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３年２月       26 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】
                                  1/195


                                                          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
                                      ９億  9,840   万米ドル（約       1,052   億円）
                      クラスＰ－ａｃｃ投資証券
                                      10 億 8,140   万米ドル（約       1,139   億円）
                     フィクスト・インカム（米ドル）
                      クラスＰ－ａｃｃ投資証券
                                      25 億 7,240   万米ドル（約       2,710   億円）
                      クラス（日本円・ヘッジ）Ｐ－ａｃｃ投資証券
                                               1,048   億 3,000   万円
                     インカム（米ドル）
                      クラスＰ－ａｃｃ投資証券
                                      12 億 2,860   万米ドル（約       1,294   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
                                       11 億 480  万米ドル（約       1,164   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
                                       11 億 860  万米ドル（約       1,168   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 940  万米ドル（約       1,169   億円）
                                  2/195


                                                          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                       2020  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                       99.84  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                     108.14   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
                         257.24   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     10,483   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       122.86   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－ａｃｃ投資
                         証券については       110.48   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     110.86   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      110.94   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、                      2020  年８月   31 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＝                         105.36   円）によ
                         る。以下同じ。
    【縦覧に供する場所】                 該当事項なし
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                                                          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、                     2020  年 11 月 30 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、申込取扱場所が変更されます
     ので、これに関する記載を訂正するため、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
       ※　半期報告書の記載内容は以下のとおりです。（原届出書に対する訂正内容に該当しない箇所は省略

         します。）
    次へ

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                                                          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　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               2020  年 11 月末日に
                                        2020  年５月末日に
                                         終了する
                       終了する         終了する                  終了する
                                         会計年度末
                       会計年度末        中間会計年度末                  中間会計年度末
            （１）
                       － 2,696,078.13         23,031,370.03        － 24,848,715.02         59,726,564.32
      （ａ）営業収益
      （ｂ）経常利益金額または
                       － 2,696,078.13         23,031,370.03        － 24,848,715.02         59,726,564.32
         経常損失金額
      （ｃ）当期純利益金額また
                       － 2,696,078.13         23,031,370.03        － 24,848,715.02         59,726,564.32
         は当期純損失金額
            （２）
                       326,403,802.47         501,866,143.45         488,867,866.14         509,560,086.69
      （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    2,316,940.942     口    2,292,205.461     口
      （クラスＰ－ａｃｃ投資証券）                 369,590.500    口     602,725.332    口     626,008.150    口     526,114.338    口
      （ｆ）純資産額                 326,403,802.47         501,866,143.45         488,867,866.14         509,560,086.69
      （ｇ）資産総額                 326,809,163.84         514,490,856.98         490,373,794.28         512,062,762.45
      （ｈ）１口当たり純資産価格
      （クラスＰ－ｍｄｉｓｔ投資証券）                     99.84         102.92         93.87         102.59
      （クラスＰ－ａｃｃ投資証券）                    101.24         107.26         100.50         112.51
      （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        － 4.55         11.10
      （クラスＰ－ａｃｃ投資証券）                    － 1.25         4.21        － 5.34         12.83
      （ｊ）分配総額                  3,289,469.20         9,162,256.65         20,227,465.10         9,800,706.34
      （ｋ）１口当たり分配金額
      （クラスＰ－ｍｄｉｓｔ投資証券）                     1.44         2.79         5.36         2.38
      （クラスＰ－ａｃｃ投資証券）                  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                    99.88  ％       97.55  ％       99.69  ％       99.51  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ｍｄｉｓｔ投資証券）                    1.28  ％       7.15  ％       － 0.61  ％       4.49  ％
      （クラスＰ－ａｃｃ投資証券）                    1.24  ％       7.26  ％       － 0.73  ％       4.89  ％
       （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。
       （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。
                                  5/195


                                                          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）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）
                   2018  年 11 月末日に     2019  年５月末日      2019  年 11 月末日に     2020  年５月末日      2020  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）
                    － 4,581,042.37        4,825,480.58        2,445,729.76        4,659,313.29        5,135,953.19
      （ａ）営業収益
      （ｂ）経常利益金額または
                    － 4,581,042.37        4,825,480.58        2,445,729.76        4,659,313.29        5,135,953.19
         経常損失金額
      （ｃ）当期純利益金額または
                    － 4,581,042.37        4,825,480.58        2,445,729.76        4,659,313.29        5,135,953.19
         当期純損失金額
            （２）
                    156,155,313.94        153,368,218.52        160,989,751.98        104,821,036.41        115,577,961.48
      （ｄ）出資総額
      （ｅ）発行済投資口総数
      （クラスＰ－ａｃｃ投資証券          )    375,034.422    口   344,431.076    口   369,527.950    口   238,985.170    口   264,768.036    口
      （クラス（日本円・ヘッジ）
                     700,557.737    口   684,496.658    口   675,913.442    口   418,030.888    口   412,007.866    口
       Ｐ－ａｃｃ投資証券）
      （ｆ）純資産額              156,155,313.94        153,368,218.52        160,989,751.98        104,821,036.41        115,577,961.48
      （ｇ）資産総額              156,239,761.73        155,016,977.33        164,938,100.58        104,966,265.09        115,728,454.87
      （ｈ）１口当たり純資産価格
      （クラスＰ－ａｃｃ投資証券          )       227.64        239.06        244.88        250.24        259.09
      （クラス（日本円・ヘッジ）
                       9,647  円      9,984  円     10,102  円     10,214  円     10,545  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          )       － 1.08       10.72        5.42       12.26        8.72
      （クラス（日本円・ヘッジ）
                       － 5.93  円      1.00  円      0.34  円      3.25  円      6.38  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  ％      98.94  ％      97.61  ％      99.86  ％      99.87  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ａｃｃ投資証券          )      － 2.12  ％      4.55  ％      7.57  ％      4.68  ％      5.80  ％
      （クラス（日本円・ヘッジ）
                       － 4.55  ％      1.64  ％      4.72  ％      2.30  ％      4.39  ％
       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。
                                  6/195








                                                          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）
                   2018  年 11 月末日に     2019  年５月末日      2019  年 11 月末日に     2020  年５月末日      2020  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）
                    － 1,866,369.24        3,708,775.95        4,912,568.00        3,635,272.03        8,076,810.62
      （ａ）営業収益
      （ｂ）経常利益金額または
                    － 1,866,369.24        3,708,775.95        4,912,568.00        3,635,272.03        8,076,810.62
         経常損失金額
      （ｃ）当期純利益金額または
                    － 1,866,369.24        3,708,775.95        4,912,568.00        3,635,272.03        8,076,810.62
         当期純損失金額
            （２）
                    144,318,647.93        137,065,284.80        139,056,923.59        124,799,844.54        127,891,521.32
      （ｄ）出資総額
      （ｅ）発行済投資口総数
      （クラスＰ－ａｃｃ投資証券）              757,626.540    口   634,957.585    口   613,977.915    口   584,895.742    口   581,003.760    口
      （ｆ）純資産額              144,318,647.93        137,065,284.80        139,056,923.59        124,799,844.54        127,891,521.32
      （ｇ）資産総額              147,269,972.75        138,143,693.29        139,235,786.51        124,917,288.25        128,186,013.64
      （ｈ）１口当たり純資産価格
      （クラスＰ－ａｃｃ投資証券）                 110.22        114.74        118.76        117.41        124.95
      （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）                 － 1.38        2.96        4.14        5.50        7.62
      （ｊ）分配総額                74,775.91        74,775.91       134,207.94        134,207.94        123,453.56
      （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                 98.00  ％      99.22  ％      99.87  ％      99.91  ％      99.77  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ａｃｃ投資証券）                － 2.19  ％      2.80  ％      7.75  ％      2.33  ％      5.21  ％
       （注）インカム（米ドル）は            2014  年１月   28 日に運用を開始した。
                                  7/195












                                                          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）
                   2018  年 11 月末日に    2019  年５月末日に      2019  年 11 月末日に    2020  年５月末日に      2020  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）
                    － 26,236,915.98         776,359.25      30,547,510.91         739,156.51      89,028,421.65
      （ａ）営業収益
      （ｂ）経常利益金額または
                    － 26,236,915.98         776,359.25      30,547,510.91         739,156.51      89,028,421.65
         経常損失金額
      （ｃ）当期純利益金額または
                    － 26,236,915.98         776,359.25      30,547,510.91         739,156.51      89,028,421.65
         当期純損失金額
            （２）
                    909,184,772.94       1,087,131,873.23        1,187,843,431.51        1,089,453,896.73        1,082,302,425.23
      （ｄ）出資総額
      （ｅ）発行済投資口総数
      （クラスＰ－ａｃｃ投資証券）             2,796,739.017     口  3,109,847.070     口  3,305,422.535     口  3,251,483.088     口  2,995,552.319     口
      （ｆ）純資産額              909,184,772.94       1,087,131,873.23        1,187,843,431.51        1,089,453,896.73        1,082,302,425.23
      （ｇ）資産総額              914,108,658.13       1,090,530,133.34        1,192,659,119.25        1,093,297,414.19        1,086,164,069.06
      （ｈ）１口当たり純資産価格
      （クラスＰ－ａｃｃ投資証券）                 101.55        105.81        109.41        106.66        112.46
      （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）                 － 0.91        2.89        3.50        0.70        5.95
      （ｊ）分配総額              3,388,469.56        6,857,835.39        4,515,771.12        8,432,873.58        3,125,195.72
      （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                99.46  ％      99.69  ％      99.60  ％      99.65  ％      99.64  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ａｃｃ投資証券）                － 1.01  ％      3.24  ％      7.74  ％      0.80  ％      2.79  ％
       （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。
                                  8/195











                                                          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）
                   2018  年 11 月末日に    2019  年５月末日に      2019  年 11 月末日に    2020  年５月末日に      2020  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）
                    － 61,236,999.30       － 20,663,473.77        90,028,031.11       － 55,697,519.57       210,322,670.84
      （ａ）営業収益
      （ｂ）経常利益金額または
                    － 61,236,999.30       － 20,663,473.77        90,028,031.11       － 55,697,519.57       210,322,670.84
         経常損失金額
      （ｃ）当期純利益金額または
                    － 61,236,999.30       － 20,663,473.77        90,028,031.11       － 55,697,519.57       210,322,670.84
         当期純損失金額
            （２）
                   1,850,506,840.95        2,120,118,601.72        2,331,541,245.56        2,011,788,426.80        1,948,978,139.54
      （ｄ）出資総額
      （ｅ）発行済投資口総数
      （クラスＰ－ａｃｃ投資証券）             5,367,267.848     口  5,559,346.912     口  5,898,082.209     口  5,432,559.813     口  4,824,142.965     口
      （ｆ）純資産額             1,850,506,840.95        2,120,118,601.72        2,331,541,245.56        2,011,788,426.80        1,948,978,139.54
      （ｇ）資産総額             1,854,944,036.42        2,124,607,994.28        2,345,840,197.41        2,019,595,290.10        1,964,783,089.97
      （ｈ）１口当たり純資産価格
      （クラスＰ－ａｃｃ投資証券）                 103.59        107.15        112.07        105.57        114.11
      （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）                 － 1.87        1.61        4.74       － 2.42        9.00
      （ｊ）分配総額              6,989,575.03       13,445,368.29        6,778,479.23       13,334,473.37        5,147,609.68
      （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                99.76  ％      99.79  ％      99.39  ％      99.61  ％      99.20  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ａｃｃ投資証券）                － 1.16  ％      1.70  ％      8.19  ％     － 1.47  ％      1.82  ％
       （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）
                   2018  年 11 月末日に    2019  年５月末日に      2019  年 11 月末日に    2020  年５月末日に      2020  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）
                    － 22,342,754.96       － 16,073,905.69        27,354,123.21       － 23,565,442.73        59,019,376.07
      （ａ）営業収益
      （ｂ）経常利益金額または
                    － 22,342,754.96       － 16,073,905.69        27,354,123.21       － 23,565,442.73        59,019,376.07
         経常損失金額
      （ｃ）当期純利益金額または
                    － 22,342,754.96       － 16,073,905.69        27,354,123.21       － 23,565,442.73        59,019,376.07
         当期純損失金額
            （２）
                    477,370,229.06        531,905,248.10        589,998,727.11        490,288,568.55        469,328,444.71
      （ｄ）出資総額
      （ｅ）発行済投資口総数
      （クラスＰ－ａｃｃ投資証券）             1,314,682.370     口  1,335,014.930     口  1,471,146.212     口  1,456,136.297     口  1,179,426.030     口
      （ｆ）純資産額              477,370,229.06        531,905,248.10        589,998,727.11        490,288,568.55        469,328,444.71
      （ｇ）資産総額              481,826,528.54        533,623,132.20        592,698,228.35        493,104,881.97        473,110,713.66
      （ｈ）１口当たり純資産価格
      （クラスＰ－ａｃｃ投資証券）                 105.48        108.42        114.54        104.88        115.22
      （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）                 － 2.62        0.52        5.80       － 5.33       11.26
      （ｊ）分配総額               498,177.35        955,886.60        706,571.76       1,306,084.97        408,504.22
      （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                 99.08  ％      99.68  ％      99.54  ％      99.43  ％      99.20  ％
              （３）
      （ｍ）自己資本利益率
      （クラスＰ－ａｃｃ投資証券）                － 0.93  ％      0.55  ％      8.59  ％     － 3.27  ％      0.59  ％
       （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。
                                  9/195


                                                          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

        2020  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
                                                 2,201,574.642
                                  投資証券
       ダイナミック・インカ
                    508,998,684.82          52,681
       ム（米ドル）
                                  クラスＰ－ａｃｃ投資証
                                                  525,054.800
                                  券
                                  クラスＰ－ａｃｃ投資証

                                                  264,338.603
                                  券
       フィクスト・インカム
                    116,380,858.33          12,045
                                  クラス（日本円・ヘッ
       （米ドル）
                                  ジ）
                                                  412,097.913
                                  Ｐ－ａｃｃ投資証券
                                  クラスＰ－ａｃｃ投資証
       インカム（米ドル）             131,248,295.80          13,584                     593,816.645
                                  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
                   1,090,845,729.79          112,903                    2,953,855.829
       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
                   1,978,292,881.83          204,753                    4,758,079.585
       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
                    478,223,188.39          49,496                   1,150,682.575
                                  券
       ク
       （米ドル）
       （注）米ドルの円貨換算は、便宜上、                2020  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＝
         103.50   円）による。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する。
     （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。
                                 10/195





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     （４）役員の状況

                                            （ 2020  年 12 月末日現在）
          氏名             役職名                 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）
     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
        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。
                                 11/195


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         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
        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。
                                 12/195


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        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

                                 13/195
















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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））
                                            （ 2020  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                      1,498,466.72             0.24
                    スイス                     － 1,820.70           0.00
       従来型
      オプション              フランス                     － 27,909.94           0.00
                  アメリカ合衆国                      － 195,725.64           － 0.03
                    イギリス                    － 289,107.02           － 0.05
                    カナダ                    － 341,951.90           － 0.06
                     小計                   － 856,515.20           － 0.14
                  ルクセンブルグ                     169,139,507.92              27.27
      投資信託
                  アイルランド                     76,221,859.44             12.29
                  アメリカ合衆国                       112,611.34            0.02
                    イギリス                      73,379.98           0.01
                     小計                  245,547,358.68              39.59
     短期金融商品             アメリカ合衆国                     23,994,652.55              3.87
                  アメリカ合衆国                     131,412,528.04              21.19
        株式
                     日本                  18,002,528.87              2.90
                    フランス                    13,297,641.66              2.14
                    イギリス                    13,203,696.95              2.13
                    ドイツ                   12,201,001.56              1.97
                  オーストラリア                     10,670,621.92              1.72
                    オランダ                    5,802,580.42             0.94
                    スイス                    5,365,543.48             0.87
                    スペイン                    3,285,721.07             0.53
                  アイルランド                     2,948,728.35             0.48
                    イタリア                    2,462,188.24             0.40
                  フィンランド                     1,558,120.00             0.25
                    カナダ                    1,546,309.24             0.25
                    ベルギー                    1,016,918.57             0.16
                     香港                    894,811.96            0.14
                  シンガポール                      446,064.38            0.07
                  ルクセンブルグ                       298,036.85            0.05
                   ポルトガル                      278,521.58            0.04
                  アルゼンチン                      234,530.80            0.04
                  オーストリア                      193,324.19            0.03
                   ジャージー                      175,025.89            0.03
                   バミューダ                      170,551.47            0.03
                                 14/195


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                 ニュージーランド                        170,308.96            0.03
                  スウェーデン                      141,589.80            0.02
                   ノルウェー                      106,914.39            0.02
                   イスラエル                      81,726.17           0.01
                   デンマーク                      76,858.27           0.01
                 パプアニューギニア                         50,150.91           0.01
                    マン島                     47,319.83           0.01
                    メキシコ                      17,585.83           0.00
                     小計                  226,157,449.65              36.46
      ワラント           アメリカ合衆国                         503.94          0.00
            ポートフォリオ合計                          496,341,916.34              80.02
             現金・その他資産                          123,940,207.46              19.98
               資産総額                       620,282,123.80             100.00
               負債総額                       111,283,438.98              17.94
                                       508,998,684.82
            合計（純資産総額）                                        82.06
                                      （約  52,681   百万円）
       （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。
                                 15/195













                                                          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））

                                            （ 2020  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                26,385,597.87                  22.65
          債券
                      カナダ              3,882,427.92                  3.33
                     オランダ               3,397,337.94                  2.92
                      ドイツ              3,069,013.33                  2.64
                   ルクセンブルグ                2,228,286.74                  1.91
                      韓国              2,018,355.60                  1.73
                     国際機関               1,979,938.32                  1.70
                     フランス               1,967,724.93                  1.69
                   オーストラリア                1,348,621.12                  1.16
                    フィリピン               1,056,089.85                  0.91
                    クウェート               1,024,593.75                  0.88
                     カタール                928,015.63                 0.80
                   アラブ首長国連邦                  903,500.00                 0.78
                    シンガポール                 889,344.00                 0.76
                    ノルウェー                843,174.94                 0.72
                    ジャージー                771,538.05                 0.66
                      日本               512,655.84                 0.44
                   ニュージーランド                  404,640.00                 0.35
                    スウェーデン                 401,142.04                 0.34
                    オーストリア                  50,796.06                0.04
                      小計             54,062,793.93                  46.42
        投資信託           ルクセンブルグ                58,742,069.96                  50.44
            ポートフォリオ合計                       112,804,863.89                  96.85
            現金・その他資産                       3,664,364.88                  3.15
               資産総額                    116,469,228.77                  100.00
               負債総額                       88,370.44                0.08
                                   116,380,858.33
            合計（純資産総額）                                         99.92
                                （約  12,045   百万円）
                                 16/195







                                                          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））

                                            （ 2020  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                19,214,725.24                  14.63
          債券
                     オランダ               2,156,835.15                  1.64
                      カナダ              2,123,710.37                  1.62
                     フィリピン               1,423,882.58                  1.08
                      ドイツ              1,354,305.18                  1.03
                   オーストラリア                1,300,829.75                  0.99
                   ルクセンブルグ                1,255,524.20                  0.96
                      韓国              1,216,932.65                  0.93
                     国際機関               1,170,736.94                  0.89
                     カタール               1,114,875.00                  0.85
                     クウェート                910,750.00                 0.69
                    シンガポール                 555,840.00                 0.42
                     フランス                521,003.70                 0.40
                   アラブ首長国連邦                  451,750.00                 0.34
                      日本               428,734.10                 0.33
                     ノルウェー                395,277.75                 0.30
                   ニュージーランド                  202,320.00                 0.15
                      小計             35,798,032.61                  27.25
                      ドイツ                26,869.15                0.02
         従来型
        オプション
                   アメリカ合衆国                   1,820.00                0.00
                      小計               28,689.15                0.02
                   ルクセンブルグ                86,770,611.78                  66.05
        投資信託
                    アイルランド                6,052,510.25                  4.61
                      小計             92,823,122.03                  70.66
            ポートフォリオ合計                       128,649,843.79                  97.93
            現金・その他資産                       2,713,031.96                  2.07
               資産総額                    131,362,875.75                  100.00
               負債総額                      114,579.95                 0.09
                                   131,248,295.80
            合計（純資産総額）                                         99.91
                                （約  13,584   百万円）
                                 17/195






                                                          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））

                                            （ 2020  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              175,634,771.08                  13.86
         債券
                      カナダ            24,808,424.26                  1.96
                       韓国            17,286,477.79                  1.36
                      ドイツ            11,222,214.24                  0.89
                      オランダ             10,702,334.15                  0.84
                    ルクセンブルグ              10,168,605.76                  0.80
                    オーストラリア               9,624,320.58                  0.76
                     フィリピン              9,435,777.56                  0.74
                      カタール             8,270,953.13                  0.65
                      フランス             6,636,958.13                  0.52
                     ノルウェー              5,900,784.15                  0.47
                   アラブ首長国連邦                5,026,882.81                  0.40
                     クウェート              5,009,125.00                  0.40
                      国際機関             4,914,355.40                  0.39
                       日本            4,669,289.84                  0.37
                    シンガポール              3,663,851.74                  0.29
                     ジャージー              1,851,691.32                  0.15
                    サウジアラビア               1,795,625.00                  0.14
                      イギリス             1,317,838.96                  0.10
                    ケイマン諸島              1,186,281.25                  0.09
                    スウェーデン                812,850.72                 0.06
                   ニュージーランド                 708,120.00                 0.06
                    オーストリア                457,164.54                 0.04
                     デンマーク               427,381.70                 0.03
                   英領バージン諸島                 272,197.50                 0.02
                       小計           321,804,276.61                  25.39
                    ルクセンブルグ              455,807,296.39                  35.96
        投資信託
                    アイルランド             141,793,123.27                  11.19
                    シンガポール                57,398.70                0.00
                      イギリス               57,020.06                0.00
                      カナダ              21,829.48                0.00
                       小計           597,736,667.90                  47.16
       短期金融商品             アメリカ合衆国               5,019,238.64                  0.40
      その他の有価証券               アイルランド              45,780,130.00                  3.61
                       日本            14,559,892.43                  1.15
         株式
                      イギリス             7,024,811.88                  0.55
                      フランス             6,226,305.59                  0.49
                      カナダ             5,799,533.21                  0.46
                      スイス             5,613,933.18                  0.44
                                 18/195


                                                          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）
                      ドイツ             5,387,310.79                  0.43
                    オーストラリア               4,143,517.28                  0.33
                      オランダ             3,050,273.11                  0.24
                    スウェーデン              1,808,970.95                  0.14
                       香港            1,794,095.22                  0.14
                      スペイン             1,429,623.47                  0.11
                     デンマーク              1,426,950.79                  0.11
                      イタリア             1,209,668.27                  0.10
                    フィンランド                724,470.04                 0.06
                    アイルランド                626,185.97                 0.05
                      ベルギー              541,195.70                 0.04
                    シンガポール                516,918.24                 0.04
                     ノルウェー               310,926.38                 0.02
                   ニュージーランド                 213,386.79                 0.02
                    ルクセンブルグ                158,035.18                 0.01
                     イスラエル               152,928.07                 0.01
                     ジャージー               116,312.78                 0.01
                    オーストリア                107,294.47                 0.01
                     ポルトガル               101,896.20                 0.01
                    アメリカ合衆国                 53,896.03                0.00
                      マカオ              51,818.91                0.00
                      マン島              32,522.71                0.00
                   パプアニューギニア                  21,058.91                0.00
                      メキシコ                9,680.70                0.00
                       小計            63,213,413.25                  4.99
             ポートフォリオ合計                    1,033,553,726.40                    81.55
             現金・その他資産                    233,877,852.48                  18.45
                資産総額                 1,267,431,578.88                   100.00
                負債総額                  176,585,849.09                  13.93
                                 1,090,845,729.79
             合計（純資産総額）                                       86.07
                                （約  112,903    百万円）
                                 19/195







                                                          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））

                                            （ 2020  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              205,050,950.80                   9.08
         債券
                      カナダ            24,894,662.88                  1.10
                       韓国            18,195,695.83                  0.81
                      オランダ             14,223,298.25                  0.63
                     フィリピン             13,859,163.38                  0.61
                    ルクセンブルグ              12,697,348.69                  0.56
                      ドイツ            12,448,047.91                  0.55
                    オーストラリア              10,591,550.10                  0.47
                      フランス             8,163,130.37                  0.36
                     クウェート              6,830,625.00                  0.30
                   アラブ首長国連邦                6,379,945.32                  0.28
                      国際機関             5,832,983.17                  0.26
                     ノルウェー              5,617,212.47                  0.25
                       日本            4,998,390.60                  0.22
                      カタール             4,863,640.63                  0.22
                    シンガポール              4,662,970.55                  0.21
                    サウジアラビア               2,218,125.00                  0.10
                    ケイマン諸島              1,725,500.00                  0.08
                     ジャージー              1,594,511.97                  0.07
                    スウェーデン              1,580,842.00                  0.07
                      イギリス             1,318,866.12                  0.06
                   ニュージーランド                1,011,600.00                  0.04
                   英領バージン諸島                 734,933.25                 0.03
                    オーストリア                685,746.81                 0.03
                     デンマーク               351,961.40                 0.02
                       小計           370,531,702.50                  16.41
                    ルクセンブルグ              668,546,916.80                  29.61
        投資信託
                    アイルランド             483,360,641.24                  21.41
                      イギリス              210,658.19                 0.01
                    シンガポール                201,983.13                 0.01
                      カナダ              71,916.21                0.00
                       小計          1,152,392,115.57                    51.04
       短期金融商品             アメリカ合衆国               4,099,378.17                  0.18
      その他の有価証券               アイルランド              64,185,770.00                  2.84
                       日本            53,215,476.97                  2.36
         株式
                      イギリス             25,715,976.77                  1.14
                      フランス             23,525,260.67                  1.04
                      カナダ            20,916,948.25                  0.93
                      スイス            20,436,460.25                  0.91
                                 20/195


                                                          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）
                      ドイツ            19,552,748.02                  0.87
                    オーストラリア              14,977,604.06                  0.66
                      オランダ             11,062,524.30                  0.49
                    スウェーデン              6,558,668.13                  0.29
                       香港            6,511,258.09                  0.29
                     デンマーク              5,170,238.79                  0.23
                      スペイン             5,156,456.44                  0.23
                      イタリア             4,397,124.57                  0.19
                    フィンランド              2,613,566.22                  0.12
                    アイルランド              2,247,400.01                  0.10
                      ベルギー             1,930,503.60                  0.09
                    シンガポール              1,876,563.38                  0.08
                     ノルウェー              1,119,429.18                  0.05
                   ニュージーランド                 745,672.95                 0.03
                     イスラエル               571,983.09                 0.03
                    ルクセンブルグ                565,535.18                 0.03
                     ジャージー               423,852.57                 0.02
                    オーストリア                381,134.49                 0.02
                     ポルトガル               368,330.04                 0.02
                      マカオ              190,536.58                 0.01
                    アメリカ合衆国                183,752.31                 0.01
                      マン島              116,207.84                 0.01
                   パプアニューギニア                  76,903.97                0.00
                      メキシコ               21,291.35                0.00
                   アラブ首長国連邦                    0.04             0.00
                       小計           230,629,408.11                  10.21
             ポートフォリオ合計                    1,821,838,374.35                    80.68
             現金・その他資産                    436,152,397.99                  19.32
                資産総額                 2,257,990,772.34                   100.00
                負債総額                  279,697,890.51                  12.39
                                 1,978,292,881.83
             合計（純資産総額）                                       87.61
                                （約  204,753    百万円）
                                 21/195






                                                          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・ダイナミック（米ドル））

                                            （ 2020  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              42,477,040.12                  7.64
         債券
                      カナダ             7,855,110.49                  1.41
                       韓国            5,384,208.15                  0.97
                      オランダ             4,788,397.20                  0.86
                      ドイツ             4,363,563.99                  0.78
                     フィリピン              3,616,563.88                  0.65
                    オーストラリア               3,210,788.33                  0.58
                    ルクセンブルグ               3,196,649.61                  0.57
                      フランス             2,367,895.49                  0.43
                      国際機関             2,159,608.23                  0.39
                   アラブ首長国連邦                2,134,875.00                  0.38
                      カタール             1,963,796.88                  0.35
                       日本            1,757,218.41                  0.32
                    シンガポール              1,697,047.70                  0.31
                     ノルウェー              1,414,442.72                  0.25
                     クウェート              1,366,125.00                  0.25
                     ジャージー               822,973.92                 0.15
                    サウジアラビア                633,750.00                 0.11
                      イギリス              598,830.95                 0.11
                    スウェーデン                406,425.36                 0.07
                   ニュージーランド                 404,640.00                 0.07
                   英領バージン諸島                 326,637.00                 0.06
                    ケイマン諸島                323,531.25                 0.06
                     デンマーク               226,260.90                 0.04
                    オーストリア                177,786.21                 0.03
                       小計            93,674,166.79                  16.84
                    アイルランド             169,106,743.63                  30.40
        投資信託
                    ルクセンブルグ              66,815,548.25                  12.01
                      イギリス               75,258.20                0.01
                    シンガポール                62,066.36                0.01
                      カナダ              26,068.88                0.00
                       小計           236,085,685.32                  42.44
       短期金融商品             アメリカ合衆国               4,499,361.68                  0.81
      その他の有価証券               アイルランド              10,372,670.00                  1.86
                       日本            19,385,839.32                  3.48
         株式
                      イギリス             9,348,507.19                  1.68
                      フランス             8,452,987.90                  1.52
                      カナダ             7,640,504.51                  1.37
                      スイス             7,417,307.75                  1.33
                                 22/195


                                                          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）
                      ドイツ             7,118,944.19                  1.28
                    オーストラリア               5,535,788.60                  1.00
                      オランダ             4,012,901.67                  0.72
                    スウェーデン              2,387,916.63                  0.43
                       香港            2,362,929.01                  0.42
                     デンマーク              1,883,636.47                  0.34
                      スペイン             1,871,587.25                  0.34
                      イタリア             1,599,016.28                  0.29
                    フィンランド                945,482.88                 0.17
                    アイルランド                815,922.91                 0.15
                      ベルギー              695,190.17                 0.12
                    シンガポール                690,830.41                 0.12
                     ノルウェー               407,554.54                 0.07
                   ニュージーランド                 260,965.82                 0.05
                     イスラエル               220,115.63                 0.04
                    ルクセンブルグ                204,445.60                 0.04
                     ジャージー               153,972.14                 0.03
                    オーストリア                139,279.34                 0.03
                     ポルトガル               131,811.15                 0.02
                      マカオ              68,144.73                0.01
                    アメリカ合衆国                 63,381.88                0.01
                      マン島              42,841.96                0.01
                   パプアニューギニア                  28,528.02                0.01
                      メキシコ                7,395.62                0.00
                   アラブ首長国連邦                    0.01             0.00
                       小計            83,893,729.58                  15.08
             ポートフォリオ合計                     428,525,613.37                  77.03
             現金・その他資産                    127,782,948.27                  22.97
                資産総額                  556,308,561.64                  100.00
                負債総額                   78,085,373.25                  14.04
                                  478,223,188.39
             合計（純資産総額）                                       85.96
                                （約  49,496   百万円）
                                 23/195






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     （２）運用実績

       ①　純資産等の推移
         2020  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
      2020  年１月末日       572,315.79      59,235    566,504.76      58,633     103.20     10,681     108.48     11,228
         ２月末日      573,945.51      59,403    570,522.79      59,049      98.43     10,188     103.91     10,755
         ３月末日      462,424.44      47,861    460,168.40      47,627      85.75     8,875     91.01     9,420
         ４月末日      483,323.13      50,024    481,583.80      49,844      91.17     9,436     97.22     10,062
         ５月末日      490,373.79      50,754    488,867.87      50,598      93.87     9,716     100.50     10,402
         ６月末日      490,656.98      50,783    489,356.67      50,648      94.97     9,829     102.06     10,563
         ７月末日      496,030.84      51,339    492,525.24      50,976      97.71     10,113     105.38     10,907
         ８月末日      504,512.70      52,217    499,516.78      51,700      99.84     10,333     108.14     11,192
         ９月末日      481,913.14      49,878    480,748.45      49,757      97.75     10,117     106.32     11,004
         10 月末日     474,735.66      49,135    473,610.86      49,019      96.29     9,966     105.18     10,886
         11 月末日     512,062.76      52,998    509,560.09      52,739     102.59     10,618     112.51     11,645
         12 月末日     620,282.12      64,199    508,998.68      52,681     104.87     10,854     115.50     11,954
        （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
      2020  年１月末日      147,214.19       15,237   147,092.48       15,224     248.90      25,761           10,244
        ２月末日      149,324.17       15,455    149,214.25       15,444     250.40     25,916           10,287
        ３月末日      102,232.91       10,581    102,179.20       10,576     239.22     24,759           9,782
        ４月末日      104,928.53       10,860    104,781.20       10,845     245.87     25,448           10,040
        ５月末日      104,966.27       10,864    104,821.04       10,849     250.24     25,900           10,214
        ６月末日      113,458.51       11,743    112,895.52       11,685     253.16     26,202           10,327
        ７月末日      114,594.66       11,861    114,539.53       11,855     257.18     26,618           10,483
        ８月末日      114,383.53       11,839    114,308.36       11,831     257.24     26,624           10,483
        ９月末日      122,467.26       12,675    121,482.18       12,573     256.22     26,519           10,435
        10 月末日     116,070.88       12,013    114,906.53       11,893     255.84     26,479           10,415
        11 月末日     115,728.45       11,978    115,577.96       11,962     259.09     26,816           10,545
        12 月末日     116,469.23       12,055    116,380.86       12,045     260.28     26,939           10,582
                                 24/195





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                                             ＵＢＳ（Ｌｕｘ）ストラテジー・シキャブ(E31583)
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        （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
       2020  年１月末日         141,146.20         14,609     140,805.96         14,573       120.52       12,474
         ２月末日        129,809.31         13,435     128,936.19         13,345       119.08       12,325
         ３月末日        120,547.61         12,477     117,676.33         12,180       110.12       11,397
         ４月末日        123,173.39         12,748     122,052.80         12,632       114.95       11,897
         ５月末日        124,917.29         12,929     124,799.84         12,917       117.41       12,152
         ６月末日        128,894.68         13,341     127,245.29         13,170       118.89       12,305
         ７月末日        130,750.33         13,533     130,211.02         13,477       121.64       12,590
         ８月末日        130,423.62         13,499     130,304.03         13,486       122.86       12,716
         ９月末日        128,851.75         13,336     128,660.88         13,316       121.61       12,587
         10 月末日       124,189.76         12,854     123,654.39         12,798       120.80       12,503
         11 月末日       128,186.01         13,267     127,891.52         13,237       124.95       12,932
         12 月末日       131,362.88         13,596     131,248.30         13,584       126.63       13,106
        （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
      2020  年１月末日        1,203,213.61         124,533     1,185,539.28         122,703       111.17       11,506
         ２月末日       1,164,003.10         120,474     1,152,822.24         119,317       108.43       11,223
         ３月末日       1,070,875.68         110,836     1,057,890.00         109,492       103.11       10,672
         ４月末日       1,077,859.42         111,558     1,071,745.64         110,926       105.17       10,885
         ５月末日       1,093,297.41         113,156     1,089,453.90         112,758       106.66       11,039
         ６月末日       1,086,568.13         112,460     1,082,808.04         112,071       107.52       11,128
         ７月末日       1,106,048.16         114,476     1,101,876.94         114,044       109.09       11,291
         ８月末日       1,119,930.81         115,913     1,111,314.58         115,021       110.48       11,435
         ９月末日       1,073,889.52         111,148     1,068,614.73         110,602       109.51       11,334
         10 月末日      1,053,017.01         108,987     1,050,379.49         108,714       108.49       11,229
         11 月末日      1,086,164.07         112,418     1,082,302.43         112,018       112.46       11,640
         12 月末日      1,267,431.58         131,179     1,090,845.73         112,903       114.12       11,811
                                 25/195







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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））

                                             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
      2020  年１月末日        2,422,128.82         250,690     2,397,746.44         248,167       113.90       11,789
         ２月末日       2,286,501.63         236,653     2,274,254.53         235,385       108.09       11,187
         ３月末日       2,041,251.06         211,269     1,993,290.33         206,306       101.98       10,555
         ４月末日       2,023,793.17         209,463     2,011,768.81         208,218       104.10       10,774
         ５月末日       2,019,595.29         209,028     2,011,788.43         208,220       105.57       10,926
         ６月末日       2,020,848.68         209,158     2,010,723.43         208,110       106.37       11,009
         ７月末日       2,036,916.71         210,821     2,026,374.57         209,730       108.05       11,183
         ８月末日       2,095,170.08         216,850     2,072,284.81         214,481       110.86       11,474
         ９月末日       1,984,597.96         205,406     1,972,211.27         204,124       109.30       11,313
         10 月末日      1,902,390.51         196,897     1,884,924.62         195,090       107.67       11,144
         11 月末日      1,964,783.09         203,355     1,948,978.14         201,719       114.11       11,810
         12 月末日      2,257,990.77         233,702     1,978,292.88         204,753       116.93       12,102
        （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
      2020  年１月末日         634,503.69         65,671     624,506.47         64,636       116.44       12,052
         ２月末日        566,888.11         58,673     562,906.53         58,261       107.71       11,148
         ３月末日        501,101.07         51,864     484,123.96         50,107       101.56       10,511
         ４月末日        492,657.98         50,990     485,005.52         50,198       103.57       10,719
         ５月末日        493,104.88         51,036     490,288.57         50,745       104.88       10,855
         ６月末日        486,778.00         50,382     479,211.72         49,598       105.40       10,909
         ７月末日        489,025.53         50,614     486,940.56         50,398       106.95       11,069
         ８月末日        503,726.73         52,136     497,897.13         51,532       110.94       11,482
         ９月末日        471,487.32         48,799     466,640.26         48,297       108.79       11,260
         10 月末日       448,881.83         46,459     441,884.34         45,735       106.63       11,036
         11 月末日       473,110.71         48,967     469,328.44         48,575       115.22       11,925
         12 月末日       556,308.56         57,578     478,223.19         49,496       119.04       12,321
        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。
                                 26/195






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       ②　分配の推移

         2020  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
                 2020  年１月                  0.45             47
                    ２月                 0.45             47
                    ３月                 0.42             43
                    ４月                 0.36             37
                    ５月                 0.36             37
                    ６月                 0.35             36
                    ７月                 0.41             42
                    ８月                 0.42             43
                    ９月                 0.42             43
                    10 月               0.42             43
                    11 月               0.43             45
                    12 月               0.45             47
       （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
                                 27/195






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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）
       ③　自己資本利益率（収益率）の推移

         2020  年１月１日から        2020  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                      5.59

        ダイナミック・インカム（米ド
        ル）
                            クラスＰ－ａｃｃ投資証券                    6.11
                            クラスＰ－ａｃｃ投資証券                    5.98

        フィクスト・インカム（米ドル）
                            クラス（日本円・ヘッジ）
                                                 4.65
                              Ｐ－ａｃｃ投資証券
        インカム（米ドル）                    クラスＰ－ａｃｃ投資証券                    5.73

        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                    3.10
        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                    2.57
        （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                    1.65
        ク（米ドル）
        （注）収益率（％）＝         100 ×（ａ－ｂ）／ｂ
          ａ＝  2020  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＝  2019  年 12 月末日現在の１口当たり純資産価格（分配落の額）
     （３）投資リスク

       ①　当中間計算期間において、                2020  年 11 月 30 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

                                 28/195







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    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
         2020  年 12 月末日現在の株主資本総額は、                13,000,000      ユーロ（約      17 億円）
         （注）ユーロの円貨換算は、便宜上、               2020  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
           ＝ 126.95   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
         2020  年 12 月末日現在の株主資本総額は、                500,000    スイス・フラン（約          5,858   万円）
         （注）スイス・フランの円貨換算は、便宜上、                   2020  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＝        117.15   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
         2020  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           12 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
                                            （ 2020  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）

