA   COM  NPV                    46 572.00        3 812  364.81
                                                       0.16
     CAD   SAPUTO   INC  COM                          8 222.00         248  532.51
                                                       0.01
     CAD   SHAW  COMMUNICATIONS       INC  CL B CONV                 16 077.00         332  251.95
                                                       0.01
     CAD   SHOPIFY    INC  COM  NPV  CL A                    3 264.00        1 094  634.90
                                                       0.05
     CAD   SUN  LIFE  FINL  INC  COM                      18 567.00         847  239.50
                                                       0.04
     CAD
        SUNCOR   ENERGY   INC  COM  NPV  ‘NEW  ’               50 853.00        1 586  177.14
                                                       0.07
     CAD   TC ENERGY   CORPORAT    COM  NPV                    30 249.00        1 530  384.19
                                                       0.06
     CAD   TECK  RESOURCES     LTD  CLASS   ’B ’SUB-VTG    COM  NPV           15 232.00         238  528.59
                                                       0.01
     CAD   THOMSON-REUTERS       CP COM  NPV(POST    REV  SPLIT)              6 300.00         440  537.55
                                                       0.02
     CAD   TORONTO-DOMINION        COM  NPV                     59 425.00        3 426  584.42
                                                       0.15
     CAD   WESTON   GEORGE   LTD  COM                      2 357.00         191  718.64
                                                       0.01
     CAD   WHEATON    PRECIOUS    M COM  NPV                    15 260.00         419  341.24
                                                       0.02
     カナダ合計                                           42 872  190.49
                                                       1.84
     フィンランド

     EUR   ELISA   CORPORATION      EUR0.50                      5 160.00         275  993.57
                                                       0.01
     EUR   FORTUM   OYJ  EUR3.40                         16 267.00         383  650.91
                                                       0.02
     EUR   NESTE   OIL  OYJ  NPV                        15 279.00         516  854.47
                                                       0.02
     EUR   NOKIA   OYJ  NPV                         207  167.00         733  578.33
                                                       0.03
     EUR   NOKIAN   RENKAAT    OYJ  NPV                      ▶ 725.00         127  952.32
                                                       0.00
     EUR   ORION   CORP  SER  ’B ’NPV                      3 599.00         156  746.17
                                                       0.01
     EUR   SAMPO   OYJ  SER  ’A ’NPV                      16 061.00         649  915.11
                                                       0.03
     EUR   STORA   ENSO  OYJ  NPV  SER  ’R ’                  21 140.00         284  369.36
                                                       0.01
     EUR   UPM-KYMMENE      CORP  NPV                      18 916.00         632  377.62
                                                       0.03
     フィンランド合計                                           3 761  437.86
                                                       0.16
     フランス

     EUR   BOLLORE    EUR0.16    (RFD  01/01/2020)
                                        195.00           819.18     0.00
     EUR   GECINA   EUR7.50                           1 420.00         245  500.50
                                                       0.01
     EUR   MICHELIN    (CGDE)   EUR2                       6 361.00         763  785.24
                                                       0.03
     フランス合計                                           1 010  104.92
                                                       0.04
     ドイツ

     EUR   ADIDAS   AG NPV  (REGD)                        6 507.00        2 028  623.30
                                                       0.09
     EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                         15 157.00        3 632  376.72
                                                       0.16
     EUR   AXEL  SPRINGER    SE NPV  (ASD  02/08/19    TRAVIATA)               1 719.00         118  460.59
                                                       0.00
     EUR   BASF  SE NPV                           32 872.00        2 472  611.20
                                                       0.11
     EUR   BAYER   AG NPV  (REGD)                        33 574.00        2 543  184.17
                                                       0.11
     EUR   BRENNTAG    AG                           5 798.00         309  479.07
                                                       0.01
     EUR   DAIMLER    AG ORD  NPV(REGD)                       32 991.00        1 862  444.88
                                                       0.08
     EUR   DELIVERY    HERO  SE NPV                       ▶ 177.00         221  066.89
                                                       0.01
     EUR   DEUTSCHE    BANK  AG NPV(REGD)                      70 032.00         505  309.90
                                                       0.02
     EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      6 756.00        1 037  296.31
                                                       0.04
     EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  8 203.00         155  748.49
                                                       0.01
     EUR   DEUTSCHE    POST  AG NPV(REGD)                      36 251.00        1 352  596.73
                                                       0.06
     EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      118  749.00        1 994  889.81
                                                       0.09
     EUR   E.ON  SE NPV                           79 547.00         833  055.54
                                                       0.04
     EUR   EVONIK   INDUSTRIES     NPV                      7 121.00         206  811.53
                                                       0.01
     EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                    1 949.00         362  101.01
                                                       0.01
     EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  45 840.00         979  931.25
                                                       0.04
     EUR   MTU  AERO  ENGINES    H NPV  (REGD)                    1 855.00         502  944.93
                                                       0.02
     EUR   MUENCHENER     RUECKVE    NPV(REGD)                      5 236.00        1 504  499.46
                                                       0.06
     EUR   SIEMENS    AG NPV(REGD)                         27 491.00        3 550  091.85
                                                       0.15
     注記は当財務書類と不可分のものである。

                                175/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     EUR   SIEMENS    HEALTHINEE     NPV                      5 036.00         244  429.57

                                                       0.01
     EUR   TELEFONICA     DEUTSCH    NPV                      30 268.00          92 477.96
                                                       0.00
     GBP   TUI  AG NPV  (REGD)                         15 308.00         210  582.55
                                                       0.01
     EUR   UNIPER   SE NPV                          6 473.00         209  117.90
                                                       0.01
     EUR   UNITED   INTERNET    AG NPV(REGD)                      ▶ 232.00         143  485.75
                                                       0.01
     EUR   VONOVIA    SE NPV                         18 004.00         938  763.74
                                                       0.04
     ドイツ合計                                           28 012  381.10
                                                       1.20
     アイルランド

     EUR   CRH  ORD  EUR0.32                           27 805.00        1 064  745.15
                                                       0.05
     GBP   EXPERIAN    ORD  USD0.10                        27 750.00         919  979.24
                                                       0.04
     EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               5 303.00         286  039.54
                                                       0.01
     EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                     7 220.00         256  336.86
                                                       0.01
     アイルランド合計                                           2 527  100.79
                                                       0.11
     マン島

     GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      19 602.00         215  924.77
                                                       0.01
     マン島合計                                            215  924.77
                                                       0.01
     イタリア

     EUR   ATLANTIA    SPA  EUR1                        17 410.00         386  228.88
                                                       0.02
     EUR   DAVIDE   DE CAMPARI    EUR0.05    (POST   SUBD)                20 892.00         190  849.28
                                                       0.01
     EUR   ENEL  EUR1                           287  314.00        2 171  928.80
                                                       0.09
     EUR   ENI  SPA  EUR1                           91 565.00        1 384  559.53
                                                       0.06
     EUR   FERRARI    NV EUR0.01(NEW)                          ▶ 320.00         730  679.79
                                                       0.03
     EUR   INTESA   SANPAOLO    NPV                      527  043.00        1 336  861.06
                                                       0.06
     EUR   MEDIOBANCA     SPA  EUR0.5                       21 106.00         236  205.48
                                                       0.01
     EUR   MONCLER    SPA  NPV                         6 896.00         302  392.37
                                                       0.01
     EUR   PIRELLI    & C SPA  NPV                       11 220.00          63 711.53
                                                       0.00
     EUR   PRYSMIAN    SPA  EUR0.10                         7 571.00         172  715.66
                                                       0.01
     EUR   RECORDATI     EUR0.125                          3 698.00         155  227.18
                                                       0.01
     EUR   SNAM  EUR1                            72 821.00         362  279.46
                                                       0.02
     EUR   TERNA   SPA  ORD  EUR0.22                        51 514.00         331  140.13
                                                       0.01
     EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 73 068.00        1 012  054.73
                                                       0.04
     イタリア合計                                           8 836  833.88
                                                       0.38
     日本

     JPY   エービーシー・マート                                         26 627.71
                                        400.00                0.00
     JPY   イオン                              11 800.00         240  611.81
                                                       0.01
     JPY   イオンモール                               2 700.00          43 368.64
                                                       0.00
     JPY   ＡＧＣ                               3 600.00         131  330.47
                                                       0.01
     JPY   味の素                               9 400.00         156  566.52
                                                       0.01
     JPY   アルフレッサ　ホールディングス                               3 000.00          61 939.55
                                                       0.00
     JPY   アルプスアルパイン                               5 300.00         119  589.99
                                                       0.01
     JPY   ＡＮＡホールディングス                               2 200.00          74 873.53
                                                       0.00
     JPY   アサヒグループホールディングス                               7 700.00         370  269.38
                                                       0.02
     JPY   旭化成                              23 900.00         268  332.11
                                                       0.01
     JPY   アステラス製薬                              36 500.00         622  443.15
                                                       0.03
     JPY   ブリヂストン                              11 700.00         467  423.06
                                                       0.02
     JPY   ブラザー工業                               3 600.00          71 335.95
                                                       0.00
     JPY   キヤノン                              20 900.00         578  275.95
                                                       0.03
     JPY   カシオ計算機                               ▶ 300.00          81 947.77
                                                       0.00
     JPY   中部電力                              14 700.00         204  841.57
                                                       0.01
     JPY   中国電力                               5 700.00          75 316.41
                                                       0.00
     JPY   大日本印刷                               5 200.00         138  986.39
                                                       0.01
     注記は当財務書類と不可分のものである。

                                176/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   大和証券グループ本社                              27 700.00         140  384.44

                                                       0.01
     JPY   デンソー                               9 100.00         406  180.25
                                                       0.02
     JPY   東日本旅客鉄道                               6 400.00         588  512.46
                                                       0.03
     JPY   電源開発                               2 600.00          62 323.08
                                                       0.00
     JPY   ファミリーマート                               ▶ 300.00         101  462.88
                                                       0.00
     JPY   富士フイルムホールディングス                               7 100.00         335  322.80
                                                       0.01
     JPY   富士通                               3 700.00         336  213.13
                                                       0.01
     JPY   博報堂ＤＹホールディングス                               ▶ 100.00          66 230.48
                                                       0.00
     JPY   浜松ホトニクス                               2 300.00          93 146.74
                                                       0.00
     JPY   日野自動車                               ▶ 800.00          46 943.66
                                                       0.00
     JPY   日立建機                               1 700.00          44 801.39
                                                       0.00
     JPY   日立金属                               5 100.00          71 346.91
                                                       0.00
     JPY   日立製作所                              18 900.00         742  124.00
                                                       0.03
     JPY   本田技研工業                              33 600.00         941  020.91
                                                       0.04
     JPY   ＨＯＹＡ                               7 500.00         684  184.09
                                                       0.03
     JPY   飯田グループホールディングス                               3 300.00          58 611.09
                                                       0.00
     JPY   国際石油開発帝石                              21 600.00         210  851.98
                                                       0.01
     JPY   伊藤忠商事                              26 300.00         573  503.79
                                                       0.03
     JPY   日本航空                               2 100.00          65 237.88
                                                       0.00
     JPY   ゆうちょ銀行                               7 100.00          68 724.32
                                                       0.00
     JPY   日本郵政                              28 600.00         268  737.10
                                                       0.01
     JPY   日本プライムリアルティ投資法人                                         68 281.44
                                        15.00               0.00
     JPY   日本リテールファンド投資法人                                         104  719.20
                                        46.00               0.01
     JPY   日本たばこ産業                              23 000.00         523  911.06
                                                       0.02
     JPY   ジェイ   エフ  イー  ホールディングス                      10 500.00         133  754.91
                                                       0.01
     JPY   ＪＸＴＧホールディングス                              68 700.00         305  263.63
                                                       0.01
     JPY   ＫＤＤＩ                              34 700.00         994  642.49
                                                       0.04
     JPY   キーエンス                               3 600.00        1 230  791.70
                                                       0.05
     JPY   コナミホールディングス                               1 500.00          66 021.37
                                                       0.00
     JPY   コニカミノルタ                               8 100.00          53 033.51
                                                       0.00
     JPY   クボタ                              21 700.00         334  585.42
                                                       0.01
     JPY   京セラ                               6 600.00         448  819.28
                                                       0.02
     JPY   協和キリン                               ▶ 500.00          95 457.04
                                                       0.00
     JPY   ローソン                                         27 212.13
                                        500.00                0.00
     JPY   ＬＩＸＩＬグループ                               5 600.00          94 603.23
                                                       0.00
     JPY   丸紅                              29 500.00         217  714.36
                                                       0.01
     JPY   マツダ                               8 800.00          77 947.22
                                                       0.00
     JPY   メディパルホールディングス                               3 400.00          72 899.28
                                                       0.00
     JPY   メルカリ                               1 600.00          35 269.84
                                                       0.00
     JPY   三菱ケミカルホールディングス                              22 600.00         167  513.65
                                                       0.01
     JPY   三菱商事                              26 600.00         696  151.95
                                                       0.03
     JPY   三菱電機                              35 200.00         485  844.21
                                                       0.02
     JPY   三菱地所                              23 500.00         430  579.40
                                                       0.02
     JPY   三菱重工業                               6 700.00         256  228.65
                                                       0.01
     JPY   三菱マテリアル                               2 000.00          53 401.52
                                                       0.00
     JPY   田辺三菱製薬                               ▶ 600.00          84 136.61
                                                       0.00
     JPY   三菱ＵＦＪフィナンシャル・グループ                              241  300.00        1 273  815.44
                                                       0.06
     JPY   三井物産                              32 600.00         577  369.19
                                                       0.03
     JPY   商船三井                               1 900.00          49 794.54
                                                       0.00
     JPY   みずほフィナンシャルグループ                              483  300.00         746  729.61
                                                       0.03
     JPY   ＭＳ＆ＡＤインシュアランスグループホールディングス                               9 500.00         307  181.99
                                                       0.01
     JPY   村田製作所                              11 100.00         643  031.68
                                                       0.03
     JPY   日本電気                               5 200.00         207  743.58
                                                       0.01
     JPY   ネクソン                              10 800.00         147  241.35
                                                       0.01
     JPY   日本碍子                               ▶ 200.00          69 226.55
                                                       0.00
     注記は当財務書類と不可分のものである。

                                177/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   日本特殊陶業                               2 800.00          56 020.45

                                                       0.00
     JPY   ニコン                               5 500.00          75 385.81
                                                       0.00
     JPY   任天堂                               2 200.00         850  789.88
                                                       0.04
     JPY   日本プロロジスリート投資法人                                         88 504.25
                                        33.00               0.00
     JPY   日本電信電話                              13 400.00         676  301.70
                                                       0.03
     JPY   日本郵船                               1 700.00          29 169.03
                                                       0.00
     JPY   日産自動車                              48 600.00         301  248.10
                                                       0.01
     JPY   野村ホールディングス                              69 600.00         356  357.59
                                                       0.02
     JPY   野村不動産マスターファンド投資法人                                         164  204.18
                                        90.00               0.01
     JPY   野村総合研究所                               6 000.00         126  508.99
                                                       0.01
     JPY   エヌ・ティ・ティ・データ                              13 600.00         185  290.84
                                                       0.01
     JPY   ＮＴＴドコモ                              26 300.00         721  202.63
                                                       0.03
     JPY   オムロン                               3 900.00         228  992.78
                                                       0.01
     JPY   オリックス                              25 400.00         415  756.55
                                                       0.02
     JPY   大阪瓦斯                               7 100.00         133  039.90
                                                       0.01
     JPY   大塚商会                               2 800.00         112  117.61
                                                       0.01
     JPY   大塚ホールディングス                               8 300.00         361  831.79
                                                       0.02
     JPY   パナソニック                              41 900.00         394  857.09
                                                       0.02
     JPY   パーク２４                               1 700.00          41 060.18
                                                       0.00
     JPY   ルネサスエレクトロニクス                              13 700.00          89 198.25
                                                       0.00
     JPY   りそなホールディングス                              39 200.00         166  128.39
                                                       0.01
     JPY   リコー                              13 400.00         137  903.39
                                                       0.01
     JPY   ローム                               1 700.00         142  818.01
                                                       0.01
     JPY   参天製薬                               8 600.00         160  989.86
                                                       0.01
     JPY   セガサミーホールディングス                               3 800.00          54 791.34
                                                       0.00
     JPY   セイコーエプソン                               7 100.00         108  013.88
                                                       0.01
     JPY   積水化学工業                               7 700.00         133  946.67
                                                       0.01
     JPY   セブン＆アイ・ホールディングス                              14 700.00         547  407.54
                                                       0.02
     JPY   ＳＧホールディングス                               1 500.00          35 969.32
                                                       0.00
     JPY   島津製作所                               ▶ 000.00         120  354.30
                                                       0.01
     JPY   しまむら                                         32 070.13
                                        400.00                0.00
     JPY   ソフトバンク                              34 800.00         472  219.89
                                                       0.02
     JPY   ソフトバンクグループ                              32 300.00        1 254  423.33
                                                       0.05
     JPY   綜合警備保障                               1 100.00          57 154.60
                                                       0.00
     JPY   ＳＯＭＰＯホールディングス                               7 200.00         283  765.86
                                                       0.01
     JPY   ソニー                              24 700.00        1 557  198.42
                                                       0.07
     JPY   ＳＵＢＡＲＵ                              11 700.00         306  255.59
                                                       0.01
     JPY   ＳＵＭＣＯ                               3 600.00          55 589.45
                                                       0.00
     JPY   住友化学                              23 000.00         103  753.08
                                                       0.01
     JPY   住友商事                              24 000.00         361  391.65
                                                       0.02
     JPY   大日本住友製薬                               2 700.00          50 962.47
                                                       0.00
     JPY   住友電気工業                              16 800.00         250  673.00
                                                       0.01
     JPY   三井住友フィナンシャルグループ                              26 400.00         961  643.68
                                                       0.04
     JPY   三井住友トラスト・ホールディングス                               6 000.00         229  403.71
                                                       0.01
     JPY   住友不動産                               6 700.00         233  346.72
                                                       0.01
     JPY   武田薬品工業                              29 249.00        1 189  884.89
                                                       0.05
     JPY   ＴＤＫ                               2 400.00         252  250.93
                                                       0.01
     JPY   東京海上ホールディングス                              12 600.00         684  825.13
                                                       0.03
     JPY   東京電力ホールディングス                              30 000.00         131  494.84
                                                       0.01
     JPY   東京エレクトロン                               3 100.00         639  758.92
                                                       0.03
     JPY   東急不動産ホールディングス                              10 300.00          70 635.56
                                                       0.00
     JPY   凸版印刷                               5 200.00         103  373.21
                                                       0.01
     JPY   東芝                              10 500.00         376  814.90
                                                       0.02
     JPY   東洋製罐グループホールディングス                               3 400.00          59 207.38
                                                       0.00
     JPY   トヨタ自動車                              44 900.00        3 131  642.75
                                                       0.13
     注記は当財務書類と不可分のものである。