                                            （ 2020  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）

                                            （ 2020  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
                                 29/195



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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
                                            （ 2020  年 12 月末日現在）
           氏名             役職名                略歴            所有株式
     アンドレ・ヴァレンテ                チェアマン           ＵＢＳファンド・マネジメント                    該当なし
     （ André   Valente    ）
                               （スイス）エイ・ジー、バーゼル、
                               チーフ・エグゼクティブ・
                               オフィサー
     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
     （ Gilbert     Schintgen     ）
                    ボード・メンバー           デュドランジュ、
                               インディペンデント・ディレクター
     クリスティアン・マウラー                ディレクター／           ＵＢＳアセット・マネジメント・                    該当なし
     （ Christian      Maurer   ）
                    ボード・メンバー           スイス・エイ・ジー、チューリッ
                               ヒ、
                               プロダクト・マネジメント・ヘッド
     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、
     （ Francesca      Gigli   Prym  ）
                               ルクセンブルグ、チーフ・
                               エグゼクティブ・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）

                                            （ 2020  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     ）
     ケッテラー・レト・ユー                ディレクター／              2020  年９月   24 日就任         該当なし
     （ Ketterer     Reto   U. ）
                    ボード・メンバー
     フォン・シャックマン・                ヴァイス・チェアマン              2019  年６月   20 日就任         該当なし
     ディエルク・ヨアヒム
     （ von  Schuckmann      Dierk
     Joachim    ）
     イヴァノビッチ・アレクサン                チェアマン              2020  年９月   24 日就任         該当なし
     ダー
     （ Ivanovic     Aleksandar      ）
     スティラート・シャープ・                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
     イボンヌ・シルビア
     （ 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
     （ Bjorheim     Jacob   ）       ト・ディレクター
                                 30/195


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       ③　ユービーエス・スイス・エイ・ジー（チューリッヒ）
                                               （ 2020  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
                                              （ 2019  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     ）
     ロジャー・フォン・メントレ                ディレクター／           2020  年４月   24 日就任            非公開
     ン
                     ボード・メンバー
     （ Roger   von  Mentlen    ）
     フベルト・エミル・マルク                ディレクター／           2015  年６月   12 日就任            非公開
     ス・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                ディレクター／           2016  年４月   25 日就任            非公開
     ン
                     ボード・メンバー
     （ Daniel    J.  Crittin    ）
     クリスチャン・エッケハー                ディレクター／           2016  年４月   25 日就任           259,745    株
     ド・ブルーム
                     ボード・メンバー
     （ Christian      Eckehard
     Bluhm   ）
     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
                                 31/195










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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。
         2020  年 12 月末日現在、管理会社は以下のとおり、                     405  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）
                                             オーストラリア・ド
                                     542,113,652.79
                                             ル
                                    2,973,991,155.17         カナダ・ドル
                                   12,537,509,397.32          スイス・フラン
                                    7,108,109,321.35         中国元
                                             デンマーク・クロー
                                     830,727,756.84
                オープン・エンド型
                                             ネ
     ルクセンブルグ                        366
                投資信託／投資法人
                                   47,025,901,912.68          ユーロ
                                    2,023,869,112.84         英ポンド
                                     259,788,578.05        香港ドル
                                   365,063,616,660.94           日本円
                                     73,198,753.09        シンガポール・ドル
                                   142,747,162,719.00           米ドル
                                             オーストラリア・ド
                                     482,966,738.79
                                             ル
                                     376,091,149.02        スイス・フラン
                オープン・エンド型
      アイルランド                        39
                                    2,579,256,028.52         ユーロ
                投資信託／投資法人
                                    2,044,237,415.66         英ポンド
                                   22,564,824,636.97          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）

         2020  年 11 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                                            142
        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     4,348,487,647
        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     3,975,735,324
        UCITS   ETF
                           投資法人
        UBS  （ Lux  ） Money   Market
     ３                    契約型投資信託           1988  年 11 月 29 日     3,151,060,169
        Fund   - USD
        UBS  ETF  Sicav   - MSCI   EMU
                         変動資本を有する
        Socially     Responsible
     ４                               2011  年８月   18 日     1,808,898,523
                           投資法人
        UCITS   ETF
                                 32/195



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        UBS  ETF  Sicav   - MSCI
                         変動資本を有する
     ５   Switzerland       20/35   UCITS                   2013  年 10 月 31 日     1,699,092,408
                           投資法人
        ETF
        UBS  （ Lux  ） Money   Market
     ６                    契約型投資信託           1989  年 10 月 11 日     1,666,437,314
        Fund   - EUR
        UBS  （ Lux  ） Strategy     Sicav
                         変動資本を有する
        - Systematic      Allocation
     ７                               2017  年５月   31 日     1,629,307,925
                           投資法人
        Portfolio      Medium   （ USD  ）
        Focused     Sicav   - High
                         変動資本を有する
     ８                               2006  年 10 月 31 日     1,628,373,840
        Grade   Long   Term   Bond   USD
                           投資法人
        UBS  （ Lux  ） Equity    Sicav   -
                         変動資本を有する
     ９   Global    Emerging     Markets                    2008  年９月   25 日     1,467,745,185
                           投資法人
        Opportunity      （ USD  ）
        UBS  （ Lux  ） Strategy     Fund   -
     10                    契約型投資信託           1991  年９月   13 日     1,461,177,794
        Yield   （ CHF  ）
        （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）

         2020  年 11 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                                       107  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
                                      ７       23 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 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       37 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      289  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
                                      45      193  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       ２ 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

                                 33/195



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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
        －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
    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、                                2020  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＝                             103.50   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。
                                 34/195






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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

                                       2020  年 11 月 30 日現在

                                    （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                           438,594,381.91                    45,394,519
                                56,506,082.52                    5,848,380
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  495,100,464.43           51,242,898
     現金預金、要求払預金および預託金勘定                                    10,879,650.86           1,126,044
     有価証券売却未収金（注１）                                     374,366.63           38,747
     発行未収金                                    2,449,999.75            253,575
     有価証券に係る未収利息                                      3,212.72            333
     配当金に係る未収金                                     330,992.32           34,258
     その他の未収金                                     87,458.73           9,052
     先渡為替契約に係る未実現利益（注１）                                     169,352.42           17,528
                                         2,667,264.59            276,062
     スワップに係る未実現利益（注１）
                                        512,062,762.45           52,998,496
      資産合計
    負　債
     有価証券購入未払金（注１）                                    (1,411,646.01)            (146,105)
     買戻未払金                                    (793,412.77)           (82,118)
     定率報酬引当金（注２）                            (236,580.44)                    (24,486)
     年次税引当金（注３）                            (28,525.42)                    (2,952)
                                  (32,511.12)                    (3,365)
     その他の手数料および報酬引当金（注２）
                                          (297,616.98)           (30,803)
      引当金合計
                                         (2,502,675.76)            (259,027)
      負債合計
                                        509,560,086.69           52,739,469

      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。

                                 35/195







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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）

                           純資産計算書

                                       2020  年 11 月 30 日現在

                                     （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                           103,741,138.42                   10,737,208
                                 8,473,269.32                    876,983
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                   112,214,407.74           11,614,191
     現金預金、要求払預金および預託金勘定                                    3,073,286.55           318,085
     その他の流動資産（マージン）                                     113,591.05           11,757
     有価証券に係る未収利息                                     307,763.35           31,854
     その他の未収金                                      15,988.27           1,655
     流動資産に係る未収利息                                        2.73          0
                                           3,415.18           353
     金融先物に係る未実現利益（注１）
                                         115,728,454.87           11,977,895
      資産合計
    負　債
     先渡為替契約に係る未実現損失（注１）                                     (40,495.23)           (4,191)
     当座借越                                        (0.79)          (0)
     買戻未払金                                     (42,726.75)           (4,422)
     定率報酬引当金（注２）                             (51,133.97)                   (5,292)
     年次税引当金（注３）                             (4,757.53)                    (492)
                                  (11,379.12)                   (1,178)
     その他の手数料および報酬引当金（注２）
                                          (67,270.62)           (6,963)
      引当金合計
                                          (150,493.39)           (15,576)
      負債合計
                                         115,577,961.48           11,962,319

      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。

                                 36/195








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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）

                           純資産計算書

                                       2020  年 11 月 30 日現在

                                    （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                           107,405,110.45                    11,116,429
                                16,290,257.68                    1,686,042
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  123,695,368.13           12,802,471
     現金預金、要求払預金および預託金勘定                                    2,894,145.65            299,544
     その他の流動資産（マージン）                                    1,367,101.23            141,495
     有価証券に係る未収利息                                     179,919.06           18,622
     その他の未収金                                     30,723.36           3,180
     流動資産に係る未収利息                                      1,196.06            124
                                           17,560.15           1,817
     先渡為替契約に係る未実現利益（注１）
                                        128,186,013.64           13,267,252
      資産合計
    負　債
     金融先物に係る未実現損失（注１）                                     (218,781.69)           (22,644)
     当座借越                                       (0.79)           (0)
     当座借越に係る未払利息                                       (12.34)           (1)
     定率報酬引当金（注２）                            (59,385.64)                    (6,146)
     年次税引当金（注３）                             (3,571.00)                    (370)
                                  (12,740.86)                    (1,319)
     その他の手数料および報酬引当金（注２）
                                          (75,697.50)           (7,835)
      引当金合計
                                          (294,492.32)           (30,480)
      負債合計
                                        127,891,521.32           13,236,772

      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。

                                 37/195








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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

                                       2020  年 11 月 30 日現在

                                     （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                           941,921,537.03                   97,488,879
                                106,990,390.62                   11,073,505
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  1,048,911,927.65           108,562,385
     現金預金、要求払預金および預託金勘定                                    22,499,891.52           2,328,739
     その他の流動資産（マージン）                                    7,871,106.44           814,660
     有価証券売却未収金（注１）                                    1,049,833.11           108,658
     発行未収金                                     590,486.89           61,115
     有価証券に係る未収利息                                    1,646,501.97           170,413
     配当金に係る未収金                                      65,929.22           6,824
     その他の未収金                                     347,418.08           35,958
     金融先物に係る未実現利益（注１）                                    2,045,450.62           211,704
                                          1,135,523.56           117,527
     先渡為替契約に係る未実現利益（注１）
                                        1,086,164,069.06           112,417,981
      資産合計
    負　債
     当座借越                                       (336.79)           (35)
     有価証券購入未払金（注１）                                    (1,666,465.09)           (172,479)
     買戻未払金                                    (1,512,371.58)           (156,530)
     その他の負債                                     (20,402.98)           (2,112)
     定率報酬引当金（注２）                            (525,094.13)                   (54,347)
     年次税引当金（注３）                             (51,017.89)                   (5,280)
                                  (85,955.37)                   (8,896)
     その他の手数料および報酬引当金（注２）
                                          (662,067.39)           (68,524)
      引当金合計
                                         (3,861,643.83)           (399,680)
      負債合計
                                        1,082,302,425.23           112,018,301

      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。

                                 38/195






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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・ダイナミック（米ドル）
                           純資産計算書

                                       2020  年 11 月 30 日現在

                                     （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                           390,962,091.17                   40,464,576
                                 60,463,867.74                   6,258,010
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                   451,425,958.91           46,722,587
     現金預金、要求払預金および預託金勘定                                    11,752,589.62           1,216,393
     その他の流動資産（マージン）                                    6,069,712.65           628,215
     有価証券売却未収金（注１）                                     344,636.90           35,670
     発行未収金                                     477,282.38           49,399
     有価証券に係る未収利息                                     512,339.02           53,027
     配当金に係る未収金                                     299,865.94           31,036
     その他の未収金                                     259,003.07           26,807
     金融先物に係る未実現利益（注１）                                    1,911,341.91           197,824
                                           57,983.26           6,001
     先渡為替契約に係る未実現利益（注１）
                                         473,110,713.66           48,966,959
      資産合計
    負　債
     当座借越                                       (139.10)           (14)
     有価証券購入未払金（注１）                                     (977,176.02)          (101,138)
     買戻未払金                                    (2,382,853.06)           (246,625)
     その他の負債                                     (113,671.55)           (11,765)
     定率報酬引当金（注２）                            (261,461.27)                   (27,061)
     年次税引当金（注３）                             (33,412.18)                   (3,458)
                                  (13,555.77)                   (1,403)
     その他の手数料および報酬引当金（注２）
                                          (308,429.22)           (31,922)
      引当金合計
                                         (3,782,268.95)           (391,465)
      負債合計
                                         469,328,444.71           48,575,494

      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。

                                 39/195






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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

                                       2020  年 11 月 30 日現在

                                     （米ドル）              （千円）
    資　産
     投資有価証券、取得価額                          1,667,258,272.03                    172,561,231
                                236,675,391.32                   24,495,903
     投資有価証券、未実現評価（損）益
      投資有価証券合計（注１）                                  1,903,933,663.35           197,057,134
     現金預金、要求払預金および預託金勘定                                    30,320,945.70           3,138,218
     その他の流動資産（マージン）                                    19,403,602.05           2,008,273
     有価証券売却未収金（注１）                                    1,309,329.92           135,516
     発行未収金                                    1,392,576.12           144,132
     有価証券に係る未収利息                                    1,735,757.05           179,651
     配当金に係る未収金                                     715,709.86           74,076
     その他の未収金                                     851,019.61           88,081
     金融先物に係る未実現利益（注１）                                    4,740,025.31           490,593
                                          380,461.00           39,378
     先渡為替契約に係る未実現利益（注１）
                                        1,964,783,089.97           203,355,050
      資産合計
    負　債
     当座借越                                      (8,610.85)           (891)
     有価証券購入未払金（注１）                                    (2,259,013.99)           (233,808)
     買戻未払金                                   (11,967,235.16)           (1,238,609)
     その他の負債                                     (96,292.20)           (9,966)
     定率報酬引当金（注２）                           (1,065,411.24)                    (110,270)
     年次税引当金（注３）                            (106,251.15)                   (10,997)
                                 (302,135.84)                   (31,271)
     その他の手数料および報酬引当金（注２）
                                         (1,473,798.23)           (152,538)
      引当金合計
                                         (15,804,950.43)           (1,635,812)
      負債合計
                                        1,948,978,139.54           201,719,237

      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。

                                 40/195






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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－ダイナミック・インカム（米ドル）

                            運用計算書

                                     自 2020  年６月１日　至      2020  年 11 月 30 日

                                      （米ドル）             （千円）
    収　益
     流動資産に係る利息                                      1,440.80            149
     有価証券に係る利息                                     17,212.28           1,781
     配当金                                    1,647,155.84            170,481
     貸付証券に係る収益（注          13 ）                          70,477.53           7,294
                                          140,921.01           14,585
     その他の収益（注４）
                                         1,877,207.46            194,291
      収益合計
    費　用
     貸付証券に係るコスト（注           13 ）                         (28,191.01)           (2,918)
     定率報酬（注２）                                    (2,856,567.21)            (295,655)
     年次税（注３）                                     (84,988.59)           (8,796)
     その他の手数料および報酬（注２）                                     (49,277.78)           (5,100)
                                           (4,739.41)            (491)
     現金および当座借越に係る利息
                                         (3,023,764.00)            (312,960)
      費用合計
                                         (1,146,556.54)            (118,669)

    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                                    1,157,592.24            119,811
     オプションに係る実現（損）益                                    (6,535,710.59)            (676,446)
     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                                     111,342.36           11,524
     先渡為替契約に係る実現（損）益                                    (2,481,851.78)            (256,872)
     スワップに係る実現（損）益                                     599,  000 .12        61 ,997
                                           12,869.96           1,332
     為替差（損）益
                                         (7,136,757.69)            (738,654)
      実現（損）益合計
                                         (8,283,314.23)            (857,323)
    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                                    62,394,331.48           6,457,813
     オプションに係る未実現評価（損）益                                    1,806,900.85            187,014
     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                                     (94,648.88)           (9,796)
     先渡為替契約に係る未実現評価（損）益                                    1,413,594.44            146,307
                                         2,489,700.66            257,684
     スワップに係る未実現評価（損）益
                                         68,009,878.55           7,039,022
      未実現評価（損）益の変動合計
                                         59,726,564.32           6,181,699

      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。

                                 41/195





                                                          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）

                            運用計算書

                                     自 2020  年６月１日　至      2020  年 11 月 30 日

                                      （米ドル）             （千円）
    収　益
     流動資産に係る利息                                        2.73           0
     有価証券に係る利息                                     642,105.56           66,458
     スワップに係る受取利息（注１）                                      6,297.22            652
     配当金                                     206,327.25           21,355
     貸付証券に係る収益（注          13 ）                           10,728.37           1,110
                                           83,346.75           8,626
     その他の収益（注４）
                                          948,807.88           98,202
      収益合計
    費　用
     スワップに係る支払利息（注１）                                       (1.67)           (0)
     貸付証券に係るコスト（注           13 ）                          (4,291.35)            (444)
     定率報酬（注２）                                     (622,923.96)           (64,473)
     年次税（注３）                                     (15,374.51)           (1,591)
     その他の手数料および報酬（注２）                                     (11,224.20)           (1,162)
                                            (83.67)           (9)
     現金および当座借越に係る利息
                                          (653,899.36)           (67,679)
      費用合計
                                          294,908.52           30,523

    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                                    1,155,627.86            119,607
     金融先物に係る実現（損）益                                     (12,818.08)           (1,327)
     先渡為替契約に係る実現（損）益                                    1,322,839.67            136,914
     スワップに係る実現（損）益                                     32,971.16           3,413
                                          (378,202.76)           (39,144)
     為替差（損）益
                                         2,120,417.85            219,463
      実現（損）益合計
                                         2,415,326.37            249,986
    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                                    2,445,262.24            253,085
     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                                      4,277.37            443
     金融先物に係る未実現評価（損）益                                       852.68           88
     先渡為替契約に係る未実現評価（損）益                                     302,770.09           31,337
                                          (32,535.56)           (3,367)
     スワップに係る未実現評価（損）益
                                         2,720,626.82            281,585
      未実現評価（損）益の変動合計
                                         5,135,953.19            531,571

      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。

                                 42/195




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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 2020  年６月１日　至      2020  年 11 月 30 日

                                      （米ドル）             （千円）
    収　益
     流動資産に係る利息                                      1,262.28            131
     有価証券に係る利息                                     404,529.74           41,869
     スワップに係る受取利息（注１）                                      7,625.00            789
     配当金                                     242,022.33           25,049
     貸付証券に係る収益（注          13 ）                           8,205.32            849
                                           19,824.52           2,052
     その他の収益（注４）
                                          683,469.19           70,739
      収益合計
    費　用
     スワップに係る支払利息（注１）                                       (1.99)           (0)
     貸付証券に係るコスト（注           13 ）                         (3,282.13)            (340)
     定率報酬（注２）                                    (732,703.02)           (75,835)
     年次税（注３）                                     (11,075.53)           (1,146)
     その他の手数料および報酬（注２）                                     (12,574.06)           (1,301)
                                          (4,022.28)            (416)
     現金および当座借越に係る利息
                                          (763,659.01)           (79,039)
      費用合計
                                          (80,189.82)           (8,300)

    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                                    2,070,689.73            214,316
     オプションに係る実現（損）益                                     377,939.11           39,117
     金融先物に係る実現（損）益                                    (353,376.00)           (36,574)
     先渡為替契約に係る実現（損）益                                    (104,026.53)           (10,767)
     スワップに係る実現（損）益                                     39,574.48           4,096
                                          125,795.67           13,020
     為替差（損）益
                                         2,156,596.46            223,208
      実現（損）益合計
                                         2,076,406.64            214,908
    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                                    6,129,441.87            634,397
     オプションに係る未実現評価（損）益                                    (180,277.81)           (18,659)
     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                                      1,734.07            179
     金融先物に係る未実現評価（損）益                                     (75,174.88)           (7,781)
     先渡為替契約に係る未実現評価（損）益                                     163,723.40           16,945
                                          (39,042.67)           (4,041)
     スワップに係る未実現評価（損）益
                                         6,000,403.98            621,042
      未実現評価（損）益の変動合計
                                         8,076,810.62            835,950

      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。

                                 43/195




                                                          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）
                            運用計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    収　益
     流動資産に係る利息                                     13,416.17           1,389
     有価証券に係る利息                                    3,598,922.95            372,489
     配当金                                     938,038.11           97,087
     貸付証券に係る収益（注          13 ）                          136,408.55           14,118
                                          328,366.54           33,986
     その他の収益（注４）
                                         5,015,152.32            519,068
      収益合計
    費　用
     貸付証券に係るコスト（注           13 ）                         (54,563.42)           (5,647)
     定率報酬（注２）                                   (6,527,075.10)            (675,552)
     年次税（注３）                                    (158,346.90)           (16,389)
     その他の手数料および報酬（注２）                                    (109,645.05)           (11,348)
                                          (40,877.91)           (4,231)
     現金および当座借越に係る利息
                                         (6,890,508.38)            (713,168)
      費用合計
                                         (1,875,356.06)            (194,099)

    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                                    12,145,838.12           1,257,094
     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                                       15.22           2
     金融先物に係る実現（損）益                                   (40,980,684.21)           (4,241,501)
     先渡為替契約に係る実現（損）益                                    22,522,015.77           2,331,029
                                         3,580,074.83            370,538
     為替差（損）益
                                         (2,732,740.27)            (282,839)
      実現（損）益合計
                                         (4,608,096.33)            (476,938)
    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                                    65,170,739.23           6,745,172
     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                                     16,068.38           1,663
     金融先物に係る未実現評価（損）益                                    33,986,273.99           3,517,579
                                         (5,536,563.62)            (573,034)
     先渡為替契約に係る未実現評価（損）益
                                         93,636,517.98           9,691,380
      未実現評価（損）益の変動合計
                                         89,028,421.65           9,214,442

      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。

                                 44/195




                                                          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）
                            運用計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    収　益
     流動資産に係る利息                                        3.65           0
     有価証券に係る利息                                    1,172,883.42            121,393
     配当金                                    1,392,182.50            144,091
     貸付証券に係る収益（注          13 ）                          78,972.20           8,174
                                          117,960.66           12,209
     その他の収益（注４）
                                         2,762,002.43            285,867
      収益合計
    費　用
     貸付証券に係るコスト（注           13 ）                         (31,588.88)           (3,269)
     定率報酬（注２）                                    (3,290,235.20)            (340,539)
     年次税（注３）                                    (102,366.25)           (10,595)
     その他の手数料および報酬（注２）                                     (52,665.77)           (5,451)
                                          (29,287.15)           (3,031)
     現金および当座借越に係る利息
                                         (3,506,143.25)            (362,886)
      費用合計
                                          (744,140.82)           (77,019)

    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                                    8,159,106.36            844,468
     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                                       501.71           52
     金融先物に係る実現（損）益                                   (34,319,296.70)           (3,552,047)
     先渡為替契約に係る実現（損）益                                    6,607,024.66            683,827
                                         2,542,725.93            263,172
     為替差（損）益
                                        (17,009,938.04)           (1,760,529)
      実現（損）益合計
                                        (17,754,078.86)           (1,837,547)
    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                                    51,489,688.14           5,329,183
     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                                      6,089.50            630
     金融先物に係る未実現評価（損）益                                    27,501,301.79           2,846,385
                                         (2,223,624.50)            (230,145)
     先渡為替契約に係る未実現評価（損）益
                                         76,773,454.93           7,946,053
      未実現評価（損）益の変動合計
                                         59,019,376.07           6,108,505

      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。

                                 45/195




                                                          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・ミディアム（米ドル）
                            運用計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    収　益
     流動資産に係る利息                                       36.44           4
     有価証券に係る利息                                    4,004,437.40            414,459
     配当金                                    3,543,334.84            366,735
     貸付証券に係る収益（注          13 ）                          295,398.57           30,574
                                          267,813.01           27,719
     その他の収益（注４）
                                         8,111,020.26            839,491
      収益合計
    費　用
     貸付証券に係るコスト（注           13 ）                         (118,159.43)           (12,230)
     定率報酬（注２）                                   (13,405,309.52)           (1,387,450)
     年次税（注３）                                    (331,057.27)           (34,264)
     その他の手数料および報酬（注２）                                    (201,501.83)           (20,855)
                                          (100,182.81)           (10,369)
     現金および当座借越に係る利息
                                        (14,156,210.86)           (1,465,168)
      費用合計
                                         (6,045,190.60)            (625,677)

    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                                    33,418,720.95           3,458,838
     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                                      3,214.67            333
     金融先物に係る実現（損）益                                   (103,565,661.43)           (10,719,046)
     先渡為替契約に係る実現（損）益                                    34,087,069.36           3,528,012
                                         6,977,031.93            722,123
     為替差（損）益
                                        (29,079,624.52)           (3,009,741)
      実現（損）益合計
                                        (35,124,815.12)           (3,635,418)
    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                                   171,367,294.43           17,736,515
     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                                     21,976.30           2,275
     金融先物に係る未実現評価（損）益                                    82,991,507.52           8,589,621
                                         (8,933,292.29)            (924,596)
     先渡為替契約に係る未実現評価（損）益
                                        245,447,485.96           25,403,815
      未実現評価（損）益の変動合計
                                        210,322,670.84           21,768,396

      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。

                                 46/195




                                                          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－ダイナミック・インカム（米ドル）

                          純資産変動計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    期首現在純資産                                    488,867,866.14           50,597,824
    発行額                            52,638,110.47                    5,448,044
                                (81,871,747.90)                    (8,473,726)
    買戻額
     純発行（買戻）合計                                   (29,233,637.43)           (3,025,681)
     支払配当金                                    (9,800,706.34)           (1,014,373)
    投資純（損）益                            (1,146,556.54)                    (118,669)
    実現（損）益合計                            (7,136,757.69)                    (738,654)
                                68,009,878.55                    7,039,022
    未実現評価（損）益の変動合計
                                         59,726,564.32           6,181,699
    運用の結果による純資産の純増（減）
                                        509,560,086.69           52,739,469
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

         クラスＰ－ａｃｃ                                   （口）
         期首現在発行済投資証券数                                626,008.1500
         期中発行投資証券数                                 18,494.2580
                                         (118,388.0700)
         期中買戻投資証券数
                                          526,114.3380
         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                                2,316,940.9420
         期中発行投資証券数                                258,876.1420
                                         (283,611.6230)
         期中買戻投資証券数
                                         2,292,205.4610
         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。

                                 47/195







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         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                     2020  年６月   15 日   2020  年６月   18 日    米ドル           0.36
     Ｐ－ｍｄｉｓｔ                     2020  年７月   15 日   2020  年７月   20 日    米ドル           0.35
     Ｐ－ｍｄｉｓｔ                     2020  年８月   17 日   2020  年８月   20 日    米ドル           0.41
     Ｐ－ｍｄｉｓｔ                     2020  年９月   15 日   2020  年９月   18 日    米ドル           0.42
     Ｐ－ｍｄｉｓｔ                     2020  年 10 月 15 日   2020  年 10 月 20 日    米ドル           0.42
     Ｐ－ｍｄｉｓｔ                     2020  年 11 月 16 日   2020  年 11 月 19 日    米ドル           0.42
    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。

                                 48/195















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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       2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                 509  560  086.69     488  867  866.14     326  403  802.47
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU1917362490
                                  526  114.3380       626  008.1500       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）                                112.51        100.50        101.24
    １口当たり発行・買戻価格（米ドル）                                112.51         99.95        101.49
    クラスＰ－ｍｄｉｓｔ                    LU1917361179
                                 2 292  205.4610      2 316  940.9420      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）                                102.59         93.87        99.84
                    1
                                     102.59         93.35        100.09
    １口当たり発行・買戻価格（米ドル）
    1

     　注記１を参照
                                 49/195















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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　％）        業種別分布表                     百分率　％）
    ルクセンブルグ                     32.50     投資信託                        51.81

    アメリカ合衆国                     29.44     インターネット・ソフトウェア・ＩＴサービス                         5.46
    アイルランド                     19.97     国債・中央政府債                         4.51
    日本                      3.38    金融・持株会社                         3.40
    フランス                      2.57    小売り・百貨店                         3.18
    オーストラリア                      2.11    銀行・金融機関                         2.71
    ドイツ                      2.07    コンピュータハードウェア・ネットワーク装置供給業                         2.68
    イギリス                      1.55    医薬品・化粧品・医療品                         2.61
    オランダ                      1.07    電子機器・半導体                         2.22
    スペイン                      1.04    通信                         1.78
    イタリア                      0.55    エネルギー・水道                         1.53
    フィンランド                      0.33    建築業・資材                         1.48
    ベルギー                      0.16    不動産                         1.15
    オーストリア                      0.14    石油                         1.06
    スイス                      0.11    バイオテクノロジー                         1.03
    ポルトガル                      0.07    交通・運輸                         0.99
    アルゼンチン                      0.03    食品・清涼飲料                         0.91
    バミューダ                      0.03    保険                         0.87
    ジャージー                      0.02    化学                         0.73
    マン島                      0.01    自動車                         0.71
    イスラエル                      0.01    機械工学・産業機器                         0.70
    合計                     97.16     その他の消費財                         0.58
                              その他のサービス業                         0.51
                              たばこ・アルコール                         0.49
                              宿泊・仕出し・レジャー                         0.42
                              繊維・衣服・革製品                         0.42
                              グラフィックデザイン・出版・メディア                         0.41
                              航空宇宙産業                         0.38
                              ヘルスケア・社会福祉                         0.37
                              鉱業・石炭・鉄鋼                         0.33
                              基金属・宝石                         0.31
                              非鉄金属                         0.29
                              電子部品・デバイス                         0.28
                              各種貿易会社                         0.25
                              写真・光学                         0.16
                              林業・紙・パルプ製品                         0.12
                              各種資本財                         0.10
                              その他の非分類会社                         0.05
                              環境サービス・リサイクル                         0.05
                              ゴム・タイヤ                         0.05
                              包装業                         0.04
                              農業・漁業                         0.03
                              合計                        97.16
                                 50/195





                                                          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）

                          純資産変動計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    期首現在純資産                                    104,821,036.41           10,848,977
    発行額                            16,635,727.49                    1,721,798
                                (11,014,755.61)                    (1,140,027)
    買戻額
     純発行（買戻）合計                                    5,620,971.88            581,771
    投資純（損）益                             294,908.52                    30,523
    実現（損）益合計                            2,120,417.85                    219,463
                                 2,720,626.82                    281,585
    未実現評価（損）益の変動合計
                                         5,135,953.19            531,571
    運用の結果による純資産の純増（減）
                                        115,577,961.48           11,962,319
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

         クラスＰ－ａｃｃ                                   （口）
         期首現在発行済投資証券数                                238,985.1700
         期中発行投資証券数                                 65,291.4020
                                          (39,508.5360)
         期中買戻投資証券数
                                          264,768.0360
         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                                418,030.8880
         期中発行投資証券数                                   0.0000
                                          (6,023.0220)
         期中買戻投資証券数
                                          412,007.8660
         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。

                                 51/195







                                                          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）

    最重要数値

                          ISIN       2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                 115  577  961.48     104  821  036.41     153  368  218.52
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU0042745397
                                  264  768.0360       238  985.1700       344  431.0760
    発行済投資証券数（口）
    １口当たり純資産価格（米ドル）                                259.09        250.24        239.06
                    ２
                                     259.09        250.24        239.06
    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
                                  412  007.8660       418  030.8880       684  496.6580
    発行済投資証券数（口）
                                     10 545       10 214       9 984
    １口当たり純資産価格（日本円）
                    ２
                                     10 545       10 214       9 984
    １口当たり発行・買戻価格（日本円）
    ２

     　注記１を参照
                                 52/195














                                                          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）

    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                     52.27     投資信託                        50.33

    アメリカ合衆国                     23.31     国債・中央政府債                         8.13
    カナダ                     3.37    金融・持株会社                         8.07
    オランダ                     2.94    銀行・金融機関                         6.48
    ドイツ                     2.28    国際機関                         6.17
    韓国                     1.75    郡・連邦州                         3.38
    フランス                     1.70    コンピュータハードウェア・ネットワーク装置供給業                         3.01
    国際機関                     1.44    その他のサービス業                         2.05
    オーストラリア                     1.16    公共・非営利機関                         1.87
    フィリピン                     0.92    石油                         1.85
    クウェート                     0.89    医薬品・化粧品・医療品                         1.85
    ノルウェー                     0.86    インターネット・ソフトウェア・ＩＴサービス                         1.50
    カタール                     0.80    小売り・百貨店                         1.34
    アラブ首長国連邦                     0.78    バイオテクノロジー                         0.67
    シンガポール                     0.77    その他の消費財                         0.20
    ジャージー                     0.67    たばこ・アルコール                         0.19
    日本                     0.44    合計                        97.09
    ニュージーランド                     0.35
    スウェーデン                     0.35
    オーストリア                     0.04
    合計                     97.09
                                 53/195










                                                          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－インカム（米ドル）

                                    自 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    期首現在純資産                                    124,799,844.54           12,916,784
    発行額                            2,722,678.05                    281,797
                                (7,584,358.33)                    (784,981)
    買戻額
     純発行（買戻）合計                                   (4,861,680.28)            (503,184)
     支払配当金                                    (123,453.56)           (12,777)
    投資純（損）益                             (80,189.82)                    (8,300)
    実現（損）益合計                            2,156,596.46                    223,208
                                 6,000,403.98                    621,042
    未実現評価（損）益の変動合計
                                         8,076,810.62            835,950
    運用の結果による純資産の純増（減）
                                        127,891,521.32           13,236,772
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

         クラスＰ－ａｃｃ                                   （口）
         期首現在発行済投資証券数                                584,895.7420
         期中発行投資証券数                                 19,863.9960
                                         (23,755.9780)
         期中買戻投資証券数
                                          581,003.7600
         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。

                                 54/195










                                                          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－インカム（米ドル）

    最重要数値

                          ISIN       2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                 127  891  521.32     124  799  844.54     137  065  284.80
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU0994951548
                                  581  003.7600       584  895.7420       634  957.5850
    発行済投資証券数（口）
    １口当たり純資産価格（米ドル）                                124.95        117.41        114.74
                    １
                                     124.95        117.41        114.74
    １口当たり発行・買戻価格（米ドル）
    １

     　注記１を参照
                                 55/195
















                                                          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）

    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                     67.30    投資信託                         68.84

    アメリカ合衆国                     15.52    国債・中央政府債                         7.82
    アイルランド                     2.53    国際機関                         4.12
    オランダ                     1.68    金融・持株会社                         3.90
    カナダ                     1.61    銀行・金融機関                         2.91
    フィリピン                     1.12    コンピュータハードウェア・ネットワーク装置供給業                         2.33
    オーストラリア                     1.01    郡・連邦州                         1.60
    韓国                     0.95    インターネット・ソフトウェア・ＩＴサービス                         1.23
    カタール                     0.87    石油                         1.20
    ドイツ                     0.84    その他のサービス業                         0.95
    国際機関                     0.72    医薬品・化粧品・医療品                         0.78
    クウェート                     0.71    小売り・百貨店                         0.64
    シンガポール                     0.43    バイオテクノロジー                         0.23
    アラブ首長国連邦                     0.35    たばこ・アルコール                         0.17
    日本                     0.34    合計                         96.72
    ノルウェー                     0.31
    フランス                     0.27
    ニュージーランド                     0.16
    合計                     96.72
                                 56/195











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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 2020  年６月１日　至      2020  年 11 月 30 日

                                    （米ドル）              （千円）
    期首現在純資産                                   1,089,453,896.73            112,758,478
    発行額                            73,018,734.05                    7,557,439
                               (166,073,431.48)                    (17,188,600)
    買戻額
     純発行（買戻）合計                                   (93,054,697.43)           (9,631,161)
     支払配当金                                   (3,125,195.72)            (323,458)
    投資純（損）益                            (1,875,356.06)                    (194,099)
    実現（損）益合計                            (2,732,740.27)                    (282,839)
                                93,636,517.98                    9,691,380
    未実現評価（損）益の変動合計
                                         89,028,421.65           9,214,442
    運用の結果による純資産の純増（減）
                                       1,082,302,425.23            112,018,301
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

                                            （口）
         クラスＰ－ａｃｃ
         期首現在発行済投資証券数                               3,251,483.0880
         期中発行投資証券数                                199,525.4350
                                         (455,456.2040)
         期中買戻投資証券数
                                         2,995,552.3190
         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。

                                 57/195








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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）
    最重要数値

                           ISIN      2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                1 082  302  425.23    1 089  453  896.73    1 087  131  873.23
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU1599185649
                                 2 995  552.3190      3 251  483.0880      3 109  847.0700
    発行済投資証券数（口）
    １口当たり純資産価格（米ドル）                                112.46        106.66        105.81
                    １
                                     112.46        105.86        106.02
    １口当たり発行・買戻価格（米ドル）
    １

     　注記１を参照
                                 58/195
















                                                          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                      43.13    イタリア                        0.36

    アメリカ合衆国                      17.07    国際機関                        0.34
    アイルランド                      14.22    シンガポール                        0.34
    カナダ                       4.33    フィンランド                        0.17
    スイス                       3.02    ジャージー                        0.17
    フランス                       2.47    サウジアラビア                        0.17
    ドイツ                       2.34    ベルギー                        0.16
    オランダ                       1.72    イギリス                        0.13
    韓国                       1.60    ケイマン諸島                        0.11
    オーストラリア                       0.94    スウェーデン                        0.08
    カタール                       0.76    オーストリア                        0.07
    フィリピン                       0.68    ニュージーランド                        0.07
    ノルウェー                       0.60    デンマーク                        0.04
    アラブ首長国連邦                       0.46    ポルトガル                        0.03
    クウェート                       0.46    英領ヴァージン諸島                        0.02
    日本                       0.43    合計                       96.91
    スペイン                       0.42
                                 59/195











                                                          EDINET提出書類
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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                        52.04     建築業・資材                     0.30

    金融・持株会社                        8.64     自動車                     0.27
    国債・中央政府債                        7.77     電子部品・デバイス                     0.27
    銀行・金融機関                        5.02     バイオテクノロジー                     0.26
    国際機関                        3.62     その他の消費財                     0.21
    インターネット・ソフトウェア・ＩＴサービス                        2.23     不動産                     0.20
    医薬品・化粧品・医療品                        2.15     モーゲージ・資金調達機関                     0.16
    石油                        1.97     基金属・宝石                     0.14
    郡・連邦州                        1.88     機械工学・産業機器                     0.13
    コンピュータハードウェア・ネットワーク装置供給業                        1.82     航空宇宙産業                     0.12
    小売り・百貨店                        0.93     各種資本財                     0.11
    食品・清涼飲料                        0.90     時計・宝飾品                     0.11
    その他のサービス業                        0.89     鉱業・石炭・鉄鋼                     0.11
    エネルギー・水道                        0.81     グラフィックデザイン・出版・メディア                     0.06
    保険                        0.64     林業・紙・パルプ製品                     0.04
    化学                        0.63     ゴム・タイヤ                     0.04
    交通・運輸                        0.45     農業・漁業                     0.04
    たばこ・アルコール                        0.43     宿泊・仕出し・レジャー                     0.04
    公共・非営利機関                        0.37     その他の非分類会社                     0.03
    通信                        0.37     非鉄金属                     0.02
    電子機器・半導体                        0.36     ヘルスケア・社会福祉                     0.01
    繊維・衣服・革製品                        0.32     合計                     96.91
                                 60/195











                                                          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）
                          純資産変動計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日
                                    （米ドル）              （千円）
    期首現在純資産                                    490,288,568.55           50,744,867
    発行額                            18,186,304.09                    1,882,282
                                (97,757,299.78)                   (10,117,881)
    買戻額
     純発行（買戻）合計                                   (79,570,995.69)           (8,235,598)
     支払配当金                                    (408,504.22)           (42,280)
    投資純（損）益                             (744,140.82)                    (77,019)
    実現（損）益合計                           (17,009,938.04)                    (1,760,529)
                                76,773,454.93                    7,946,053
    未実現評価（損）益の変動合計
                                         59,019,376.07           6,108,505
    運用の結果による純資産の純増（減）
                                        469,328,444.71           48,575,494
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