                                178/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     JPY   トレンドマイクロ                               2 700.00         145  712.72

                                                       0.01
     JPY   ユニ・チャーム                               7 500.00         245  525.52
                                                       0.01
     JPY   ユナイテッド・アーバン投資法人                                         105  031.50
                                        54.00               0.01
     JPY   西日本旅客鉄道                               3 500.00         308  003.83
                                                       0.01
     JPY   ヤマダ電機                              10 000.00          49 858.46
                                                       0.00
     JPY   ヤマハ発動機                               6 900.00         144  099.17
                                                       0.01
     JPY   山崎製パン                               3 200.00          58 646.70
                                                       0.00
     JPY   安川電機                               5 200.00         190  886.68
                                                       0.01
     JPY   横河電機                               3 800.00          69 504.15
                                                       0.00
     JPY   横浜ゴム                               3 000.00          61 775.18
                                                       0.00
     JPY   Ｚホールディングス                              48 300.00         166  277.96
                                                       0.01
     日本合計                                           42 132  082.63
                                                       1.81
     ルクセンブルグ

     EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 25 530.00         437  103.54
                                                       0.02
     EUR   TENARIS    S.A.  USD1                        16 933.00         180  205.99
                                                       0.01
     ルクセンブルグ合計                                            617  309.53
                                                       0.03
     オランダ

     EUR   ADYEN   NV EUR0.01                                     284  790.77
                                        371.00                0.01
     EUR   AEGON   NV EUR0.12                          70 006.00         315  855.81
                                                       0.01
     EUR   ASML  HOLDING    NV EUR0.09                       15 126.00        ▶ 119  448.12
                                                       0.18
     EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    36 639.00         392  993.31
                                                       0.02
     EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      37 896.00         560  743.02
                                                       0.02
     EUR   KONINKLIJKE      DSM  NV EUR1.5                      6 663.00         854  412.35
                                                       0.04
     EUR   NN GROUP   N.V.  EUR0.12                        11 568.00         444  379.91
                                                       0.02
     EUR   PROSUS   N.V.  EUR0.05                         17 620.00        1 201  998.73
                                                       0.05
     GBP
        ROYAL   DUTCH   SHELL   PLC  ‘A ’SHS  EUR0.07               131  707.00        3 766  726.03
                                                       0.16
     オランダ合計                                           11 941  348.05
                                                       0.51
     ポルトガル

     EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                      93 687.00         379  108.38
                                                       0.02
     EUR   GALP  ENERGIA    EUR1-B                        17 150.00         279  389.20
                                                       0.01
     EUR   JERONIMO    MARTINS    EUR5                      10 013.00         160  029.64
                                                       0.01
     ポルトガル合計                                            818  527.22
                                                       0.04
     南アフリカ

     GBP   MONDI   ORD  EUR0.20                          15 267.00         330  875.48
                                                       0.01
     南アフリカ合計                                            330  875.48
                                                       0.01
     スペイン

     EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     599  427.00        2 337  703.08
                                                       0.10
     EUR   BANKINTER     SA EUR0.3(REGD)                        22 667.00         158  653.25
                                                       0.01
     EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                     234  666.00        1 237  178.37
                                                       0.05
     EUR   MAPFRE   SA EUR0.10                          39 599.00         111  730.69
                                                       0.01
     スペイン合計                                           3 845  265.39
                                                       0.17
     スイス

     CHF   ABB  LTD  CHF0.12    (REGD)                       97 099.00        2 124  936.34
                                                       0.09
     CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    8 390.00         519  007.15
                                                       0.02
     CHF   ALCON   AG CHF0.04                          22 049.00        1 218  117.07
                                                       0.05
     CHF   BALOISE-HLDGS      CHF0.1(REGD)                        2 538.00         441  391.30
                                                       0.02
     CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                            239  345.57
                                        119.00                0.01
     CHF   CLARIANT    CHF4.00(REGD)                          10 325.00         213  453.24
                                                       0.01
     GBP   COCA-COLA     HBC  AG ORD  CHF6.70                     6 405.00         213  666.73
                                                       0.01
     注記は当財務書類と不可分のものである。

                                179/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      135  411.00        1 775  715.37

                                                       0.08
     CHF   DUFRY   AG CHF5  (REGD)                        2 119.00         206  906.51
                                                       0.01
     CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                       276  302.10
                                        445.00                0.01
     CHF   GEBERIT    CHF0.10(REGD)                           1 969.00        1 057  646.67
                                                       0.05
     CHF   GIVAUDAN    AG CHF10                                  1 426  342.12
                                        485.00                0.06
     CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  11 676.00         550  063.62
                                                       0.02
     CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                      2 780.00         452  322.01
                                                       0.02
     CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    25 427.00        1 311  868.83
                                                       0.06
     CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                512  132.89
                                         6.00               0.02
     CHF   LONZA   GROUP   AG CHF1(REGD)                        3 927.00        1 334  476.61
                                                       0.06
     CHF   NESTLE   SA CHF0.10(REGD)                         159  932.00        16 630  943.55
                                                       0.71
     CHF   NOVARTIS    AG CHF0.50(REGD)                        113  722.00        10 476  056.76
                                                       0.45
     CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            813  373.49
                                        964.00                0.03
     CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘A ’           27 469.00        2 093  399.75
                                                       0.09
     CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                      1 056.00         252  759.49
                                                       0.01
     CHF   SGS  LTD  CHF1(REGD)                                     734  241.26
                                        282.00                0.03
     CHF   SIKA  AG CHF0.01    (REG)                       6 682.00        1 163  758.54
                                                       0.05
     CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                   2 942.00         672  095.46
                                                       0.03
     CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  515  004.75
                                        535.00                0.02
     CHF   SWATCH   GROUP   CHF0.45(REGD)                         2 713.00         144  696.95
                                                       0.01
     CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                       1 792.00         889  051.48
                                                       0.04
     CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                   ▶ 140.00         437  468.35
                                                       0.02
     CHF   SWISSCOM    AG CHF1(REGD)                         1 347.00         697  660.68
                                                       0.03
     CHF   TEMENOS    AG CHF5  (REGD)                       3 406.00         517  026.27
                                                       0.02
     CHF   UBS  GROUP   CHF0.10    (REGD)                      202  742.00        2 458  831.28
                                                       0.11
     CHF   ZURICH   INSURANCE     GRP  CHF0.10                     8 001.00        3 140  833.84
                                                       0.13
     スイス合計                                           55 510  896.03
                                                       2.38
     アラブ首長国連邦

     GBP   NMC  HEALTH   PLC  ORD  GBP0.1                      3 082.00         100  022.97
                                                       0.00
     アラブ首長国連邦合計                                            100  022.97
                                                       0.00
     イギリス

     GBP   ADMIRAL    GROUP   ORD  GBP0.001                      ▶ 898.00         135  581.05
                                                       0.01
     GBP   ANGLO   AMERICAN    USD0.54945                       32 395.00         849  162.93
                                                       0.04
     GBP   ANTOFAGASTA      ORD  GBP0.05                       10 546.00         118  406.06
                                                       0.00
     GBP   ASHTEAD    GROUP   ORD  GBP0.10                      14 188.00         431  276.18
                                                       0.02
     GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                    10 551.00         350  609.89
                                                       0.01
     GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                    30 420.00         221  137.28
                                                       0.01
     GBP   BARCLAYS    ORD  GBP0.25                        527  874.00        1 171  283.73
                                                       0.05
     GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                     ▶ 010.00         237  872.84
                                                       0.01
     GBP   BP ORD  USD0.25                           616  193.00        3 827  413.20
                                                       0.16
     GBP   BURBERRY    GROUP   ORD  GBP0.0005                      12 468.00         339  319.61
                                                       0.01
     GBP   CARNIVAL    PLC  ORD  USD1.66                       ▶ 473.00         188  212.90
                                                       0.01
     GBP   CENTRICA    ORD  GBP0.061728395                        182  116.00         188  971.89
                                                       0.01
     GBP   COMPASS    GROUP   ORD  GBP0.1105                      48 276.00        1 183  020.64
                                                       0.05
     GBP   CRODA   INTL  ORD  GBP0.10609756                        ▶ 027.00         259  404.44
                                                       0.01
     GBP   DIAGEO   ORD  GBP0.28    101/108                      71 875.00        2 942  510.39
                                                       0.13
     GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  35 965.00         142  074.30
                                                       0.01
     GBP   EASYJET    ORD  GBP0.27285714                         ▶ 582.00          79 300.81
                                                       0.00
     GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                    6 689.00         581  602.33
                                                       0.02
     GBP   G4S  ORD  GBP0.25                           43 137.00         116  673.01
                                                       0.00
     GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     151  436.00        3 435  778.45
                                                       0.15
     GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                9 273.00         222  500.30
                                                       0.01
     GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  613  676.00        ▶ 574  611.23
                                                       0.20
     注記は当財務書類と不可分のものである。