         クラスＰ－ａｃｃ                                    （口）
         期首現在発行済投資証券数                               1,456,136.2970
         期中発行投資証券数                                 51,530.8860
                                         (328,241.1530)
         期中買戻投資証券数
                                         1,179,426.0300
         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。

                                 61/195









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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・ダイナミック（米ドル）
    最重要数値

                           ISIN      2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                 469  328  444.71     490  288  568.55     531  905  248.10
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU1599187934
                                 1 179  426.0300      1 456  136.2970      1 335  014.9300
    発行済投資証券数（口）
    １口当たり純資産価格（米ドル）                                115.22        104.88        108.42
                    １
                                     115.22        104.88        108.42
    １口当たり発行・買戻価格（米ドル）
    １

     　注記１を参照
                                 62/195
















                                                          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）
    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                       34.26     国際機関                      0.37

    ルクセンブルグ                       14.88     シンガポール                      0.36
    アメリカ合衆国                       9.86     ノルウェー                      0.35
    日本                       5.62     フィンランド                      0.31
    カナダ                       4.70     クウェート                      0.29
    イギリス                       4.02     ベルギー                      0.28
    フランス                       3.80     ジャージー                      0.24
    ドイツ                       3.54     サウジアラビア                      0.13
    スイス                       2.99     ニュージーランド                      0.11
    オーストラリア                       2.93     オーストリア                      0.10
    オランダ                       2.58     スウェーデン                      0.09
    韓国                       1.15     英領ヴァージン諸島                      0.07
    スペイン                       0.76     ケイマン諸島                      0.07
    フィリピン                       0.68     ポルトガル                      0.05
    イタリア                       0.64     デンマーク                      0.05
    アラブ首長国連邦                       0.46     マン島                      0.02
    カタール                       0.42     パプアニューギニア                      0.01
                                 合計                      96.19
                                 63/195











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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                        45.89    機械工学・産業機器                      0.56

    金融・持株会社                         7.57    電子部品・デバイス                      0.53
    銀行・金融機関                         6.58    鉱業・石炭・鉄鋼                      0.49
    医薬品・化粧品・医療品                         3.19    その他の消費財                      0.47
    国際機関                         2.97    バイオテクノロジー                      0.46
    国債・中央政府債                         2.82    非鉄金属                      0.35
    インターネット・ソフトウェア・ＩＴサービス                         2.40    公共・非営利機関                      0.34
    石油                         1.94    グラフィックデザイン・出版・メディア                      0.34
    電子機器・半導体                         1.63    基金属・宝石                      0.31
    エネルギー・水道                         1.43    航空宇宙産業                      0.29
    食品・清涼飲料                         1.38    宿泊・仕出し・レジャー                      0.24
    郡・連邦州                         1.37    各種貿易会社                      0.23
    コンピュータハードウェア・ネットワーク装置供給業                         1.29    各種資本財                      0.20
    保険                         1.25    モーゲージ・資金調達機関                      0.18
    小売り・百貨店                         1.19    林業・紙・パルプ製品                      0.12
    化学                         1.16    時計・宝飾品                      0.11
    通信                         0.94    ゴム・タイヤ                      0.10
    たばこ・アルコール                         0.94    ヘルスケア・社会福祉                      0.09
    自動車                         0.91    その他の非分類会社                      0.07
    その他のサービス業                         0.90    農業・漁業                      0.06
    交通・運輸                         0.85    写真・光学                      0.04
    建築業・資材                         0.72    包装業                      0.02
    不動産                         0.65    合計                      96.19
    繊維・衣服・革製品                         0.62
                                 64/195










                                                          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）
                          純資産変動計算書

                                    自 2020  年６月１日　至      2020  年 11 月 30 日
                                    （米ドル）              （千円）
    期首現在純資産                                   2,011,788,426.80            208,220,102
    発行額                            69,365,745.63                    7,179,355
                               (337,351,094.05)                    (34,915,838)
    買戻額
     純発行（買戻）合計                                   (267,985,348.42)           (27,736,484)
     支払配当金                                    (5,147,609.68)            (532,778)
    投資純（損）益                            (6,045,190.60)                    (625,677)
    実現（損）益合計                            (29,079,624.52)                    (3,009,741)
                                245,447,485.96                    25,403,815
    未実現評価（損）益の変動合計
                                        210,322,670.84           21,768,396
    運用の結果による純資産の純増（減）
                                       1,948,978,139.54            201,719,237
     期末現在純資産
                        発行済投資証券数の変動表

                                   自 2020  年６月１日　至      2020  年 11 月 30 日

         クラスＰ－ａｃｃ                                   （口）
         期首現在発行済投資証券数                               5,432,559.8130
         期中発行投資証券数                                210,160.9350
                                         (818,577.7830)
         期中買戻投資証券数
                                         4,824,142.9650
         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。

                                 65/195









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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・ミディアム（米ドル）
    最重要数値

                           ISIN      2020  年 11 月 30 日   2020  年５月   31 日   2019  年５月   31 日
                                1 948  978  139.54    2 011  788  426.80    2 120  118  601.72
    純資産額（米ドル）
    クラスＰ－ａｃｃ                    LU1599186969
                                 4 824  142.9650      5 432  559.8130      5 559  346.9120
    発行済投資証券数（口）
    １口当たり純資産価格（米ドル）                                114.11        105.57        107.15
                    １
                                     114.11        105.57        107.15
    １口当たり発行・買戻価格（米ドル）
    １

     　注記１を参照
                                 66/195















                                                          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）
    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                       34.94     アラブ首長国連邦                       0.33

    アイルランド                       25.36     カタール                       0.25
    アメリカ合衆国                       10.82     フィンランド                       0.24
    カナダ                       4.39    シンガポール                       0.24
    日本                       3.44    ベルギー                       0.22
    スイス                       3.05    国際機関                       0.21
    フランス                       3.01    サウジアラビア                       0.11
    ドイツ                       2.70    ジャージー                       0.11
    イギリス                       2.05    ケイマン諸島                       0.09
    オランダ                       1.89    スウェーデン                       0.08
    韓国                       0.93    オーストリア                       0.08
    フィリピン                       0.60    ニュージーランド                       0.05
    オーストラリア                       0.60    ポルトガル                       0.04
    スペイン                       0.59    英領ヴァージン諸島                       0.04
    イタリア                       0.51    デンマーク                       0.02
    クウェート                       0.35    マン島                       0.01
    ノルウェー                       0.34    合計                       97.69
                                 67/195











                                                          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                        56.11     電子部品・デバイス                     0.43

    金融・持株会社                         6.86    不動産                     0.39
    国債・中央政府債                         5.45    機械工学・産業機器                     0.37
    銀行・金融機関                         4.33    その他の消費財                     0.26
    医薬品・化粧品・医療品                         2.64    バイオテクノロジー                     0.23
    国際機関                         2.47    鉱業・石炭・鉄鋼                     0.22
    インターネット・ソフトウェア・ＩＴサービス                         1.80    基金属・宝石                     0.21
    石油                         1.53    航空宇宙産業                     0.21
    食品・清涼飲料                         1.14    グラフィックデザイン・出版・メディア                     0.21
    電子機器・半導体                         1.10    公共・非営利機関                     0.18
    郡・連邦州                         1.09    非鉄金属                     0.17
    コンピュータハードウェア・ネットワーク装置供給業                         1.08    各種資本財                     0.16
    エネルギー・水道                         1.08    モーゲージ・資金調達機関                     0.15
    保険                         0.96    宿泊・仕出し・レジャー                     0.14
    小売り・百貨店                         0.92    各種貿易会社                     0.13
    化学                         0.92    時計・宝飾品                     0.11
    その他のサービス業                         0.74    林業・紙・パルプ製品                     0.09
    通信                         0.68    ゴム・タイヤ                     0.07
    自動車                         0.66    その他の非分類会社                     0.06
    交通・運輸                         0.62    農業・漁業                     0.06
    たばこ・アルコール                         0.62    ヘルスケア・社会福祉                     0.03
    建築業・資材                         0.51    写真・光学                     0.02
    繊維・衣服・革製品                         0.48    合計                     97.69
                                 68/195










                                                          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

                         財務書類に対する注記
                         2020  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。
     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、
        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
                                 69/195

                                                          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）
        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。
       　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。
        報酬および手数料ならびに投資対象の売買スプレッドにより、サブ・ファンドの資産および投資対象

       の売買にかかる実際の費用は、直近で取得可能な価格、または該当する場合には投資証券１口当たり純
       資産価格の計算に使用される純資産価額と異なる場合がある。これらの費用は、サブ・ファンドの価額
       にマイナスの影響を与え、「希薄化」と呼ばれる。取締役会は、希薄化の影響を軽減するため、自らの
       裁量により、投資証券１口当たり純資産価格に対して希薄化の調整を行うことができる。
        投資証券は、通常、単一価格すなわち純資産価格に基づき発行され、買い戻される。それにもかかわ

       らず、希薄化の影響を軽減するために、投資証券１口当たり純資産価格は、以下に述べる通り、評価日
       に調整される。これは、サブ・ファンドが該当する評価日において正味発行または正味買戻ポジション
       にあるかどうかにかかわらず行われる。特定の評価日にサブ・ファンドまたはサブ・ファンドのクラス
       で取引が行われていない場合、未調整の投資証券１口当たり純資産価格が適用される。そのような希薄
       化の調整が行われるような状況は、取締役会の裁量で決定される。希薄化の調整を行うための要件は、
       一般的に、関連するサブ・ファンドの投資証券の発行または買戻しの規模に依拠する。取締役会は、そ
       の見解において、既存の投資主（発行の場合）または残りの投資主（買戻しの場合）が、希薄化の調整
       をしなければ不利になる可能性がある場合、希薄化の調整を適用する可能性がある。希薄化の調整は、
       以下の場合に行われる可能性がある。
                                 70/195


                                                          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）
       （ａ）サブ・ファンドが、一定して下落（すなわち、買戻しによる純流出）を記録する場合

       （ｂ）サブ・ファンドが、その規模に比して相当量の正味発行を記録する場合

       （ｃ）サブ・ファンドが、特定の評価日における正味発行ポジションまたは正味買戻ポジションを示す

          場合
       （ｄ）取締役会が投資主の利益のために希薄化の調整が必要であると考えるその他すべての場合

        評価の調整が行われる場合、サブ・ファンドが正味発行ポジションまたは正味買戻ポジションにある

       かどうかに応じて、投資証券１口当たり純資産価格は増額または減額される。評価の調整の範囲は、取
       締役会の意見により、報酬および手数料ならびに売買スプレッドを適切にカバーするものとする。特
       に、それぞれのサブ・ファンドの純資産価格は、（ⅰ）見積税金費用を反映した金額、（ⅱ）サブ・
       ファンドが負担する可能性のある取引費用、および（ⅲ）サブ・ファンドが投資する資産の見積買値・
       売値スプレッドを反映した金額が（上方または下方に）調整される。株式市場および国によっては、買
       い手側と売り手側に異なる報酬体系を示すことがあり、純流入と純流出の調整が異なる可能性がある。
       調整は、通常、その時点での投資証券１口当たり純資産価格の２％を上限とする。例外的な状況（例：
       市場のボラティリティーおよび／または流動性の低い場合、異常な市況、市場の混乱など）の下では、
       取締役会は、いずれかのサブ・ファンドおよび／または評価日に関して、その時点での投資証券１口当
       たり純資産価格の２％を超える希薄化の調整を一時的に適用することを決定することができるが、これ
       はその時点の市況を表わすものであり、投資主にとって最善の利益であることを取締役会が正当化でき
       ることを条件とする。この希薄化の調整は、取締役会によって決定された方法に従って計算される。投
       資主は、一時的措置が導入された時点およびその一時的措置が終了した時点に通常用いられている連絡
       経路を通じて通知を受ける。
        サブ・ファンドの各クラスの純資産価額は別々に計算される。しかし、希薄化の調整は、各クラスの

       純資産価額にパーセント単位で同程度の影響を与える。希薄化の調整は、サブ・ファンドのレベルで行
       われ、資本取引に関係するが、個々の投資者取引の特殊な状況には関係しない。
        スイング・プライシングの技法は、すべてのサブ・ファンドに適用される。

        期末現在の純資産価額に対するスイング・プライシングの調整があった場合、サブ・ファンドの３年

       度比較数値の純資産価額の情報から参照することができる。１口当たり発行・買戻価格は調整済みの純
       資産価格を表す。
     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）オプションの評価

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                                                          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）
       　規制ある市場で取引される未決済オプションは、決済価格または当該商品の入手可能な直近の市場価
       格で評価される。公認の証券取引所に上場されているオプション（店頭オプション）は、ブルームバー
       グ のＯＶ（オプション評価）から入手した日足価格に基づき値洗いされ、第三者値付機関と照合され
       る。オプションに係る実現損益およびオプションに係る未実現評価損益は、オプションに係る実現
       （損）益およびオプションに係る未実現評価（損）益のポジションに基づき、それぞれ運用計算書およ
       び純資産変動計算書に開示される。
        オプションは投資有価証券に含まれる。

     ｆ）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。
     ｇ）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。
     ｈ）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。
     ｉ）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。
       　「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。
     ｊ）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                             2020  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、           2020  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
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                                                          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）
                   1.082920     スイス・フラン
           １ユーロ　＝
                   1.196200     米ドル
           １ユーロ　＝
        償還または合併したサブ・ファンドについて、連結財務書類の換算に使用された為替レートは、

       償還日または合併日現在のものである。
     ｋ）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。

     ｌ）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。
     ｍ）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。
    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）

                                 73/195


                                                          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）
                               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   ％
                                 74/195
















                                                          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）

                               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   ％
       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。
          この報酬は「定率報酬」として運用計算書に表示される。

       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。

                                 75/195


                                                          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）
         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。
         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。
          これらの手数料および報酬は、「その他の手数料および報酬」として運用計算書に表示される。

       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。
                                 76/195


                                                          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）
        　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。
         資産運用目的で投資証券クラス「Ｋ－Ｂ」に対し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・ジーまたはその承認された販売
        会社の一社が受け取る資格を有する報酬によって賄われる。
        　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。
                                 77/195


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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）
       　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。
    注６－ソフト・コミッション契約

        2020  年６月１日から        2020  年 11 月 30 日までの会計期間中に、ＵＢＳ（                 Lux  ）ストラテジー・シキャブのた
       めに締結された「ソフト・コミッション契約」はなく、「ソフト・コミッション契約」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

        2020  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）
                                   4 624  409.95    米ドル          －  米ドル
       －フィクスト・インカム（米ドル）
                                   2 623  593.75    米ドル     5 167  281.25    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
                                    220  851.56    米ドル    107  547  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    93  752  562.43    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    293  008  265.48    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）
                                   7 794  060.16    米ドル     7 429  372.25    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
                                  124  377  487.14    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
                                  106  749  457.68    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
                                  314  713  041.23    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）

                                              22  322  813.19    米ドル
       －ダイナミック・インカム（米ドル）
                                                590  684.96    米ドル
       －インカム（米ドル）
       ｃ）スワップ

                                 78/195


                                                          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）
                                    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    22  120  626.29    米ドル
       －ダイナミック・インカム（米ドル）
    注８－総費用比率（ＴＥＲ）

       　この比率は、スイス・アセット・マネジメント協会（ＡＭＡＳ）およびスイス・ファンド資産運用協
       会（ＦＡＭＡ）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                                        1.43  ％
       －ダイナミック・インカム（米ドル）Ｐ－ｍｄｉｓｔ                                        1.43  ％
       －フィクスト・インカム（米ドル）Ｐ－ａｃｃ                                        1.08  ％
       －フィクスト・インカム（米ドル）（日本円・ヘッジ）Ｐ－ａｃｃ                                        1.13  ％
       －インカム（米ドル）Ｐ－ａｃｃ                                        1.27  ％
       －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                        1.52  ％
       －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                         1.78  ％
       －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                                      1.68  ％
       　通貨ヘッジに関連して発生した取引費用、利息費用、貸付証券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。
                                 79/195


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       　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。
       　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。
       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）
        2020  年３月   17 日以降、ファンドは参加していない。

    注 10 －合併

        以下の合併が生じた。
     サブ・ファンド                     合併先                         日付

     ＵＢＳ（    Lux ）ストラテジー・シキャブ                ＵＢＳ（    Lux ）ストラテジー・シキャブ
     －フィクスト・インカム（スイス・フラン）                     －インカム（スイス・フラン）                       2020  年 11 月６日
    注 11 －制御不能な事象

        2020  年３月、世界保健機関は             COVID-19     の感染拡大をパンデミックと宣言した。                     ワクチンの継続的         な開
       発を含め、パンデミックに対する措置については                         2020  年末に向けて進展が見られたものの、このパンデ
       ミックが世界的にも地域的にもどの程度の期間や深刻さで経済に影響を与えるかは依然として不透明で
       ある。このことは、本投資法人の資産価格のボラティリティーや、本報告書で取り上げる資産の評価に
       関し、継続的な不確実性を引き起こしている。
        本投資法人の財務書類を作成するに当たり、取締役会によってなされた継続企業の前提が不適切であ

       るという証拠はない。
    注 12 －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。
                                 80/195


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       　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。
                                 81/195



















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    注 13 －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。

                             2020  年 11 月 30 日現在の貸付証券による            2020  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）                        55 608  086.57       58 832  207.40   33.76    66.24    0.00
                                 米ドル          米ドル
       －フィクスト・インカム（米ドル）                        15 955  188.43       16 880  259.92   33.76    66.24    0.00
                                 米ドル          米ドル
       －インカム（米ドル）                                  10 588  088.46   33.76    66.24    0.00
                              10 007  840.36
                                 米ドル          米ドル
                                               33.76    66.24    0.00
       －システマティック・アロケーション
                              109  157  790.99       115  486  688.98
        ・ポートフォリオ・ディフェンシブ（米ド
                                 米ドル          米ドル
       ル）
                              39 696  302.28       41 997  868.16   33.76    66.24    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）
                              166  427  323.58       176  076  671.97   33.76    66.24    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


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     （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）

    2020  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   AFTERPAY    LTD  NPV                         1 312.00         91 850.65
                                                       0.02
    AUD   AGL  ENERGY   NPV                         71 745.00         713  681.59
                                                       0.14
    AUD   AMP  LIMITED    NPV(POST    RECON)                    18 239.00         22 981.39
                                                       0.00
    AUD   APA  GROUP   NPV                          7 579.00         57 800.47
                                                       0.01
    AUD   ARISTOCRAT     LEISURE    NPV                      8 783.00         207  484.42
                                                       0.04
    AUD   ASX  LTD  NPV                           1 264.00         71 818.59
                                                       0.01
    AUD   AURIZON    HOLDINGS    NPV                      13 143.00         41 158.78
                                                       0.01
    AUD   AUSNET   SERVICES    NPV                       12 564.00         17 173.19
                                                       0.00
    AUD   AUST  & NZ BANK  GRP  NPV                     16 810.00         280  429.19
                                                       0.06
    AUD   BLUESCOPE     STEEL   NPV                       2 536.00         31 953.94
                                                       0.01
    AUD   BRAMBLES    LTD  NPV                         9 031.00         72 933.24
                                                       0.01
    AUD   CIMIC   GROUP   LTD  NPV                                  12 962.78
                                       688.00                0.00
    AUD   CMNWLTH    BK OF AUST  NPV                     10 418.00         606  981.12
                                                       0.12
    AUD   COCA-COLA     AMATIL   NPV                       2 873.00         26 779.67
                                                       0.00
    AUD   COCHLEAR    LTD  NPV                                   69 027.00
                                       425.00                0.01
    AUD   COMPUTERSHARE      LTD  NPV(POST    REC)                  2 623.00         27 599.78
                                                       0.01
    AUD   CROWN   RESORTS    LTD  NPV                      2 241.00         15 918.35
                                                       0.00
    AUD   CSL  NPV                             2 673.00         585  719.66
                                                       0.11
    AUD   DEXUS   NPV  (STAPLED)                          5 548.00         39 940.19
                                                       0.01
    AUD   EVOLUTION     MINING   NPV                       9 914.00         36 306.50
                                                       0.01
    AUD   FORTESCUE     METALS    G  NPV                     76 504.00        1 027  661.06
                                                       0.20
    AUD   GOODMAN    GROUP   (STAPLED    SECURITY)                    9 442.00         129  963.07
                                                       0.03
    AUD   GPT  GROUP   NPV  (STAPLED    SECURITIES)                    11 712.00         40 733.54
                                                       0.01
    AUD   INSURANCE     AUST  GRP  NPV                     13 751.00         52 181.99
                                                       0.01
    AUD   LEND  LEASE   GROUP   NPV                       3 948.00         41 192.63
                                                       0.01
    AUD   MACQUARIE     GP LTD  NPV                       2 025.00         206  912.45
                                                       0.04
    AUD   MAGELLAN    FINANCIAL     NPV                                30 393.93
                                       697.00                0.01
    AUD   MEDIBANK    PRIVATE    L NPV                     16 619.00         34 900.27
                                                       0.01
    AUD   MIRVAC   GROUP   STAPLED    SECURITIES                    22 449.00         42 677.19
                                                       0.01
    AUD   NATL  AUSTRALIA     BK NPV                      18 818.00         317  393.73
                                                       0.06
    AUD   NEWCREST    MINING   NPV                       4 864.00         96 518.15
                                                       0.02
    AUD   NTHN  STAR  RES  LTD  NPV                      4 039.00         37 529.09
                                                       0.01
    AUD   ORICA   LIMITED    NPV                        2 918.00         34 724.57
                                                       0.01
    AUD   ORIGIN   ENERGY   NPV                        10 672.00         40 733.78
                                                       0.01
    AUD   QANTAS   AIRWAYS    NPV                        6 554.00         25 981.71
                                                       0.01
    AUD   QBE  INS  GROUP   NPV                        7 663.00         56 464.82
                                                       0.01
    AUD   RAMSAY   HEALTH   CARE  NPV                      1 197.00         55 610.70
                                                       0.01
    AUD   REA  GROUP   LIMITED    NPV                                 42 486.98
                                       397.00                0.01
    AUD   RIO  TINTO   LIMITED    NPV                      13 620.00        1 017  639.96
                                                       0.20
    AUD   SANTOS   LIMITED    NPV                       10 827.00         49 143.71
                                                       0.01
    AUD   SCENTRE    GROUP   NPV  STAPLED    UNIT                  30 014.00         61 924.28
                                                       0.01
    AUD   SEEK  LIMITED    NPV                         1 816.00         34 858.02
                                                       0.01
    AUD   SONIC   HEALTHCARE     NPV                      13 039.00         316  480.51
                                                       0.06
    AUD   SOUL  PATTINSON(WH)      NPV                                 8 473.66
                                       396.00                0.00
    AUD   SOUTH32    LTD  NPV                         27 246.00         48 182.92
                                                       0.01
    AUD   STOCKLAND     NPV  (STAPLED)                       234  733.00         786  981.70
                                                       0.15
    注記は当財務書類と不可分のものである。

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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）
        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   SUNCORP    GROUP   LTD  NPV                      6 374.00         47 389.52

                                                       0.01
    AUD   SYDNEY   AIRPORT    NPV(STAPLED     SECURITY)                  6 690.00         33 077.12
                                                       0.01
    AUD   TABCORP    HLDGS   LTD  NPV                      10 125.00         28 648.73
                                                       0.01
    AUD   TELSTRA    CORP  NPV                        218  262.00         493  736.91
                                                       0.10
    AUD   TRANSURBAN     GROUP   STAPLED    UNITS   NPV                16 279.00         168  172.44
                                                       0.03
    AUD   TREASURY    WINE  ESTA  NPV                      3 922.00         24 824.46
                                                       0.00
    AUD   VICINITY    CENTRES    NPV  (STAPLED    SECURITY)                20 759.00         25 238.84
                                                       0.00
    AUD   WESFARMERS     LTD  NPV                        6 833.00         248  975.61
                                                       0.05
    AUD   WESTPAC    BKG  CORP  NPV                      21 162.00         313  891.51
                                                       0.06
    AUD   WISETECH    GLOBAL   LT NPV                                17 714.02
                                       778.00                0.00
    AUD   WOODSIDE    PETROLEUM     NPV                      6 145.00         101  290.09
                                                       0.02
    AUD   WOOLWORTHS     GRP  LTD  NPV                      7 240.00         197  280.68
                                                       0.04
    オーストラリア合計                                           9 368  484.85
                                                       1.84
    オーストリア

    EUR   ANDRITZ    AG NPV(BR)                                    11 625.27
                                       275.00                0.00
    EUR   ERSTE   GROUP   BK AG NPV                      1 719.00         49 556.05
                                                       0.01
    EUR   OMV  AG NPV(VAR)                           17 555.00         596  379.86
                                                       0.12
    EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                              17 654.88
                                       919.00                0.00
    EUR   VERBUND    AG CLASS  ’ A’ NPV                               24 920.31
                                       354.00                0.01
    EUR   VOESTALPINE     AG NPV                                  20 965.22
                                       653.00                0.00
    オーストリア合計                                            721  101.59
                                                       0.14
    ベルギー

    EUR   ANHEUSER-BUSCH       IN NPV                      3 912.00         261  492.38
                                                       0.05
    EUR   COLRUYT    SA NPV                                    18 189.51
                                       304.00                0.00
    EUR   ELIA  SYS  OPERATOR    NPV                                 14 968.77
                                       132.00                0.00
    EUR   GALAPAGOS     NV NPV                                   24 184.05
                                       196.00                0.01
    EUR   GPE  BRUXELLES     LAM  NPV                                 54 519.73
                                       558.00                0.01
    EUR   PROXIMUS    SA NPV                         1 095.00         22 935.28
                                                       0.00
    EUR   SOFINA   NPV                                      27 364.27
                                        86.00               0.01
    EUR   SOLVAY   SA NPV                                    46 201.45
                                       403.00                0.01
    EUR   UMICORE    NPV                                     40 087.58
                                       892.00                0.01
    ベルギー合計                                            509  943.02
                                                       0.10
    バミューダ

    USD   MARVELL    TECH  GROUP   COM  USD0.002                    1 638.00         75 823.02
                                                       0.01
    バミューダ合計                                            75 823.02
                                                       0.01
    カナダ

    USD   WASTE   CONNECTIONS     COM  NPV  (POST   REV  SPLT)                        68 314.86
                                       657.00                0.01
    カナダ合計                                            68 314.86
                                                       0.01
    フィンランド

    EUR   KESKO   OYJ  EUR2  SER ’ B’                                6 052.77
                                       230.00                0.00
    EUR
        KONE  CORPORATION     NPV  ORD  ‘ B’                  1 797.00         151  157.86
                                                       0.03
    EUR   WARTSILA    OYJ  ABP  SER ’ B’ EUR3.50                   2 360.00         22 251.14
                                                       0.01
    フィンランド合計                                            179  461.77
                                                       0.04
    フランス

    EUR   ACCOR   EUR3                                      27 822.12
                                       809.00                0.01
    EUR   ADP  EUR3                                       20 141.74
                                       159.00                0.00
    EUR   AIR  LIQUIDE(L    ’ ) EUR5.5   (POST-SUBDIVISION)                    2 377.00         391  389.52
                                                       0.08
    EUR   AIRBUS   EUR1                           3 031.00         318  081.10
                                                       0.06
    EUR   ALSTOM   EUR7.00                                      46 144.73
                                       863.00                0.01
    EUR   AMUNDI   EUR2.5   (AIW)                                  27 327.91
                                       342.00                0.01
    注記は当財務書類と不可分のものである。

                                 84/195



                                                          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                                      37 990.12

                                       325.00                0.01
    EUR   ATOS  SE EUR1                           5 234.00         481  338.82
                                                       0.09
    EUR   AXA  EUR2.29                             9 538.00         224  901.22
                                                       0.04
    EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               30 923.21
                                       214.00                0.01
    EUR   BNP  PARIBAS    EUR2                         15 841.00         814  143.97
                                                       0.16
    EUR   BOLLORE    EUR0.16                           4 362.00         16 978.80
                                                       0.00
    EUR   BOUYGUES    EUR1                          1 313.00         52 426.98
                                                       0.01
    EUR   BUREAU   VERITAS    EUR0.12                        1 283.00         33 211.44
                                                       0.01
    EUR   CAPGEMINI     EUR8                                    116  720.05
                                       839.00                0.02
    EUR   CARREFOUR     EUR2.50                         25 590.00         420  285.71
                                                       0.08
    EUR   CIE  DE ST-GOBAIN     EUR4                      20 862.00         993  713.05
                                                       0.20
    EUR   CNP  ASSURANCES     EUR1                       25 890.00         413  444.40
                                                       0.08
    EUR   COVIVIO    EUR3                                     17 535.10
                                       214.00                0.00
    EUR   CREDIT   AGRICOLE    SA EUR3                      5 639.00         65 254.73
                                                       0.01
    EUR   DANONE   EUR0.25                           3 074.00         198  049.62
                                                       0.04
    EUR   DASSAULT    AVIATION    EUR8                                 16 555.41
                                        16.00               0.00
    EUR   DASSAULT    SYSTEMES    EUR0.50                                127  047.50
                                       685.00                0.03
    EUR   EDENRED    EUR2                           1 300.00         74 534.03
                                                       0.01
    EUR   EDF  EUR0.5                             3 305.00         50 268.01
                                                       0.01
    EUR   EIFFAGE    EUR4                           5 233.00         514  172.96
                                                       0.10
    EUR   ENGIE   EUR1                           41 801.00         618  529.15
                                                       0.12
    EUR   ESSILORLUXOTTICA        EUR0.18                       1 431.00         207  722.34
                                                       0.04
    EUR   EURAZEO    NPV                                     14 656.92
                                       237.00                0.00
    EUR   FAURECIA    EUR7                                     27 335.08
                                       548.00                0.01
    EUR   GETLINK    SE EUR0.40                         1 917.00         31 988.96
                                                       0.01
    EUR   HERMES   INTL  NPV                                   149  599.40
                                       153.00                0.03
    EUR   ICADE   NPV                                       5 706.05
                                        77.00               0.00
    EUR   ILIAD   NPV                                      16 083.87
                                        79.00               0.00
    EUR   INGENICO    GROUP   EUR1                                  33 520.87
                                       221.00                0.01
    EUR   IPSEN   EUR1                                      14 023.35
                                       145.00                0.00
    EUR   JC DECAUX   SA NPV
                                        7.00          157.75     0.00
    EUR   KERING   EUR4                                     271  387.87
                                       375.00                0.05
    EUR   KLEPIERRE     EUR1.40                          1 348.00         29 830.84
                                                       0.01
    EUR   L’ OREAL   EUR0.20                          1 274.00         467  550.56
                                                       0.09
    EUR   LEGRAND    SA EUR4                         1 348.00         114  453.66
                                                       0.02
    EUR   LVMH  MOET  HENNESSY    EUR0.30                      1 414.00         816  790.00
                                                       0.16
    EUR   NATIXIS    EUR1.6                          166  936.00         515  197.22
                                                       0.10
    EUR   ORANGE   EUR4                           9 311.00         117  949.49
                                                       0.02
    EUR   ORPEA   EUR2.5                                      32 092.61
                                       256.00                0.01
    EUR   PERNOD   RICARD   EUR1.55                        1 064.00         203  641.09
                                                       0.04
    EUR   PEUGEOT    SA EUR1                         6 950.00         164  318.11
                                                       0.03
    EUR   PUBLICIS    GROUPE   SA EUR0.40                      1 029.00         46 884.59
                                                       0.01
    EUR   REMY  COINTREAU     EUR1.60                                  23 705.10
                                       133.00                0.00
    EUR   RENAULT    SA EUR3.81                                    34 433.06
                                       863.00                0.01
    EUR   SAFRAN   EUR0.20                           1 603.00         234  511.30
                                                       0.05
    EUR   SANOFI   EUR2                           9 767.00         989  691.11
                                                       0.19
    EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          52 192.60
                                       144.00                0.01
    EUR   SCHNEIDER     ELECTRIC    EUR8                      2 746.00         383  167.86
                                                       0.08
    EUR   SCOR  SE EUR7.876972     (POST   CONS)                             24 735.12
                                       722.00                0.01
    EUR   SEB  SA EUR1                                      20 702.87
                                       116.00                0.00
    EUR   SOC  GENERALE    EUR1.25                         4 318.00         86 186.39
                                                       0.02
    EUR   SODEXO   EUR4                                      32 689.56
                                       394.00                0.01
    EUR   SUEZ  EUR4                            1 739.00         33 563.90
                                                       0.01
    EUR   TELEPERFORMANCE       EUR2.50                                  97 521.88
                                       292.00                0.02
    EUR   THALES   EUR3                                      56 874.55
                                       617.00                0.01
    EUR   TOTAL   SE EUR2.5                          12 572.00         538  758.79
                                                       0.11
    EUR   UBISOFT    ENTERTAIN     EUR0.31                                 48 766.18
                                       511.00                0.01
    注記は当財務書類と不可分のものである。

                                 85/195



                                                          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   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)                      65 479.99

                                       920.00                0.01
    EUR   VALEO   EUR1  (POST   SUBD)                       1 156.00         44 968.89
                                                       0.01
    EUR   VEOLIA   ENVIRONNEME     EUR5                     12 805.00         295  011.99
                                                       0.06
    EUR   VINCI   EUR2.50                            2 578.00         263  665.21
                                                       0.05
    EUR   VIVENDI    SA EUR5.50                         3 976.00         119  758.38
                                                       0.02
    EUR   WENDEL   EUR4                                      18 927.77
                                       167.00                0.00
    EUR   WORLDLINE     EUR0.68                                    66 469.84
                                       717.00                0.01
    フランス合計                                          12 961  604.37
                                                       2.54
    ドイツ

    EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  1 671.00         145  996.02
                                                       0.03
    EUR   BEIERSDORF     AG NPV                                  55 393.10
                                       494.00                0.01
    EUR   CARL  ZEISS   MEDITEC    NPV                                32 631.38
                                       244.00                0.01
    EUR   COMMERZBANK     AG NPV                        6 188.00         38 564.87
                                                       0.01
    EUR   CONTINENTAL     AG ORD  NPV                                77 319.02
                                       566.00                0.01
    EUR   COVESTRO    AG NPV                                   49 491.28
                                       885.00                0.01
    EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    1 832.00         92 128.07
                                                       0.02
    EUR   FRAPORT    AG NPV                                    12 122.94
                                       213.00                0.00
    EUR   FRESENIUS     MED  CARE  NPV                      1 057.00         89 139.03
                                                       0.02
    EUR   FRESENIUS     SE & CO.  KGAA  NPV                    2 161.00         96 937.06
                                                       0.02
    EUR   GEA  GROUP   AG NPV                         5 700.00         195  754.54
                                                       0.04
    EUR   HEIDELBERGCEMENT        NPV                       7 050.00         502  113.32
                                                       0.10
    EUR   HENKEL   AG & CO KGAA                                  43 354.12
                                       448.00                0.01
    EUR   HOCHTIEF    AG NPV                         1 388.00         134  320.34
                                                       0.03
    EUR   KION  GROUP   AG NPV                                  27 904.09
                                       362.00                0.00
    EUR   KNORR   BREMSE   AG NPV                                  50 689.69
                                       395.00                0.01
    EUR   LANXESS    AG NPV                                    34 663.53
                                       494.00                0.01
    EUR   MERCK   KGAA  NPV                                    99 589.27
                                       622.00                0.02
    EUR   METRO   AG (NEW)   NPV                                  3 903.39
                                       426.00                0.00
    EUR   NEMETSCHEK     SE ORD  NPV                                 27 281.97
                                       344.00                0.00
    EUR   PUMA  SE NPV                                     50 655.34
                                       508.00                0.01
    EUR   RATIONAL    AG NPV                                    6 238.18
                                        7.00               0.00
    EUR   RWE  AG (NEU)   NPV                         3 223.00         134  050.61
                                                       0.03
    EUR   SAP  AG ORD  NPV                         5 328.00         649  954.60
                                                       0.13
    EUR   SYMRISE    AG NPV  (BR)                                  84 906.28
                                       676.00                0.02
    EUR   TEAMVIEWER     AG NPV                                  39 166.70
                                       820.00                0.01
    EUR   THYSSENKRUPP      AG NPV                       2 375.00         15 915.14
                                                       0.00
    EUR   VOLKSWAGEN     AG ORD  NPV                                 30 505.49
                                       164.00                0.00
    EUR   ZALANDO    SE NPV                                    77 498.45
                                       764.00                0.01
    ドイツ合計                                           2 898  187.82
                                                       0.57
    アイルランド

    GBP   DCC  ORD  EUR0.25                                     17 219.66
                                       227.00                0.00
    EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                              134  670.59
                                       724.00                0.03
    EUR
        KERRY   GROUP   ‘ A’ ORD  EUR0.125(DUBLIN       LIST)                       101  814.56
                                       725.00                0.02
    USD   SEAGATE    TECH  PLC  COM  USD0.00001                     8 792.00         517  057.52
                                                       0.10
    アイルランド合計                                            770  762.33
                                                       0.15
    イスラエル

    USD   SOLAREDGE     TECHNOLO    USD0.0001                                24 740.22
                                        89.00               0.00
    イスラエル合計                                            24 740.22
                                                       0.00
    イタリア

    EUR   AMPLIFON    EUR0.02                                     5 621.90
                                       140.00                0.00
    EUR   ASSIC   GENERALI    SPA  EUR1                      5 822.00         99 728.44
                                                       0.02
    EUR   DIASORIN    SPA  EUR1                         1 423.00         300  607.21
                                                       0.06
    EUR   FINECOBANK     SPA  EUR0.33                        2 685.00         42 186.96
                                                       0.01
    注記は当財務書類と不可分のものである。

                                 86/195



                                                          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   INFRASTRUTTURE       WIR  NPV                      1 963.00         25 336.44

                                                       0.00
    EUR   LEONARDO    SPA  EUR4.40                         2 104.00         15 261.91
                                                       0.00
    EUR   POSTE   ITALIANE    SPA  NPV                      2 598.00         26 552.42
                                                       0.01
    EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  28 392.00         14 451.05
                                                       0.00
    EUR   TELECOM    ITALIA   SPA  EUR0.55                     46 221.00         21 701.15
                                                       0.01
    イタリア合計                                            551  447.48
                                                       0.11
    日本

    JPY   アドバンテスト                                         27 849.44
                                       400.00                0.01
    JPY   エア・ウォーター                                         9 902.66
                                       600.00                0.00
    JPY   アイシン精機                                         11 872.45
                                       400.00                0.00
    JPY   アマダ                                         8 682.81
                                       900.00                0.00
    JPY   あおぞら銀行                                         7 269.24
                                       400.00                0.00
    JPY   朝日インテック                                         22 009.11
                                       600.00                0.01
    JPY   アズビル                                         4 492.93
                                       100.00                0.00
    JPY   バンダイナムコホールディングス                                         45 696.48
                                       500.00                0.01
    JPY   ベネッセホールディングス                                         2 102.13
                                       100.00                0.00
    JPY   京都銀行                                         9 992.81
                                       200.00                0.00
    JPY   カルビー                                         8 875.57
                                       300.00                0.00
    JPY   カプコン                                         5 638.94
                                       100.00                0.00
    JPY   東海旅客鉄道                                         38 264.21
                                       300.00                0.01
    JPY   千葉銀行                              1 500.00          8 515.94
                                                       0.00
    JPY   中外製薬                              1 500.00         72 558.14
                                                       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                                         4 620.47
                                       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          8 894.75
                                                       0.00
    JPY   コスモス薬品                                         17 262.05
                                       100.00                0.01
    JPY   サイバーエージェント                                         13 713.74
                                       200.00                0.00
    JPY   第一生命ホールディングス                              2 100.00         33 118.68
                                                       0.01
    JPY   ダイフク                                         23 207.86
                                       200.00                0.01
    JPY   第一三共                              4 000.00         141  702.23
                                                       0.03
    JPY   ダイキン工業                                        136  168.78
                                       600.00                0.03
    JPY   大東建託                              4 300.00         422  268.04
                                                       0.08
    JPY   大和ハウス工業                              1 200.00         36 825.70
                                                       0.01
    JPY   大和ハウスリート投資法人                                         14 459.84
                                        6.00               0.00
    JPY   ディスコ                                         31 886.84
                                       100.00                0.01
    JPY   エーザイ                                         45 381.92
                                       600.00                0.01
    JPY   ファナック                                         97 300.41
                                       400.00                0.02
    JPY   ファーストリテイリング                                         82 416.69
                                       100.00                0.02
    JPY   富士電機                                         3 557.90
                                       100.00                0.00
    JPY   ふくおかフィナンシャルグループ                                         8 933.11
                                       500.00                0.00
    JPY   ＧＬＰ投資法人                                         10 599.86
                                        7.00               0.00
    JPY   ＧＭＯペイメントゲートウェイ                                         14 039.80
                                       100.00                0.00
    JPY   阪急阪神ホールディングス                                         16 351.00
                                       500.00                0.00
    JPY   光通信                                         24 042.20
                                       100.00                0.01
    JPY   ヒロセ電機                                         14 154.88
                                       100.00                0.00
    JPY   ホシザキ                                         9 906.50
                                       100.00                0.00
    JPY   ヒューリック                                         7 095.66
                                       700.00                0.00
    JPY   イビデン                                         4 689.52
                                       100.00                0.00
    JPY   出光興産                                         12 509.23
                                       600.00                0.00
    JPY   いすゞ自動車                              1 600.00         15 620.24
                                                       0.00
    JPY   伊藤園                                         15 459.12
                                       200.00                0.00
    JPY   伊藤忠テクノソリューションズ                                         3 533.92
                                       100.00                0.00
    JPY   日本取引所グループ                              1 200.00         29 731.00
                                                       0.01
    JPY   かんぽ生命保険                                         10 011.99
                                       600.00                0.00
    JPY   ジャパンリアルエステイト投資法人                                         15 593.38
                                        3.00               0.00
    JPY   ＪＳＲ                                         16 600.34
                                       600.00                0.00
    JPY   鹿島建設                              1 400.00         18 433.95
                                                       0.01
    注記は当財務書類と不可分のものである。

                                 87/195



                                                          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   カカクコム                                         8 426.76

                                       300.00                0.00
    JPY   関西電力                              1 400.00         12 825.89
                                                       0.00
    JPY   関西ペイント                                         9 105.73
                                       300.00                0.00
    JPY   花王                              1 100.00         82 366.82
                                                       0.02
    JPY   京阪ホールディングス                                         14 140.49
                                       300.00                0.00
    JPY   京浜急行電鉄                                         6 854.95
                                       400.00                0.00
    JPY   京王電鉄                                         21 318.63
                                       300.00                0.01
    JPY   京成電鉄                                         10 083.91
                                       300.00                0.00
    JPY   キッコーマン                                         18 671.78
                                       300.00                0.01
    JPY   近鉄グループホールディングス                                         13 320.55
                                       300.00                0.00
    JPY   キリンホールディングス                              1 600.00         34 884.68
                                                       0.01
    JPY   小林製薬                                         12 035.48
                                       100.00                0.00
    JPY   神戸物産                                         13 963.08
                                       400.00                0.00
    JPY   小糸製作所                                         18 067.61
                                       300.00                0.01
    JPY   小松製作所                              1 900.00         46 281.47
                                                       0.01
    JPY   コーセー                                         15 286.50
                                       100.00                0.00
    JPY   クラレ                                         5 961.16
                                       600.00                0.00
    JPY   九州電力                              1 200.00         10 138.58
                                                       0.00
    JPY   九州旅客鉄道                                         4 215.78
                                       200.00                0.00
    JPY   レーザーテック                                         10 549.03
                                       100.00                0.00
    JPY   ＬＩＮＥ                                         10 318.87
                                       200.00                0.00
    JPY   ライオン                                         9 467.27
                                       400.00                0.00
    JPY   エムスリー                              1 000.00         92 275.23
                                                       0.02
    JPY   マキタ                                         25 893.07
                                       500.00                0.01
    JPY   丸井グループ                                         3 655.72
                                       200.00                0.00
    JPY   日本マクドナルドホールディングス                                         9 724.29
                                       200.00                0.00
    JPY   明治ホールディングス                                         21 232.32
                                       300.00                0.01
    JPY   ミネベアミツミ                              1 100.00         22 933.59
                                                       0.01
    JPY   ミスミグループ本社                                         25 125.87
                                       800.00                0.01
    JPY   三菱瓦斯化学                                         12 739.39
                                       600.00                0.00
    JPY   三井化学                                         11 251.02
                                       400.00                0.00
    JPY   三井不動産                              2 400.00         50 209.54
                                                       0.01
    JPY   三浦工業                                         10 529.85
                                       200.00                0.00
    JPY   ＭｏｎｏｔａＲＯ                                         12 217.69
                                       200.00                0.00
    JPY   ナブテスコ                                         12 399.90
                                       300.00                0.00
    JPY   名古屋鉄道                                         11 017.02
                                       400.00                0.00
    JPY   日本ハム                                         12 817.07
                                       300.00                0.00
    JPY   日本電産                              1 000.00         127  595.30
                                                       0.03
    JPY   日本Ｍ＆Ａセンター                                         21 002.16
                                       300.00                0.00
    JPY   日本ビルファンド投資法人                                         16 600.34
                                        3.00               0.01
    JPY   日本通運                                         13 387.68
                                       200.00                0.00
    JPY   日本ペイントホールディングス                                         38 465.60
                                       300.00                0.01
    JPY   日本酸素ホールディングス                                         5 017.50
                                       300.00                0.00
    JPY   日本新薬                                         7 154.16
                                       100.00                0.00
    JPY   日本製鉄                              9 200.00         112  623.35
                                                       0.02
    JPY   日産化学                                         11 968.35
                                       200.00                0.00
    JPY   日清製粉グループ本社                                         9 764.56
                                       600.00                0.00
    JPY   日清食品ホールディングス                                         16 533.21
                                       200.00                0.00
    JPY   ニトリホールディングス                                         42 637.26
                                       200.00                0.01
    JPY   日東電工                              8 900.00         737  434.67
                                                       0.15
    JPY   野村不動産ホールディングス                              14 400.00         312  097.82
                                                       0.06
    JPY   大林組                              84 300.00         743  764.09
                                                       0.15
    JPY   オービック                                         45 015.58
                                       200.00                0.01
    JPY   小田急電鉄                                         21 246.70
                                       700.00                0.01
    JPY   王子ホールディングス                              1 300.00          5 909.37
                                                       0.00
    JPY   オリンパス                              36 500.00         789  856.15
                                                       0.17
    JPY   小野薬品工業                                         28 508.27
                                       900.00                0.01
    注記は当財務書類と不可分のものである。

                                 88/195



                                                          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   日本オラクル                                         11 095.66

                                       100.00                0.00
    JPY   オリエンタルランド                                         85 183.41
                                       500.00                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                              1 000.00         23 658.60
                                                       0.01
    JPY   ペプチドリーム                                         15 305.68
                                       300.00                0.00
    JPY   パーソルホールディングス                                         5 500.84
                                       300.00                0.00
    JPY   ピジョン                                         13 406.86
                                       300.00                0.00
    JPY   ポーラ・オルビスホールディングス                                         11 997.12
                                       600.00                0.00
    JPY   楽天                              1 800.00         20 179.33
                                                       0.01
    JPY   リクルートホールディングス                              3 000.00         126  588.35
                                                       0.02
    JPY   リンナイ                                         11 680.65
                                       100.00                0.00
    JPY   良品計画                                         8 235.91
                                       400.00                0.00
    JPY   ＳＢＩホールディングス                                         10 855.91
                                       400.00                0.00
    JPY   セコム                                         49 844.16
                                       500.00                0.01
    JPY   西武ホールディングス                                         5 955.41
                                       600.00                0.00
    JPY   積水ハウス                              1 500.00         27 015.10
                                                       0.01
    JPY   シャープ                                         6 713.02
                                       500.00                0.00
    JPY   シマノ                                         47 451.45
                                       200.00                0.01
    JPY   清水建設                              1 800.00         13 688.80
                                                       0.00
    JPY   信越化学工業                                        131  460.08
                                       800.00                0.03
    JPY   塩野義製薬                                         26 818.51
                                       500.00                0.01
    JPY   資生堂                                         63 524.33
                                       900.00                0.01
    JPY   静岡銀行                                         6 404.22
                                       900.00                0.00
    JPY   ＳＭＣ                                         63 601.06
                                       100.00                0.01
    JPY   スクウェア・エニックス・ホールディングス                                         12 294.41
                                       200.00                0.00
    JPY   スタンレー電気                                         2 944.14
                                       100.00                0.00
    JPY   住友金属鉱山                                         22 365.86
                                       600.00                0.01
    JPY   サンドラッグ                                         12 601.29
                                       300.00                0.00
    JPY   サントリー食品インターナショナル                                         7 317.19
                                       200.00                0.00
    JPY   スズケン                                         7 652.84
                                       200.00                0.00
    JPY   スズキ                                         42 994.01
                                       800.00                0.01
    JPY   シスメックス                                         41 927.60
                                       400.00                0.01
    JPY   Ｔ＆Ｄホールディングス                              1 700.00         19 873.41
                                                       0.01
    JPY   太平洋セメント                                         8 072.88
                                       300.00                0.00
    JPY   大成建設                                         17 693.60
                                       500.00                0.01
    JPY   帝人                                         3 421.72
                                       200.00                0.00
    JPY   テルモ                              1 600.00         63 631.74
                                                       0.01
    JPY   ＴＨＫ                                         12 371.13
                                       400.00                0.00
    JPY   ＴＩＳ                                         9 964.04
                                       500.00                0.00
    JPY   東武鉄道                                         15 008.39
                                       500.00                0.00
    JPY   東宝                                         8 477.58
                                       200.00                0.00
    JPY   東邦瓦斯                                         6 549.99
                                       100.00                0.00
    JPY   東北電力                              1 000.00          8 391.27
                                                       0.00
    JPY   東京センチュリー                                         13 253.42
                                       200.00                0.00
    JPY   東京瓦斯                                         17 987.05
                                       800.00                0.00
    JPY   東急                              1 000.00         12 150.56
                                                       0.00
    JPY   東レ                              2 400.00         13 029.39
                                                       0.00
    JPY   東ソー                                         7 892.59
                                       500.00                0.00
    JPY   ＴＯＴＯ                                         11 335.41
                                       200.00                0.00
    JPY   東洋水産                                         14 759.05
                                       300.00                0.00
    JPY   豊田合成                                         2 715.90
                                       100.00                0.00
    JPY   豊田自動織機                                         21 692.64
                                       300.00                0.01
    JPY   豊田通商                                         17 310.00
                                       500.00                0.00
    JPY   ツルハホールディングス                                         14 653.56
                                       100.00                0.00
    JPY   ユー・エス・エス                                         14 661.23
                                       700.00                0.00
    JPY   ウエルシアホールディングス                                         8 046.03
                                       200.00                0.00
    JPY   ヤクルト本社                                         14 313.11
                                       300.00                0.00
    JPY   ヤマハ                                         17 146.97
                                       300.00                0.00
    注記は当財務書類と不可分のものである。

                                 89/195



                                                          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   ヤマトホールディングス                                         12 644.45

                                       500.00                0.00
    JPY   ＺＯＺＯ                                         5 943.44
                                       238.00                0.00
    日本合計                                           6 801  955.52
                                                       1.33
    ジャージー

    GBP   GLENCORE    XSTRATA    ORD  USD0.01                    32 426.00         91 710.57
                                                       0.02
    ジャージー合計                                            91 710.57
                                                       0.02
    ルクセンブルグ

    EUR   AROUNDTOWN     SA EUR0.01                        5 289.00         36 808.75
                                                       0.01
    ルクセンブルグ合計                                            36 808.75
                                                       0.01
    オランダ

    USD   AERCAP   HOLDINGS    EUR0.01                                  15 806.80
                                       430.00                0.00
    EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                1 056.00         112  499.45
                                                       0.02
    EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           3 332.00         17 609.00
                                                       0.00
    EUR   ARGEN   X NV EUR0.10                                    59 229.12
                                       207.00                0.01
    EUR   EXOR  NV EUR0.01                                     35 126.58
                                       503.00                0.01
    EUR   HEINEKEN    HOLDING    EUR1.6                                 54 383.02
                                       587.00                0.01
    EUR   HEINEKEN    NV EUR1.60                         1 312.00         138  924.56
                                                       0.03
    EUR   ING  GROEP   N.V.  EUR0.01                       20 119.00         196  742.40
                                                       0.04
    EUR   JUST  EAT  TAKEAWAY    EUR0.04                                 73 811.19
                                       693.00                0.01
    EUR   KON  KPN  NV EUR0.04                         16 884.00         50 471.41
                                                       0.01
    EUR   KONINKLIJKE     AHOLD   EUR0.01                      37 139.00        1 065  771.87
                                                       0.21
    EUR   KONINKLIJKE     PHILIPS    NV EUR0.20                    13 111.00         680  031.28
                                                       0.13
    USD   NXP  SEMICONDUCTORS       EUR0.20                                98 378.82
                                       621.00                0.02
    EUR   QIAGEN   NV EUR0.01                          1 137.00         54 960.81
                                                       0.01
    EUR   RANDSTAD    N.V.  EUR0.10                                  35 206.56
                                       566.00                0.01
    GBP
        ROYAL   DUTCH   SHELL   ‘ B’ SHS  EUR0.07    (UK  LIST)            28 207.00         464  772.01
                                                       0.09
    EUR   STMICROELECTRONICS         EUR1.04                      3 332.00         130  811.94
                                                       0.03
    EUR   VOPAK(KON)     EUR0.50                                    25 965.66
                                       493.00                0.01
    EUR   WOLTERS    KLUWER   EUR0.12                        1 401.00         117  814.10
                                                       0.02
    オランダ合計                                           3 428  316.58
                                                       0.67
    パプアニューギニア

    AUD   OIL  SEARCH   LTD  PGK0.10                        7 812.00         20 952.83
                                                       0.01
    パプアニューギニア合計                                            20 952.83
                                                       0.01
    スペイン

    EUR   ACS  ACTIVIDADES     CO EUR0.5                     17 613.00         558  109.08
                                                       0.11
    EUR   AENA  SME  S.A.  EUR10                                  62 745.95
                                       384.00                0.01
    EUR   AMADEUS    IT GROUP   EUR0.01                       2 279.00         156  643.99
                                                       0.03
    EUR   CAIXABANK     SA EUR1                        322  019.00         827  022.52
                                                       0.16
    EUR   CELLNEX    TELECOM    SA EUR0.25                      1 662.00         105  129.90
                                                       0.02
    EUR   ENAGAS   SA EUR1.50                         31 990.00         781  400.66
                                                       0.15
    EUR   ENDESA   SA EUR1.2                          1 798.00         51 553.90
                                                       0.01
    EUR   FERROVIAL     SA EUR0.2                         2 348.00         65 498.36
                                                       0.01
    EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               1 448.00         41 137.32
                                                       0.01
    EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  82 783.00        1 133  341.41
                                                       0.22
    EUR   INDITEX    EUR0.03    (POST   SUBD)                    5 402.00         179  963.15
                                                       0.04
    EUR   NATURGY    ENERGY   GRO  EUR1                      1 831.00         42 348.34
                                                       0.01
    EUR   RED  ELECTRICA     CORP  EUR0.5                     22 550.00         462  204.80
                                                       0.09
    EUR   REPSOL   SA EUR1                          7 751.00         74 711.73
                                                       0.02
    EUR   SIEMENS    GAMESA   REN  EUR0.17                      1 387.00         49 657.74
                                                       0.01
    EUR   TELEFONICA     SA EUR1                        21 981.00         96 155.96
                                                       0.02
    スペイン合計                                           4 687  624.81
                                                       0.92
    注記は当財務書類と不可分のものである。

                                 90/195



                                                          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）
    イギリス

    GBP   3I GROUP   ORD  GBP0.738636                         2 576.00         36 815.45
                                                       0.01
    GBP   ASTRAZENECA     ORD  USD0.25                       4 016.00         418  469.82
                                                       0.08
    GBP   AVEVA   GROUP   ORD  GBP0.03556                                  7 879.57
                                       174.00                0.00
    GBP   AVIVA   ORD  GBP0.25                          9 949.00         42 663.11
                                                       0.01
    GBP   BAE  SYSTEMS    ORD  GBP0.025                       8 868.00         59 669.69
                                                       0.01
    GBP   BARRATT    DEVEL   ORD  GBP0.10                      25 696.00         212  693.76
                                                       0.04
    GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    6 710.00         236  451.31
                                                       0.05
    GBP   BRITISH    LAND  CO PLC  REIT                     3 031.00         19 087.52
                                                       0.00
    GBP   BT GROUP   ORD  GBP0.05                        26 056.00         40 630.12
                                                       0.01
    GBP   BUNZL   ORD  GBP0.32142857                          1 104.00         34 769.19
                                                       0.01
    USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    1 079.00         48 209.72
                                                       0.01
    GBP   EVRAZ   PLC  ORD  USD1                        40 236.00         207  509.05
                                                       0.04
    GBP   HALMA   ORD  GBP0.10                          1 194.00         35 324.14
                                                       0.01
    GBP   HIKMA   PHARMACEUTIC      ORD  GBP0.10                              17 026.05
                                       489.00                0.00
    USD   IHS  MARKIT   LTD  COM                                  81 059.90
                                       815.00                0.02
    GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                     3 641.00         25 772.58
                                                       0.01
    GBP   JD SPORTS   FASHION    ORD  GBP0.0025                    10 543.00         109  253.51
                                                       0.02
    GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                                14 726.99
                                       496.00                0.00
    GBP   KINGFISHER     ORD  GBP0.157142857                        6 300.00         23 011.99
                                                       0.00
    GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    1 876.00         16 469.95
                                                       0.00
    USD   LIBERTY    GLOBAL   INC  USD0.01    A                  4 593.00         103  434.36
                                                       0.02
    GBP   LLOYDS   BANKING    GP ORD  GBP0.1                    216  219.00         102  821.83
                                                       0.02
    GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                    14 117.00         28 930.00
                                                       0.01
    GBP   NATIONAL    GRID  ORD  GBP0.12431289                      10 215.00         115  700.85
                                                       0.02
    GBP   OCADO   GROUP   PLC  ORD  GBP0.02                     1 260.00         37 125.34
                                                       0.01
    GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                    2 051.00         180  282.27
                                                       0.04
    GBP   RELX  PLC  GBP0.1444                          5 944.00         138  673.51
                                                       0.03
    GBP   RENTOKIL    INITIAL    ORD  GBP0.01                     5 533.00         36 734.72
                                                       0.01
    GBP   ROLLS-ROYCE     HLDGS   ORD  GBP0.20                    33 366.00         47 084.36
                                                       0.01
    GBP   SAGE  GROUP   GBP0.01051948                         3 342.00         26 993.51
                                                       0.01
    GBP   SEVERN   TRENT   ORD  GBP0.9789                                 20 189.12
                                       633.00                0.00
    GBP   SMITHS   GROUP   ORD  GBP0.375                       1 595.00         31 068.02
                                                       0.01
    GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                               25 420.49
                                       171.00                0.00
    GBP   SSE  PLC  ORD  GBP0.50                         2 939.00         52 616.98
                                                       0.01
    GBP   ST JAMES  ’ S PLACE   ORD  GBP0.15                    1 658.00         22 577.83
                                                       0.00
    GBP   UNITED   UTILITIES      G  ORD  GBP0.05                    1 870.00         22 478.88
                                                       0.00
    GBP   WHITBREAD     ORD  GBP0.76797385                        3 072.00         124  309.60
                                                       0.02
    USD   WILLIS   TOWERS   WATS  COM  USD0.000304635                              60 375.10
                                       290.00                0.01
    GBP   WPP  PLC  ORD  GBP0.10                         3 714.00         35 977.97
                                                       0.01
    イギリス合計                                           2 900  288.16
                                                       0.57
    アメリカ合衆国

    USD   3M CO COM                            1 272.00         219  712.56
                                                       0.04
    USD   AFLAC   INC  COM  USD0.10                        1 708.00         75 032.44
                                                       0.01
    USD   AKAMAI   TECHNOLOGIES      INC  COM                    1 983.00         205  260.33
                                                       0.04
    USD   ALBEMARLE     CORP  COM  USD0.01                                26 786.09
                                       197.00                0.01
    USD   ALIGN   TECHNOLOGY     INC  COM                               86 150.91
                                       179.00                0.02
    USD   ALLEGHANY     CORP  DEL  COM                                 8 052.80
                                        14.00               0.00
    USD   ALLIANT    ENERGY   CORP  COM                                25 037.60
                                       476.00                0.01
    USD   ALNYLAM    PHARMACEUTICALS       INC  COM                            28 580.20
                                       220.00                0.01
    USD   ALPHABET    INC  CAP  STK  USD0.001    CL  C                1 073.00        1 889  274.02
                                                       0.37
    USD   ALTICE   USA  INC  COM  USD0.01    CL A                           30 494.08
                                       899.00                0.01
    USD   AMER  ELEC  PWR  INC  COM  USD6.50                    1 158.00         98 198.40
                                                       0.02
    USD   AMERICAN    WATER   WOR  COM  STK  USD0.01                             57 670.88
                                       376.00                0.01
    USD   ANSYS   INC  COM                                    63 217.22
                                       187.00                0.01
    USD   ARISTA   NETWORKS    IN COM  USD0.0001                              44 124.10
                                       163.00                0.01
    注記は当財務書類と不可分のものである。

                                 91/195



                                                          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   ARROW   ELECTRS    INC  COM                                 20 071.35

                                       219.00                0.00
    USD   BAKER   HUGHES   COMPA   COM  USD0.0001     CL A              1 556.00         29 128.32
                                                       0.01
    USD   BERKLEY(WR)CORP       COM  USD0.20                                23 642.19
                                       363.00                0.00
    USD   BERKSHIRE     HATHAWAY    CLASS  ’ B’ COM  USD0.0033               3 163.00         724  042.33
                                                       0.14
    USD   BIO  RAD  LABS  INC  CL A                                17 232.00
                                        32.00               0.00
    USD   BIOMARIN    PHARMA   COM  USD0.001                                30 456.90
                                       387.00                0.01
    USD   BLACK   KNIGHT   INC  COM  USD0.0001     WI                           38 113.92
                                       416.00                0.01
    USD   BLACKROCK     INC  COM  STK  USD0.01                              227  662.10
                                       326.00                0.04
    USD
        BOOZ  ALLEN   HAMILTO    COM  USD0.01    CLASS   ‘ A’                      20 916.39
                                       241.00                0.00
    USD   BOSTON   PPTYS   INC  COM  USD0.01                               25 227.12
                                       257.00                0.00
    USD   BOSTON   SCIENTIFIC     COM  USD0.01                    3 206.00         106  278.90
                                                       0.02
    USD   BROADRIDGE     FIN  SOL  COM  STK  USD0.01                             34 223.04
                                       233.00                0.01
    USD   BROWN   & BROWN   INC  COM                                 23 145.42
                                       514.00                0.00
    USD   BROWN   FORMAN   CORP  CL B                               49 686.56
                                       616.00                0.01
    USD
        CABLE   ONE  INC  COM  USD1  ‘ WI ’                             5 942.01
                                        3.00               0.00
    USD   CABOT   OIL  & GAS  CO COM  USD0.10                              12 631.92
                                       721.00                0.00
    USD   CADENCE    DESIGN   SYS  COM  USD0.01                    7 535.00         876  320.50
                                                       0.17
    USD   CAMPBELL    SOUP  CO CAP  USD0.0375                    11 885.00         594  487.70
                                                       0.12
    USD   CARVANA    CO COM  USD0.001    CL A                             25 021.00
                                       100.00                0.01
    USD   CATALENT    INC  COM  USD0.01                                 34 033.56
                                       354.00                0.01
    USD   CDK  GLOBAL   INC  COM  USD0.01                                 6 801.80
                                       142.00                0.00
    USD   CDW  CORP  COM  USD0.01                                   35 362.79
                                       271.00                0.01
    USD   CERNER   CORP  COM                                   60 770.08
                                       812.00                0.01
    USD   CHENIERE    ENERGY   INC  COM  NEW                              26 360.85
                                       465.00                0.01
    USD   CINCINNATI     FINL  CORP  COM                               30 463.65
                                       399.00                0.01
    USD   CINTAS   CORP  COM                                   70 349.40
                                       198.00                0.01
    USD   CLOROX   CO DEL  COM                        3 569.00         724  364.24
                                                       0.14
    USD   CME  GROUP   INC  COM  STK  USD0.01    CLASS  ’ A’                       136  523.40
                                       780.00                0.03
    USD   CMS  ENERGY   CORP  COM                                  37 354.78
                                       607.00                0.01
    USD   COCA-COLA     CO COM  USD0.25                       9 209.00         475  184.40
                                                       0.09
    USD   COGNEX   CORP  COM                                   34 338.98
                                       457.00                0.01
    USD   COLGATE-PALMOLIVE        COM  USD1                    1 898.00         162  544.72
                                                       0.03
    USD   CONSTELLATION      BRDS  CLASS  ’ A’ COM  USD0.01                          81 100.96
                                       394.00                0.02
    USD   COPART   INC  COM                                    57 263.20
                                       496.00                0.01
    USD   COSTAR   GROUP   INC  COM                                 75 577.31
                                        83.00               0.02
    USD   COUPA   SOFTWARE    INC  COM  USD0.0001                              47 691.95
                                       145.00                0.01
    USD   CSX  CORP  COM  USD1                         1 716.00         154  525.80
                                                       0.03
    USD   DEERE   & CO COM  USD1                                  169  268.14
                                       647.00                0.03
    USD   DEXCOM   INC  COM                                    61 058.88
                                       191.00                0.01
    USD   DIGITAL    REALTY   TRU  COM  STK  USD0.01                             78 155.00
                                       580.00                0.02
    USD   DISCOVERY     INC  COM  USD0.01    SER  A                31 974.00         860  420.34
                                                       0.17
    USD   DISCOVERY     INC  COM  USD0.01    SER   C                            20 008.66
                                       833.00                0.00
    USD   DOMINION    ENERGY   IN COM  STK  NPV                  1 873.00         147  011.77
                                                       0.03
    USD   DROPBOX    INC  COM  USD0.00001     CL A                            8 986.50
                                       450.00                0.00
    USD   DUKE  ENERGY   CORP  COM  USD0.001    (POST   REV  SPLT)            1 599.00         148  163.34
                                                       0.03
    USD   ECOLAB   INC  COM                                   122  848.95
                                       553.00                0.02
    USD   EDWARDS    LIFESCIENCES      CORP  COM                   1 447.00         121  388.83
                                                       0.02
    USD   EOG  RESOURCES     INC  COM  USD0.01                    1 213.00         56 865.44
                                                       0.01
    USD   EPAM  SYS  INC  COM  USD0.001                                 40 291.25
                                       125.00                0.01
    USD   EQUIFAX    INC  COM                                   41 725.00
                                       250.00                0.01
    USD   EQUITY   LIFESTYLE     PPTYS   INC                              18 221.49
                                       311.00                0.00
    USD   EQUITY   RESIDENTIAL     SBI  USD0.01                              50 795.84
                                       877.00                0.01
    USD   ERIE  INDTY   CO CL A                                  6 317.08
                                        28.00               0.00
    USD   ESSEX   PROP  TRUST   COM  USD0.0001                               36 144.36
                                       147.00                0.01
    USD   EXACT   SCIENCES    CORP  COM                                34 865.28
                                       288.00                0.01
    USD   EXPEDTRS    INTL  WASH  COM  USD0.01                    8 213.00         733  995.81
                                                       0.14
    USD   F M  C  CORP  COM  NEW                                  39 327.39
                                       339.00                0.01
    注記は当財務書類と不可分のものである。

                                 92/195



                                                          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   F5 NETWORK    INC  COM  STK  NPV                              22 793.40

                                       140.00                0.00
    USD   FACTSET    RESH  SYS  INC  COM                               29 704.64
                                        89.00               0.01
    USD   FAIR  ISAAC   CORP  COM                       1 675.00         791  906.50
                                                       0.16
    USD   FASTENAL    COM  USD0.01                         1 452.00         71 801.40
                                                       0.01
    USD   FIDELITY    NATL  FINL  FNF  GROUP   COM  USD0.0001                          17 419.16
                                       484.00                0.00
    USD   FLIR  SYS  INC  COM                                   10 592.48
                                       277.00                0.00
    USD   FORTINET    INC  COM  USD0.001                       4 719.00         581  522.37
                                                       0.11
    USD   FORTIVE    CORP  COM  USD0.01                                 50 633.86
                                       722.00                0.01
    USD   FRANKLIN    RES  INC  COM                                 19 395.18
                                       882.00                0.00
    USD   GALLAGHER     ARTHUR   J & CO COM                              45 240.72
                                       392.00                0.01
    USD   GARTNER    INC  COM                                   22 040.00
                                       145.00                0.00
    USD   GEN  DYNAMICS    CORP  COM  USD1                               73 181.50
                                       490.00                0.01
    USD   GEN  ELEC  CO COM  USD0.06                       19 370.00         197  186.60
                                                       0.04
    USD   GENERAC    HLDGS   INC  COM  USD0.01                               24 147.20
                                       112.00                0.00
    USD   GUIDEWIRE     SOFTWARE    COM  USD0.0001                              25 965.76
                                       212.00                0.01
    USD   HEICO   CORP  NEW  CL A                                 22 814.50
                                       206.00                0.00
    USD   HEICO   CORP  NEW  COM                                  8 527.02
                                        69.00               0.00
    USD   HENRY   JACK  & ASSOC   COM  USD0.01                              26 220.18
                                       163.00                0.01
    USD   HONEYWELL     INTL  INC  COM  USD1                    1 564.00         318  930.88
                                                       0.06
    USD   HUNT  J B TRANS   SVCS  INC  COM                              21 509.52
                                       159.00                0.00
    USD   IDEX  CORP  COM                                    40 175.20
                                       208.00                0.01
    USD   IDEXX   LABORATORIES      COM  USD0.10                              82 054.44
                                       178.00                0.02
    USD   ILLINOIS    TOOL  WKS  COM  NPV                              155  151.15
                                       735.00                0.03
    USD   ILLUMINA    INC  COM  USD0.01                                 106  933.88
                                       332.00                0.02
    USD   INCYTE   CORPORATION     COM  USD0.001                              44 129.88
                                       522.00                0.01
    USD   INSULET    CORP  COM  STK  USD0.001                               31 440.62
                                       122.00                0.01
    USD   INTERCONTINENTAL        E COM  USD0.01                    1 186.00         125  134.86
                                                       0.02
    USD   INTERNATIONAL      FLAVORS&FRAGRANC        COM                           19 617.50
                                       175.00                0.00
    USD   INTERPUBLIC     GROUP   COM  USD0.10                    27 198.00         605  971.44
                                                       0.12
    USD   INTUITIVE     SURGICAL    COM  USD0.001                              190  225.10
                                       262.00                0.04
    USD   INVITATION     HOMES   I COM  USD0.01                    1 403.00         40 097.74
                                                       0.01
    USD   IONIS   PHARMACEUTIC      COM  USD0.001                              16 422.25
                                       325.00                0.00
    USD   IPG  PHOTONICS     CORP  COM  USD0.0001                              15 939.77
                                        77.00               0.00
    USD   JOHNSON    & JOHNSON    COM  USD1                    5 988.00         866  343.84
                                                       0.17
    USD   JP MORGAN   CHASE   & COM  USD1                    7 602.00         896  123.76
                                                       0.18
    USD   JUNIPER    NETWORKS    COM  USD0.00001                    13 610.00         296  289.70
                                                       0.06
    USD   KRAFT   HEINZ   CO COM  USD0.01                      1 692.00         55 734.48
                                                       0.01
    USD   LAMB  WESTON   HLDGS   COM  USD1.00    WI                           20 917.82
                                       289.00                0.00
    USD   LEIDOS   HLDGS   INC  COM  USD0.0001                               31 015.60
                                       308.00                0.01
    USD   LENNOX   INTL  INC  COM                                  24 465.55
                                        85.00               0.01
    USD
        LIBERTY    BROADBAND     COM  USD0.01    CL ‘ A’                        15 677.00
                                       100.00                0.00
    USD
        LIBERTY    BROADBAND     COM  USD0.01    CL ‘  C ’                        42 641.85
                                       271.00                0.01
    USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER  A SIRIUSXM                        6 222.88
                                       152.00                0.00
    USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER   C  SIRIUSXM                        13 041.18
                                       318.00                0.00
    USD   LIBERTY    MEDIA   CORP  COM  USD0.01    SER   C  FORMULA                        22 310.52
                                       534.00                0.00
    USD   LIVE  NATION   INC  COM                                  25 340.90
                                       386.00                0.00
    USD   LOCKHEED    MARTIN   CORP  COM                               204  765.00
                                       561.00                0.04
    USD   LOEWS   CORP  COM                                    24 014.43
                                       573.00                0.00
    USD   LYONDELLBASELL       IND  COM  USD0.01                              56 931.90
                                       669.00                0.01
    USD   M & T BANK  CORP  COM  USD0.50                                36 228.39
                                       311.00                0.01
    USD   MARKEL   CORP  COM                                   21 424.26
                                        22.00               0.00
    USD   MARKETAXESS     HLDGS   INC  COM                               49 065.38
                                        91.00               0.01
    USD   MARSH   & MCLENNAN    COM  USD1                     1 120.00         128  396.80
                                                       0.03
    USD   MARTIN   MARIETTA    M. COM  USD0.01                              33 203.75
                                       125.00                0.01
    USD   MASIMO   CORPORATION     COM  STK  USD0.001                             23 667.57
                                        93.00               0.00
    USD   MAXIM   INTEGRATED     COM  USD0.001                               47 581.92
                                       573.00                0.01
    USD   MEDICAL    PROP  TST  COM  USD0.001                     1 567.00         30 399.80
                                                       0.01
    注記は当財務書類と不可分のものである。

                                 93/195



                                                          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   METTLER    TOLEDO   INTERNATIONAL      COM                            65 552.28

                                        57.00               0.01
    USD   MOLINA   HEALTHCARE     INC  COM                               23 883.21
                                       117.00                0.00
    USD   MONGODB    INC  COM  USD0.001    CL A                            28 731.00
                                       100.00                0.01
    USD   MONOLITHIC     PWR  SYS  INC  COM                              25 276.84
                                        79.00               0.00
    USD   MONSTER    BEV  CORP  USD0.005(NEW)                                 84 440.88
                                       996.00                0.02
    USD   MOODYS   CORP  COM  USD0.01                                 110  394.94
                                       391.00                0.02
    USD   NASDAQ   INC  COM  STK  USD0.01                                38 397.00
                                       300.00                0.01
    USD   NEUROCRINE     BIOSCIENCES     INC  COM                  1 903.00         180  670.82
                                                       0.04
    USD   NEWS  CORP  NEW  COM  USD0.01    CL ’ A’                1 357.00         23 951.05
                                                       0.00
    USD   NEXTERA    ENERGY   INC  COM  USD0.01                    4 336.00         319  086.24
                                                       0.06
    USD   NORDSON    CORP  COM                                   14 878.13
                                        73.00               0.00
    USD   NORTHROP    GRUMMAN    COM  USD1                               102  768.40
                                       340.00                0.02
    USD   OKTA  INC  COM  USD0.0001     CL A                             58 074.48
                                       237.00                0.01
    USD   OMEGA   HEALTHCARE     INVESTORS     INC                             20 110.62
                                       571.00                0.00
    USD   PAYCOM   SOFTWARE    IN COM  USD0.01                              45 878.80
                                       110.00                0.01
    USD   PEOPLE   ’ S UNITED   FINANCIAL     INC  COM  STK  USD0.01                        7 973.20
                                       643.00                0.00
    USD   PEPSICO    INC  CAP  USD0.016666                       3 069.00         442  641.87
                                                       0.09
    USD   PERKINELMER     INC  COM  USD1                                30 324.00
                                       228.00                0.01
    USD
        PHILIP   MORRIS   INTL  COM  STK  NPV  ‘ WI ’              10 094.00         764  620.50
                                                       0.15
    USD   PIONEER    NATURAL    RE COM  STK  USD0.01                             35 806.48
                                       356.00                0.01
    USD   POOL  CORPORATION     COM  USD0.001                               25 266.03
                                        73.00               0.00
    USD   PPG  INDS  INC  COM                                   82 778.28
                                       564.00                0.02
    USD   PROGRESSIVE     CP(OH)   COM  USD1                    1 358.00         118  295.38
                                                       0.02
    USD   PTC  INC  COM  USD0.01                                   19 628.70
                                       182.00                0.00
    USD   PUBLIC   STORAGE    COM  USD0.10                                81 927.90
                                       365.00                0.02
    USD   PULTE   GROUP   INC  COM  USD0.01                     15 891.00         693  324.33
                                                       0.14
    USD   QORVO   INC  COM  USD  0.0001                                 42 773.64
                                       273.00                0.01
    USD
        RALPH   LAUREN   CORP  CLASS   ‘ A’ COM  USD0.01                         13 548.50
                                       158.00                0.00
    USD   REALTY   INCOME   CORP                                  56 431.77
                                       941.00                0.01
    USD   RESMED   INC  COM  USD0.004                        2 179.00         456  718.40
                                                       0.09
    USD   RINGCENTRAL     INC  COM  USD0.0001     CL ’ A’                         50 795.55
                                       171.00                0.01
    USD   ROKU  INC  COM  USD0.0001     CLASS   A                            60 768.99
                                       207.00                0.01
    USD   ROLLINS    INC  COM                                   16 639.38
                                       291.00                0.00
    USD   ROPER   TECHNOLOGIES      COM  USD0.01                              105  469.00
                                       247.00                0.02
    USD   RPM  INTERNATIONAL      COM  USD0.01                               28 867.28
                                       328.00                0.01
    USD   S&P  GLOBAL   INC  COM  USD1                                195  237.90
                                       555.00                0.04
    USD   SAREPTA    THERA   INC  COM  USD0.0001                               22 115.02
                                       157.00                0.00
    USD   SEMPRA   ENERGY   COM  NPV                                 80 184.92
                                       629.00                0.02
    USD   SHERWIN-WILLIAMS        COM  USD1                               133  078.14
                                       178.00                0.03
    USD   SMITH   A O COM                                    12 500.82
                                       222.00                0.00
    USD   SNAP  INC  COM  USD0.00001     CL A                  2 071.00         91 993.82
                                                       0.02
    USD   SOUTHERN    CO COM                         2 454.00         146  871.90
                                                       0.03
    USD   SPLUNK   INC  COM  USD0.001                                  73 504.80
                                       360.00                0.01
    USD   SS&C  TECH  HLDGS   COM  USD0.01                                38 165.06
                                       554.00                0.01
    USD   STRYKER    CORP  COM  USD0.10                                 183  919.20
                                       788.00                0.04
    USD   SUN  COMMUNITIES     COM  USD0.01                                32 248.00
                                       232.00                0.01
    USD   SUNRUN   INC  COM  USD0.0001                                  18 134.64
                                       283.00                0.00
    USD   SVB  FINL  GROUP   COM                                  35 520.58
                                       103.00                0.01
    USD   SYNOPSYS    INC  COM  USD0.01                       1 985.00         451  587.50
                                                       0.09
    USD   TAKE  TWO  INTERACTI     COM  USD0.01                              48 376.68
                                       268.00                0.01
    USD   TELADOC    HEALTH   INC  COM  USD0.001                              47 108.49
                                       237.00                0.01
    USD   TELEDYNE    TECHNOLOGIES      INC  COM                             31 369.02
                                        83.00               0.01
    USD   TERADYNE    INC  COM  USD0.125                       1 697.00         187  246.98
                                                       0.04
    USD   THE  TRADE   DESK  INC  COM  USD0.000001     CL A                        84 700.58
                                        94.00               0.02
    USD   TRANSUNION     COM  USD0.01                                  41 628.13
                                       457.00                0.01
    USD   TRIMBLE    INC  COM  NPV                                  43 884.71
                                       733.00                0.01
    USD   TWILIO   INC  COM  USD0.001    CL A                             85 784.12
                                       268.00                0.02
    注記は当財務書類と不可分のものである。