                                180/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     GBP   IMPERIAL    BRANDS   PL GBP0.10                      29 130.00         641  759.88

                                                       0.03
     GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                     5 090.00         329  656.62
                                                       0.01
     GBP   INTERTEK    GROUP   ORD  GBP0.01                      ▶ 832.00         344  760.59
                                                       0.01
     GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                   183  447.00         666  543.94
                                                       0.03
     GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                     9 715.00         863  559.74
                                                       0.04
     GBP   M&G  PLC  ORD  GBP0.05                         77 152.00         235  518.82
                                                       0.01
     GBP   MICRO   FOCUS   INTL  ORD  GBP0.10                     10 149.00         148  710.94
                                                       0.01
     GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    57 051.00         146  336.41
                                                       0.01
     GBP   NEXT  ORD  GBP0.10                           ▶ 198.00         366  967.04
                                                       0.02
     GBP   PEARSON    ORD  GBP0.25                         23 700.00         198  221.37
                                                       0.01
     GBP   PERSIMMON     ORD  GBP0.10                        9 697.00         320  851.72
                                                       0.01
     GBP   PRUDENTIAL     ORD  GBP0.05                       77 152.00        1 373  693.48
                                                       0.06
     GBP   RIO  TINTO   ORD  GBP0.10                        34 196.00        1 858  429.58
                                                       0.08
     GBP   ROYAL   BK SCOT  GRP  ORD  GBP1  (POST   CONS)               139  009.00         406  726.02
                                                       0.02
     GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    31 290.00         223  171.51
                                                       0.01
     GBP   SAINSBURY(J)      ORD  GBP0.28571428                      61 156.00         169  522.63
                                                       0.01
     GBP   SCHRODERS     VTG  SHS  GBP1                      ▶ 128.00         176  152.35
                                                       0.01
     GBP   SMITH   & NEPHEW   ORD  USD0.20                      25 330.00         567  150.99
                                                       0.02
     GBP   STANDARD    CHARTERED     ORD  USD0.50                    86 255.00         778  095.06
                                                       0.03
     GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    72 388.00         296  725.76
                                                       0.01
     GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      100  039.00         225  480.28
                                                       0.01
     GBP   TESCO   ORD  GBP0.05                         297  694.00         883  344.14
                                                       0.04
     GBP   UNILEVER    PLC  ORD  GBP0.031111                      33 536.00        1 985  882.20
                                                       0.08
     GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             811  310.00        1 609  405.06
                                                       0.07
     イギリス合計                                           36 413  389.59
                                                       1.56
     アメリカ合衆国

     CAD   BAUSCH   HEALTH   COMP  COM  NPV                    10 500.00         296  600.79
                                                       0.01
     アメリカ合衆国合計                                            296  600.79
                                                       0.01
     記名株式合計                                          242  155  392.13

                                                       10.38
     預託証券

     ルクセンブルグ

     EUR
        SES  S.A.  FDR  EACH  REP  1 ‘A ’ NPV                12 841.00         170  538.98
                                                       0.01
     ルクセンブルグ合計                                            170  538.98
                                                       0.01
     オランダ

     EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                15 860.00         270  877.29
                                                       0.01
     オランダ合計                                            270  877.29
                                                       0.01
     預託証券合計                                            441  416.27

                                                       0.02
     投資信託証券

     アイルランド

     USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED      LTD  NOTE  DUE
                                    49 150  000.00        69 768  425.00
        31.03.21                                               2.99
     アイルランド合計                                           69 768  425.00
                                                       2.99
     投資信託証券合計                                           69 768  425.00

                                                       2.99
     注記は当財務書類と不可分のものである。

                                181/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     投資信託、クローズド・エンド型

     カナダ

     CAD   RIOCAN   REAL  ESTATE   INVESTMENT     TRUST                 5 615.00         114  730.74
                                                       0.00
     カナダ合計                                            114  730.74
                                                       0.00
     イギリス

     GBP   SEGRO   PLC  REIT                          32 566.00         376  589.64
                                                       0.02
     イギリス合計                                            376  589.64
                                                       0.02
     投資信託、クローズド・エンド型合計                                            491  320.38

                                                       0.02
     ノート、固定利付債

     米ドル

     USD   3M CO 2.25000%    16-19.09.26                      1 500  000.00        1 507  919.10
                                                       0.06
     USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           5 675  000.00        5 937  468.75
                                                       0.25
     USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28               3 600  000.00        3 933  376.20
                                                       0.17
     USD   ALPHABET    INC  1.99800%    16-15.08.26                   ▶ 075  000.00        ▶ 062  927.12
                                                       0.17
     USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                3 100  000.00        3 219  853.75
                                                       0.14
     USD   APPLE   INC  2.00000%    15-06.05.20                    5 025  000.00        5 028  299.91
                                                       0.22
     USD   APPLE   INC  2.40000%    13-03.05.23                    5 700  000.00        5 786  928.42
                                                       0.25
     USD   APPLE   INC  2.45000%    16-04.08.26                    2 500  000.00        2 538  762.00
                                                       0.11
     USD   APPLE   INC  2.85000%    16-23.02.23                    5 150  000.00        5 286  723.23
                                                       0.23
     USD   APPLE   INC  3.20000%    17-11.05.27                    3 290  000.00        3 490  337.97
                                                       0.15
     USD   APPLE   INC  3.25000%    16-23.02.26                    9 400  000.00        9 978  372.60
                                                       0.43
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    19-30.01.24              2 800  000.00        2 902  884.88
                                                       0.12
     USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22                1 260  000.00        1 258  346.48
                                                       0.05
     USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23           2 100  000.00        2 203  341.63
                                                       0.09
     USD   BERKSHIRE     HATHAWAY    INC  2.20000%    16-15.03.21              2 075  000.00        2 085  458.00
                                                       0.09
     USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26              2 100  000.00        2 212  498.47
                                                       0.09
     USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24           1 000  000.00         998  747.00
                                                       0.04
     USD   CHEVRON    CORP  2.41900%    15-17.11.20                   2 300  000.00        2 312  895.41
                                                       0.10
     USD   CHEVRON    CORP  3.19100%    13-24.06.23                   6 825  000.00        7 106  339.47
                                                       0.30
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28        1 600  000.00        1 769  296.00
                                                       0.08
     USD   CORPORACION      ANDINA   DE FOMENTO    4.37500%    12-15.06.22           2 800  000.00        2 936  668.00
                                                       0.13
     USD   COUNCIL    OF EUROPE   DEVELOPMENT      BANK  1.62500%    16-16.03.21         1 000  000.00         997  436.36
                                                       0.04
     USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21            1 050  000.00        1 056  870.78
                                                       0.05
     USD   EQUINOR    ASA  3.62500%    18-10.09.28                   ▶ 000  000.00        ▶ 405  865.60
                                                       0.19
     USD   EUROPEAN    INVESTMENT     BANK  2.00000%    16-15.03.21             2 500  000.00        2 508  177.00
                                                       0.11
     USD   EUROPEAN    INVESTMENT     BANK  1.25000%    16-16.12.19             2 475  000.00        2 474  430.75
                                                       0.11
     USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             ▶ 000  000.00        ▶ 161  079.60
                                                       0.18
     USD   EXPORT   DEVELOPMENT      CANADA   2.00000%    17-17.05.22             1 000  000.00        1 008  132.51
                                                       0.04
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21            3 200  000.00        3 217  000.00
                                                       0.14
     USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25            3 400  000.00        3 593  375.00
                                                       0.15
     USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22            2 975  000.00        3 020  554.69
                                                       0.13
     USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                 6 725  000.00        7 081  882.97
                                                       0.30
     USD   HSBC  BANK  PLC-REG-S     4.12500%    10-12.08.20                625  000.00         634  207.69
                                                       0.03
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.37500%    17-07.07.27          1 900  000.00        1 971  916.14
                                                       0.08
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.25000%    19-18.06.29          3 375  000.00        3 488  071.61
                                                       0.15
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.00000%    19-23.07.26          2 800  000.00        2 839  854.92
                                                       0.12
     USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22        2 000  000.00        2 038  253.40
                                                       0.09
     USD   INTL  BK FOR  RECONS   & DEV  WORLD   BK 1.75000%    19-23.10.29         1 600  000.00        1 584  643.98
                                                       0.07
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.12500%    17-
                                     2 700  000.00        2 723  697.09
        13.12.21                                               0.12
     USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                ▶ 425  000.00        ▶ 508  284.26
                                                       0.19
     注記は当財務書類と不可分のものである。

                                182/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                1 000  000.00        1 050  719.70