                                 94/195



                                                          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   TYLER   TECHNOLOGIES      INC  COM                              38 911.60

                                        91.00               0.01
    USD   UDR  INC                                       25 043.97
                                       651.00                0.00
    USD   UNITED   PARCEL   SERVICE    INC  CL B                 3 576.00         611  746.32
                                                       0.12
    USD
        VEEVA   SYSTEMS    INC  COM  USD0.00001     CL ‘ A’                       89 429.01
                                       323.00                0.02
    USD   VERISIGN    INC  COM                                   41 549.04
                                       207.00                0.01
    USD   VERISK   ANALYTICS     I CL A USD0.001                              65 442.30
                                       330.00                0.01
    USD   VERTEX   PHARMACEUTI     COM  USD0.01                              136  877.75
                                       601.00                0.03
    USD   VICI  PPTYS   INC  COM  USD0.01                      1 220.00         30 853.80
                                                       0.01
    USD
        VMWARE   INC  COM  STK  USD0.01    CLASS   ‘ A’                        24 760.53
                                       177.00                0.00
    USD   VORNADO    REALTY   TR COM  USD0.04                               9 999.87
                                       257.00                0.00
    USD   VULCAN   MATERIALS     COM  STK  USD1                             38 124.45
                                       273.00                0.01
    USD   W P CAREY   INC  COM  USD0.001                                 22 977.72
                                       332.00                0.00
    USD   WABTEC   CORP  COM                                   33 571.40
                                       458.00                0.01
    USD   WATERS   CORP  COM                                   26 217.13
                                       113.00                0.01
    USD   WAYFAIR    INC  COM  USD0.001    A                             33 321.16
                                       131.00                0.01
    USD   WEC  ENERGY   GROUP   COM  USD0.01                               68 364.00
                                       720.00                0.01
    USD   WEST  PHARMACEUTICA      COM  USD0.25                              49 528.80
                                       180.00                0.01
    USD   WESTERN    UN CO COM                        36 509.00         823  643.04
                                                       0.16
    USD   XCEL  ENERGY   INC  COM                       1 121.00         75 510.56
                                                       0.01
    USD   ZEBRA   TECHNOLOGIES      CORP  CL A                             42 383.04
                                       112.00                0.01
    USD   ZILLOW   GROUP   INC  COM  USD0.0001     CLASS    C  WI                       35 792.92
                                       332.00                0.01
    USD
        ZOETIS   INC  COM  USD0.01    CL ‘ A’                 1 105.00         177  219.90
                                                       0.03
    USD   ZSCALER    INC  COM  USD0.001                                  31 150.00
                                       200.00                0.01
    アメリカ合衆国合計                                          26 509  196.69
                                                       5.20
    無記名株式合計                                          72 606  725.24

                                                      14.24
    その他の株式

    アメリカ合衆国

    USD   CAMDEN   PROP  TST  SBI  USD0.01                                28 858.36
                                       292.00                0.01
    アメリカ合衆国合計                                            28 858.36
                                                       0.01
    その他の株式合計                                            28 858.36

                                                       0.01
    優先株式

    ドイツ

    EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                             21 338.77
                                       322.00                0.00
    EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                           21 896.97
                                       382.00                0.01
    EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                           99 525.37
                                       922.00                0.02
    EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                4 851.00         309  287.44
                                                       0.06
    EUR   SARTORIUS     AG NON  VTG  PRF  NPV                             83 621.56
                                       183.00                0.02
    EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                             160  786.43
                                       951.00                0.03
    ドイツ合計                                            696  456.54
                                                       0.14
    優先株式合計                                            696  456.54

                                                       0.14
    記名株式

    アルゼンチン

    USD   MERCADOLIBRE      INC  COM  STK  USD0.001                             146  013.02
                                        94.00               0.03
    アルゼンチン合計                                            146  013.02
                                                       0.03
    注記は当財務書類と不可分のものである。

                                 95/195




                                                          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）
    オーストラリア

    AUD   AMPOL   LTD  NPV                          1 452.00         32 792.63
                                                       0.01
    AUD   BHP  GROUP   LTD  NPV                        31 924.00         895  528.20
                                                       0.18
    GBP   BHP  GROUP   PLC  ORD  USD0.50                      6 438.00         145  995.55
                                                       0.03
    AUD   COLES   GROUP   LTD  NPV                       24 059.00         316  619.83
                                                       0.06
    AUD   VODAFONE    HUTCHISON     NPV                      1 414.00          7 991.42
                                                       0.00
    オーストラリア合計                                           1 398  927.63
                                                       0.28
    ベルギー

    EUR   AGEAS   NPV                                      39 889.66
                                       809.00                0.01
    EUR   KBC  GROUP   NV NPV                         2 795.00         195  253.33
                                                       0.04
    EUR   TELENET    GRP  HLDG  NPV                                 14 560.15
                                       340.00                0.00
    EUR   UCB  NPV                                       74 349.38
                                       694.00                0.01
    ベルギー合計                                            324  052.52
                                                       0.06
    バミューダ

    USD   ARCH  CAPITAL    GROUP   COM  USD0.01                              28 492.58
                                       885.00                0.01
    USD   EVEREST    RE GROUP   COM  USD0.01                               19 777.71
                                        87.00               0.00
    USD   RENAISSANCE     RE HLG  COM  USD1                              20 086.08
                                       122.00                0.00
    バミューダ合計                                            68 356.37
                                                       0.01
    カナダ

    USD   LULULEMON     ATHLETIC    COM  STK  USD0.01                             96 627.42
                                       261.00                0.02
    カナダ合計                                            96 627.42
                                                       0.02
    フィンランド

    EUR   ELISA   OYJ  NPV                                    40 587.07
                                       754.00                0.01
    EUR   FORTUM   OYJ  EUR3.40                         39 639.00         910  627.59
                                                       0.18
    EUR   NESTE   OIL  OYJ  NPV                        2 123.00         142  670.94
                                                       0.03
    EUR   NOKIA   OYJ  NPV                         26 800.00         107  314.69
                                                       0.02
    EUR   ORION   CORP  SER ’ B’ NPV                                25 489.11
                                       540.00                0.00
    EUR   SAMPO   PLC  SER ’ A’ NPV                      2 524.00         109  385.93
                                                       0.02
    EUR   STORA   ENSO  OYJ  NPV  SER ’ R’                   3 205.00         54 325.24
                                                       0.01
    EUR   UPM-KYMMENE     CORP  NPV                       2 702.00         89 271.50
                                                       0.02
    フィンランド合計                                           1 479  672.07
                                                       0.29
    フランス

    EUR   GECINA   EUR7.50                                      33 653.05
                                       221.00                0.01
    EUR   LA FRANCAISE     DES  EUR0.40    (PROMESSES)                             23 753.28
                                       568.00                0.00
    EUR   MICHELIN    (CGDE)   EUR2                                 107  201.17
                                       858.00                0.02
    フランス合計                                            164  607.50
                                                       0.03
    ドイツ

    EUR   ADIDAS   AG NPV  (REGD)                                  312  390.14
                                       977.00                0.06
    EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                         6 770.00        1 600  704.84
                                                       0.31
    EUR   BASF  SE NPV                           4 739.00         347  667.00
                                                       0.07
    EUR   BAYER   AG NPV  (REGD)                         9 071.00         523  764.75
                                                       0.10
    EUR   BRENNTAG    AG                                     67 816.29
                                       885.00                0.01
    EUR   DAIMLER    AG ORD  NPV(REGD)                        4 428.00         299  002.87
                                                       0.06
    EUR   DELIVERY    HERO  SE NPV                                 79 451.60
                                       656.00                0.02
    EUR   DEUTSCHE    BANK  AG NPV(REGD)                       9 955.00         111  258.05
                                                       0.02
    EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                                163  825.57
                                       980.00                0.03
    EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  2 013.00         23 227.09
                                                       0.00
    EUR   DEUTSCHE    POST  AG NPV(REGD)                      24 723.00        1 197  732.93
                                                       0.24
    EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      16 979.00         306  989.89
                                                       0.06
    EUR   E.ON  SE NPV                          11 964.00         129  889.69
                                                       0.03
    注記は当財務書類と不可分のものである。

                                 96/195



                                                          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   EVONIK   INDUSTRIES     NPV                      1 131.00         34 241.95

                                                       0.01
    EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                              46 823.69
                                       279.00                0.01
    EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                   6 339.00         223  841.65
                                                       0.04
    EUR   LEG  IMMOBILIEN     AG NPV                                 51 157.50
                                       358.00                0.01
    EUR   MTU  AERO  ENGINES    H NPV  (REGD)                              66 537.37
                                       281.00                0.01
    EUR   MUENCHENER     RUECKVE    NPV(REGD)                                194  484.89
                                       696.00                0.04
    EUR   SCOUT24    AG NPV                                    48 919.56
                                       638.00                0.01
    EUR   SIEMENS    AG NPV(REGD)                         3 849.00         515  667.47
                                                       0.10
    EUR   SIEMENS    ENERGY   AG NPV                      2 183.00         65 021.48
                                                       0.01
    EUR   SIEMENS    HEALTHINEE     NPV                      3 870.00         178  459.28
                                                       0.04
    EUR   TELEFONICA     DEUTSCH    NPV                      3 760.00         10 407.71
                                                       0.00
    EUR   UNIPER   SE NPV                          3 956.00         134  393.55
                                                       0.03
    EUR   UNITED   INTERNET    AG NPV(REGD)                                20 034.47
                                       501.00                0.00
    EUR   VONOVIA    SE NPV                         2 694.00         185  232.91
                                                       0.04
    ドイツ合計                                           6 938  944.19
                                                       1.36
    アイルランド

    USD
        ACCENTURE     PLC  SHS  CL A ‘ NEW ’                  5 531.00        1 377  716.79
                                                       0.27
    USD   ALLEGION    PLC  CIM  USD0.01                                 19 500.84
                                       171.00                0.00
    USD   APTIV   PLC  COM  USD0.01                                  70 389.10
                                       593.00                0.01
    EUR   CRH  ORD  EUR0.32                          11 208.00         440  018.06
                                                       0.09
    USD   EATON   CORP  PLC  COM  USD0.01                                104  881.26
                                       866.00                0.02
    GBP   EXPERIAN    ORD  USD0.10                         2 730.00         96 438.40
                                                       0.02
    USD   JAZZ  PHARMA   PLC  COM  USD0.0001                     4 095.00         576  207.45
                                                       0.11
    EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)                         51 801.20
                                       592.00                0.01
    USD   MEDTRONIC     PLC  USD0.0001                        3 061.00         348  035.70
                                                       0.07
    USD   PENTAIR    PLC  COM  USD0.01                                  19 743.42
                                       381.00                0.01
    USD   PERRIGO    CO LTD  COM  EUR0.001                                16 057.26
                                       333.00                0.00
    EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                               39 861.45
                                       935.00                0.01
    USD   STERIS   PLC  ORD  USD0.001                                  32 172.46
                                       166.00                0.01
    アイルランド合計                                           3 192  823.39
                                                       0.63
    マン島

    GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      1 921.00         26 556.76
                                                       0.01
    マン島合計                                            26 556.76
                                                       0.01
    イタリア

    EUR   ATLANTIA    SPA  EUR1                         2 661.00         48 637.59
                                                       0.01
    EUR   DAVIDE   CAMPARI    MIL  EUR0.05                      2 854.00         33 094.88
                                                       0.01
    EUR   ENEL  EUR1                            41 087.00         411  371.01
                                                       0.08
    EUR   ENI  SPA  EUR1                          12 479.00         123  942.04
                                                       0.02
    EUR   FERRARI    NV EUR0.01(NEW)                                   126  681.41
                                       599.00                0.03
    EUR   INTESA   SANPAOLO    NPV                      482  152.00        1 110  474.88
                                                       0.22
    EUR   MEDIOBANCA     SPA  EUR0.5                        2 575.00         23 021.53
                                                       0.00
    EUR   MONCLER    SPA  NPV                                   43 967.38
                                       893.00                0.01
    EUR   NEXI  SPA  NPV                          2 481.00         46 890.80
                                                       0.01
    EUR   PIRELLI    &  C  SPA  NPV                       1 172.00          6 308.76
                                                       0.00
    EUR   PRYSMIAN    SPA  EUR0.10                         1 291.00         42 359.99
                                                       0.01
    EUR   RECORDATI     EUR0.125                                    22 849.38
                                       428.00                0.00
    EUR   SNAM  EUR1                            10 359.00         58 276.93
                                                       0.01
    EUR   TERNA   SPA  ORD  EUR0.22                        6 538.00         49 051.78
                                                       0.01
    EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 11 550.00         119  412.64
                                                       0.02
    イタリア合計                                           2 266  341.00
                                                       0.44
    注記は当財務書類と不可分のものである。

                                 97/195




                                                          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   イオン                              1 500.00         44 665.55
                                                       0.01
    JPY   ＡＧＣ                                         16 662.67
                                       500.00                0.00
    JPY   味の素                              1 000.00         20 911.05
                                                       0.01
    JPY   アルフレッサ　ホールディングス                                         8 017.26
                                       400.00                0.00
    JPY   ＡＮＡホールディングス                                         2 414.29
                                       100.00                0.00
    JPY   アサヒグループホールディングス                              1 100.00         42 586.43
                                                       0.01
    JPY   旭化成                              2 900.00         26 617.98
                                                       0.01
    JPY   アステラス製薬                              4 200.00         59 752.58
                                                       0.01
    JPY   ブリヂストン                              1 300.00         45 429.87
                                                       0.01
    JPY   ブラザー工業                              10 900.00         209  062.58
                                                       0.04
    JPY   キヤノン                              2 200.00         39 105.25
                                                       0.01
    JPY   カシオ計算機                                         8 990.65
                                       500.00                0.00
    JPY   中部電力                              1 500.00         18 089.19
                                                       0.00
    JPY   中国電力                                         10 180.77
                                       800.00                0.00
    JPY   大日本印刷                                         9 379.05
                                       500.00                0.00
    JPY   大和証券グループ本社                              4 600.00         20 032.22
                                                       0.01
    JPY   デンソー                                         42 542.32
                                       900.00                0.01
    JPY   電通グループ                                         16 303.04
                                       500.00                0.00
    JPY   東日本旅客鉄道                                         43 554.06
                                       700.00                0.01
    JPY   電源開発                                         5 385.76
                                       400.00                0.00
    JPY   ＥＮＥＯＳホールディングス                              7 000.00         24 066.17
                                                       0.01
    JPY   富士フイルムホールディングス                              5 500.00         296  691.44
                                                       0.06
    JPY   富士通                              1 500.00         208  655.00
                                                       0.04
    JPY   博報堂ＤＹホールディングス                                         8 688.56
                                       600.00                0.00
    JPY   浜松ホトニクス                                         22 517.38
                                       400.00                0.01
    JPY   日野自動車                              1 100.00          9 546.87
                                                       0.00
    JPY   日立建機                                         11 089.91
                                       400.00                0.00
    JPY   日立金属                                         10 291.06
                                       700.00                0.00
    JPY   日立製作所                              2 100.00         79 871.49
                                                       0.02
    JPY   本田技研工業                              3 700.00         101  889.71
                                                       0.02
    JPY   ＨＯＹＡ                              5 400.00         720  345.24
                                                       0.14
    JPY   飯田グループホールディングス                                         4 023.98
                                       200.00                0.00
    JPY   国際石油開発帝石                              3 500.00         19 602.01
                                                       0.00
    JPY   伊藤忠商事                              32 700.00         865  048.67
                                                       0.17
    JPY   ゆうちょ銀行                                         1 576.60
                                       200.00                0.00
    JPY   日本郵政                              4 900.00         36 310.05
                                                       0.01
    JPY   日本リテールファンド投資法人                                         11 177.18
                                        7.00               0.00
    JPY   日本たばこ産業                              3 200.00         65 058.74
                                                       0.01
    JPY   ジェイ   エフ  イー  ホールディングス                                  1 833.61
                                       200.00                0.00
    JPY   ＫＤＤＩ                              25 500.00         729  357.47
                                                       0.14
    JPY   キーエンス                                        204  421.00
                                       400.00                0.04
    JPY   コナミホールディングス                                         10 491.49
                                       200.00                0.00
    JPY   クボタ                              2 300.00         45 669.14
                                                       0.01
    JPY   京セラ                                         40 029.73
                                       700.00                0.01
    JPY   協和キリン                                         10 875.09
                                       400.00                0.00
    JPY   ローソン                              12 200.00         553  402.06
                                                       0.11
    JPY   ＬＩＸＩＬ                              4 300.00         103  298.97
                                                       0.02
    JPY   丸紅                              5 000.00         29 177.66
                                                       0.01
    JPY   マツダ                              2 000.00         11 834.09
                                                       0.00
    JPY   メディパルホールディングス                              13 000.00         244  727.88
                                                       0.05
    JPY   メルカリ                                         9 168.07
                                       200.00                0.00
    JPY   三菱ケミカルホールディングス                              2 600.00         14 399.42
                                                       0.00
    JPY   三菱商事                              3 300.00         76 997.36
                                                       0.02
    JPY   三菱電機                              13 900.00         204  417.65
                                                       0.04
    JPY   三菱地所                              2 500.00         43 251.02
                                                       0.01
    JPY   三菱重工業                                         15 785.66
                                       700.00                0.00
    注記は当財務書類と不可分のものである。

                                 98/195



                                                          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   三菱ＵＦＪフィナンシャル・グループ                              28 400.00         122  152.00

                                                       0.03
    JPY   三井物産                              3 800.00         64 866.94
                                                       0.01
    JPY   みずほフィナンシャルグループ                              5 830.00         74 220.33
                                                       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                                         26 195.16
                                       900.00                0.01
    JPY   村田製作所                              1 300.00         113  811.56
                                                       0.02
    JPY   日本電気                                         32 395.11
                                       600.00                0.01
    JPY   ネクソン                              1 100.00         33 282.19
                                                       0.01
    JPY   日本碍子                                         12 727.88
                                       800.00                0.00
    JPY   日本特殊陶業                                         12 694.32
                                       700.00                0.00
    JPY   任天堂                                        170  491.49
                                       300.00                0.03
    JPY   日本プロロジスリート投資法人                                         12 562.93
                                        4.00               0.00
    JPY   日本電信電話                              32 600.00         770  644.93
                                                       0.15
    JPY   日本郵船                              4 800.00         104  769.12
                                                       0.02
    JPY   日産自動車                              5 500.00         25 976.98
                                                       0.01
    JPY   野村ホールディングス                              56 100.00         281  912.25
                                                       0.06
    JPY   野村不動産マスターファンド投資法人                                         14 346.68
                                        11.00               0.00
    JPY   野村総合研究所                                         20 282.91
                                       600.00                0.01
    JPY   エヌ・ティ・ティ・データ                              1 400.00         18 635.34
                                                       0.00
    JPY   オムロン                                         36 173.58
                                       400.00                0.01
    JPY   オリックス                              2 800.00         41 701.27
                                                       0.01
    JPY   オリックス不動産投資法人                                         10 472.31
                                        7.00               0.00
    JPY   大阪瓦斯                              1 000.00         19 218.41
                                                       0.00
    JPY   大塚商会                                         9 705.11
                                       200.00                0.00
    JPY   大塚ホールディングス                                         36 612.80
                                       900.00                0.01
    JPY   パナソニック                              4 700.00         50 143.85
                                                       0.01
    JPY   ルネサスエレクトロニクス                              11 800.00         105  014.63
                                                       0.02
    JPY   りそなホールディングス                              3 900.00         13 677.58
                                                       0.00
    JPY   リコー                              1 700.00         11 363.22
                                                       0.00
    JPY   ローム                                         16 705.83
                                       200.00                0.00
    JPY   参天製薬                              1 000.00         16 638.70
                                                       0.00
    JPY   セガサミーホールディングス                                         12 661.71
                                       900.00                0.00
    JPY   セイコーエプソン                                         10 452.17
                                       700.00                0.00
    JPY   積水化学工業                                         10 374.49
                                       600.00                0.00
    JPY   セブン＆アイ・ホールディングス                              1 600.00         50 834.81
                                                       0.01
    JPY   ＳＧホールディングス                                         17 952.53
                                       600.00                0.00
    JPY   島津製作所                                         18 005.27
                                       500.00                0.00
    JPY   ソフトバンク                              6 600.00         81 301.37
                                                       0.02
    JPY   ソフトバンクグループ                              3 600.00         251  059.22
                                                       0.05
    JPY   綜合警備保障                                         10 721.65
                                       200.00                0.00
    JPY   ＳＯＭＰＯホールディングス                                         30 764.80
                                       800.00                0.01
    JPY   ソニー                              10 600.00         986  453.13
                                                       0.19
    JPY   ＳＵＢＡＲＵ                              1 400.00         27 832.17
                                                       0.01
    JPY   ＳＵＭＣＯ                                         10 136.66
                                       500.00                0.00
    JPY   住友商事                              2 400.00         29 610.17
                                                       0.01
    JPY   大日本住友製薬                                         6 343.80
                                       500.00                0.00
    JPY   住友電気工業                              1 500.00         17 175.74
                                                       0.00
    JPY   三井住友フィナンシャルグループ                              3 100.00         90 138.58
                                                       0.02
    JPY   三井住友トラスト・ホールディングス                                         17 555.50
                                       600.00                0.00
    JPY   住友不動産                                         29 388.64
                                       900.00                0.01
    JPY   武田薬品工業                              3 600.00         129  292.74
                                                       0.03
    JPY   ＴＤＫ                                         42 349.56
                                       300.00                0.01
    JPY   東京海上ホールディングス                              1 500.00         74 658.36
                                                       0.02
    JPY   東京電力ホールディングス                              1 300.00          3 391.03
                                                       0.00
    JPY   東京エレクトロン                                        102  047.47
                                       300.00                0.02
    JPY   東急不動産ホールディングス                              1 500.00          7 278.83
                                                       0.00
    JPY   凸版印刷                                         8 199.47
                                       600.00                0.00
    JPY   東芝                              1 000.00         28 022.06
                                                       0.01
    注記は当財務書類と不可分のものである。

                                 99/195



                                                          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   トヨタ自動車                              4 800.00         322  178.85

                                                       0.06
    JPY   トレンドマイクロ                                         16 312.63
                                       300.00                0.00
    JPY   ユニ・チャーム                                         38 843.44
                                       800.00                0.01
    JPY   ユナイテッド・アーバン投資法人                                         11 316.23
                                        10.00               0.00
    JPY   西日本旅客鉄道                                         18 274.75
                                       400.00                0.00
    JPY   ヤマダホールディングス                              2 200.00         10 464.64
                                                       0.00
    JPY   ヤマハ発動機                                         17 348.36
                                       900.00                0.00
    JPY   山崎製パン                                         3 321.99
                                       200.00                0.00
    JPY   安川電機                                         24 118.92
                                       500.00                0.01
    JPY   横河電機                                         3 536.80
                                       200.00                0.00
    JPY   横浜ゴム                                         7 302.81
                                       500.00                0.00
    JPY   Ｚホールディングス                              5 300.00         33 393.43
                                                       0.01
    日本合計                                          10 425  080.19
                                                       2.05
    ルクセンブルグ

    EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 4 177.00         76 696.70
                                                       0.02
    EUR   EUROFINS    SCIENTIFI     EUR0.01                                53 732.83
                                       660.00                0.01
    EUR   TENARIS    S.A.  USD1                         2 646.00         20 529.14
                                                       0.00
    ルクセンブルグ合計                                            150  958.67
                                                       0.03
    オランダ

    EUR   ADYEN   NV EUR0.01                                    180  133.37
                                        94.00               0.04
    EUR   AEGON   NV EUR0.12                          9 140.00         34 286.73
                                                       0.01
    EUR   ASML  HOLDING    NV EUR0.09                       2 178.00         947  946.99
                                                       0.19
    EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    5 411.00         59 341.15
                                                       0.01
    EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      5 330.00         83 305.50
                                                       0.02
    EUR   KONINKLIJKE     DSM  NV EUR1.5                                148  964.10
                                       907.00                0.03
    EUR   NN GROUP   N.V.  EUR0.12                        1 453.00         59 181.58
                                                       0.01
    EUR   PROSUS   N.V.  EUR0.05                         2 543.00         276  329.52
                                                       0.05
    GBP
        ROYAL   DUTCH   SHELL   PLC  ‘ A’ SHS  EUR0.07                13 151.00         223  187.66
                                                       0.04
    オランダ合計                                           2 012  676.60
                                                       0.40
    ポルトガル

    EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                     58 360.00         311  912.12
                                                       0.06
    EUR   GALP  ENERGIA    EUR1-B                         3 426.00         37 063.95
                                                       0.01
    EUR   JERONIMO    MARTINS    EUR5                       1 212.00         20 819.05
                                                       0.00
    ポルトガル合計                                            369  795.12
                                                       0.07
    スペイン

    EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     139  685.00         403  942.97
                                                       0.08
    EUR   BANKINTER     SA EUR0.3(REGD)                         2 848.00         14 134.72
                                                       0.00
    EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                     33 085.00         155  534.77
                                                       0.03
    EUR   MAPFRE   SA EUR0.10                          3 305.00          6 353.19
                                                       0.00
    スペイン合計                                            579  965.65
                                                       0.11
    スウェーデン

    USD   AUTOLIV    INC  COM                                   19 234.80
                                       216.00                0.00
    スウェーデン合計                                            19 234.80
                                                       0.00
    スイス

    USD   CHUBB   LIMITED    ORD  CHF24.15                      1 001.00         147  977.83
                                                       0.03
    GBP   COCA-COLA     HBC  AG ORD  CHF6.70                               15 124.62
                                       524.00                0.00
    USD   GARMIN   LTD  COM  CHF10.00                        2 951.00         344  558.76
                                                       0.07
    USD   TE CONNECTIVITY      LT COM  CHF0.57                              86 731.17
                                       761.00                0.02
    スイス合計                                            594  392.38
                                                       0.12
    注記は当財務書類と不可分のものである。

                                100/195



                                                          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）
    イギリス

    GBP   ADMIRAL    GROUP   ORD  GBP0.001                                 22 389.58
                                       587.00                0.01
    USD   AMCOR   PLC  ORD  USD0.01                        3 701.00         41 932.33
                                                       0.01
    GBP   ANGLO   AMERICAN    USD0.54945                        3 691.00         109  073.97
                                                       0.02
    GBP   ANTOFAGASTA     ORD  GBP0.05                       1 038.00         17 370.78
                                                       0.00
    USD   AON  PLC  COM  USD0.01    CL A                              112  074.83
                                       547.00                0.02
    GBP   ASHTEAD    GROUP   ORD  GBP0.10                      1 488.00         63 192.30
                                                       0.01
    GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                               24 113.14
                                       856.00                0.01
    GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                    2 829.00         21 173.05
                                                       0.00
    GBP   BARCLAYS    ORD  GBP0.25                        55 462.00         99 634.34
                                                       0.02
    GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                               18 890.21
                                       306.00                0.00
    GBP   BP ORD  USD0.25                           60 611.00         200  395.20
                                                       0.04
    GBP   BURBERRY    GROUP   ORD  GBP0.0005                                22 644.44
                                       981.00                0.00
    GBP   COMPASS    GROUP   ORD  GBP0.1105                      5 265.00         93 064.47
                                                       0.02
    GBP   CRODA   INTL  ORD  GBP0.10609756                                  29 738.83
                                       374.00                0.01
    GBP   DIAGEO   ORD  GBP0.28    101/108                      7 113.00         273  490.87
                                                       0.05
    GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  2 305.00          9 102.62
                                                       0.00
    GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                              81 536.84
                                       725.00                0.02
    GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     15 835.00         289  625.08
                                                       0.06
    GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                          14 566.60
                                       763.00                0.00
    GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  62 606.00         324  507.67
                                                       0.06
    GBP   IMPERIAL    BRANDS   PL GBP0.10                      2 594.00         47 133.06
                                                       0.01
    GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                               31 984.97
                                       516.00                0.01
    GBP   INTERTEK    GROUP   ORD  GBP0.01                                30 594.41
                                       415.00                0.01
    GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                    19 059.00         64 298.80
                                                       0.01
    USD   LIBERTY    GLOBAL   INC  USD0.01     C                              17 874.64
                                       826.00                0.00
    USD   LINDE   PLC  COM  EUR0.001                        1 194.00         306  165.48
                                                       0.06
    GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                    1 003.00         108  543.81
                                                       0.02
    GBP   M&G  PLC  ORD  GBP0.05                         9 777.00         24 473.98
                                                       0.01
    GBP   MONDI   ORD  EUR0.20                          1 477.00         32 693.59
                                                       0.01
    GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    46 260.00         111  074.30
                                                       0.02
    GBP   NATWEST    GROUP   PLC  ORD  GBP1                    14 914.00         30 782.30
                                                       0.01
    GBP   NEXT  ORD  GBP0.10                          1 604.00         140  305.85
                                                       0.03
    GBP   PEARSON    ORD  GBP0.25                         1 780.00         15 375.24
                                                       0.00
    GBP   PERSIMMON     ORD  GBP0.10                        4 351.00         154  281.80
                                                       0.03
    GBP   PHOENIX    GP HLDGS   ORD  GBP0.10                                5 253.73
                                       549.00                0.00
    GBP   PRUDENTIAL     ORD  GBP0.05                        8 514.00         132  932.57
                                                       0.03
    GBP   RIO  TINTO   ORD  GBP0.10                        3 431.00         221  424.10
                                                       0.04
    GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    4 459.00         40 123.14
                                                       0.01
    GBP   SAINSBURY(J)      ORD  GBP0.28571428                      136  413.00         384  451.46
                                                       0.08
    GBP   SCHRODERS     VTG  SHS  GBP1                                 12 505.80
                                       291.00                0.00
    GBP   SMITH   & NEPHEW   ORD  USD0.20                      2 761.00         53 484.92
                                                       0.01
    GBP   STANDARD    CHARTERED     ORD  USD0.50                    6 736.00         40 665.88
                                                       0.01
    GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    8 759.00         31 678.24
                                                       0.01
    GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      10 289.00         21 147.09
                                                       0.00
    GBP   TESCO   ORD  GBP0.05                         27 420.00         83 098.05
                                                       0.02
    GBP   UNILEVER    PLC  ORD  GBP0.031111                       3 590.00         219  080.24
                                                       0.04
    EUR   UNILEVER    PLC  ORD  GBP0.031111                       3 770.00         229  181.63
                                                       0.04
    GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             343  312.00         566  873.28
                                                       0.11
    イギリス合計                                           5 025  999.51
                                                       0.99
    アメリカ合衆国

    USD   ABBOTT   LABS  COM                         6 550.00         708  841.00
                                                       0.14
    USD   ABBVIE   INC  COM  USD0.01                        3 965.00         414  659.70
                                                       0.08
    USD   ABIOMED    INC  COM                                   31 521.50
                                       115.00                0.01
    USD   ACTIVISION     BLIZZAR    COM  STK  USD0.000001                  1 835.00         145  845.80
                                                       0.03
    USD   ADOBE   INC  COM  USD0.0001                        1 536.00         734  929.92
                                                       0.14
    注記は当財務書類と不可分のものである。

                                101/195



                                                          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   ADVANCE    AUTO  PARTS   COM  USD0.0001                              23 041.20

                                       156.00                0.00
    USD   ADVANCED    MICRO   DEV  COM  USD0.01                    2 592.00         240  174.72
                                                       0.05
    USD   AES  CORP  COM                          1 352.00         27 634.88
                                                       0.01
    USD   AGILENT    TECHNOLOGIES      INC  COM                             77 855.40
                                       666.00                0.02
    USD   AGNC  INV  CORP  COM  USD0.01                      55 061.00         841  332.08
                                                       0.17
    USD   AIR  PRODS   & CHEMS   COM  USD1                              136  428.18
                                       487.00                0.03
    USD   ALEXANDRIA     REAL  ESTATE   EQ INC  COM                           47 317.97
                                       289.00                0.01
    USD   ALEXION    PHARMACEUT     COM  USD0.0001                    6 789.00         829  004.79
                                                       0.16
    USD   ALLSTATE    CORP  COM                                  76 557.80
                                       748.00                0.02
    USD   ALLY  FINANCIAL     INC  COM  USD0.01                    1 067.00         31 636.55
                                                       0.01
    USD   ALPHABET    INC  CAP  STK  USD0.001    CL A               1 052.00        1 845  628.80
                                                       0.36
    USD   ALTRIA   GROUP   INC  COM  USD0.333333                     4 249.00         169  237.67
                                                       0.03
    USD   AMAZON   COM  INC  COM  USD0.01                      1 445.00        4 577  817.80
                                                       0.90
    USD   AMER  EXPRESS    CO COM  USD0.20                     1 616.00         191  641.44
                                                       0.04
    USD   AMER  FINL  GP OHIO  COM  NPV                               16 272.62
                                       182.00                0.00
    USD   AMER  INTL  GRP  COM  USD2.50                      1 786.00         68 653.84
                                                       0.01
    USD   AMER  TOWER   CORP  COM  NEW  USD0.01                    1 000.00         231  200.00
                                                       0.05
    USD   AMEREN   CORP  COM                                   42 856.78
                                       551.00                0.01
    USD   AMERIPRISE     FINL  INC  COM                     4 654.00         862  106.96
                                                       0.17
    USD   AMERISOURCEBERGEN        COM  STK  USD0.01                             38 047.59
                                       369.00                0.01
    USD   AMETEK   INC  COM  USD0.01                                  61 398.54
                                       518.00                0.01
    USD   AMGEN   INC  COM  USD0.0001                        5 124.00        1 137  732.96
                                                       0.22
    USD   AMPHENOL    CORP  NEW  CL A                               92 613.48
                                       708.00                0.02
    USD   ANALOG   DEVICES    INC  COM                                113  211.12
                                       814.00                0.02
    USD   ANNALY   CAPITAL    MAN  COM  USD0.01                    2 751.00         22 008.00
                                                       0.00
    USD   ANTHEM   INC  COM  USD0.01                                  174  139.68
                                       559.00                0.03
    USD   APOLLO   GLOBAL   MANA  COM  USD0.00001     CLASS   A                       13 522.20
                                       310.00                0.00
    USD   APPLE   INC  COM  NPV                        75 735.00        9 016  251.75
                                                       1.77
    USD   APPLIED    MATLS   INC  COM                      9 564.00         788  838.72
                                                       0.15
    USD   ARAMARK    COM  USD0.01                                   21 420.00
                                       612.00                0.00
    USD   ARCHER   DANIELS    MIDLAND    CO COM                   5 484.00         272  938.68
                                                       0.05
    USD   ASSURANT    INC  COM                                   22 596.00
                                       175.00                0.00
    USD   AT&T  INC  COM  USD1                        16 292.00         468  395.00
                                                       0.09
    USD   ATHENE   HOLDING    LTD  COM  USD0.001    CL A                         18 360.90
                                       414.00                0.00
    USD   ATMOS   ENERGY   CORP  COM                                 22 917.71
                                       239.00                0.00
    USD   AUTO  DATA  PROCESS    COM  USD0.10                    6 507.00        1 131  437.16
                                                       0.22
    USD   AUTODESK    INC  COM  USD0.01                                 134  230.17
                                       479.00                0.03
    USD   AUTOZONE    INC  COM  USD0.01                                 58 020.15
                                        51.00               0.01
    USD   AVALARA    INC  COM  USD0.0001                                  34 350.00
                                       200.00                0.01
    USD   AVALONBAY     COMMUNI    COM  USD0.01                               48 311.10
                                       290.00                0.01
    USD   AVANTOR    INC  COM  USD0.01                       1 272.00         34 700.16
                                                       0.01
    USD   AVERY   DENNISON    CORP  COM                                29 868.00
                                       200.00                0.01
    USD   AXALTA   COATING    SYS  COM  USD1.00                              20 885.30
                                       730.00                0.00
    USD   BALL  CORP  COM  NPV                                  74 887.80
                                       780.00                0.01
    USD   BAXTER   INTL  INC  COM  USD1                     1 140.00         86 719.80
                                                       0.02
    USD   BECTON   DICKINSON     COM  USD1                               148  418.88
                                       632.00                0.03
    USD   BEST  BUY  CO INC  COM  USD0.10                     7 265.00         790  432.00
                                                       0.16
    USD   BIOGEN   INC  COM  STK  USD0.0005                      3 279.00         787  517.43
                                                       0.15
    USD   BK OF AMERICA    CORP  COM  USD0.01                    17 621.00         496  207.36
                                                       0.10
    USD   BK OF NY MELLON   CP COM  STK  USD0.01                  1 649.00         64 508.88
                                                       0.01
    USD   BLACKSTONE     GRP  INC  COM  USD0.00001     CLASS   A            1 500.00         89 325.00
                                                       0.02
    USD   BOEING   CO COM  USD5                        1 207.00         254  326.97
                                                       0.05
    USD   BOOKING    HLDGS   INC  COM  USD0.008                              186  617.40
                                        92.00               0.04
    USD   BORG  WARNER   INC  COM                                  22 533.00
                                       580.00                0.00
    USD   BRISTOL-MYRS      SQUIB   COM  STK  USD0.10                  5 133.00         320  299.20
                                                       0.06
    USD   BROADCOM    CORP  COM  USD1.00                                354  996.72
                                       884.00                0.07
    USD   BUNGE   LIMITED    COM  USD0.01                                 24 144.90
                                       410.00                0.00
    注記は当財務書類と不可分のものである。

                                102/195



                                                          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   BURLINGTON     STORES   COM  USD0.0001                               34 966.40