                                                       0.05
     USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                1 400  000.00        1 486  079.98
                                                       0.06
     USD   KOREA   DEVELOPMENT      BANK  2.75000%    17-19.03.23              1 950  000.00        1 986  562.50
                                                       0.09
     USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23         2 030  000.00        2 139  746.88
                                                       0.09
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-
                                      800  000.00         817  000.00
        19.09.22                                               0.03
     USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                     3 450  000.00        3 590  156.25
        25.07.27                                               0.15
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23          ▶ 275  000.00        ▶ 333  926.17
                                                       0.19
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25          6 150  000.00        6 241  497.85
                                                       0.27
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      1.62500%    16-15.03.21          3 000  000.00        2 996  729.01
                                                       0.13
     USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        6 000  000.00        6 436  875.00
                                                       0.28
     USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           3 875  000.00        3 925  237.44
                                                       0.17
     USD   MANITOBA,     PROVINCE    OF 2.12500%    17-04.05.22               ▶ 925  000.00        ▶ 962  664.92
                                                       0.21
     USD   MICROSOFT     CORP  2.65000%    15-03.11.22                  ▶ 700  000.00        ▶ 813  654.46
                                                       0.21
     USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  7 000  000.00        7 267  446.90
                                                       0.31
     USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  7 250  000.00        7 807  063.17
                                                       0.33
     USD   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26           3 200  000.00        3 209  088.00
                                                       0.14
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28         1 700  000.00        1 773  145.39
                                                       0.08
     USD   NORDEA   BANK  AB-REG-S    4.87500%    10-27.01.20               1 400  000.00        1 406  109.60
                                                       0.06
     USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               800  000.00         806  140.32
                                                       0.03
     USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22               3 450  000.00        3 503  247.99
                                                       0.15
     USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               2 310  000.00        2 443  098.73
                                                       0.10
     USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               6 450  000.00        6 474  187.50
                                                       0.28
     USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24               1 400  000.00        1 463  437.50
                                                       0.06
     USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                5 450  000.00        5 623  310.55
                                                       0.24
     USD   ROCHE   HOLDINGS    INC-REG-S     3.00000%    15-10.11.25             3 675  000.00        3 868  185.93
                                                       0.17
     USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28             3 000  000.00        3 331  891.50
                                                       0.14
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           1 850  000.00        1 862  776.28
                                                       0.08
     USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           900  000.00         900  438.48
                                                       0.04
     USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           ▶ 400  000.00        ▶ 558  570.28
                                                       0.20
     USD   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-
                                     1 275  000.00        1 360  195.50
        17.10.23                                               0.06
     USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           1 500  000.00        1 594  359.60
                                                       0.07
     USD   WALMART    INC  2.55000%    13-11.04.23                   2 925  000.00        2 983  988.18
                                                       0.13
     USD   WALMART    INC  3.70000%    18-26.06.28                   6 000  000.00        6 633  853.20
                                                       0.28
     USD   WELLS   FARGO   CO 3.50000%    12-08.03.22                  1 300  000.00        1 340  233.70
                                                       0.06
     USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               6 755  000.00        6 899  692.10
                                                       0.30
     USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27               1 200  000.00        1 265  460.00
                                                       0.05
     米ドル合計                                          253  027  949.30
                                                       10.85
     ノート、固定利付債合計                                          253  027  949.30

                                                       10.85
     中期債券、固定利付債

     米ドル

     USD   AFRICAN    DEVELOPMENT      BANK  2.37500%    14-23.09.21             2 150  000.00        2 175  435.79
                                                       0.09
     USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               2 000  000.00        1 999  800.00
                                                       0.09
     USD   ASIAN   DEVELOPMENT      BANK  2.62500%    17-12.01.27              3 250  000.00        3 425  598.80
                                                       0.15
     USD   ASIAN   DEVELOPMENT      BANK  2.00000%    17-16.02.22              1 900  000.00        1 913  262.00
                                                       0.08
     USD   ASIAN   DEVELOPMENT      BANK  2.50000%    17-02.11.27              ▶ 000  000.00        ▶ 191  630.00
                                                       0.18
     USD   AUSTRALIA     & NZ BANKING    GRP-REG-S     5.10000%    10-13.01.20          1 125  000.00        1 128  838.50
                                                       0.05
     USD   BANK  OF AMERICA    CORP  3.24800%    16-21.10.27               2 950  000.00        3 075  611.00
                                                       0.13
     USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                 1 300  000.00        1 298  947.63
                                                       0.06
     USD   BELGIUM,    KINGDOM    OF-REG-S    1.62500%    17-15.01.20             1 450  000.00        1 449  521.50
                                                       0.06
     USD   CAISSE   D ’AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-
                                     1 750  000.00        1 863  379.00
        20.03.24                                               0.08
     USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24           2 200  000.00        2 173  754.00
                                                       0.09
     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         725  000.00         759  568.00
                                                       0.03
     注記は当財務書類と不可分のものである。

                                183/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              3 025  000.00        3 189  966.86

                                                       0.14
     USD   FINNVERA    OYJ-REG-S     1.87500%    17-05.10.20                1 000  000.00        1 000  150.00
                                                       0.04
     USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22           3 150  000.00        3 156  300.00
                                                       0.14
     USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26            1 700  000.00        1 733  126.03
                                                       0.07
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-
                                     6 200  000.00        6 511  667.18
        22.11.27                                               0.28
     USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26              1 800  000.00        1 816  524.00
                                                       0.08
     USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                950  000.00         947  319.10
                                                       0.04
     USD   LANDESKREDITBANK        B-WUERTT    FOERDBK-REG-S      1.37500%    16-
                                     1 100  000.00        1 092  854.40
        21.07.21                                               0.05
     USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24               2 300  000.00        2 355  343.75
                                                       0.10
     USD   MUNICIPALITY      FINANCE    PLC-REG-S     1.87500%    17-18.09.20           975  000.00         975  068.25
                                                       0.04
     USD   NEDERLANDSE      WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          925  000.00         947  764.25
                                                       0.04
     USD   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21             2 400  000.00        2 399  702.40
                                                       0.10
     USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22             1 475  000.00        1 489  451.46
                                                       0.06
     USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23             1 970  000.00        2 042  023.20
                                                       0.09
     USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          500  000.00         502  697.35
                                                       0.02
     USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         900  000.00         916  059.60
                                                       0.04
     USD   SP POWERASSETS      LTD-REG-S     3.25000%    15-24.11.25             1 500  000.00        1 576  230.00
                                                       0.07
     USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24         1 601  000.00        1 629  002.93
                                                       0.07
     USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21              1 100  000.00        1 099  536.40
                                                       0.05
     USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               3 850  000.00        3 873  715.62
                                                       0.17
     USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22             1 550  000.00        1 572  278.00
                                                       0.07
     USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21          1 700  000.00        1 714  086.88
                                                       0.07
     米ドル合計                                           67 996  213.88
                                                       2.92
     中期債券、固定利付債合計                                           67 996  213.88

                                                       2.92
     債券、固定利付債

     米ドル

     USD   AGENCE   FRANCAISE     DE DEVELOPPEMENT-REG-S         1.62500%    15-
                                     1 250  000.00        1 249  517.50
        21.01.20                                               0.05
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.62500%    14-28.04.21        1 600  000.00        1 618  276.80
                                                       0.07
     USD   BANK  NEDERLANDSE      GEMEENTEN     NV-REG-S    2.37500%    16-16.03.26        1 800  000.00        1 853  632.80
                                                       0.08
     USD   BANK  OF NOVA  SCOTIA   1.85000%    15-14.04.20                1 675  000.00        1 674  254.87
                                                       0.07
     USD   CAISSE   D ’AMORTIS    DE LA DETTE   SOC-REG-S     1.87500%    15-
                                     2 350  000.00        2 356  119.40
        12.02.22                                               0.10
     USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-
                                     1 475  000.00        1 491  143.43
        27.07.22                                               0.06
     USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23           1 700  000.00        1 762  220.00
                                                       0.08
     USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                2 000  000.00        2 045  440.00
                                                       0.09
     USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22             2 100  000.00        2 125  746.00
                                                       0.09
     USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25             5 900  000.00        5 961  236.69
                                                       0.26
     USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24              1 600  000.00        1 680  500.00
                                                       0.07
     USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                1 650  000.00        1 663  295.04
                                                       0.07
     USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                1 500  000.00        1 531  500.00
                                                       0.07
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  3.87500%    10-14.02.20          2 300  000.00        2 308  572.10
                                                       0.10
     USD   INTER-AMERICAN       DEVELOPMENT      BANK  2.12500%    15-15.01.25          5 375  000.00        5 475  033.05
                                                       0.23
     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-
                                     3 000  000.00        3 112  098.90
        25.11.24                                               0.13
     USD   INTL  BK FOR  RECONSTR    & DEVT  2.50000%    15-29.07.25            5 850  000.00        6 093  261.13
                                                       0.26
     USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24           2 200  000.00        2 290  062.50
                                                       0.10
     USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                2 000  000.00        2 138  750.00
                                                       0.09
     USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24          ▶ 025  000.00        ▶ 177  977.37
                                                       0.18
     USD   MDGH  - GMTN  BV-REG-S    2.75000%    16-11.05.23               2 000  000.00        2 022  500.00
                                                       0.09
     USD   MORGAN   STANLEY    5.50000%    10-24.07.20                  1 849  000.00        1 890  760.22
                                                       0.08
     USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               1 000  000.00        1 057  435.30
                                                       0.05
     USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21          1 275  000.00        1 289  372.18
                                                       0.06
     USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               ▶ 400  000.00        ▶ 655  112.00
                                                       0.20
     注記は当財務書類と不可分のものである。