                                       160.00                0.01
    USD   CAPITAL    ONE  FINL  COM  USD0.01                               80 844.16
                                       944.00                0.02
    USD   CARDINAL    HEALTH   INC  COM                                35 701.86
                                       654.00                0.01
    USD   CARLYLE    GROUP   INC  COM  USD0.01                               5 682.00
                                       200.00                0.00
    USD   CARMAX   INC  COM  USD0.50                                  32 998.44
                                       353.00                0.01
    USD   CARNIVAL    CORP  COM  USD0.01(PAIRED       STOCK)               1 388.00         27 732.24
                                                       0.01
    USD   CARRIER    GLOBAL   COR  COM  USD0.01                    1 911.00         72 751.77
                                                       0.01
    USD   CATERPILLAR     INC  DEL  COM                     1 233.00         214  036.47
                                                       0.04
    USD   CBOE  GLOBAL   MARKET   COM  USD0.01                    1 266.00         115  611.12
                                                       0.02
    USD
        CBRE  GROUP   INC  CLASS   ‘ A’ USD0.01                  11 680.00         714  115.20
                                                       0.14
    USD
        CELANESE    CORP  COM  SERIES   ‘ A’ USD0.0001                           32 720.49
                                       253.00                0.01
    USD   CENTENE    CORP  DEL  COM                       1 321.00         81 439.65
                                                       0.02
    USD   CENTERPOINT     ENERGY   INC  COM                              21 705.84
                                       936.00                0.00
    USD   CERIDIAN    HCM  HLDG  COM  USD0.01                               28 926.00
                                       300.00                0.01
    USD   CF INDS  HLDGS   INC  COM                                 19 769.00
                                       530.00                0.00
    USD   CH ROBINSON    WORLDW   COM  USD0.1                    5 746.00         539  951.62
                                                       0.11
    USD
        CHARTER    COMMUN   INC  COM  USD0.001    CLASS   ‘ A’                      213  852.72
                                       328.00                0.04
    USD   CHEVRON    CORP  COM  USD0.75                       4 343.00         378  622.74
                                                       0.07
    USD   CHIPOTLE    MEXICAN    GRILL   INC  CL A                           82 523.52
                                        64.00               0.02
    USD   CHURCH   & DWIGHT   INC  COM                     5 459.00         479  136.43
                                                       0.09
    USD   CIGNA   CORP  COM  USD0.25                                  174  004.48
                                       832.00                0.03
    USD   CISCO   SYSTEMS    COM  USD0.001                      35 694.00        1 535  555.88
                                                       0.30
    USD   CITIGROUP     INC  COM  USD0.01                      4 795.00         264  060.65
                                                       0.05
    USD   CITIZENS    FINL  GP COM  USD0.01                    20 115.00         656  955.90
                                                       0.13
    USD   CITRIX   SYSTEMS    INC  COM  USD0.001                    6 694.00         829  520.48
                                                       0.16
    USD   COGNIZANT     TECHNOLO    COM  CL ’ A’ USD0.01                 1 263.00         98 678.19
                                                       0.02
    USD   COMCAST    CORP  COM  CLS ’ A’ USD0.01                  10 260.00         515  462.40
                                                       0.10
    USD   COMERICA    INC  COM                                   11 365.20
                                       231.00                0.00
    USD   CONAGRA    BRANDS   IN COM  USD5                    1 178.00         43 067.68
                                                       0.01
    USD   CONCHO   RES  INC  COM  USD0.001                                32 073.84
                                       558.00                0.01
    USD   CONOCOPHILLIPS       COM  USD0.01                      2 444.00         96 684.64
                                                       0.02
    USD   CONSOLIDATED      EDISON   INC  COM                              57 873.75
                                       759.00                0.01
    USD   COOPER   COS  INC  COM  USD0.10                                39 555.96
                                       118.00                0.01
    USD   CORNING    INC  COM  USD0.50                       1 872.00         70 050.24
                                                       0.01
    USD   CORTEVA    INC  COM  USD0.01                       1 471.00         56 368.72
                                                       0.01
    USD   COSTCO   WHSL  CORP  NEW  COM                     1 008.00         394  904.16
                                                       0.08
    USD   CROWDSTRIKE     HOLDIN   COM  USD0.0005     CL A                        55 793.92
                                       364.00                0.01
    USD   CROWN   CASTLE   INTL  COM  USD0.01                              152  321.13
                                       909.00                0.03
    USD   CROWN   HOLDINGS    INC  COM  USD5                              34 966.75
                                       371.00                0.01
    USD   CUMMINS    INC  COM                         3 734.00         863  188.78
                                                       0.17
    USD   CVS  HEALTH   CORP  COM  STK  USD0.01                    4 621.00         313  257.59
                                                       0.06
    USD   D R HORTON   INC  COM                       10 850.00         808  325.00
                                                       0.16
    USD   DANAHER    CORP  COM  USD0.01                       1 453.00         326  387.39
                                                       0.06
    USD   DARDEN   RESTAURANTS     INC  COM                              24 835.40
                                       230.00                0.00
    USD   DATADOG    INC  COM  USD0.00001     CL A                           29 676.00
                                       300.00                0.01
    USD   DAVITA   INC  COM  USD0.001                        7 224.00         793  556.40
                                                       0.16
    USD   DELL  TECHNOLOGIES      COM  USD0.01    CL  C                3 244.00         223  933.32
                                                       0.04
    USD   DELTA   AIRLINES    INC  COM  USD0.0001                              13 322.75
                                       331.00                0.00
    USD   DENTSPLY    SIRONA   IN COM  NPV                              23 053.17
                                       453.00                0.00
    USD   DIAMONDBACK     ENERGY   COM  USD0.01                              13 706.28
                                       343.00                0.00
    USD   DISCOVER    FINL  SVCS  COM  STK  USD0.01                             54 690.06
                                       718.00                0.01
    USD   DISH  NETWORK    CORPO   CLASS  ’ A’ COM  USD0.01                          23 423.11
                                       653.00                0.00
    USD   DOCUSIGN    INC  COM  USD0.0001                                 87 733.80
                                       385.00                0.02
    USD   DOLLAR   GENERAL    CP COM  USD0.875                    2 480.00         542  078.40
                                                       0.11
    USD   DOLLAR   TREE  INC                                   64 560.84
                                       591.00                0.01
    USD   DOMINOS    PIZZA   INC  COM  USD0.01                               34 938.73
                                        89.00               0.01
    USD   DOVER   CORP  COM                                    34 534.49
                                       283.00                0.01
    注記は当財務書類と不可分のものである。

                                103/195



                                                          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   DOW  INC  COM  USD0.01                         1 684.00         89 268.84

                                                       0.02
    USD   DTE  ENERGY   CO COM                                  54 978.97
                                       437.00                0.01
    USD   DUPONT   DE NEMOURS    COM  USD0.01                    1 708.00         108  355.52
                                                       0.02
    USD   DYNATRACE     INC  COM  USD0.001                                 13 307.00
                                       350.00                0.00
    USD   EAST  WEST  BANCORP    INC  COM                               1 580.64
                                        37.00               0.00
    USD   EASTMAN    CHEM  CO COM                       2 074.00         202  007.60
                                                       0.04
    USD   EBAY  INC  COM  USD0.001                        18 243.00         919  994.49
                                                       0.18
    USD   EDISON   INTL  COM                                   50 928.80
                                       830.00                0.01
    USD   ELANCO   ANIMAL   HEAL  COM  NPV                    1 018.00         31 140.62
                                                       0.01
    USD   ELECTRONIC     ARTS  INC  COM                     6 596.00         842  639.00
                                                       0.17
    USD   ELI  LILLY   AND  CO COM  NPV                     5 084.00         740  484.60
                                                       0.15
    USD   EMERSON    ELEC  CO COM                       1 358.00         104  321.56
                                                       0.02
    USD   ENTERGY    CORP  NEW  COM                                 49 200.20
                                       452.00                0.01
    USD   EQUINIX    INC  COM  USD0.001    NEW                             143  046.95
                                       205.00                0.03
    USD   EQUITABLE     HOLDINGS    COM  USD0.01                              18 476.64
                                       728.00                0.00
    USD   ESSENTIAL     UTILS   IN COM  USD0.50                              26 443.52
                                       584.00                0.01
    USD   ESTEE   LAUDER   COS  CLASS  ’ A’ COM  USD0.01                          131  982.16
                                       538.00                0.03
    USD   EVERGY   INC  COM  NPV                                  25 488.60
                                       460.00                0.01
    USD   EVERSOURCE     ENERGY   COM  USD5                               71 583.18
                                       818.00                0.01
    USD   EXELON   CORP  COM  NPV                       2 243.00         92 120.01
                                                       0.02
    USD   EXPEDIA    GROUP   INC  COM  USD0.001                               43 073.54
                                       346.00                0.01
    USD   EXTRA   SPACE   STORAG   COM  USD0.01                              37 651.82
                                       334.00                0.01
    USD   EXXON   MOBIL   CORP  COM  NPV                     9 629.00         367  153.77
                                                       0.07
    USD
        FACEBOOK    INC  COM  USD0.000006     CL ‘ A’              6 919.00        1 916  355.43
                                                       0.38
    USD   FED  REALTY   INV  TR SBI  USD0.01                               5 756.52
                                        66.00               0.00
    USD   FEDEX   CORP  COM  USD0.10                                  158  192.16
                                       552.00                0.03
    USD   FIDELITY    NATL  INF  COM  STK  USD0.01                   1 431.00         212  374.71
                                                       0.04
    USD   FIFTH   THIRD   BANCORP    COM                     21 272.00         539  032.48
                                                       0.11
    USD   FIRST   REPUBLIC    BAN  COM  USD0.01                              52 212.68
                                       403.00                0.01
    USD   FIRSTENERGY     CORP  COM  USD0.10                     1 283.00         34 076.48
                                                       0.01
    USD   FISERV   INC  COM  USD0.01                        1 239.00         142  708.02
                                                       0.03
    USD   FLEETCOR    TECHNOLOG     COM  STK  USD0.001                             46 942.17
                                       177.00                0.01
    USD   FORD  MOTOR   CO COM  STK  USD0.01                    8 239.00         74 810.12
                                                       0.01
    USD   FORTUNE    BRANDS   HOME  USD0.01    WI                            28 724.00
                                       344.00                0.01
    USD   FOX  CORP  COM  USD0.01    CL A                              25 350.36
                                       879.00                0.00
    USD   FOX  CORP  COM  USD0.01    CL B                              6 953.10
                                       245.00                0.00
    USD   FREEPORT-MCMORAN        COM  STK  USD0.10                   2 885.00         67 480.15
                                                       0.01
    USD   GENERAL    MLS  INC  COM                       7 799.00         474  335.18
                                                       0.09
    USD   GENERAL    MOTORS   CO COM  USD0.01                    2 997.00         131  388.48
                                                       0.03
    USD   GENUINE    PARTS   CO COM  STK  USD1                             29 019.15
                                       295.00                0.01
    USD   GILEAD   SCIENCES    COM  USD0.001                     2 837.00         172  120.79
                                                       0.03
    USD   GLOBAL   PAYMENTS    COM  NPV                               129  410.97
                                       663.00                0.03
    USD   GLOBE   LIFE  INC  COM  USD1.00                                23 554.30
                                       253.00                0.00
    USD   GODADDY    INC  COM  CL A USD0.001                               34 281.74
                                       431.00                0.01
    USD   GOLDMAN    SACHS   GRP  COM  USD0.01                              170  168.04
                                       738.00                0.03
    USD   GRAINGER    W W INC  COM                                 41 411.70
                                        99.00               0.01
    USD   HALLIBURTON     COM  STK  USD2.50                     1 870.00         31 023.30
                                                       0.01
    USD   HARTFORD    FINL  SVCS  COM  USD0.01                              31 912.40
                                       722.00                0.01
    USD   HASBRO   INC  COM                                    24 001.74
                                       258.00                0.00
    USD   HCA  HEALTHCARE     INC  COM  USD0.01                    3 875.00         581  676.25
                                                       0.11
    USD   HD SUPPLY   INC  COM  USD0.01                                 23 929.62
                                       429.00                0.00
    USD   HEALTHPEAK     PPTYS   I COM  USD1                    1 521.00         43 896.06
                                                       0.01
    USD   HERSHEY    COMPANY    COM  USD1.00                     4 876.00         721  111.64
                                                       0.14
    USD   HESS  CORPORATION     COM  USD1                               36 092.70
                                       765.00                0.01
    USD   HEWLETT    PACKARD    EN COM  USD0.01                    3 112.00         34 356.48
                                                       0.01
    USD   HILTON   WORLDWIDE     H COM  USD0.01                              66 115.94
                                       638.00                0.01
    USD   HOLOGIC    INC  COM  USD0.01                       3 859.00         266  772.67
                                                       0.05
    注記は当財務書類と不可分のものである。

                                104/195



                                                          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   HOME  DEPOT   INC  COM  USD0.05                      7 147.00        1 982  649.27

                                                       0.39
    USD   HORMEL   FOODS   CORP  COM  USD0.0586                               32 507.02
                                       689.00                0.01
    USD   HOST  HOTELS   & RESO  COM  STK  USD0.01                  1 544.00         21 662.32
                                                       0.00
    USD   HOWMET   AEROSPACE     I COM  USD1.00                              23 248.86
                                       991.00                0.00
    USD   HP INC  COM  USD0.01                         11 638.00         255  221.34
                                                       0.05
    USD   HUMANA   INC  COM  USD0.166                                  114  548.72
                                       286.00                0.02
    USD   HUNTINGTON     BANCSHARES     INC  COM                   1 924.00         23 241.92
                                                       0.00
    USD   HUNTINGTON     INGALLS    COM  USD0.01                              11 693.87
                                        73.00               0.00
    USD   IAC/INTERACTIVECOR         COM  USD0.001                              27 404.07
                                       193.00                0.01
    USD   INGERSOLL     RAND  INC  COM  USD1.00                              41 126.83
                                       929.00                0.01
    USD   INGREDION     INC  COM  USD0.01                                 8 177.90
                                       106.00                0.00
    USD   INTEL   CORP  COM  USD0.001                       30 062.00        1 453  497.70
                                                       0.29
    USD   INTL  BUSINESS    MCHN  COM  USD0.20                    5 522.00         682  077.44
                                                       0.13
    USD   INTL  PAPER   CO COM  USD1.00                                 47 946.12
                                       969.00                0.01
    USD   INTUIT   INC  COM  USD0.01                                  203  819.58
                                       579.00                0.04
    USD   INVESCO    LTD  COM  STK  USD0.20                     1 093.00         17 739.39
                                                       0.00
    USD   IQVIA   HOLDINGS    INC  COM  USD0.01                              69 792.87
                                       413.00                0.01
    USD   IRON  MTN  INC  NEW  COM  NPV                     5 455.00         150  012.50
                                                       0.03
    USD   JACOBS   ENG  GROUP   COM  USD1                               31 704.96
                                       294.00                0.01
    USD   JOHNSON    CTLS  INTL  COM  USD0.01                    1 721.00         79 234.84
                                                       0.02
    USD   JONES   LANG  LASALLE    INC  COM                              10 583.20
                                        80.00               0.00
    USD   KANSAS   CITY  STHN  I COM  USD0.01                              41 329.74
                                       222.00                0.01
    USD   KELLOGG    CO COM  USD0.25                                  34 000.12
                                       532.00                0.01
    USD   KEURIG   DR PEPPER   COM  USD0.01                     1 083.00         32 977.35
                                                       0.01
    USD   KEYCORP    NEW  COM                         2 509.00         38 789.14
                                                       0.01
    USD
        KEYSIGHT    TECHNOLOG     COM  USD0.01    ‘ WD ’                         47 175.72
                                       393.00                0.01
    USD   KIMBERLY-CLARK       CP COM  USD1.25                              112  423.17
                                       807.00                0.02
    USD   KINDER   MORGAN   INC  USD0.01                      12 352.00         177  621.76
                                                       0.03
    USD   KKR  & CO INC  COM  NPV  CLASS   A                  1 067.00         40 471.31
                                                       0.01
    USD   KLA  CORPORATION     COM  USD0.001                     3 171.00         798  996.87
                                                       0.16
    USD   KNIGHT   SWIFT   TRANS   CL A COM  STK  USD0.01               10 993.00         453  900.97
                                                       0.09
    USD   KROGER   CO COM  USD1                        26 233.00         865  689.00
                                                       0.17
    USD   L3HARRIS    TECHNOLOG     COM  USD1.00                              87 739.43
                                       457.00                0.02
    USD   LAB  CORP  AMER  HLDG  COM  USD0.1                              122  102.24
                                       611.00                0.02
    USD   LAM  RESEARCH    CORP  COM  USD0.001                              142  135.24
                                       314.00                0.03
    USD   LAS  VEGAS   SANDS   CORP  COM                               46 072.17
                                       827.00                0.01
    USD   LEAR  CORP  COM  USD0.01                                  23 014.95
                                       161.00                0.00
    USD   LENNAR   CORP  COM  CL ’ A’ USD0.10                    2 828.00         214  532.08
                                                       0.04
    USD   LINCOLN    NATL  CORP  COM  NPV                               25 404.36
                                       538.00                0.00
    USD   LKQ  CORP  COM                                     20 392.38
                                       579.00                0.00
    USD   LOWE  ’ S COS  INC  COM  USD0.50                     8 016.00        1 249  053.12
                                                       0.25
    USD   LUMEN   TECHNOLOGIES      COM  USD1.00                    61 581.00         643  521.45
                                                       0.13
    USD   MARATHON    PETROLEUM     COM  USD0.01                    1 318.00         51 243.84
                                                       0.01
    USD
        MARRIOTT    INTL  INC  COM  USD0.01    CLASS   ‘ A’                       81 577.41
                                       643.00                0.02
    USD   MASCO   CORP  COM                                    31 128.60
                                       580.00                0.01
    USD
        MASTERCARD     INC  COM  USD0.0001     CLASS   ‘ A’             2 899.00         975  542.49
                                                       0.19
    USD   MATCH   GRP  INC  NEW  COM  NPV                               71 832.36
                                       516.00                0.01
    USD   MCCORMICK     & CO INC  COM  N/VTG   NPV                            45 623.12
                                       244.00                0.01
    USD   MCDONALD    ’ S CORP  COM  USD0.01                     1 692.00         367  908.48
                                                       0.07
    USD   MCKESSON    CORP  COM  USD0.01                                 64 227.87
                                       357.00                0.01
    USD   MERCK   & CO INC  COM  USD0.50                      5 703.00         458  464.17
                                                       0.09
    USD   METLIFE    INC  COM  USD0.01                       1 696.00         78 304.32
                                                       0.02
    USD   MGM  RESORTS    INTL  COM  STK  USD0.01                             25 622.75
                                       907.00                0.01
    USD   MICROCHIP     TECHNLGY    COM  USD0.001                              74 317.67
                                       553.00                0.01
    USD   MICRON   TECHNOLOGY     COM  USD0.10                    2 534.00         162  404.06
                                                       0.03
    USD   MICROSOFT     CORP  COM  USD0.0000125                     26 886.00        5 755  486.02
                                                       1.13
    USD   MID-AMER    APARTMENT     COM  STK  USD0.01                             25 610.48
                                       203.00                0.02
    注記は当財務書類と不可分のものである。

                                105/195



                                                          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   MODERNA    INC  COM  USD0.0001                                  91 644.00

                                       600.00                0.02
    USD   MOHAWK   INDS  COM  USD0.01                                  16 232.07
                                       129.00                0.00
    USD   MOLSON   COORS   BEVER   COM  USD0.01    CLASS   B                        21 298.00
                                       463.00                0.00
    USD   MONDELEZ    INTL  INC  COM  USD0.01                    3 311.00         190  216.95
                                                       0.04
    USD   MORGAN   STANLEY    COM  STK  USD0.01                    5 022.00         310  510.26
                                                       0.06
    USD   MOSAIC   CO COM  USD0.01                                  21 608.64
                                       984.00                0.00
    USD   MOTOROLA    SOLUTIONS     COM  USD0.01                              65 695.99
                                       383.00                0.01
    USD   MSCI  INC  COM  STK  USS0.01                       2 113.00         865  104.46
                                                       0.17
    USD   NATIONAL    OILWELL    VARCO   INC  COM                             10 053.20
                                       820.00                0.00
    USD   NATIONAL    RETAIL   PROPERTIES     INC                             5 617.30
                                       149.00                0.00
    USD   NETAPP   INC  COM  USD0.001                       10 394.00         554  104.14
                                                       0.11
    USD   NETFLIX    INC  COM  USD0.001                                 487  265.10
                                       993.00                0.10
    USD   NEWELL   BRANDS   INC  COM  USD1                    1 127.00         23 960.02
                                                       0.00
    USD   NEWMONT    CORPORATIO     COM  USD1.60                    5 415.00         318  510.30
                                                       0.06
    USD   NIELSEN    HLDGS   PLC  COM  EUR0.07                               1 568.49
                                        97.00               0.00
    USD   NIKE  INC  CLASS  ’ B’ COM  NPV                    2 825.00         380  527.50
                                                       0.07
    USD   NISOURCE    INC  COM  NPV                       1 085.00         26 257.00
                                                       0.01
    USD   NORFOLK    STHN  CORP  COM  USD1                              131  546.10
                                       555.00                0.03
    USD   NORTHERN    TRUST   CP COM  USD1.666                               46 094.40
                                       495.00                0.01
    USD   NORTONLIFELOCK       INC  COM  USD0.01                    1 176.00         21 438.48
                                                       0.00
    USD   NRG  ENERGY   INC  COM  USD0.01                                20 567.00
                                       628.00                0.00
    USD   NUCOR   CORP  COM                                    38 288.10
                                       713.00                0.01
    USD   NVIDIA   CORP  COM  USD0.001                       1 371.00         734  938.26
                                                       0.14
    USD   NVR  INC  COM  STK  USD0.01                                 135  904.12
                                        34.00               0.03
    USD   OCCIDENTAL     PETRLM   COM  USD0.20                    1 702.00         26 823.52
                                                       0.01
    USD   OGE  ENERGY   CORP  COM  USD0.01                                15 644.37
                                       483.00                0.00
    USD   OLD  DOMINION    FGHT  LINES   INC  COM                            42 705.60
                                       210.00                0.01
    USD   OMNICOM    GROUP   INC  COM  USD0.15                               25 956.00
                                       412.00                0.01
    USD   ON SEMICONDUCTOR      COM  USD0.01                     1 121.00         32 228.75
                                                       0.01
    USD   ONEOK   INC                                      29 449.27
                                       821.00                0.01
    USD   ORACLE   CORP  COM  USD0.01                       22 085.00        1 274  746.20
                                                       0.25
    USD   OREILLY    AUTO  NEW  COM  USD0.01                               69 463.08
                                       157.00                0.01
    USD   OTIS  WORLDWIDE     COR  COM  USD0.01                    1 005.00         67 274.70
                                                       0.01
    USD   OWENS   CORNING    COM  STK  USD0.01                               11 221.98
                                       154.00                0.00
    USD   PACCAR   INC  COM  STK  USD1                                67 210.32
                                       772.00                0.01
    USD   PACKAGING     CORP  AMER  COM                                31 850.00
                                       245.00                0.01
    USD   PALO  ALTO  NETWORKS    COM  USD0.0001                              64 368.48
                                       219.00                0.01
    USD   PARKER-HANNIFIN       COM  STK  USD0.50                              78 039.92
                                       292.00                0.02
    USD   PAYCHEX    INC  COM                         9 730.00         906  349.50
                                                       0.18
    USD   PAYPAL   HOLDINGS    IN COM  USD0.0001                    2 511.00         537  655.32
                                                       0.11
    USD   PELOTON    INTERACTIV     COM  USD0.000025     CL A                        58 175.00
                                       500.00                0.01
    USD   PFIZER   INC  COM  USD0.05                       26 275.00        1 006  595.25
                                                       0.20
    USD   PG&E  CORP  COM                          1 869.00         23 736.30
                                                       0.00
    USD   PHILLIPS    66 COM  USD0.01                       1 100.00         66 638.00
                                                       0.01
    USD   PINNACLE    WEST  CAP  CORP  COM                              19 971.40
                                       244.00                0.00
    USD   PINTEREST     INC  COM  USD0.00001     CL A                          56 016.00
                                       800.00                0.01
    USD   PNC  FINANCIAL     SVCS  COM  USD5                              131  994.92
                                       956.00                0.03
    USD   PPL  CORP  COM  USD0.01                         1 912.00         54 339.04
                                                       0.01
    USD   PRINCIPAL     FINL  GP COM  USD0.01                               26 936.39
                                       541.00                0.01
    USD   PROCTER    & GAMBLE   COM  NPV                     5 617.00         780  032.79
                                                       0.15
    USD   PROLOGIS    INC  COM  USD0.01                       1 724.00         172  486.20
                                                       0.03
    USD   PRUDENTIAL     FINL  COM  USD0.01                                69 041.06
                                       913.00                0.01
    USD   PUBLIC   SVC  ENTERPRISE     GROUP   COM                  1 180.00         68 770.40
                                                       0.01
    USD   QUALCOMM    INC  COM  USD0.0001                       9 860.00        1 451  096.20
                                                       0.28
    USD   QUEST   DIAGNOSTICS     INC  COM                               34 838.38
                                       281.00                0.01
    USD   RAYMOND    JAMES   FINANCIAL     INC  COM                            22 646.55
                                       249.00                0.00
    USD   RAYTHEON    TECHNOLOG     COM  USD1.00                    3 452.00         247  577.44
                                                       0.05
    注記は当財務書類と不可分のものである。

                                106/195



                                                          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   REGENCY    CENTERS    COM  USD0.01                                24 886.68

                                       546.00                0.00
    USD   REGENERON     PHARMACE    COM  USD0.001                    1 660.00         856  609.80
                                                       0.17
    USD   REGIONS    FINANCIAL     CORP  NEW  COM                  15 271.00         233  188.17
                                                       0.05
    USD   REINSURANCE     GROUP   COM  USD0.01                               13 833.60
                                       120.00                0.00
    USD   REPUBLIC    SERVICES    COM  USD0.01                               56 871.36
                                       588.00                0.01
    USD   ROBERT   HALF  INTL  COM  USD0.001                               19 254.00
                                       300.00                0.00
    USD   ROCKWELL    AUTOMATIO     COM  USD1                              61 334.40
                                       240.00                0.01
    USD   ROSS  STORES   INC  COM  USD0.01                                88 058.88
                                       819.00                0.02
    USD   ROYAL   CARIBBEAN     GR COM  USD0.01                              28 686.84
                                       364.00                0.01
    USD   SALESFORCE.COM       INC  COM  USD0.001                    2 040.00         501  432.00
                                                       0.10
    USD   SBA  COMMUNICATIONS       COM  USD0.01    CL A                         67 487.30
                                       235.00                0.01
    USD   SCHEIN   HENRY   INC  COM                                 21 029.37
                                       327.00                0.00
    USD   SCHLUMBERGER      COM  USD0.01                       2 645.00         54 989.55
                                                       0.01
    USD   SCHWAB(CHARLES)CP        COM  USD0.01                    3 504.00         170  925.12
                                                       0.03
    USD   SEAGEN   INC  COM  USD0.001                                  47 686.80
                                       280.00                0.01
    USD   SEALED   AIR  CORP  NEW  COM                                11 805.72
                                       262.00                0.00
    USD   SEI  INVESTMENT     COM  USD0.01                                18 620.75
                                       353.00                0.00
    USD   SENSATA    TECHNO   PLC  COM  EUR0.01                              17 432.31
                                       357.00                0.00
    USD   SERVICENOW     INC  COM  USD0.001                                222  372.80
                                       416.00                0.04
    USD   SIGNATURE     BK COM  USD0.01                                 17 389.45
                                       155.00                0.00
    USD   SIMON   PROP  GROUP   COM  USD0.0001                               59 863.25
                                       725.00                0.01
    USD   SIRIUS   XM HLDGS   IN COM  USD0.001                   121  366.00         787  665.34
                                                       0.15
    USD   SKYWORKS    SOLUTIONS     INC  COM                              52 938.75
                                       375.00                0.01
    USD   SLACK   TECHNOLOGIES      COM  USD0.0001     CL A                        36 748.16
                                       857.00                0.01
    USD   SMUCKER(JM)CO      COM  NPV                                 30 472.00
                                       260.00                0.01
    USD   SNAP-ON    INC  COM  USD1                                  12 133.65
                                        69.00               0.00
    USD   SNOWFLAKE     INC  COM  USD0.0001     CLASS   A                         32 584.00
                                       100.00                0.01
    USD   SOUTHWEST     AIRLINES    COM  USD1                              20 992.02
                                       453.00                0.00
    USD   SQUARE   INC  COM  USD0.0000001      CL A                          166  447.44
                                       789.00                0.03
    USD   STANLEY    BLACK   & DE COM  USD2.50                              66 720.22
                                       362.00                0.01
    USD   STARBUCKS     CORP  COM  USD0.001                      2 703.00         264  948.06
                                                       0.05
    USD   STATE   STREET   CORP  COM  STK  USD1                             48 772.16
                                       692.00                0.01
    USD   STEEL   DYNAMICS    INC  COM                                17 561.85
                                       485.00                0.00
    USD   SYNCHRONY     FINANCIA    COM  USD0.001                    1 393.00         42 444.71
                                                       0.01
    USD   SYSCO   CORP  COM  USD1                        1 076.00         76 708.04
                                                       0.02
    USD   T ROWE  PRICE   GROUP   COM  USD0.20                    1 520.00         217  983.20
                                                       0.04
    USD   T-MOBILE    US INC  COM  USD0.0001                     1 258.00         167  238.52
                                                       0.03
    USD   TARGET   CORP  COM  STK  USD0.0833                     1 095.00         196  585.35
                                                       0.04
    USD   TELEFLEX    INC  COM                                   40 954.25
                                       107.00                0.01
    USD   TESLA   INC  COM  USD0.001                        1 675.00         950  730.00
                                                       0.19
    USD   TEXAS   INSTRUMENTS     COM  USD1                    4 189.00         675  476.25
                                                       0.13
    USD   THERMO   FISHER   SCIE  COM  USD1                              406  392.52
                                       874.00                0.08
    USD   TIFFANY    & CO NEW  COM                                 38 655.12
                                       294.00                0.01
    USD   TJX  COS  INC  COM  USD1                       2 651.00         168  365.01
                                                       0.03
    USD   TRACTOR    SUPPLY   CO COM  USD0.008                               35 484.12
                                       252.00                0.01
    USD   TRADEWEB    MARKETS    I COM  USD0.00001     CL A                        11 930.00
                                       200.00                0.00
    USD   TRANE   TECHNOLOGIES      COM  USD1                              80 285.76
                                       549.00                0.02
    USD   TRANSDIGM     GROUP   INC  COM                                74 715.51
                                       129.00                0.01
    USD   TRAVELERS     CO INC  COM  NPV                               77 271.40
                                       596.00                0.02
    USD   TRUIST   FINL  CORP  COM  USD5                     3 181.00         147  662.02
                                                       0.03
    USD   TWITTER    INC  COM  USD0.000005                       1 691.00         78 648.41
                                                       0.02
    USD   TYSON   FOODS   INC  CL A                                45 900.80
                                       704.00                0.01
    USD   UBER  TECHNOLOGIES      COM  USD0.00001                    2 100.00         104  286.00
                                                       0.02
    USD   UGI  CORP  NEW  COM                                   14 972.56
                                       422.00                0.00
    USD   ULTA  BEAUTY   INC  COM  STK  USD0.01                              30 569.40
                                       111.00                0.01
    USD   UNION   PACIFIC    CORP  COM  USD2.50                    1 528.00         311  834.24
                                                       0.06
    USD   UNITED   RENTALS    INC  COM                                36 997.74
                                       163.00                0.01
    注記は当財務書類と不可分のものである。

                                107/195



                                                          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   UNITEDHEALTH      GRP  COM  USD0.01                     2 149.00         722  794.66

                                                       0.14
    USD   UNIVERSAL     HEALTH   S CLASS  ’ B’ COM  USD0.01               1 659.00         216  632.22
                                                       0.04
    USD   US BANCORP    COM  USD0.01                        2 972.00         128  420.12
                                                       0.03
    USD   VAIL  RESORTS    INC  COM                                 27 032.32
                                        98.00               0.01
    USD   VALERO   ENERGY   CORP  NEW  COM                    7 407.00         398  274.39
                                                       0.08
    USD   VARIAN   MEDICAL    SYS  COM  USD1                              34 969.98
                                       201.00                0.01
    USD   VEREIT   INC  COM  USD0.001                        1 844.00         13 073.96
                                                       0.00
    USD   VERIZON    COMMUN   COM  USD0.10                      9 450.00         570  874.50
                                                       0.11
    USD   VF CORP  COM  NPV                                   63 217.20
                                       758.00                0.01
    USD   VIACOMCBS     INC  COM  USD0.001    CL B                 1 378.00         48 615.84
                                                       0.01
    USD   VIATRIS    INC  COM  USD0.01                       11 553.00         194  321.46
                                                       0.04
    USD   VISA  INC  COM  STK  USD0.0001                       3 801.00         799  540.35
                                                       0.16
    USD   VISTRA   CORP  COM  USD0.01                       38 495.00         719  086.60
                                                       0.14
    USD   VONTIER    CORP  COM  USD0.0001
                                        0.80          26.54    0.00
    USD   VOYA  FINL  INC  COM  USD0.01                                 16 366.92
                                       284.00                0.00
    USD   WALGREENS     BOOTS   AL COM  USD0.01                    1 868.00         71 002.68
                                                       0.01
    USD   WALMART    INC  COM  USD0.10                       3 193.00         487  858.47
                                                       0.10
    USD   WALT  DISNEY   CO.  DISNEY   COM  USD0.01                  4 071.00         602  548.71
                                                       0.12
    USD   WASTE   MGMT  INC  DEL  COM                                114  960.45
                                       965.00                0.02
    USD   WELLS   FARGO   & CO COM  USD1  2/3                   8 599.00         235  182.65
                                                       0.05
    USD   WELLTOWER     INC  COM  USD1                      9 349.00         588  800.02
                                                       0.12
    USD   WESTERN    DIGITAL    CORP  COM                               35 859.12
                                       799.00                0.01
    USD   WESTROCK    CO COM  USD0.01                       3 276.00         138  279.96
                                                       0.03
    USD   WEYERHAEUSER      CO COM  USD1.25                     1 722.00         50 006.88
                                                       0.01
    USD   WHIRLPOOL     CORP  COM                        1 055.00         205  313.55
                                                       0.04
    USD   WILLIAMS    COS  INC  COM  USD1                     2 990.00         62 730.20
                                                       0.01
    USD   WORKDAY    INC  COM  USD0.001    CL A                            85 644.99
                                       381.00                0.02
    USD   WYNN  RESORTS    LTD  COM                                 28 944.00
                                       288.00                0.01
    USD   XILINX   INC  COM  USD0.01                                  92 278.70
                                       634.00                0.02
    USD   XPO  LOGISTICS     INC  COM  USD0.001                               17 388.84
                                       163.00                0.00
    USD   XYLEM   INC  COM  USD0.01    WI                               35 316.96
                                       368.00                0.01
    USD   YUM  BRANDS   INC  COM                        5 575.00         589  835.00
                                                       0.12
    USD   ZIMMER   BIOMET   HOLDINGS    INC  COM  USD0.01                           69 639.04
                                       467.00                0.01
    USD   ZIONS   BANCORPORATI      COM  USD0.001                               5 518.37
                                       143.00                0.00
    USD   ZOOM  VIDEO   COMMUNI    COM  USD0.001    CL A                        191  344.00
                                       400.00                0.04
    アメリカ合衆国合計                                          99 690  543.34
                                                      19.56
    記名株式合計                                          134  971  568.13

                                                      26.49
    預託証券

    アイルランド

    AUD   JAMES   HARDIE   ID PLC  CUFS  EUR0.5                   2 473.00         71 886.98
                                                       0.01
    アイルランド合計                                            71 886.98
                                                       0.01
    ルクセンブルグ

    EUR
        SES  S.A.  FDR  EACH  REP  1 ‘ A’ NPV                 1 857.00         16 939.96
                                                       0.00
    ルクセンブルグ合計                                            16 939.96
                                                       0.00
    オランダ

    EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                2 041.00         21 118.49
                                                       0.01
    オランダ合計                                            21 118.49
                                                       0.01
    預託証券合計                                            109  945.43

                                                       0.02
    注記は当財務書類と不可分のものである。

                                108/195




                                                          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）
    投資信託、クローズド・エンド型
    イギリス
    GBP   SEGRO   PLC  REIT                          4 009.00         48 812.20
                                                       0.01
    イギリス合計                                            48 812.20
                                                       0.01
    アメリカ合衆国
    USD   DUKE  REALTY   CORP  REIT                                 29 077.84
                                       764.00                0.00
    USD   VENTAS   INC  REIT                         16 928.00         811  020.48
                                                       0.16
    アメリカ合衆国合計                                            840  098.32
                                                       0.16
    投資信託、クローズド・エンド型合計                                            888  910.52
                                                       0.17
    新株引受権
    フランス
    EUR   ALSTOM   SA RIGHTS   30.11.20                                 4 859.13
                                       863.00                0.00
    フランス合計                                             4 859.13
                                                       0.00
    スペイン
    EUR   BANCO   SANTANDER     SA RIGHTS   30.11.20                  83 133.00         10 411.76
                                                       0.00
    スペイン合計                                            10 411.76
                                                       0.00
    イギリス
    GBP   AVEVA   GROUP   PLC  RIGHTS   09.12.20                               2 023.58
                                       135.33                0.00
    イギリス合計                                             2 023.58
                                                       0.00
    新株引受権合計                                            17 294.47
                                                       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              150  000.00         169  048.82
                                                       0.03
    USD   AMERICA,    UNITED   STATES   OF 3.12500%    18-15.11.28              400  000.00         475  375.00
                                                       0.09
    USD   AMERICA,    UNITED   STATES   OF 2.00000%    16-15.11.26              170  000.00         185  067.58
                                                       0.04
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27              220  000.00         243  349.21
                                                       0.05
    USD   AMERICA,    UNITED   STATES   OF 2.50000%    14-15.05.24              63 000.00         67 924.33
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 2.37500%    17-15.05.27              300  000.00         335  015.61
                                                       0.07
    米ドル合計                                           1 475  780.55
                                                       0.29
    財務省証券（     T-note   ）、固定利付債合計                                   1 475  780.55
                                                       0.29
    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                                          210  795  539.24
                                                      41.36
    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

    財務省証券（     T-bill   ）、ゼロ・クーポン
    米ドル
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    11.06.20-10.12.20           6 000  000.00        5 999  921.22
                                                       1.18
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    23.07.20-21.01.21           6 000  000.00        5 999  320.02
                                                       1.18
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    13.08.20-11.02.21           6 000  000.00        5 999  010.00
                                                       1.18
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    05.12.19-03.12.20           3 500  000.00        3 499  989.78
                                                       0.68
    米ドル合計                                          21 498  241.02
                                                       4.22
    財務省証券（     T-bill   ）、ゼロ・クーポン合計                                  21 498  241.02
                                                       4.22
    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                                          21 498  241.02
                                                       4.22
    注記は当財務書類と不可分のものである。

                                109/195



                                                          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

    譲渡性のある証券および短期金融商品
    記名株式
    アラブ首長国連邦

    GBP   NMC  HEALTH   PLC  ORD  GBP0.1
                                       225.00            0.00    0.00
    アラブ首長国連邦合計                                              0.00    0.00
    記名株式合計                                              0.00    0.00

    新株引受権

    ドイツ

    EUR   KION  GROUP   AG RIGHTS   03.12.20
                                       362.00            0.00    0.00
    ドイツ合計                                              0.00    0.00
    新株引受権合計                                              0.00    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                                              0.00    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          1 837  479.00        24 070  974.90
                                                       4.72
    USD   PIMCO   GIS  DIVERSIFIED     INCOME   FUND-INSTITUIONAL        CLASS-USD-ACC       2 654  598.00        73 665  094.50
                                                      14.46
    アイルランド合計                                          97 736  069.40
                                                      19.18
    ルクセンブルグ

    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC             1 654.00        34 600  108.70
                                                       6.79
    USD   UBS  (LUX)   BOND  SICAV   - ASIAN   HIGH  YIELD   U-X-ACC            2 540.00        31 153  531.80
                                                       6.11
    USD   UBS  (LUX)   BOND  SICAV-SHORT     DURATION    H Y SUST  (USD)   I-X-ACC      201  472.00        25 659  473.92
                                                       5.04
    USD   UBS  (LUX)   BOND  SICAV-ASIAN     INVST   GRADE   BONDS   (USD)-U-X-CAP                   5 702  198.54
                                       443.00                1.12
    USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC               1 499  327.54
                                       122.00                0.30
    USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND-GLOBAL     BONDS   (USD)-U-X     ACC     1 213.00        17 440  659.56
                                                       3.42
    USD   UBS  (LUX)   INSTITUTIONAL      SICAV   - E MARKETS    EQUITY   PASS  FA USD     2 080.71        31 918  321.34
                                                       6.26
    USD   UBS  LUX  BOND  SICAV-EMERGING       ECONOMIES     CORP  USD-I-X-ACC          135  441.00        17 412  294.96
                                                       3.42
    ルクセンブルグ合計                                          165  385  916.36
                                                      32.46
    投資信託、オープン・エンド型合計                                          263  121  985.76

                                                      51.64
    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

                                              263  121  985.76
    UCITS/   その他の    UCIs  合計                                          51.64
    公認の証券取引所に上場されている派生商品