                                184/193


                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   ONTARIO,    PROVINCE    OF 2.50000%    16-27.04.26               3 500  000.00        3 608  553.55
                                                       0.15
     USD   ROYAL   BANK  OF CANADA   2.10000%    15-14.10.20               1 575  000.00        1 576  463.01
                                                       0.07
     米ドル合計                                           68 708  833.84
                                                       2.95
     債券、固定利付債合計                                           68 708  833.84

                                                       2.95
     財務省証券（      T-note   ）、固定利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29            21 900  000.00        23 474  916.60
                                                       1.01
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22              300  000.00         299  238.28
                                                       0.01
     USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27            11 850  000.00        12 267  989.79
                                                       0.53
     USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23              50 000.00          50 224.61
                                                       0.00
     USD   AMERICA,    UNITED   STATES   OF 1.50000%    17-15.05.20             3 755  000.00        3 752  213.07
                                                       0.16
     米ドル合計                                           39 844  582.35
                                                       1.71
     財務省証券（      T-note   ）、固定利付債合計                                  39 844  582.35

                                                       1.71
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 3.875%/CPI     LINKED   99-15.04.29         3 500  000.00        7 297  380.37
                                                       0.31
     USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25         5 000  000.00        7 554  917.65
                                                       0.33
     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26         5 950  000.00        6 594  490.05
                                                       0.28
     USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21         2 800  000.00        3 308  239.55
                                                       0.14
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.01.22         5 175  000.00        5 835  963.82
                                                       0.25
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   13-15.01.23         5 710  000.00        6 313  440.46
                                                       0.27
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27         8 225  000.00        8 845  099.44
                                                       0.38
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25         6 650  000.00        7 294  550.25
                                                       0.31
     USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28        10 300  000.00        11 056  626.39
                                                       0.48
     米ドル合計                                           64 100  707.98
                                                       2.75
     財務省証券（      T-note   ）、変動利付債合計                                  64 100  707.98

                                                       2.75
     公認の証券取引所に上場されている譲渡性のある証券および短期金融商品合計                                          988  196  382.40

                                                       42.38
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品

     財務省短期証券（       T-bills   ）、ゼロ・クーポン
     米ドル

     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    06.12.18-05.12.19           10 000  000.00        9 998  825.60
                                                       0.43
     USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    11.07.19-09.01.20           10 000  000.00        9 983  463.00
                                                       0.43
     米ドル合計                                           19 982  288.60
                                                       0.86
     財務省証券（      T-bill   ）、ゼロ・クーポン合計                                  19 982  288.60

                                                       0.86
     ノート、固定利付債

     米ドル

     USD   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                 1 900  000.00        1 927  349.36
                                                       0.08
     USD   FANNIE   MAE  2.12500%    16-24.04.26                    5 000  000.00        5 102  606.00
                                                       0.22
     USD   HSBC  HOLDINGS    PLC  4.87500%    11-14.01.22                1 450  000.00        1 531  468.98
                                                       0.07
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.45000%    15-23.11.20          900  000.00         904  734.99
                                                       0.04
     USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23         800  000.00         817  916.24     0.04
     注記は当財務書類と不可分のものである。

                                185/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      1.95000%    17-28.09.20         1 000  000.00        1 000  606.10
                                                       0.04
     USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                2 825  000.00        2 863  746.57
                                                       0.12
     USD   SANOFI   4.00000%    11-29.03.21                     1 800  000.00        1 851  336.00
                                                       0.08
     米ドル合計                                           15 999  764.24
                                                       0.69
     ノート、固定利付債合計                                           15 999  764.24

                                                       0.69
     ノート、変動利付債

     米ドル

     USD   JPMORGAN    CHASE   BANK  NA 3.086%/VAR     18-26.04.21             1 250  000.00        1 254  755.13
                                                       0.05
     米ドル合計                                           1 254  755.13
                                                       0.05
     ノート、変動利付債合計                                           1 254  755.13

                                                       0.05
     中期債券、固定利付債

     米ドル

     USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24            1 500  000.00        1 587  712.20
                                                       0.07
     USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21         2 000  000.00        2 000  883.80
                                                       0.08
     USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21             2 150  000.00        2 240  579.50
                                                       0.10
     米ドル合計                                           5 829  175.50
                                                       0.25
     中期債券、固定利付債合計                                           5 829  175.50

                                                       0.25
     中期債券、ゼロ・クーポン債

     米ドル

     USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-
                                     1 908  000.00        1 497  788.28
        01.05.30                                               0.06
     米ドル合計                                           1 497  788.28
                                                       0.06
     中期債券、ゼロ・クーポン債合計                                           1 497  788.28

                                                       0.06
     債券、固定利付債

     米ドル

     USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       1.62500%    19-17.10.22        1 000  000.00         992  600.00
                                                       0.04
     USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21            1 900  000.00        1 950  650.58
                                                       0.09
     米ドル合計                                           2 943  250.58
                                                       0.13
     債券、固定利付債合計                                           2 943  250.58

                                                       0.13
     財務省証券（      T-note   ）、変動利付債

     米ドル

     USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   14-15.01.24         8 700  000.00        9 724  774.24
                                                       0.42
     USD   AMERICA,    UNITED   STATES   OF 0.250%/CPI     LINKED   15-15.01.25         7 665  000.00        8 330  539.29
                                                       0.36
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   16-15.04.21         1 417  000.00        1 524  765.71
                                                       0.06
     USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22         3 475  000.00        3 873  577.87
                                                       0.17
     USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23         ▶ 239  000.00        ▶ 714  997.54
                                                       0.20
     米ドル合計                                           28 168  654.65
                                                       1.21
     財務省証券（      T-note   ）、変動利付債合計                                  28 168  654.65

                                                       1.21
     他の規制ある市場で取引されている譲渡性のある証券および短期金融商品合計                                           75 675  676.98

                                                       3.25
     注記は当財務書類と不可分のものである。

                                186/193



                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

     譲渡性のある証券および短期金融商品
     優先株式
     イギリス

     GBP   ROLLS   ROYCE   HLDGS   NON  CUM  RED  PREF  GBP0.001    C         2 468  222.00          3 192.64
                                                       0.00
     イギリス合計                                             3 192.64
                                                       0.00
     優先株式合計                                             3 192.64

                                                       0.00
     ノート、固定利付債

     米ドル

     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.95000%    18-11.01.25         1 550  000.00        1 593  298.16
                                                       0.07
     USD   SVENSKA    HANDELSBANKEN      AB 1.95000%    17-08.09.20             1 250  000.00        1 248  613.00
                                                       0.05
     米ドル合計                                           2 841  911.16
                                                       0.12
     ノート、固定利付債合計                                           2 841  911.16

                                                       0.12
     債券、固定利付債

     米ドル

     USD   HSBC  BANK  CANADA-REG-S      3.30000%    18-28.11.21              1 350  000.00        1 385  625.29
                                                       0.06
     USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22              1 500  000.00        1 489  717.95
                                                       0.07
     USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          950  000.00         968  676.72
                                                       0.04
     USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                1 000  000.00        1 010  128.80
                                                       0.04
     米ドル合計                                           ▶ 854  148.76
                                                       0.21
     債券、固定利付債合計                                           ▶ 854  148.76

                                                       0.21
     公認の証券取引所に上場されておらずまた他の規制ある市場で取引されていない

                                                7 699  252.56
     譲渡性のある証券および短期金融商品合計                                                   0.33
     ルクセンブルグ       2010  年 12 月 17 日法（改訂済）の第         41 条 (1)e)   に規定された      UCITS   ／その他の     UCIs

     投資信託、オープン・エンド型
     アイルランド

     USD   UBS  (IRL)   ETF  PLC  - MSCI  USA  UCITS-ACC-A-USD-ETF               14 275  324.00       243  537  027.44
                                                       10.45
     USD   UBS  ETFS  PLC  - MSCI  USA  TRN  INDEX   SF (USD)   A-ACC          978  817.00        82 758  977.35
                                                       3.55
     USD   XTRACKERS     MSCI  USA  UCITS   ETF  DR-1C-USD     CAP           1 922  118.00       165  129  157.38
                                                       7.08
     アイルランド合計                                          491  425  162.17
                                                       21.08
     ルクセンブルグ

     USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          381  969.46        45 603  333.83
                                                       1.96
     EUR   DB PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-CAP               6 112.32        67 647  400.22
                                                       2.90
     USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP       3 899  378.34        46 129  645.76
                                                       1.98
     USD   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)(USD     HEDGED)    F-ACC    396  428.00        45 791  398.28
                                                       1.96
     USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          215  417.00        69 719  712.05
                                                       2.99
     USD   UBS  (LUX)   BOND  SICAV   USD  - INVEST   GRADE   CORP  USD  } ACC       2 951.00       323  540  266.60
                                                       13.88
     USD   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC      401  336.00        45 523  542.48
                                                       1.95
     注記は当財務書類と不可分のものである。