    ワラント債
    アメリカ合衆国

    USD   OCCIDENTAL     PETROLEUM     CORP  CALL  WARRANT    22.00000    20-03.08.27
                                       74.00          380.36     0.00
    アメリカ合衆国合計                                              380.36     0.00
    ワラント債合計                                              380.36     0.00

    公認の証券取引所に上場されている派生商品合計                                              380.36     0.00

    注記は当財務書類と不可分のものである。

                                110/195



                                                          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   GOLDMAN    SACHS/S&P/ASX      200  INDEX   CALL  6772.75200     09.12.20                   -3 669.83
                                       -980.00                0.00
    AUD   MORGAN   STANLEY/S&P/ASX       200  INDEX   CALL  6961.17770     23.12.20        -1 000.00         -4 423.48
                                                       0.00
    豪ドル合計                                            -8 093.31
                                                       0.00
    ユーロ

    EUR   GOLDMAN    SACHS/EURO     STOXX   50 CALL  3647.94630     09.12.20          -4 620.00         -9 175.17
                                                       0.00
    EUR   HSBC/EURO     STOXX   50 CALL  3662.91170     23.12.20              -4 500.00         -44  836.01
                                                      -0.01
    ユーロ合計                                            -54  011.18
                                                      -0.01
    英ポンド

    GBP   GOLDMAN    SACHS/FTSE     100  INDEX   CALL  6690.99360     09.12.20
                                       -490.00           -399.86     0.00
    GBP   MORGAN   STANLEY/FTSE      100  INDEX   CALL  6663.35040     23.12.20                    -4 883.00
                                       -400.00                0.00
    英ポンド合計                                            -5 282.86
                                                       0.00
    日本円

    JPY   GOLDMAN    SACHS/TOPIX     INDEX   (TOKYO)    CALL  1831.71310     09.12.20      -493  580.00         -7 264.55
                                                       0.00
    JPY   GOLDMAN    SACHS/TOPIX     INDEX   (TOKYO)    CALL  1883.91240     23.12.20      -470  150.00         -10  003.43
                                                       0.00
    日本円合計                                            -17  267.98
                                                       0.00
    米ドル

    USD   UBS/S&P    500  INDEX   CALL  3694.73840     02.12.20               -8 320.00         -3 604.63
                                                       0.00
    USD   BNP/MSCI    EM INDEX   CALL  1240.35170     09.12.20              -12  380.00         -36  513.06
                                                      -0.01
    USD   CIBC/S&P    500  INDEX   CALL  3747.72030     09.12.20              -8 250.00         -13  533.37
                                                       0.00
    USD   CIBC/S&P    500  INDEX   CALL  3721.20500     16.12.20              -8 280.00         -90  686.25
                                                      -0.02
    USD   CIBC/S&P    500  INDEX   CALL  3789.35460     23.12.20              -8 370.00         -51  094.59
                                                      -0.01
    USD   UBS/MSCI    EM INDEX   CALL  1282.42710     23.12.20              -12  010.00         -35  594.72
                                                      -0.01
    米ドル合計                                           -231  026.62
                                                      -0.05
    指数に係るオプション、従来型合計                                           -315  681.95

                                                      -0.06
    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

                                                -315  681.95
    取引されていない派生商品合計                                                  -0.06
    投資有価証券合計                                          495  100  464.43

                                                      97.16
    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  20-29.01.21        19 453  361.70        2 667  264.59

                                                       0.52
    USD   UBS/FTSE    EEPRA   NAREIT   DVLPD   TR EQS  PAYER   3ML  20-29.01.21
    指数に係るスワップおよび先渡スワップ合計                                           2 667  264.59
                                                       0.52
    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

                                               2 667  264.59
    取引されていない派生商品合計                                                  0.52
    派生商品合計                                           2 667  264.59

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

                                111/195



                                                          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

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
          400  000.00            472  183.20                       6 911.65

    EUR               USD              8.1.2021                      0.00
          38 692.45            300  000.00
    USD               HKD              8.1.2021                  -7.37    0.00
         5 566  284.52           7 898  000.00                      -255  737.94
    USD               AUD              8.1.2021                      -0.05
          123  666.45             95 438.00                      -3 828.52
    USD               GBP              8.1.2021                      0.00
          658  481.46            867  500.00                      -11  145.29
    USD               CAD              8.1.2021                      0.00
          681  522.93            925  000.00                      -8 947.68
    USD               SGD              8.1.2021                      0.00
         1 299  210.54           10 072  500.00
    USD               HKD              8.1.2021                 -135.81     0.00
         4 492  407.25           473  708  172.00                      -54  540.74
    USD               JPY              8.1.2021                      -0.01
          485  872.99           4 280  000.00                      -15  217.21
    USD               SEK              8.1.2021                      -0.01
         20 749  896.99           17 585  344.00                      -312  722.52
    USD               EUR              8.1.2021                      -0.06
          264  193.94            239  500.00
    USD               CHF              8.1.2021                 -773.05     0.00
         27 058  100.00            259  085.63
    JPY               USD              8.1.2021                 634.98     0.00
          240  438.78            170  781.74                       6 458.06
    AUD               USD              8.1.2021                      0.00
          43 707.34             51 897.53
    EUR               USD              8.1.2021                 452.37     0.00
          40 000.00             52 400.76                       1 034.97
    GBP               USD              8.1.2021                      0.00
          234  822.72            330  000.00                      -8 437.27
    USD               AUD              8.1.2021                      0.00
          569  377.44            480  000.00                      -5 536.38
    USD               EUR              8.1.2021                      0.00
          253  144.24           26 500  000.00                      -1 219.37
    USD               JPY              8.1.2021                      0.00
         1 040  000.00           1 216  818.72                      28 827.90
    EUR               USD              8.1.2021                      0.01
          577  434.63            495  000.00                      -15  445.25
    USD               EUR              8.1.2021                      0.00
         86 642  700.00           63 639  249.56                     1 033  880.39
    SGD               USD             4.12.2020                       0.19
          241  900.00            178  862.83                       1 699.76
    SGD               USD             4.12.2020                       0.00
         1 632  800.00           1 211  918.96                       6 859.85
    SGD               USD             4.12.2020                       0.00
          345  300.00            255  655.06                       2 088.89
    SGD               USD             4.12.2020                       0.00
          850  000.00            630  451.08                       4 018.53
    SGD               USD             4.12.2020                       0.00
          256  954.04            195  000.00                      -3 545.13
    USD               GBP              8.1.2021                      0.00
         20 228  105.02           17 010  343.41                      -157  445.29
    USD               EUR              4.2.2021                      -0.03
         5 839  245.22           7 968  000.00                      -35  345.84
    USD               AUD              4.2.2021                      -0.01
          252  019.92            190  438.85                      -2 417.74
    USD               GBP              4.2.2021                      0.00
         4 542  696.35           473  148  172.00
    USD               JPY              4.2.2021                 -319.74     0.00
         1 338  077.70           10 372  500.00
    USD               HKD              4.2.2021                 -11.96     0.00
          663  335.84            867  500.00                      -6 335.10
    USD               CAD              4.2.2021                      0.00
          252  676.22            229  500.00                      -1 415.92
    USD               CHF              4.2.2021                      0.00
          497  477.86           4 280  000.00                      -3 767.09
    USD               SEK              4.2.2021                      0.00
          680  952.02            915  000.00                      -2 081.57
    USD               SGD              4.2.2021                      0.00
          260  684.92            350  000.00
    USD               SGD             4.12.2020                 -567.27     0.00
          536  238.57            719  800.00                      -1 045.23
    USD               SGD             4.12.2020                       0.00
         1 499  300.00           1 114  431.19                       4 698.57
    SGD               USD             4.12.2020                       0.00
         1 308  541.96           1 100  000.00                      -9 720.98
    USD               EUR              4.2.2021                      0.00
         1 307  765.58           1 100  000.00                      -9 745.27
    USD               EUR              8.1.2021                      0.00
          595  815.44            799  800.00                      -1 183.15
    USD               SGD             4.12.2020                       0.00
          299  599.26            400  800.00
    USD               SGD             4.12.2020                  428.18     0.00
                                                169  352.42
    先渡為替契約合計                                                  0.03
                                               10 879  650.86

    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                                                  2.14
                                                743  354.39
    その他の資産および負債                                                  0.15
                                              509  560  086.69
    純資産総額                                                 100.00
    注記は当財務書類と不可分のものである。

                                112/195




                                                          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）
    2020  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   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28                200  000.00         231  140.00
                                                       0.20
    USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                230  000.00         244  755.42
                                                       0.21
    USD   APPLE   INC  1.65000%    20-11.05.30                     375  000.00         387  863.03
                                                       0.34
    USD   APPLE   INC  2.20000%    19-11.09.29                     500  000.00         539  823.15
                                                       0.47
    USD   APPLE   INC  2.25000%    16-23.02.21                     195  000.00         195  557.70
                                                       0.17
    USD   APPLE   INC  2.40000%    13-03.05.23                     200  000.00         209  959.08
                                                       0.18
    USD   APPLE   INC  2.45000%    16-04.08.26                     600  000.00         653  146.20
                                                       0.56
    USD   APPLE   INC  3.25000%    16-23.02.26                     500  000.00         560  476.00
                                                       0.48
    USD   APPLE   INC  3.45000%    14-06.05.24                     400  000.00         440  359.20
                                                       0.38
    USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23            200  000.00         218  512.28
                                                       0.19
    USD   BERKSHIRE     HATHAWAY    FINANCE    CORP  1.85000%    20-12.03.30           200  000.00         210  334.16
                                                       0.18
    USD   BERKSHIRE     HATHAWAY    INC  2.75000%    16-15.03.23               700  000.00         735  900.48
                                                       0.64
    USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               175  000.00         196  443.52
                                                       0.17
    USD   CHEVRON    CORP  2.23600%    20-11.05.30                    500  000.00         537  533.25
                                                       0.46
    USD   EQUINOR    ASA  2.37500%    20-22.05.30                    300  000.00         320  374.92
                                                       0.28
    USD   EQUINOR    ASA  3.62500%    18-10.09.28                    580  000.00         677  744.27
                                                       0.59
    USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27              300  000.00         332  100.12
                                                       0.29
    USD   EUROPEAN    INVESTMENT     BANK  2.62500%    19-20.05.22              340  000.00         352  144.97
                                                       0.30
    USD   EUROPEAN    INVESTMENT     BANK  0.87500%    20-17.05.30              501  000.00         498  790.66
                                                       0.43
    USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                  550  000.00         608  307.37
                                                       0.53
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.25000%    19-18.06.29           800  000.00         886  752.88
                                                       0.77
    USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22         475  000.00         492  774.79
                                                       0.43
    USD   JOHNSON    & JOHNSON    1.30000%    20-01.09.30                 350  000.00         351  394.58
                                                       0.30
    USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                 200  000.00         217  740.30
                                                       0.19
    USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                 500  000.00         563  369.90
                                                       0.49
    USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 550  000.00         600  584.05
                                                       0.52
    USD   KOREA   DEVELOPMENT     BANK  4.62500%    11-16.11.21               700  000.00         727  781.25
                                                       0.63
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-25.07.27        600  000.00         665  812.50
                                                       0.58
    USD   KOREA   RESOURCES     CORP-REG-S     3.00000%    17-24.04.22             400  000.00         411  875.00
                                                       0.36
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23           190  000.00         197  676.95
                                                       0.17
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25           350  000.00         374  649.45
                                                       0.32
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.87500%    18-03.04.28           580  000.00         668  731.65
                                                       0.58
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      1.75000%    19-14.09.29           600  000.00         644  174.52
                                                       0.56
    USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27         900  000.00        1 024  875.00
                                                       0.89
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           500  000.00         532  108.25
                                                       0.46
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                   850  000.00         970  762.05
                                                       0.84
    USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               475  000.00         535  233.75
                                                       0.46
    USD   ONTARIO,    PROVINCE    OF 2.00000%    19-02.10.29                475  000.00         508  616.55
                                                       0.44
    USD   PROCTER    & GAMBLE   CO 1.85000%    16-02.02.21                225  000.00         225  582.05
                                                       0.19
    USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               450  000.00         452  812.50
                                                       0.39
    USD   QATAR,   STATE   OF-REG-S    4.00000%    19-14.03.29               400  000.00         472  500.00
                                                       0.41
    USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26                300  000.00         327  437.73
                                                       0.28
    USD   QUEBEC,    PROVINCE    OF 2.75000%    17-12.04.27                630  000.00         702  640.58
                                                       0.61
    USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28              650  000.00         769  807.03
                                                       0.67
    USD   SANOFI   4.00000%    11-29.03.21                      400  000.00         404  994.76
                                                       0.35
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           850  000.00         939  328.45
                                                       0.81
    USD   STATE   STREET   CORP  2.40000%    20-24.01.30                 260  000.00         285  444.54
                                                       0.25
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29           475  000.00         548  518.79
                                                       0.47
    USD   VISA  INC  2.05000%    20-15.04.30                     400  000.00         426  563.28
                                                       0.37
    注記は当財務書類と不可分のものである。

                                113/195



                                                          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   VISA  INC  3.15000%    15-14.12.25                     350  000.00         390  704.90

                                                       0.34
    USD   WALMART    INC  3.05000%    19-08.07.26                    425  000.00         477  442.74
                                                       0.41
    USD   WALMART    INC  3.12500%    18-23.06.21                    475  000.00         482  688.83
                                                       0.42
    USD   WALMART    INC  3.70000%    18-26.06.28                    500  000.00         590  284.35
                                                       0.51
    USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26                725  000.00         798  819.50
                                                       0.69
    USD   WESTPAC    BANKING    CORP  2.65000%    18-25.01.21                300  000.00         300  990.00
                                                       0.26
    米ドル合計                                          27 122  739.23
                                                      23.47
    ノート、固定利付債合計                                          27 122  739.23

                                                      23.47
    ノート、変動利付債

    米ドル

    USD   CITIGROUP     INC  3M LIBOR+143BP     16-01.09.23                165  000.00         167  922.15
                                                       0.15
    米ドル合計                                            167  922.15
                                                       0.15
    ノート、変動利付債合計                                            167  922.15

                                                       0.15
    中期債券、固定利付債

    米ドル

    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.12500%    20-16.04.30             800  000.00         903  000.00
                                                       0.78
    USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               400  000.00         405  276.00
                                                       0.35
    USD   ASIAN   DEVELOPMENT     BANK  2.00000%    15-22.01.25               325  000.00         346  313.50
                                                       0.30
    USD   ASIAN   DEVELOPMENT     BANK  2.62500%    17-12.01.27               425  000.00         474  703.75
                                                       0.41
    USD   ASIAN   DEVELOPMENT     BANK  2.00000%    17-16.02.22               440  000.00         449  622.80
                                                       0.39
    USD   ASIAN   DEVELOPMENT     BANK  2.75000%    18-19.01.28               630  000.00         715  913.10
                                                       0.62
    USD   ASIAN   DEVELOPMENT     BANK  1.75000%    19-19.09.29               125  000.00         133  879.19
                                                       0.11
    USD   AUSTRALIA     & NEW  ZEALAND    BANKING    GRP/NY   2.30000%    16-01.06.21        420  000.00         423  868.20
                                                       0.37
    USD   CAISSE   D’ AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-20.03.24       925  000.00        1 016  319.70
                                                       0.88
    USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27               600  000.00         677  758.32
                                                       0.59
    USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22            750  000.00         772  222.50
                                                       0.67
    USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26               200  000.00         216  452.00
                                                       0.19
    USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                275  000.00         292  101.57
                                                       0.25
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    20-21.05.30                500  000.00         536  093.75
                                                       0.46
    USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              800  000.00         817  857.60
                                                       0.71
    USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23              200  000.00         212  191.20
                                                       0.18
    USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          75 000.00         76 477.59
                                                       0.06
    USD   SP POWERASSETS     LTD-REG-S     3.25000%    15-24.11.25              800  000.00         888  672.00
                                                       0.77
    USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          279  000.00         296  429.63
                                                       0.26
    USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               400  000.00         401  676.72
                                                       0.35
    USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               210  000.00         210  157.59
                                                       0.18
    USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              700  000.00         717  563.00
                                                       0.62
    米ドル合計                                          10 984  549.71
                                                       9.50
    中期債券、固定利付債合計                                          10 984  549.71

                                                       9.50
    債券、固定利付債

    米ドル

    USD   BNG  BANK  NV-REG-S    2.62500%    14-28.04.21                 720  000.00         726  787.08
                                                       0.63
    USD   BNG  BANK  NV-REG-S    2.37500%    16-16.03.26                 250  000.00         272  970.00
                                                       0.24
    USD   BRITISH    COLUMBIA,     PROVINCE    OF 2.25000%    16-02.06.26            400  000.00         435  324.00
                                                       0.38
    USD   EUROPEAN    INVESTMENT     BANK  3.25000%    14-29.01.24              225  000.00         245  841.75
                                                       0.21
    USD   EUROPEAN    INVESTMENT     BANK  1.87500%    15-10.02.25              450  000.00         477  657.45
                                                       0.41
    USD   EUROPEAN    INVESTMENT     BANK  2.12500%    16-13.04.26              300  000.00         325  688.82
                                                       0.28
    注記は当財務書類と不可分のものである。

                                114/195



                                                          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   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 600  000.00         626  911.86

                                                       0.54
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  3.00000%    14-21.02.24           550  000.00         597  239.50
                                                       0.52
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  7.62500%    93-
                                     225  000.00         260  162.10
        19.01.23                                               0.23
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    15-
                                     650  000.00         710  859.50
        29.07.25                                               0.62
    USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                 200  000.00         218  312.50
                                                       0.19
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24           200  000.00         217  059.24
                                                       0.19
    USD   MICROSOFT     CORP  2.40000%    16-08.08.26                   700  000.00         763  315.28
                                                       0.66
    USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               500  000.00         548  641.50
                                                       0.47
    USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21           50 000.00         50 885.42
                                                       0.04
    USD   ONTARIO,    PROVINCE    OF 1.12500%    20-07.10.30                700  000.00         693  831.95
                                                       0.60
    USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24                100  000.00         109  481.81
                                                       0.09
    米ドル合計                                           7 280  969.76
                                                       6.30
    債券、固定利付債合計                                           7 280  969.76

                                                       6.30
    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               5 000.00          7 243.95
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.08.27               5 000.00          5 553.32
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.11.27               5 000.00          5 566.02
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29              300  000.00         345  738.27
                                                       0.30
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22              400  000.00         406  421.84
                                                       0.35
    USD   AMERICA,    UNITED   STATES   OF 1.12500%    16-31.07.21               5 000.00          5 034.76
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    12-15.05.22               5 000.00          5 117.38
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 1.37500%    16-30.09.23               5 000.00          5 169.14
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27              380  000.00         420  330.46
                                                       0.36
    USD   AMERICA,    UNITED   STATES   OF 2.50000%    13-15.08.23              400  000.00         425  140.60
                                                       0.37
    USD   AMERICA,    UNITED   STATES   OF 2.37500%    17-15.05.27              385  000.00         429  936.70
                                                       0.37
    USD   AMERICA,    UNITED   STATES   OF 2.12500%    15-15.05.25               5 000.00          5 399.42
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    19-15.11.29               5 000.00          5 429.88
                                                       0.01
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    19-30.11.24               5 000.00          5 243.55
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 0.62500%    20-15.05.30              575  000.00         565  207.03
                                                       0.49
    米ドル合計                                           2 642  532.32
                                                       2.29
    財務省証券（     T-note   ）、固定利付債合計                                   2 642  532.32

                                                       2.29
    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          200  000.00         451  976.94
                                                       0.39
    USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25          340  000.00         542  737.02
                                                       0.47
    USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26          380  000.00         457  860.93
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21          155  000.00         184  508.05
                                                       0.16
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27          377  000.00         446  638.25
                                                       0.39
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23          390  000.00         457  739.90
                                                       0.39
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25          499  000.00         593  529.43
                                                       0.51
    USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28          386  000.00         459  571.12
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   20-15.01.30          470  000.00         523  821.66
                                                       0.45
    米ドル合計                                           4 118  383.30
                                                       3.56
    財務省証券（     T-note   ）、変動利付債合計                                   4 118  383.30

                                                       3.56
    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                                          52 317  096.47

                                                      45.27
    注記は当財務書類と不可分のものである。

                                115/195



                                                          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）
    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   SCENTRE    GROUP   TRUST   1 / 2-REG-S    3.75000%    17-23.03.27           225  000.00         244  149.75
                                                       0.21
    米ドル合計                                            244  149.75
                                                       0.21
    ノート、固定利付債合計                                            244  149.75

                                                       0.21
    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         352  419.45
                                                       0.31
    米ドル合計                                            352  419.45
                                                       0.31
    中期債券、固定利付債合計                                            352  419.45

                                                       0.31
    中期債券、ゼロ・クーポン債

    米ドル

    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-01.05.30        370  000.00         324  846.07
                                                       0.28
    米ドル合計                                            324  846.07
                                                       0.28
    中期債券、ゼロ・クーポン債合計                                            324  846.07

                                                       0.28
    中期債券、変動利付債

    米ドル

    USD   GOLDMAN    SACHS   GROUP   3M LIBOR+160BP     13-29.11.23              325  000.00         335  951.14
                                                       0.29
    米ドル合計                                            335  951.14
                                                       0.29
    中期債券、変動利付債合計                                            335  951.14

                                                       0.29
    財務省証券（     T-note   ）、変動利付債

    米ドル

    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22          400  000.00         463  979.54
                                                       0.40
    米ドル合計                                            463  979.54
                                                       0.40
    財務省証券（     T-note   ）、変動利付債合計                                    463  979.54

                                                       0.40
    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                                           1 721  345.95

                                                       1.49
    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          14 786.00        2 421  882.72
                                                       2.09
    USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   U-X-A     1 062.00        12 064  033.26
                                                      10.44
    USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     U-X-ACC                      4 147  437.80
                                       313.00                3.59
    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC                      3 535  319.45
                                       169.00                3.06
    USD   UBS  (LUX)   BOND  SICAV   - EMERGING    ECONOMIES     CORP  (USD)-I-X-DIS         45 174.00        4 964  622.60
                                                       4.29
    USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC      1 692.00        20 793  952.44
                                                      17.99
    注記は当財務書類と不可分のものである。

                                116/195



                                                          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)   EMERGING    ECONOMIES     FUND-GLOBAL     BONDS   (USD)-U-X     ACC             7 994  234.72

                                       556.00                6.92
    USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                        2 254  482.33
                                       201.00                1.95
    ルクセンブルグ合計                                          58 175  965.32
                                                      50.33
    投資信託、オープン・エンド型合計                                          58 175  965.32

                                                      50.33
    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

                                               58 175  965.32
    UCITS/   その他の    UCIs  合計                                          50.33
    投資有価証券合計                                          112  214  407.74

                                                      97.09
    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
    EUR   EURO  BTP  ITALY   GOVERMENT     FUTURE   08.12.20                          -1 866.07

                                       13.00               0.00
    USD   US LONG  BOND  FUTURE   22.03.21                                5 281.25
                                       13.00               0.00
    債券に係る金融先物合計                                             3 415.18
                                                       0.00
    公認の証券取引所に上場されている派生商品合計                                             3 415.18

                                                       0.00
    派生商品合計                                             3 415.18

                                                       0.00
    先渡為替契約

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
            42 411.06            36 000.00

    USD               EUR             8.1.2021                 -707.48     0.00
            6 202.76            8 037.40
    GBP               USD             8.1.2021                 248.82     0.00
           373  528.84           530  000.00                      -17  161.45
    USD               AUD             8.1.2021                      -0.01
           520  000.00           383  126.41                       5 030.04
    SGD               USD             8.1.2021                      0.00
          1 305  614.40          1 106  496.02                      -19  676.97
    USD               EUR             8.1.2021                      -0.02
        4 289  833  500.00          41 177  087.45                       2 330.94
    JPY               USD             14.1.2021                       0.00
           388  403.61           530  000.00                      -2 351.07
    USD               AUD             4.2.2021                      0.00
            13 223.90            9 992.64
    USD               GBP             4.2.2021                 -126.86     0.00
           530  000.00           394  431.23                       1 205.71
    SGD               USD             4.2.2021                      0.00
          1 308  664.54          1 100  670.78                      -10  402.28
    USD               EUR             4.2.2021                      -0.01
           793  387.26          22 460  000.00                       1 691.95
    USD               TWD             22.1.2021                       0.00
          57 350  000.00           770  150.14
    INR               USD             22.1.2021                  960.44     0.00
        11 288  720  000.00           794  029.68
    IDR               USD             22.1.2021                 -508.42     0.00
           309  525.22          32 351  700.00                      -1 028.60
    USD               JPY             14.1.2021                       0.00
                                                -40  495.23
    先渡為替契約合計                                                  -0.04
                                               3 186  877.60

    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                                                  2.76
    当座借越およびその他の短期負債                                              -0.79    0.00
                                                213  756.98
    その他の資産および負債                                                  0.19
                                              115  577  961.48
    純資産総額                                                 100.00
    注記は当財務書類と不可分のものである。

                                117/195





                                                          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）
    2020  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   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28                325  000.00         375  602.50
                                                       0.29
    USD   ALPHABET    INC  1.99800%    16-15.08.26                    330  000.00         353  568.53
                                                       0.28
    USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                115  000.00         122  377.71
                                                       0.10
    USD   APPLE   INC  1.65000%    20-11.05.30                     371  000.00         383  725.82
                                                       0.30
    USD   APPLE   INC  2.20000%    19-11.09.29                     400  000.00         431  858.52
                                                       0.34
    USD   APPLE   INC  2.45000%    16-04.08.26                     380  000.00         413  659.26
                                                       0.32
    USD   APPLE   INC  2.90000%    17-12.09.27                     650  000.00         728  263.44
                                                       0.57
    USD   APPLE   INC  3.20000%    17-11.05.27                     750  000.00         850  694.40
                                                       0.67
    USD   APPLE   INC  3.25000%    16-23.02.26                     150  000.00         168  142.80
                                                       0.13
    USD   BERKSHIRE     HATHAWAY    FINANCE    CORP  1.85000%    20-12.03.30           250  000.00         262  917.70
                                                       0.21
    USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               300  000.00         336  760.32
                                                       0.26
    USD   CHEVRON    CORP  2.23600%    20-11.05.30                    250  000.00         268  766.62
                                                       0.21
    USD   CORPORACION     ANDINA   DE FOMENTO    4.37500%    12-15.06.22            225  000.00         235  854.00
                                                       0.18
    USD   EQUINOR    ASA  2.37500%    20-22.05.30                    120  000.00         128  149.97
                                                       0.10
    USD   EQUINOR    ASA  3.62500%    18-10.09.28                    230  000.00         268  760.66
                                                       0.21
    USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27              450  000.00         498  150.18
                                                       0.39
    USD   EUROPEAN    INVESTMENT     BANK  0.87500%    20-17.05.30              600  000.00         597  354.08
                                                       0.47
    USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                  200  000.00         221  202.68
                                                       0.17
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.25000%    19-18.06.29           600  000.00         665  064.66
                                                       0.52
    USD   JOHNSON    & JOHNSON    1.30000%    20-01.09.30                 250  000.00         250  996.12
                                                       0.20
    USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                 475  000.00         517  133.21
                                                       0.40
    USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                 200  000.00         225  347.96
                                                       0.18
    USD   KOREA   HYDRO&NUCLEAR       POWER   CO  LTD-REG-S     3.12500%     17-
                                     300  000.00         332  906.25
        25.07.27                                               0.26
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25           95 000.00         101  690.56
                                                       0.08
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.87500%    18-03.04.28           680  000.00         784  030.20
                                                       0.61
    USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27         800  000.00         911  000.00
                                                       0.71
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     0.87500%    20-03.09.30           100  000.00         98 987.50
                                                       0.08
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                   880  000.00        1 005  024.24
                                                       0.79
    USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               440  000.00         495  795.47
                                                       0.39
    USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               400  000.00         402  500.00
                                                       0.31
    USD   QATAR,   STATE   OF-REG-S    4.00000%    19-14.03.29               600  000.00         708  750.00
                                                       0.55
    USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28              250  000.00         296  079.63
                                                       0.23
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26           250  000.00         276  273.07
                                                       0.22
    USD   STATE   STREET   CORP  2.40000%    20-24.01.30                 139  000.00         152  603.04
                                                       0.12
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29           300  000.00         346  432.92
                                                       0.27
    USD   VISA  INC  2.05000%    20-15.04.30                     150  000.00         159  961.23
                                                       0.13
    USD   VISA  INC  3.15000%    15-14.12.25                     150  000.00         167  444.96
                                                       0.13
    USD   WALMART    INC  3.05000%    19-08.07.26                    100  000.00         112  339.47
                                                       0.09
    USD   WALMART    INC  3.70000%    18-26.06.28                    600  000.00         708  341.22
                                                       0.55
    USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26                850  000.00         936  547.00
                                                       0.73
    米ドル合計                                          16 301  057.90
                                                      12.75
    ノート、固定利付債合計                                          16 301  057.90

                                                      12.75
    中期債券、固定利付債

    米ドル

    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.12500%    20-16.04.30             400  000.00         451  500.00
                                                       0.35
    USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               200  000.00         202  638.00
                                                       0.16
    注記は当財務書類と不可分のものである。

                                118/195



                                                          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   ASIAN   DEVELOPMENT     BANK  2.62500%    17-12.01.27               550  000.00         614  322.50
                                                       0.48
    USD   ASIAN   DEVELOPMENT     BANK  2.75000%    18-19.01.28               250  000.00         284  092.50
                                                       0.22
    USD   ASIAN   DEVELOPMENT     BANK  1.75000%    19-19.09.29               760  000.00         813  985.46
                                                       0.64
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         175  000.00         196  813.75
                                                       0.15
    USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27               250  000.00         282  399.30
                                                       0.22
    USD   INTL   BK  FOR  RECONSTR    & DEVT   WORLD   BANK   2.50000%    17-
                                     500  000.00         559  200.00
        22.11.27                                               0.44
    USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26               200  000.00         216  452.00
                                                       0.17
    USD   KOREA   DEVELOPMENT     BANK  1.75000%    20-18.02.25               225  000.00         233  970.00
                                                       0.18
    USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                550  000.00         584  203.12
                                                       0.46
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    20-21.05.30                400  000.00         428  875.00
                                                       0.33
    USD   QUEBEC,    PROVINCE    OF 7.50000%    99-15.09.29                400  000.00         608  359.36
                                                       0.48
    USD   SP POWERASSETS     LTD-REG-S     3.25000%    15-24.11.25              500  000.00         555  420.00
                                                       0.43
    USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          200  000.00         212  494.36
                                                       0.17
    USD   TORONTO-DOMINION        BANK  2.50000%    15-14.12.20               175  000.00         175  131.32
                                                       0.14
    USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              500  000.00         512  545.00
                                                       0.40
    米ドル合計                                           6 932  401.67
                                                       5.42
    中期債券、固定利付債合計                                           6 932  401.67

                                                       5.42
    債券、固定利付債

    米ドル

    USD   BNG  BANK  NV-REG-S    2.62500%    14-28.04.21                 200  000.00         201  885.30
                                                       0.16
    USD   BNG  BANK  NV-REG-S    2.37500%    16-16.03.26                  80 000.00         87 350.40
                                                       0.07
    USD   BRITISH    COLUMBIA,     PROVINCE    OF 2.25000%    16-02.06.26            200  000.00         217  662.00
                                                       0.17
    USD   EUROPEAN    INVESTMENT     BANK  3.25000%    14-29.01.24              150  000.00         163  894.50
                                                       0.13
    USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 550  000.00         574  669.20
                                                       0.45
    USD   INTL   BK  FOR  RECONSTR    & DEVT   WORLD   BANK   2.50000%    15-
                                     275  000.00         300  748.25
        29.07.25                                               0.23
    USD   INTL   BK  FOR  RECONSTR    & DEVT   WORLD   BANK   0.87500%    20-
                                     400  000.00         397  499.44
        14.05.30                                               0.31
    USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24            600  000.00         650  062.50
                                                       0.51
    USD   MICROSOFT     CORP  2.40000%    16-08.08.26                   200  000.00         218  090.08
                                                       0.17
    USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               200  000.00         219  456.60
                                                       0.17
    USD   ONTARIO,    PROVINCE    OF 1.12500%    20-07.10.30                400  000.00         396  475.40
                                                       0.31
    米ドル合計                                           3 427  793.67
                                                       2.68
    債券、固定利付債合計                                           3 427  793.67

                                                       2.68
    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              163  000.00         236  152.61
                                                       0.19
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.08.27              225  000.00         249  899.40
                                                       0.20
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.11.27              230  000.00         256  036.72
                                                       0.20
    USD   AMERICA,    UNITED   STATES   OF 2.87500%    18-31.05.25              25 000.00         27 851.56
                                                       0.02
    USD   AMERICA,    UNITED   STATES   OF 2.62500%    19-15.02.29              512  000.00         590  059.98
                                                       0.46
    USD   AMERICA,    UNITED   STATES   OF 2.75000%    14-15.02.24              50 000.00         54 068.35
                                                       0.04
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22              101  000.00         102  621.51
                                                       0.08
    USD   AMERICA,    UNITED   STATES   OF 1.12500%    16-31.07.21              65 000.00         65 451.95
                                                       0.05
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    12-15.05.22              50 000.00         51 173.82
                                                       0.04
    USD   AMERICA,    UNITED   STATES   OF 1.37500%    16-30.09.23              25 000.00         25 845.70
                                                       0.02
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27              161  000.00         178  087.38
                                                       0.14
    USD   AMERICA,    UNITED   STATES   OF 2.50000%    13-15.08.23              101  000.00         107  348.00
                                                       0.08
    USD   AMERICA,    UNITED   STATES   OF 2.12500%    15-15.05.25              140  000.00         151  183.60
                                                       0.12
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    19-15.11.29              95 000.00         103  167.77
                                                       0.08
    USD   AMERICA,    UNITED   STATES   OF 0.62500%    20-15.05.30              610  000.00         599  610.93
                                                       0.47
    USD   AMERICA,    UNITED   STATES   OF 0.25000%    20-31.07.25              40 000.00         39 846.88
                                                       0.03
    米ドル合計                                           2 838  406.16
                                                       2.22
    財務省証券（     T-note   ）、固定利付債合計                                   2 838  406.16

                                                       2.22
    注記は当財務書類と不可分のものである。

                                119/195


                                                          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          225  000.00         508  474.07
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25          395  000.00         630  532.72
                                                       0.49
    USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26          425  000.00         512  081.30
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21          170  000.00         202  363.66
                                                       0.16
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27          425  000.00         503  504.66
                                                       0.39
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23          435  000.00         510  556.04
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25          560  000.00         666  085.13
                                                       0.52
    USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28          430  000.00         511  957.46
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   20-15.01.30          520  000.00         579  547.36
                                                       0.45
    米ドル合計                                           4 625  102.40
                                                       3.61
    財務省証券（     T-note   ）、変動利付債合計                                   4 625  102.40

                                                       3.61
    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                                          34 124  761.80

                                                      26.68
    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   NESTLE   HOLDINGS    INC-144A    3.62500%    18-24.09.28              300  000.00         351  963.48
                                                       0.27
    USD   SCENTRE    GROUP   TRUST   1 / 2-REG-S    3.75000%    17-23.03.27           150  000.00         162  766.50
                                                       0.13
    米ドル合計                                            514  729.98
                                                       0.40
    ノート、固定利付債合計                                            514  729.98

                                                       0.40
    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         151  036.91
                                                       0.12
    米ドル合計                                            151  036.91
                                                       0.12
    中期債券、固定利付債合計                                            151  036.91

                                                       0.12
    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         131  694.35
        01.05.30                                               0.10
    米ドル合計                                            131  694.35
                                                       0.10
    中期債券、ゼロ・クーポン債合計                                            131  694.35

                                                       0.10
    財務省証券（     T-note   ）、変動利付債

    米ドル

    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22          440  000.00         510  377.49
                                                       0.40
    米ドル合計                                            510  377.49
                                                       0.40
    財務省証券（     T-note   ）、変動利付債合計                                    510  377.49

                                                       0.40
    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                                           1 307  838.73

                                                       1.02
    注記は当財務書類と不可分のものである。

                                120/195



                                                          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）
    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             16 075.00        1 616  341.25
                                                       1.27
    USD   UBS(IRL)FUND      SOLUTION    PLC-MSCI    USA  SF UCITS   SHS-A-ETF-ACC          16 075.00        1 616  180.50
                                                       1.26
    アイルランド合計                                           3 232  521.75
                                                       2.53
    ルクセンブルグ

    EUR   UBS  (LUX)   BOND  FUND  - EURO  HIGH  YIELD   (EUR)   I-X-ACC          16 106.00        2 638  093.00
                                                       2.06
    USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   U-X-A     1 367.00        15 528  750.91
                                                      12.14
    USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     U-X-ACC                      7 420  336.00
                                       560.00                5.80
    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   U-X-ACC                      3 870  024.25
                                       185.00                3.03
    USD   UBS  (LUX)   BOND  SICAV   - EMERGING    ECONOMIES     CORP  (USD)-I-X-DIS         49 368.00        5 425  543.20
                                                       4.24
    USD   UBS  (LUX)   BOND  SICAV   - USD  INVEST   GRADE   CORP  USD  U X ACC      1 659.00        20 388  396.63
                                                      15.94
    USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND-GLOBAL     BONDS   (USD)-U-X     ACC             8 799  409.44
                                       612.00                6.88
    USD   UBS  (LUX)   EQUITY   FUND  - GLOBAL   SUSTAINABLE     (USD)   U-X-ACC                 4 219  306.56
                                       329.00                3.30
    USD   UBS  (LUX)   EQUITY   SICAV   - GLB  EM OPP(USD)-U-X-ACC                          541  511.40
                                       15.00               0.42
    USD   UBS  (LUX)   EQUITY   SICAV-GLOBAL      QUANTITATIVE      (USD)   U-X-ACC                 4 085  585.00
                                       250.00                3.20
    USD   UBS  (LUX)   EQUITY   SICAV   - GLOBAL   OPPORTUNITY     (USD)   U-X-ACC                 3 902  243.84
                                       359.00                3.05
    USD   UBS  (LUX)   INST  FUND-KEY    SEL.  GLOBAL   EQUITY   FA-USD                    4 538  670.24
                                       156.00                3.55
    USD   UBS  (LUX)   INSTITUTION     SICAV-EQUITIES       GLB  (EX  USA)  PASSIVE    XA    14 259.00        1 552  092.15
                                                       1.22
    USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                        1 895  559.77
                                       169.00                1.48
    ルクセンブルグ合計                                          84 805  522.39
                                                      66.31
    投資信託、オープン・エンド型合計                                          88 038  044.14

                                                      68.84
    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

                                               88 038  044.14
    UCITS/   その他の    UCIs  合計                                          68.84
    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
    ユーロ

    EUR   EURO  STOXX   50 INDEX   CALL  3400.00000     18.12.20                        99 899.45
                                       62.00               0.08
    EUR   EURO  STOXX   50 INDEX   CALL  3725.00000     18.12.20                        -2 669.92
                                       -62.00                0.00
    EUR   EURO  STOXX   50 INDEX   PUT  3000.00000     18.12.20                         -3 189.07
                                       -62.00                0.00
    ユーロ合計                                            94 040.46
                                                       0.08
    米ドル

    USD   S&P  500  INDEX   PUT  2300.00000     15.01.21
                                        7.00          805.00     0.00
    USD   S&P  500  INDEX   CALL  3450.00000     18.12.20                           126  777.00
                                        7.00               0.10
    USD   S&P  500  INDEX   PUT  3000.00000     18.12.20                            -1 470.00
                                       -7.00               0.00
    USD   S&P  500  INDEX   CALL  3800.00000     18.12.20                           -2 639.00
                                       -7.00               0.00
    USD   S&P  500  INDEX   PUT  3200.00000     15.01.21                            12 950.00
                                        7.00               0.01
    USD   S&P  500  INDEX   PUT  2750.00000     15.01.21                            -5 740.00
                                       -14.00               -0.01
    米ドル合計                                            130  683.00
                                                       0.10
    指数に係るオプション、従来型合計                                            224  723.46