                                187/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-

                                      34 731.00        69 818  340.06
        ACC                                               2.99
     USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                          11 088.70
                                         1.00               0.00
     ルクセンブルグ合計                                          713  784  727.98
                                                       30.61
     投資信託、オープン・エンド型合計                                         1 205  209  890.15

                                                       51.69
     ルクセンブルグ      2010  年 12 月 17 日法（改訂済）の第        41 条 (1)e)  に規定された

                                              1 205  209  890.15
     UCITS/   その他の    UCIs  合計                                          51.69
     投資有価証券合計                                         2 276  781  202.09

                                                       97.65
     派生商品

     公認の証券取引所に上場されている派生商品

     債券に係る金融先物
     USD   US 10YR  ULTRA   NOTE  FUTURE   20.03.20                             281  234.38

                                       -439.00                0.01
     USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.20                            191  320.77
                                       -907.00                0.01
     USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.20                            48 633.02
                                       -415.00                0.00
     USD   US 10YR  TREASURY    NOTE  FUTURE   20.03.20                           255  500.00
                                       -584.00                0.01
     USD   US LONG  BOND  FUTURE   20.03.20                                58 000.00
                                        -58.00                0.01
     債券に係る金融先物合計                                            834  688.17
                                                       0.04
     指数に係る金融先物

     EUR   EURO  STOXX   50 INDEX   FUTURE   20.12.19                            774  389.06

                                        863.00                0.03
     CHF   SWISS   MARKET   INDEX   FUTURE   20.12.19                             254  300.20
                                        85.00               0.01
     GBP   FTSE  100  INDEX   FUTURE   20.12.19                               111  695.64
                                        177.00                0.00
     SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.19                            -7 832.10
                                        51.00               0.00
     USD   S&P500   EMINI   FUTURE   20.12.19                      1 201.00        6 261  349.02
                                                       0.27
     JPY   TOPIX   INDX  FUTURE   12.12.19                                569  630.96
                                        163.00                0.02
     USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   20.12.19            1 684.00         362  077.84
                                                       0.02
     AUD   SPI  200  INDEX   FUTURE   19.12.19                               118  962.86
                                        64.00               0.00
     CAD   S&P/TSX    60 INDEX   FUTURE   19.12.19                              372  628.10
                                        74.00               0.02
     HKD   HANG  SENG  INDEX   FUTURE   30.12.19                              -111  155.82
                                        22.00               0.00
     指数に係る金融先物合計                                           8 706  045.76
                                                       0.37
     公認の証券取引所に上場されている派生商品合計                                           9 540  733.93

                                                       0.41
     派生商品合計                                           9 540  733.93

                                                       0.41
     注記は当財務書類と不可分のものである。

                                188/193






                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ＵＢＳ（     Lux  ）ストラテジー・シキャブ
     －システマティック・アロケーション・ポートフォリオ・ミディアム（米ドル）
        銘柄                                数量／       米ドル建評価額        純資産

                                            先物／先渡為替契約／           比率
                                         額面
                                                      （％）
                                               スワップに係る
                                               未実現（損）益
                                                  （注１）
     先渡為替契約

     先渡為替契約（購入／売却）
     USD     32 775  555.30       CHF    32 485  000.00       9.1.2020                154  631.30     0.01

     USD     29 765  352.50       GBP    23 465  000.00       9.1.2020               -637  817.48    -0.03
     USD     23 789  842.12       CAD    31 450  000.00       9.1.2020                102  993.00     0.01
     USD      203  460.00       AUD     300  000.00       9.1.2020                  315.22     0.00
     USD      701  656.27       HKD    5 500  000.00       9.1.2020                 -669.50     0.00
     JPY    358  500  000.00       USD    3 330  335.88       9.1.2020                -45  825.15     0.00
     USD      182  647.20       SGD     250  000.00       9.1.2020                 -243.16     0.00
     USD     97 968  348.72       EUR    88 440  000.00       9.1.2020                156  190.93     0.01
     USD     1 613  938.53       JPY    175  000  000.00       9.1.2020                10 620.88     0.00
     USD     2 286  034.75       EUR    2 050  000.00       9.1.2020                18 792.29     0.00
     CHF     1 000  000.00       USD    1 011  318.68       9.1.2020                -7 134.47     0.00
     USD     24 200  028.98       CAD    31 750  000.00      15.1.2020                286  883.58     0.01
     USD     7 977  601.07       JPY    864  500  000.00      15.1.2020                 54 769.47     0.00
     USD     43 020  474.57       GBP    33 310  000.00      15.1.2020                -145  604.83    -0.01
     USD      184  418.69       SGD     250  000.00      15.1.2020                 1 515.77     0.00
     USD      409  245.24       AUD     590  000.00      15.1.2020                 9 670.42     0.00
     USD     1 340  176.66       HKD    10 500  000.00      15.1.2020                  -600.41     0.00
     USD     38 229  543.74       CHF    37 660  000.00      15.1.2020                396  598.40     0.02
     USD    137  161  165.63       EUR    122  645  461.98      15.1.2020               1 469  465.89     0.06
     USD     2 170  443.41       EUR    1 950  000.00       9.1.2020                13 798.14     0.00
     USD     2 171  254.61       EUR    1 950  000.00      15.1.2020                 13 826.11     0.00
     AUD     78 696  500.00       USD    53 479  701.81      16.1.2020                -181  592.68    -0.01
     GBP     58 419  900.00       USD    75 389  034.88      16.1.2020                318  724.56     0.01
     SEK    186  056  700.00       USD    19 400  033.88      16.1.2020                 94 918.80     0.01
     CAD     57 249  300.00       USD    43 071  063.84      16.1.2020                 47 492.41     0.00
     CHF    308  908  800.00       USD    310  954  883.13      16.1.2020                -606  467.26    -0.03
     EUR    336  997  200.00       USD    372  577  364.38      16.1.2020                290  005.63     0.01
     SGD     86 425  000.00       USD    63 339  147.51      16.1.2020                -108  884.54     0.00
     USD      365  010.83       SGD     498  200.00      16.1.2020                  517.72     0.00
     GBP     2 259  500.00       USD    2 917  016.76      16.1.2020                 11 123.86     0.00
     USD     2 464  551.54       EUR    2 233  800.00      16.1.2020                 -7 015.38     0.00
     USD      118  935.60       SEK    1 137  200.00      16.1.2020                  -219.80     0.00
     USD     2 143  822.46       EUR    1 941  200.00      16.1.2020                 -3 999.95     0.00
     USD      777  147.60       GBP     600  000.00       9.1.2020                 -261.39     0.00
     USD     1 016  389.39       CAD    1 350  000.00      15.1.2020                  -390.02     0.00
     USD     1 016  373.71       CAD    1 350  000.00       9.1.2020                 -390.88     0.00
     USD      777  274.80       GBP     600  000.00      15.1.2020                  -258.90     0.00
     USD     1 906  463.67       CHF    1 900  000.00       9.1.2020                -1 486.33     0.00
     USD     1 907  249.65       CHF    1 900  000.00      15.1.2020                 -1 475.69     0.00
     USD      884  595.92       EUR     800  000.00      15.1.2020                  -502.95     0.00
     USD      884  265.92       EUR     800  000.00       9.1.2020                 -511.63     0.00
     先渡為替契約（購入／売却）合計                                           1 701  501.98     0.07
     現金預金、要求払預金および預託金勘定その他の流動資産                                           51 011  680.29     2.19

     その他の資産および負債                                           -7 493  872.73    -0.32
     純資産総額                                         2 331  541  245.56    100.00
     注記は当財務書類と不可分のものである。

    次へ
                                189/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
     ５　販売及び買戻しの実績

       2019  年 12 月末日前１年間における販売および買戻しの実績ならびに                              2019  年 12 月末日現在の発行済口数は
      以下のとおりである。
                                販売口数         買戻し口数         発行済口数
                              2 ,224  ,162.999
                                        212  ,121.655       2 ,012  ,041.344
                 クラスＰ－ｍｄｉｓｔ
                              （ 256  ,866.499    ）
                                       （ 15 ,304.815    ）  （ 241  ,561.684    ）
                 投資証券
                                （注３）
     ダイナミック・イン
     カム（米ドル）
                               674  ,003.710        81 ,687.383       592  ,316.327
                 クラスＰ－ａｃｃ
                              （ 109  ,063.411    ）   （ ▶ ,846.839    ）   （ 104  ,216.572    ）
                 投資証券
                               42 ,835.413        47 ,998.178       365  ,129.008

                 クラスＰ－ａｃｃ
                              （ 22 ,284.411    ）   （ 36 ,946.743    ）  （ 258  ,124.485    ）
                 投資証券
     フィクスト・インカ
     ム（米ドル）            クラス（日本円・ヘッ
                               540  ,341.266       186  ,354.841       1 ,041  ,998.686
                 ジ）Ｐ－ａｃｃ投資証
                              （ 540  ,341.266    ）  （ 186  ,354.838    ）  （ 1 ,037  ,494.770    ）
                 券
                                        116  ,449.578       609  ,200.428

                               37 ,427.300
                 クラスＰ－ａｃｃ
     インカム（米ドル）
                                       （ 18 ,200.000    ）   （ 12 ,056.837    ）
                 投資証券
                               （ 0.000   ）
     システマティック・

     アロケーション・
                              1 ,222  ,407.136       670  ,212.434       3 ,276  ,564.109
                 クラスＰ－ａｃｃ
     ポートフォリオ・
                              （ 10 ,822.557    ）   （ 97 ,944.588    ）  （ 152  ,154.599    ）
                 投資証券
     ディフェンシブ（米
     ドル）
     システマティック・
                              1 ,892  ,674.396       1 ,472  ,396.647      5 ,786  ,185.875
                 クラスＰ－ａｃｃ
     アロケーション・
     ポートフォリオ・ミ                        （ 113  ,184.347    ）  （ 183  ,369.418    ）  （ 459  ,701.241    ）
                 投資証券
     ディアム（米ドル）
     システマティック・
     アロケーション・
                               529  ,073.757       355  ,148.466       1 ,475  ,728.764
                 クラスＰ－ａｃｃ
     ポートフォリオ・ダ
                              （ 51 ,500.679    ）   （ 87 ,085.675    ）   （ 79 ,276.933    ）
                 投資証券
     イナミック（米ド
     ル）
      （注１）（　）内の数字は本邦内における販売、買戻しおよび発行済口数であり、受渡し日を基準として算出している。一方、
         （　）の上段の数字は約定日を基準として算出している。
      （注２）ダイナミック・インカム（米ドル）は                   2019  年１月   28 日に運用を開始した。
      （注３）    2019  年 11 月 21 日受渡日の買付約定において、適用された投資証券１口当たり純資産価格の訂正に伴う販売口数の増加分
         （ 12.771   口）を含む。
    次へ

                                190/193




                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
      （２）その他の訂正（下線の部分は訂正部分を示します。）

     第二部ファンド情報

     第１　ファンドの状況
     ５　運用状況
      （３）運用実績
       ①　純資産等の推移
     ＜訂正前＞
                              （前略）
       （インカム（米ドル））
                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
      2014  年５月末日に
                  39,428.89         4,198     39,135.77         4,166       103.22       10,989
      終了する会計年度末
      2015  年５月末日に
                 125,  213.26       13,330     120,874.92         12,868       106.04       11,289
      終了する会計年度末
      2016  年５月末日に
                 181,276.71         19,299     179,886.76         19,151       105.79       11,262
      終了する会計年度末
      2017  年５月末日に
                 158,042.66         16,825     157,883.45         16,808       110.89       11,805
      終了する会計年度末
      2018  年５月末日に
                 153,618.22         16,354     151,457.20         16,124       111.62       11,883
      終了する会計年度末
      2019  年５月末日に
                 138,527.54         14,748     137,065.28         14,592       114.74       12,215
      終了する会計年度末
       2018  年９月末日        148,548.57         15,814     148,252.29         15,783       112.09       11,933
          10 月末日      147,387.46         15,691     146,295.74         15,575       110.26       11,738
          11 月末日      147,269.97         15,678     144,318.65         15,364       110.22       11,734
          12 月末日      139,806.56         14,884     135,210.40         14,394       109.26       11,632
       2019  年１月末日        140,781.13         14,988     138,748.11         14,771       112.39       11,965
          ２月末日       139,063.57         14,805     138,394.05         14,733       113.04       12,034
          ３月末日       139,112.37         14,810     138,080.67         14,700       114.36       12,175
          ４月末日       139,269.53         14,827     138,060.88         14,698       115.16       12,260
          ５月末日       138,527.54         14,748     137,065.28         14,592       114.74       12,215
          ６月末日       140,689.07         14,978     140,322.18         14,939       116.97       12,453
          ７月末日       141,308.20         15,044     140,678.56         14,977       117.23       12,480
          ８月末日       141,367.90         15,050     140,869.36         14,997       117.78       12,539
        （注）インカム（米ドル）は            2014  年１月   28 日に運用を開始し、クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券の初回純資産価格
           計算日は    2016  年６月７日であった。
                                191/193





                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
       （システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
      2018  年５月末日に
                 927,841.96         98,778     922,334.11         98,192       102.49       10,911
      終了する会計年度末
      2019  年５月末日に
                1,090,530.33         116,098     1,087,131.87         115,736       105.81       11,265
      終了する会計年度末
       2018  年９月末日        974,812.47        103,779      959,002.38        102,095       103.92       11,063
          10 月末日      939,960.80        100,068      934,797.63         99,519       101.40       10,795
          11 月末日      914,108.66         97,316     909,184.77         96,792       101.55       10,811
          12 月末日      920,445.40         97,991     905,504.59         96,400       102.05       10,864
       2019  年１月末日        943,395.14        100,434      937,386.64         99,794       103.41       11,009
          ２月末日       971,542.73        103,430      962,822.03        102,502       104.28       11,102
          ３月末日      1,021,920.52         108,794     1,014,781.69         108,034       105.66       11,249
          ４月末日      1,087,559.86         115,782     1,070,318.42         113,946       107.18       11,410
          ５月末日      1,090,530.33         116,098     1,087,131.87         115,736       105.81       11,265
          ６月末日      1,154,829.99         122,943     1,143,772.85         121,766       108.15       11,514
          ７月末日      1,193,362.71         127,045     1,186,545.63         126,320       108.65       11,567
          ８月末日      1,252,040.91         133,292     1,202,069.20         127,972       108.53       11,554
       （注）システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）は                                      2017  年６月１日に運用を開始した。
                              （後略）
     ＜訂正後＞

                              （前略）
       （インカム（米ドル））
                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
      2014  年５月末日に
                  39,428.89         4,198     39,135.77         4,166       103.22       10,989
      終了する会計年度末
      2015  年５月末日に
                 125,213.26         13,330     120,874.92         12,868       106.04       11,289
      終了する会計年度末
      2016  年５月末日に
                 181,276.71         19,299     179,886.76         19,151       105.79       11,262
      終了する会計年度末
      2017  年５月末日に
                 158,042.66         16,825     157,883.45         16,808       110.89       11,805
      終了する会計年度末
      2018  年５月末日に
                 153,618.22         16,354     151,457.20         16,124       111.62       11,883
      終了する会計年度末
      2019  年５月末日に
                 138,143.69         14,707     137,065.28         14,592       114.74       12,215
      終了する会計年度末
       2018  年９月末日        148,548.57         15,814     148,252.29         15,783       112.09       11,933
          10 月末日      147,387.46         15,691     146,295.74         15,575       110.26       11,738
          11 月末日      147,269.97         15,678     144,318.65         15,364       110.22       11,734
          12 月末日      139,806.56         14,884     135,210.40         14,394       109.26       11,632
       2019  年１月末日        140,781.13         14,988     138,748.11         14,771       112.39       11,965
          ２月末日       139,063.57         14,805     138,394.05         14,733       113.04       12,034
          ３月末日       139,112.37         14,810     138,080.67         14,700       114.36       12,175
          ４月末日       139,269.53         14,827     138,060.88         14,698       115.16       12,260
                                192/193

                                                           EDINET提出書類
                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
                                                   訂正有価証券届出書（外国投資証券）
          ５月末日       138,143.69         14,707     137,065.28         14,592       114.74       12,215
          ６月末日       140,689.07         14,978     140,322.18         14,939       116.97       12,453
          ７月末日       141,308.20         15,044     140,678.56         14,977       117.23       12,480
          ８月末日       141,367.90         15,050     140,869.36         14,997       117.78       12,539
        （注）インカム（米ドル）は            2014  年１月   28 日に運用を開始し、クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券の初回純資産価格
           計算日は    2016  年６月７日であった。
       （システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル））

                                              １口当たり純資産価格
                    資産総額              純資産総額            （クラスＰ－ａｃｃ
                                                投資証券）
                 千米ドル       百万円       千米ドル       百万円       米ドル        円
      2018  年５月末日に
                 927,841.96         98,778     922,334.11         98,192       102.49       10,911
      終了する会計年度末
      2019  年５月末日に
                1,090,530.13         116,098     1,087,131.87         115,736       105.81       11,265
      終了する会計年度末
       2018  年９月末日        974,812.47        103,779      959,002.38        102,095       103.92       11,063
          10 月末日      939,960.80        100,068      934,797.63         99,519       101.40       10,795
          11 月末日      914,108.66         97,316     909,184.77         96,792       101.55       10,811
          12 月末日      920,445.40         97,991     905,504.59         96,400       102.05       10,864
       2019  年１月末日        943,395.14        100,434      937,386.64         99,794       103.41       11,009
          ２月末日       971,542.73        103,430      962,822.03        102,502       104.28       11,102
          ３月末日      1,021,920.52         108,794     1,014,781.69         108,034       105.66       11,249
          ４月末日      1,087,559.86         115,782     1,070,318.42         113,946       107.18       11,410
          ５月末日      1,090,530.13         116,098     1,087,131.87         115,736       105.81       11,265
          ６月末日      1,154,829.99         122,943     1,143,772.85         121,766       108.15       11,514
          ７月末日      1,193,362.71         127,045     1,186,545.63         126,320       108.65       11,567
          ８月末日      1,252,040.91         133,292     1,202,069.20         127,972       108.53       11,554
       （注）システマティック・アロケーション・ポートフォリオ・ディフェンシブ（米ドル）は                                      2017  年６月１日に運用を開始した。
                              （後略）
                                193/193

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