                                                       0.18
    公認の証券取引所に上場されている派生商品合計                                            224  723.46

                                                       0.18
    投資有価証券合計                                          123  695  368.13

                                                      96.72
    注記は当財務書類と不可分のものである。

                                121/195



                                                          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

    債券に係る金融先物
    USD   US LONG  BOND  FUTURE   22.03.21                                6 093.75

                                        15.00               0.00
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.21                            -6 085.92
                                       -41.00                0.00
    債券に係る金融先物合計                                              7.83    0.00
    指数に係る金融先物

    EUR   EURO  STOXX   50 INDEX   FUTURE   18.12.20                            -263  780.04

                                       -106.00                -0.20
    CHF   SWISS   MARKET   INDEX   FUTURE   18.12.20                             24 522.26
                                        17.00               0.02
    GBP   FTSE  100  INDEX   FUTURE   18.12.20                              233  026.30
                                        65.00               0.18
    USD   S&P500   EMINI   FUTURE   18.12.20                               -14  040.00
                                        -4.00               -0.01
    AUD   SPI  200  INDEX   FUTURES    17.12.20                              -35  092.48
                                        -3.00               -0.03
    CAD   S&P/TSX    60 INDEX   FUTURE   17.12.20                             -35  099.93
                                        -4.00               -0.03
    USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   18.12.20                       27 800.00
                                        6.00               0.02
    JPY   NIKKEI   225  (OSE)   INDEX   FUTURE   10.12.20                          -156  125.63
                                        -5.00               -0.12
    指数に係る金融先物合計                                           -218  789.52
                                                      -0.17
    公認の証券取引所に上場されている派生商品合計                                           -218  781.69

                                                      -0.17
    派生商品合計                                           -218  781.69

                                                      -0.17
    先渡為替契約

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
          6 500  000.00            61 771.42

    JPY               USD              8.1.2021                 619.65     0.00
           31 000.00            40 255.64                       1 157.05
    GBP               USD              8.1.2021                      0.00
           350  000.00            37 611.63                       1 916.55
    NOK               USD              8.1.2021                      0.00
           40 000.00            43 974.79
    CHF               USD              8.1.2021                 278.57     0.00
           52 880.40            410  000.00
    USD               HKD              8.1.2021                  -9.35    0.00
          2 063  441.42           2 673  761.79                      82 775.48
    GBP               USD              8.1.2021                      0.07
           276  118.20            209  589.30                       3 547.45
    CAD               USD              8.1.2021                      0.00
           29 876.66            21 056.22
    AUD               USD              8.1.2021                 967.40     0.00
           165  001.49           1 040  000.00                      -2 339.28
    USD               DKK              8.1.2021                      0.00
           575  000.00            423  649.39                       5 562.07
    SGD               USD              8.1.2021                      0.00
           662  365.65          69 844  073.00                      -8 041.55
    USD               JPY              8.1.2021                      -0.01
           149  623.65           1 160  000.00
    USD               HKD              8.1.2021                 -15.64     0.00
           79 169.65            697  396.45                       -2 479.54
    USD               SEK              8.1.2021                      0.00
           74 439.91            692  981.75                       -3 823.82
    USD               NOK              8.1.2021                      0.00
          2 317  564.77           1 964  114.51                      -34  928.11
    USD               EUR              8.1.2021                      -0.03
           366  199.39            331  971.10                       -1 071.53
    USD               CHF              8.1.2021                      0.00
           65 472.39            50 500.00                       -1 990.21
    USD               GBP              8.1.2021                      0.00
           80 733.30            62 000.00                       -2 092.08
    USD               GBP              8.1.2021                      0.00
           97 000.00            125  173.24                       4 408.40
    GBP               USD              8.1.2021                      0.00
           87 592.19            75 000.00                       -2 238.10
    USD               EUR              8.1.2021                      0.00
           60 000.00            65 622.73
    CHF               USD              8.1.2021                  757.31    0.00
           112  415.31            95 000.00                       -1 369.72
    USD               EUR              8.1.2021                      0.00
           410  670.50            312  000.00                       -6 128.16
    USD               GBP              8.1.2021                      0.00
           100  000.00            118  420.79                       1 352.92
    EUR               USD              8.1.2021                      0.00
           93 249.16            85 000.00
    USD               CHF              8.1.2021                 -789.23     0.00
          1 221  976.73           1 667  460.47                       -7 396.81
    USD               AUD              4.2.2021                      -0.01
    注記は当財務書類と不可分のものである。

                                122/195



                                                          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）

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
          1 338  432.41           1 771  233.27                       16 992.25

    GBP               USD              4.2.2021                      0.01
           5 000.00             3 446.77
    NZD               USD              4.2.2021                  67.51    0.00
           608  366.72          63 364  922.00
    USD               JPY              4.2.2021                  -42.82    0.00
           201  243.79           1 560  000.00
    USD               HKD              4.2.2021                  -1.80    0.00
           182  839.56           1 145  000.00                       -1 503.38
    USD               DKK              4.2.2021                      0.00
           475  653.81            432  025.42                       -2 665.42
    USD               CHF              4.2.2021                      0.00
           588  489.98            769  617.78                       -5 620.30
    USD               CAD              4.2.2021                      0.00
           585  000.00            435  362.77                       1 330.84
    SGD               USD              4.2.2021                      0.00
           81 676.80            702  697.98
    USD               SEK              4.2.2021                 -618.48     0.00
           38 090.21            344  521.10
    USD               NOK              4.2.2021                 -819.31     0.00
          2 583  641.62           2 173  008.25                      -20  536.79
    USD               EUR              4.2.2021                      -0.02
       12 926  780  000.00            909  248.08
    IDR               USD             22.1.2021                  -582.20     0.00
         65 670  000.00            881  878.98                       1 099.78
    INR               USD             22.1.2021                       0.00
           908  544.99          25 720  000.00                       1 937.54
    USD               TWD             22.1.2021                       0.00
           67 158.52           7 000  000.00
    USD               JPY              4.2.2021                  -53.22    0.00
           67 136.62           7 000  000.00
    USD               JPY              8.1.2021                  -53.77    0.00
                                                 17 560.15
    先渡為替契約合計                                                  0.01
                                                4 261  246.88

    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                                                  3.33
    当座借越およびその他の短期負債                                              -0.79    0.00
                                                136  128.64
    その他の資産および負債                                                  0.11
                                               127  891  521.32
    純資産総額                                                 100.00
    注記は当財務書類と不可分のものである。

                                123/195











                                                          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）
    2020  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)                                    39 779.56
                                       941.00                0.00
    EUR   ERSTE   GROUP   BK AG NPV                      3 395.00         97 872.49
                                                       0.01
    EUR   OMV  AG NPV(VAR)                           1 727.00         58 669.79
                                                       0.01
    EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    1 858.00         35 693.99
                                                       0.00
    EUR   VERBUND    AG CLASS  ’ A’ NPV                               58 358.59
                                       829.00                0.01
    EUR   VOESTALPINE     AG NPV                        1 411.00         45 301.58
                                                       0.00
    オーストリア合計                                            335  676.00
                                                       0.03
    ベルギー

    EUR   ANHEUSER-BUSCH       IN NPV                      9 286.00         620  710.19
                                                       0.06
    EUR   COLRUYT    SA NPV                                    38 413.37
                                       642.00                0.00
    EUR   ELIA  SYS  OPERATOR    NPV                                 38 102.32
                                       336.00                0.00
    EUR   GALAPAGOS     NV NPV                                   64 902.10
                                       526.00                0.01
    EUR   GPE  BRUXELLES     LAM  NPV                      1 439.00         140  598.38
                                                       0.01
    EUR   PROXIMUS    SA NPV                         2 156.00         45 158.42
                                                       0.00
    EUR   SOFINA   NPV                                      56 955.87
                                       179.00                0.01
    EUR   SOLVAY   SA NPV                                    101  918.35
                                       889.00                0.01
    EUR   UMICORE    NPV                           2 354.00         105  791.66
                                                       0.01
    ベルギー合計                                           1 212  550.66
                                                       0.11
    カナダ

    CAD   AIR  CANADA   VAR  VTG  SHS  NPV                    2 332.00         44 448.18
                                                       0.00
    CAD   ALGONQUIN     PWR&UTIL    COM  NPV                    9 000.00         141  330.35
                                                       0.01
    CAD   ALTAGAS    LTD  COM  NPV                       4 943.00         71 099.25
                                                       0.01
    CAD   ATCO  LTD  CL 1 NON  VTG                      1 233.00         37 145.09
                                                       0.00
    CAD   B2GOLD   CORP  COM  NPV                       15 500.00         86 596.19
                                                       0.01
    CAD   CAE  INC  COM  NPV                         3 987.00         96 667.59
                                                       0.01
    CAD   CAMECO   CORP  COM                         5 987.00         60 013.22
                                                       0.01
    CAD   CANADIAN    UTILS   LTD  CL A                    2 162.00         54 120.90
                                                       0.01
    CAD   CI FINANCIAL     CORP  COM  NPV                    3 056.00         40 136.68
                                                       0.00
    CAD   EMERA   INC  COM                          3 696.00         153  584.07
                                                       0.01
    CAD   EMPIRE   LTD  CL A                        2 535.00         69 522.26
                                                       0.01
    CAD   HYDRO   ONE  INC  COM  NPV                      5 288.00         123  641.02
                                                       0.01
    CAD   IGM  FINANCIAL     INC  COM                      1 349.00         35 757.50
                                                       0.00
    CAD   KEYERA   CORPORATION     COM  NPV                    3 127.00         54 075.21
                                                       0.00
    CAD   KINROSS    GOLD  CORP  COM  NPV                    18 559.00         132  472.22
                                                       0.01
    CAD   KIRKLAND    LAKE  GOLD  COM  NPV                    3 898.00         160  052.92
                                                       0.01
    CAD   LUNDIN   MINING   CORP  COM                      9 720.00         77 856.01
                                                       0.01
    CAD   NORTHLAND     POWER   IN COM  NPV                               6 869.36
                                       200.00                0.00
    CAD   ONEX  CORP  SUB  VTG                        1 458.00         78 047.27
                                                       0.01
    CAD   PAN  AMER  SILVER   COM  NPV                     3 151.00         92 932.49
                                                       0.01
    CAD   QUEBECOR    INC  CL B                       2 622.00         65 433.66
                                                       0.01
    CAD   RITCHIE    BROS  AUCTIONEERS     COM                   1 628.00         117  348.16
                                                       0.01
    CAD   SSR  MINING   INC  COM  NPV                      3 300.00         61 217.69
                                                       0.01
    CAD   TELUS   CORPORATION     COM  NPV                               13 840.42
                                       716.00                0.00
    CAD   TELUS   CORPORATION     NPV                      5 502.00         106  545.79
                                                       0.01
    CAD   TMX  GROUP   LTD  COM  NPV                                 84 509.63
                                       857.00                0.01
    注記は当財務書類と不可分のものである。

                                124/195



                                                          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）
    CAD   TOROMONT    INDS  LTD  COM                                 6 855.47

                                       100.00                0.00
    CAD   WSP  GLOBAL   INC  COM  NPV                      1 700.00         126  525.97
                                                       0.01
    CAD   YAMANA   GOLD  INC  COM                       14 198.00         74 282.31
                                                       0.01
    カナダ合計                                           2 272  926.88
                                                       0.21
    フィンランド

    EUR   KESKO   OYJ  EUR2  SER ’ B’                                6 921.21
                                       263.00                0.00
    EUR
        KONE  CORPORATION     NPV  ORD  ‘ B’                  4 048.00         340  504.74
                                                       0.03
    EUR   WARTSILA    OYJ  ABP  SER ’ B’ EUR3.50                   6 068.00         57 211.83
                                                       0.01
    フィンランド合計                                            404  637.78
                                                       0.04
    フランス

    EUR   ACCOR   EUR3                            2 238.00         76 966.50
                                                       0.01
    EUR   ADP  EUR3                                       51 304.42
                                       405.00                0.01
    EUR   AIR  LIQUIDE(L    ’ ) EUR5.5   (POST-SUBDIVISION)                    5 651.00         930  476.31
                                                       0.09
    EUR   AIRBUS   EUR1                           7 140.00         749  290.35
                                                       0.07
    EUR   ALSTOM   EUR7.00                           2 298.00         122  874.39
                                                       0.01
    EUR   AMUNDI   EUR2.5   (AIW)                                  58 091.78
                                       727.00                0.01
    EUR   ARKEMA   EUR10                                      95 033.74
                                       813.00                0.01
    EUR   ATOS  SE EUR1                           1 154.00         106  126.29
                                                       0.01
    EUR   AXA  EUR2.29                            22 889.00         539  711.03
                                                       0.05
    EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               70 660.97
                                       489.00                0.01
    EUR   BNP  PARIBAS    EUR2                         13 358.00         686  530.84
                                                       0.06
    EUR   BOLLORE    EUR0.16                          12 148.00         47 285.30
                                                       0.00
    EUR   BOUYGUES    EUR1                          2 700.00         107  808.72
                                                       0.01
    EUR   BUREAU   VERITAS    EUR0.12                        3 533.00         91 454.42
                                                       0.01
    EUR   CAPGEMINI     EUR8                          1 921.00         267  245.79
                                                       0.02
    EUR   CARREFOUR     EUR2.50                          7 155.00         117  512.48
                                                       0.01
    EUR   CIE  DE ST-GOBAIN     EUR4                       6 157.00         293  274.44
                                                       0.03
    EUR   CNP  ASSURANCES     EUR1                        2 290.00         36 569.63
                                                       0.00
    EUR   COVIVIO    EUR3                                     54 407.96
                                       664.00                0.01
    EUR   CREDIT   AGRICOLE    SA EUR3                     13 573.00         157  067.28
                                                       0.01
    EUR   DANONE   EUR0.25                           7 375.00         475  151.57
                                                       0.04
    EUR   DASSAULT    AVIATION    EUR8                                 32 076.10
                                        31.00               0.00
    EUR   DASSAULT    SYSTEMES    EUR0.50                      1 568.00         290  818.23
                                                       0.03
    EUR   EDENRED    EUR2                           2 903.00         166  440.22
                                                       0.02
    EUR   EDF  EUR0.5                             7 417.00         112  810.22
                                                       0.01
    EUR   EIFFAGE    EUR4                           1 004.00         98 648.89
                                                       0.01
    EUR   ENGIE   EUR1                           21 741.00         321  701.45
                                                       0.03
    EUR   ESSILORLUXOTTICA        EUR0.18                       3 485.00         505  878.66
                                                       0.05
    EUR   EURAZEO    NPV                                     33 086.29
                                       535.00                0.00
    EUR   FAURECIA    EUR7                                     48 734.26
                                       977.00                0.00
    EUR   GETLINK    SE EUR0.40                         5 369.00         89 592.45
                                                       0.01
    EUR   HERMES   INTL  NPV                                   368  620.75
                                       377.00                0.03
    EUR   ICADE   NPV                                      27 122.28
                                       366.00                0.00
    EUR   ILIAD   NPV                                      33 796.48
                                       166.00                0.00
    EUR   INGENICO    GROUP   EUR1                                  133  325.10
                                       879.00                0.01
    EUR   IPSEN   EUR1                                      41 296.35
                                       427.00                0.00
    EUR   JC DECAUX   SA NPV                                   13 183.80
                                       585.00                0.00
    EUR   KERING   EUR4                                     665  081.22
                                       919.00                0.06
    EUR   KLEPIERRE     EUR1.40                          2 283.00         50 522.11
                                                       0.00
    EUR   L’ OREAL   EUR0.20                          3 035.00        1 113  827.28
                                                       0.10
    EUR   LEGRAND    SA EUR4                         3 167.00         268  898.18
                                                       0.03
    EUR   LVMH  MOET  HENNESSY    EUR0.30                      3 345.00        1 932  222.46
                                                       0.18
    EUR   NATIXIS    EUR1.6                          13 219.00         40 796.42
                                                       0.00
    注記は当財務書類と不可分のものである。

                                125/195



                                                          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   ORANGE   EUR4                           24 018.00         304  254.21

                                                       0.03
    EUR   ORPEA   EUR2.5                                      79 353.99
                                       633.00                0.01
    EUR   PERNOD   RICARD   EUR1.55                        2 528.00         483  838.98
                                                       0.05
    EUR   PEUGEOT    SA EUR1                         6 961.00         164  578.18
                                                       0.02
    EUR   PUBLICIS    GROUPE   SA EUR0.40                      2 600.00         118  464.47
                                                       0.01
    EUR   REMY  COINTREAU     EUR1.60                                  48 479.60
                                       272.00                0.00
    EUR   RENAULT    SA EUR3.81                         2 338.00         93 284.45
                                                       0.01
    EUR   SAFRAN   EUR0.20                           3 910.00         572  014.47
                                                       0.05
    EUR   SANOFI   EUR2                           13 759.00        1 394  200.87
                                                       0.13
    EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                         125  407.22
                                       346.00                0.01
    EUR   SCHNEIDER     ELECTRIC    EUR8                      6 642.00         926  802.96
                                                       0.09
    EUR   SCOR  SE EUR7.876972     (POST   CONS)                   1 901.00         65 126.68
                                                       0.01
    EUR   SEB  SA EUR1                                      44 975.21
                                       252.00                0.00
    EUR   SOC  GENERALE    EUR1.25                         9 754.00         194  687.82
                                                       0.02
    EUR   SODEXO   EUR4                           1 064.00         88 278.41
                                                       0.01
    EUR   SUEZ  EUR4                            4 108.00         79 287.22
                                                       0.01
    EUR   TELEPERFORMANCE       EUR2.50                                 234  119.31
                                       701.00                0.02
    EUR   THALES   EUR3                           1 263.00         116  422.29
                                                       0.01
    EUR   TOTAL   SE EUR2.5                          29 820.00        1 277  902.25
                                                       0.12
    EUR   UBISOFT    ENTERTAIN     EUR0.31                      1 089.00         103  926.36
                                                       0.01
    EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            1 700.00         120  995.63
                                                       0.01
    EUR   VALEO   EUR1  (POST   SUBD)                       2 739.00         106  548.26
                                                       0.01
    EUR   VEOLIA   ENVIRONNEME     EUR5                      6 415.00         147  793.98
                                                       0.01
    EUR   VINCI   EUR2.50                            6 259.00         640  139.85
                                                       0.06
    EUR   VIVENDI    SA EUR5.50                         9 884.00         297  709.20
                                                       0.03
    EUR   WENDEL   EUR4                                      34 568.68
                                       305.00                0.00
    EUR   WORLDLINE     EUR0.68                          2 891.00         268  011.60
                                                       0.03
    フランス合計                                          19 654  495.56
                                                       1.82
    ドイツ

    EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  4 042.00         353  151.35
                                                       0.03
    EUR   BEIERSDORF     AG NPV                        1 207.00         135  343.07
                                                       0.01
    EUR   CARL  ZEISS   MEDITEC    NPV                                62 454.32
                                       467.00                0.01
    EUR   COMMERZBANK     AG NPV                       11 972.00         74 611.92
                                                       0.01
    EUR   CONTINENTAL     AG ORD  NPV                      1 324.00         180  866.40
                                                       0.02
    EUR   COVESTRO    AG NPV                         2 193.00         122  637.71
                                                       0.01
    EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    4 072.00         204  773.75
                                                       0.02
    EUR   FRAPORT    AG NPV                                    34 149.12
                                       600.00                0.00
    EUR   FRESENIUS     MED  CARE  NPV                      2 555.00         215  468.52
                                                       0.02
    EUR   FRESENIUS     SE & CO.  KGAA  NPV                    5 021.00         225  229.51
                                                       0.02
    EUR   GEA  GROUP   AG NPV                         1 875.00         64 392.94
                                                       0.01
    EUR   HEIDELBERGCEMENT        NPV                       1 766.00         125  777.61
                                                       0.01
    EUR   HENKEL   AG & CO KGAA                        1 242.00         120  191.54
                                                       0.01
    EUR   HOCHTIEF    AG NPV                                   32 902.68
                                       340.00                0.00
    EUR   KION  GROUP   AG NPV                                  59 354.01
                                       770.00                0.01
    EUR   KNORR   BREMSE   AG NPV                                 111  773.98
                                       871.00                0.01
    EUR   LANXESS    AG NPV                         1 000.00         70 169.09
                                                       0.01
    EUR   MERCK   KGAA  NPV                         1 564.00         250  414.18
                                                       0.02
    EUR   METRO   AG (NEW)   NPV                        1 918.00         17 574.43
                                                       0.00
    EUR   NEMETSCHEK     SE ORD  NPV                                 56 150.10
                                       708.00                0.00
    EUR   PUMA  SE NPV                           1 170.00         116  666.82
                                                       0.01
    EUR   RATIONAL    AG NPV                                    7 129.35
                                        8.00               0.00
    EUR   RWE  AG (NEU)   NPV                         7 629.00         317  304.41
                                                       0.03
    EUR   SAP  AG ORD  NPV                         12 618.00        1 539  250.59
                                                       0.14
    EUR   SYMRISE    AG NPV  (BR)                        1 542.00         193  676.74
                                                       0.02
    注記は当財務書類と不可分のものである。

                                126/195



                                                          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   TEAMVIEWER     AG NPV                        1 811.00         86 501.08

                                                       0.01
    EUR   THYSSENKRUPP      AG NPV                       5 220.00         34 979.81
                                                       0.00
    EUR   VOLKSWAGEN     AG ORD  NPV                                 71 241.49
                                       383.00                0.01
    EUR   ZALANDO    SE NPV                         1 812.00         183  805.22
                                                       0.02
    ドイツ合計                                           5 067  941.74
                                                       0.47
    アイルランド

    EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                    1 191.00         221  536.84
                                                       0.02
    GBP   FLUTTER    ENTERTAINM     ORD  EUR0.09                              170  892.67
                                       934.00                0.02
    EUR
        KERRY   GROUP   ‘ A’ ORD  EUR0.125(DUBLIN       LIST             1 917.00         269  211.75
                                                       0.02
    アイルランド合計                                            661  641.26
                                                       0.06
    イタリア

    EUR   AMPLIFON    EUR0.02                                     6 425.03
                                       160.00                0.00
    EUR   ASSIC   GENERALI    SPA  EUR1                     13 124.00         224  808.66
                                                       0.02
    EUR   DIASORIN    SPA  EUR1                                   64 642.17
                                       306.00                0.01
    EUR   FINECOBANK     SPA  EUR0.33                        7 342.00         115  358.14
                                                       0.01
    EUR   INFRASTRUTTURE       WIR  NPV                      3 398.00         43 857.98
                                                       0.00
    EUR   LEONARDO    SPA  EUR4.40                         4 289.00         31 111.37
                                                       0.00
    EUR   POSTE   ITALIANE    SPA  NPV                      5 883.00         60 126.22
                                                       0.01
    EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  60 912.00         31 003.18
                                                       0.00
    EUR   TELECOM    ITALIA   SPA  EUR0.55                     104  236.00         48 939.69
                                                       0.01
    イタリア合計                                            626  272.44
                                                       0.06
    ルクセンブルグ

    EUR   AROUNDTOWN     SA EUR0.01                        12 326.00         85 782.70
                                                       0.01
    ルクセンブルグ合計                                            85 782.70
                                                       0.01
    オランダ

    USD   AERCAP   HOLDINGS    EUR0.01                       1 649.00         60 617.24
                                                       0.01
    EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                2 295.00         244  494.55
                                                       0.02
    EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           8 788.00         46 442.92
                                                       0.00
    EUR   ARGEN   X NV EUR0.10                                   156  799.81
                                       548.00                0.02
    EUR   EXOR  NV EUR0.01                           1 295.00         90 435.23
                                                       0.01
    EUR   HEINEKEN    HOLDING    EUR1.6                       1 405.00         130  167.19
                                                       0.01
    EUR   HEINEKEN    NV EUR1.60                         3 193.00         338  099.18
                                                       0.03
    EUR   ING  GROEP   N.V.  EUR0.01                       47 798.00         467  413.54
                                                       0.04
    EUR   JUST  EAT  TAKEAWAY    EUR0.04                      1 526.00         162  533.72
                                                       0.02
    EUR   KON  KPN  NV EUR0.04                         42 652.00         127  499.79
                                                       0.01
    EUR   KONINKLIJKE     AHOLD   EUR0.01                      13 123.00         376  588.61
                                                       0.04
    EUR   KONINKLIJKE     PHILIPS    NV EUR0.20                    11 174.00         579  564.45
                                                       0.05
    EUR   QIAGEN   NV EUR0.01                          2 816.00         136  121.05
                                                       0.01
    EUR   RANDSTAD    N.V.  EUR0.10                        1 444.00         89 820.27
                                                       0.01
    EUR   STMICROELECTRONICS         EUR1.04                      7 603.00         298  488.34
                                                       0.03
    EUR   VOPAK(KON)     EUR0.50                                    43 715.01
                                       830.00                0.00
    EUR   WOLTERS    KLUWER   EUR0.12                        3 367.00         283  140.66
                                                       0.03
    オランダ合計                                           3 631  941.56
                                                       0.34
    スペイン

    EUR   ACS  ACTIVIDADES     CO EUR0.5                      3 219.00         102  001.54
                                                       0.01
    EUR   AENA  SME  S.A.  EUR10                                  131  701.14
                                       806.00                0.01
    EUR   AMADEUS    IT GROUP   EUR0.01                       5 402.00         371  299.19
                                                       0.03
    EUR   CAIXABANK     SA EUR1                        43 250.00         111  076.44
                                                       0.01
    EUR   CELLNEX    TELECOM    SA EUR0.25                      3 984.00         252  008.14
                                                       0.02
    EUR   ENAGAS   SA EUR1.50                          2 877.00         70 274.76
                                                       0.01
    注記は当財務書類と不可分のものである。

                                127/195



                                                          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   ENDESA   SA EUR1.2                          3 737.00         107  150.68

                                                       0.01
    EUR   FERROVIAL     SA EUR0.2                         5 783.00         161  319.01
                                                       0.01
    EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               3 650.00         103  695.59
                                                       0.01
    EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  71 755.00         982  362.48
                                                       0.09
    EUR   INDITEX    EUR0.03    (POST   SUBD)                    13 343.00         444  510.97
                                                       0.04
    EUR   NATURGY    ENERGY   GRO  EUR1                      3 462.00         80 070.96
                                                       0.01
    EUR   RED  ELECTRICA     CORP  EUR0.5                      5 104.00         104  616.11
                                                       0.01
    EUR   REPSOL   SA EUR1                         17 952.00         173  038.97
                                                       0.02
    EUR   SIEMENS    GAMESA   REN  EUR0.17                      2 862.00         102  466.09
                                                       0.01
    EUR   TELEFONICA     SA EUR1                        58 598.00         256  337.15
                                                       0.02
    スペイン合計                                           3 553  929.22
                                                       0.32
    スイス

    CHF   SWATCH   GROUP   CHF2.25(BR)                                  158  002.43
                                       638.00                0.01
    CHF   SWISS   RE AG CHF0.10                         6 632.00         608  183.63
                                                       0.06
    CHF   VIFOR   PHARMA   AG CHF0.01                       1 044.00         153  722.74
                                                       0.01
    スイス合計                                            919  908.80
                                                       0.08
    イギリス

    USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    2 485.00         111  029.80
                                                       0.01
    イギリス合計                                            111  029.80
                                                       0.01
    無記名株式合計                                          38 538  734.40

                                                       3.56
    参加証券

    スイス

    CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                            205  589.31
                                        24.00               0.02
    CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                            245  726.28
                                       897.00                0.02
    スイス合計                                            451  315.59
                                                       0.04
    参加証券合計                                            451  315.59

                                                       0.04
    その他の株式

    スイス

    CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                 15 690.00        5 182  916.71
                                                       0.48
    スイス合計                                           5 182  916.71
                                                       0.48
    その他の株式合計                                           5 182  916.71

                                                       0.48
    優先株式

    ドイツ

    EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                             42 346.20
                                       639.00                0.00
    EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                           48 207.72
                                       841.00                0.00
    EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                2 132.00         230  138.93
                                                       0.02
    EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                1 840.00         117  313.73
                                                       0.01
    EUR   SARTORIUS     AG NON  VTG  PRF  NPV                             195  573.92
                                       428.00                0.02
    EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   2 263.00         382  607.46
                                                       0.04
    ドイツ合計                                           1 016  187.96
                                                       0.09
    優先株式合計                                           1 016  187.96

                                                       0.09
    注記は当財務書類と不可分のものである。

                                128/195



                                                          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）
    記名株式

    ベルギー

    EUR   AGEAS   NPV                            2 085.00         102  805.85
                                                       0.01
    EUR   KBC  GROUP   NV NPV                         2 988.00         208  735.94
                                                       0.02
    EUR   TELENET    GRP  HLDG  NPV                                 21 454.80
                                       501.00                0.00
    EUR   UCB  NPV                             1 541.00         165  089.91
                                                       0.02
    ベルギー合計                                            498  086.50
                                                       0.05
    カナダ

    CAD   1ST  QUANTUM    MINLS   COM  NPV                    8 730.00         124  156.11
                                                       0.01
    CAD   AGNICO   EAGLE   MINES   LTD  COM                    3 732.00         245  104.19
                                                       0.02
    CAD   ALIMENTATION      COUCHE   TARD  INC  SUB  VTG  SH             13 088.00         435  593.36
                                                       0.04
    CAD   BANK  NOVA  SCOTIA   HALIFAX    COM                   18 209.00         888  038.27
                                                       0.08
    CAD   BANK  OF MONTREAL    COM  NPV                     9 605.00         691  746.77
                                                       0.06
    CAD   BARRICK    GOLD  CORP  COM  NPV                    26 713.00         614  487.63
                                                       0.06
    CAD   BCE  INC  COM  NEW                         2 273.00         98 749.82
                                                       0.01
    CAD   BLACKBERRY     LTD  NPV                        9 065.00         53 512.81
                                                       0.00
    CAD   BROOKFIELD     ASSET   M LTD  VTG  SHS  NPV  CL ’ A’            20 080.50         812  734.19
                                                       0.07
    CAD   CAN  PACIFIC    RYS  COM  NPV                     2 032.00         657  895.08
                                                       0.06
    CAD   CANADIAN    NAT  RES  LTD  COM                    17 491.00         399  921.54
                                                       0.04
    CAD   CANADIAN    NATL  RY CO COM                     10 593.00        1 111  696.89
                                                       0.10
    CAD   CANADIAN    TIRE  LTD  CL A                               112  448.23
                                       878.00                0.01
    CAD
        CCL  INDUSTRIES     INC  ‘ B’ NON-VTG    COM  NPV              2 273.00         100  433.66
                                                       0.01
    CAD   CDN  IMPERIAL    BK OF COMMERCE    COM                  6 697.00         565  774.80
                                                       0.05
    CAD   CENOVUS    ENERGY   INC  COM  NPV                    15 869.00         78 861.30
                                                       0.01
    CAD   CGI  INC  COM  NPV  SUB  VOTING   SHARES    C                3 440.00         254  595.57
                                                       0.02
    CAD   CONSTELLATION      SOFT  COM  STK  NPV                            446  778.92
                                       360.00                0.04
    CAD   DOLLARAMA     INC  COM  NPV                      4 383.00         179  798.04
                                                       0.02
    CAD   ENBRIDGE    INC  COM  NPV                      30 476.00         953  859.53
                                                       0.09
    CAD   FAIRFAX    FINL  HLDGS   SUB-VTG    COM  NPV                          139  885.64
                                       407.00                0.01
    CAD   FORTIS   INC  COM  NPV                        6 982.00         281  726.05
                                                       0.03
    CAD   FRANCO   NEVADA   CORP  COM  NPV                    2 814.00         375  380.96
                                                       0.03
    CAD   GILDAN   ACTIVEWEAR     INC  COM                    3 023.00         79 219.91
                                                       0.01
    CAD   GREAT   WEST  LIFECO   INC  COM                    4 086.00         95 252.77
                                                       0.01
    CAD   IA FINANCIAL     CORP  COM  NPV                    1 644.00         72 146.21
                                                       0.01
    CAD   IMPERIAL    OIL  LTD  COM  NEW                     3 828.00         66 404.38
                                                       0.01
    CAD   INTACT   FINL  CORP  COM  NPV                     2 136.00         239  477.92
                                                       0.02
    CAD   INTER   PIPELINE    LTD  COM  NPV                    6 287.00         62 777.82
                                                       0.01
    CAD   LOBLAW   COS  LTD  COM                        2 675.00         132  521.80
                                                       0.01
    CAD   MAGNA   INTL  INC  COM  NPV                      4 236.00         260  324.90
                                                       0.02
    CAD   MANULIFE    FINL  CORP  COM                     28 783.00         491  525.42
                                                       0.05
    CAD   METRO   INC  CL A SUB                        3 795.00         174  712.32
                                                       0.02
    CAD   NATL  BK OF CANADA   COM  NPV                    5 151.00         285  950.26
                                                       0.03
    CAD   NUTRIEN    LTD  NPV                         8 682.00         429  443.79
                                                       0.04
    CAD   OPEN  TEXT  CO COM  NPV                       4 064.00         179  789.43
                                                       0.02
    CAD   PARKLAND    CORP.   COM  NPV                      2 200.00         67 532.99
                                                       0.01
    CAD   PEMBINA    PIPELINE     C  COM  NPV                    8 252.00         210  900.72
                                                       0.02
    CAD   POWER   CORP  CDA  COM                        8 316.00         187  637.81
                                                       0.02
    CAD   RESTAURANT     BRANDS   COM  NPV                    4 245.00         242  435.72
                                                       0.02
    CAD   ROGERS   COMMS   INC  CLASS  ’ B’ COM  CAD1.62478                5 305.00         250  778.84
                                                       0.02
    CAD   ROYAL   BK OF CANADA   COM  NPV                    21 290.00        1 742  431.82
                                                       0.16
    CAD   SAPUTO   INC  COM                         3 711.00         103  177.20
                                                       0.01
    CAD   SHAW  COMMUNICATIONS       INC  CL B CONV                 7 046.00         122  770.80
                                                       0.01
    CAD   SHOPIFY    INC  COM  NPV  CL A                    1 607.00        1 733  325.40
                                                       0.16
    注記は当財務書類と不可分のものである。

                                129/195



                                                          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）
    CAD   SUN  LIFE  FINL  INC  COM                      8 898.00         395  977.82
                                                       0.04
    CAD
        SUNCOR   ENERGY   INC  COM  NPV  ‘ NEW ’                22 689.00         363  647.29
                                                       0.03
    CAD   TC ENERGY   CORPORAT    COM  NPV                    14 143.00         623  496.87
                                                       0.06
    CAD   TECK  RESOURCES     LTD  CLASS  ’ B’ SUB-VTG    COM  NPV            7 010.00         111  000.23
                                                       0.01
    CAD   THOMSON-REUTERS       CP COM  NPV(POST    REV  SPLIT)              2 550.00         202  559.61
                                                       0.02
    CAD   TORONTO-DOMINION        COM  NPV                    27 018.00        1 444  407.01
                                                       0.13
    CAD   WESTON   GEORGE   LTD  COM                      1 162.00         86 179.35
                                                       0.01
    CAD   WHEATON    PRECIOUS    M COM  NPV                    6 582.00         254  615.06
                                                       0.02
    カナダ合計                                          20 335  600.83
                                                       1.88
    フィンランド

    EUR   ELISA   OYJ  NPV                          1 699.00         91 455.47
                                                       0.01
    EUR   FORTUM   OYJ  EUR3.40                         5 316.00         122  124.58
                                                       0.01
    EUR   NESTE   OIL  OYJ  NPV                        5 050.00         339  372.71
                                                       0.03
    EUR   NOKIA   OYJ  NPV                         67 840.00         271  650.32
                                                       0.03
    EUR   ORION   CORP  SER ’ B’ NPV                      1 338.00         63 156.35
                                                       0.01
    EUR   SAMPO   PLC  SER ’ A’ NPV                      5 644.00         244  601.51
                                                       0.02
    EUR   STORA   ENSO  OYJ  NPV  SER ’ R’                   6 926.00         117  396.77
                                                       0.01
    EUR   UPM-KYMMENE     CORP  NPV                       6 702.00         221  427.67
                                                       0.02
    フィンランド合計                                           1 471  185.38
                                                       0.14
    フランス

    EUR   GECINA   EUR7.50                                      95 629.49
                                       628.00                0.01
    EUR   LA FRANCAISE     DES  EUR0.40    (PROMESSES)                             36 675.40
                                       877.00                0.00
    EUR   MICHELIN    (CGDE)   EUR2                       2 034.00         254  134.25
                                                       0.02
    フランス合計                                            386  439.14
                                                       0.03
    ドイツ

    EUR   ADIDAS   AG NPV  (REGD)                        2 308.00         737  969.75
                                                       0.07
    EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                         5 030.00        1 189  297.69
                                                       0.11
    EUR   BASF  SE NPV                          11 153.00         818  216.94
                                                       0.08
    EUR   BAYER   AG NPV  (REGD)                        12 046.00         695  542.95
                                                       0.06
    EUR   BRENNTAG    AG                          1 855.00         142  146.00
                                                       0.01
    EUR   DAIMLER    AG ORD  NPV(REGD)                       10 346.00         698  618.72
                                                       0.07
    EUR   DELIVERY    HERO  SE NPV                       1 560.00         188  939.79
                                                       0.02
    EUR   DEUTSCHE    BANK  AG NPV(REGD)                      23 497.00         262  604.74
                                                       0.02
    EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      2 333.00         390  005.16
                                                       0.04
    EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  3 710.00         42 808.00
                                                       0.00
    EUR   DEUTSCHE    POST  AG NPV(REGD)                      11 997.00         581  207.86
                                                       0.05
    EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      40 354.00         729  623.04
                                                       0.07
    EUR   E.ON  SE NPV                          26 819.00         291  166.13
                                                       0.03
    EUR   EVONIK   INDUSTRIES     NPV                      2 507.00         75 901.49
                                                       0.01
    EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                              120  835.34
                                       720.00                0.01
    EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  15 308.00         540  553.40
                                                       0.05
    EUR   LEG  IMMOBILIEN     AG NPV                                116  604.81
                                       816.00                0.01
    EUR   MTU  AERO  ENGINES    H NPV  (REGD)                              151  544.19
                                       640.00                0.01
    EUR   MUENCHENER     RUECKVE    NPV(REGD)                      1 707.00         476  990.97
                                                       0.04
    EUR   SCOUT24    AG NPV                         1 284.00         98 452.52
                                                       0.01
    EUR   SIEMENS    AG NPV(REGD)                         9 238.00        1 237  655.51
                                                       0.12
    EUR   SIEMENS    ENERGY   AG NPV                      4 836.00         144  042.10
                                                       0.01
    EUR   SIEMENS    HEALTHINEE     NPV                      3 211.00         148  070.48
                                                       0.01
    EUR   TELEFONICA     DEUTSCH    NPV                     13 761.00         38 090.54
                                                       0.00
    EUR   UNIPER   SE NPV                          2 446.00         83 095.70
                                                       0.01
    EUR   UNITED   INTERNET    AG NPV(REGD)                      1 187.00         47 466.90
                                                       0.01
    EUR   VONOVIA    SE NPV                         6 172.00         424  371.76
                                                       0.04
    ドイツ合計                                          10 471  822.48
                                                       0.97
    注記は当財務書類と不可分のものである。

                                130/195



                                                          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）
    アイルランド

    EUR   CRH  ORD  EUR0.32                           9 364.00         367  623.94
                                                       0.03
    EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               1 846.00         161  528.75
                                                       0.02
    EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                    2 644.00         112  720.51
                                                       0.01
    アイルランド合計                                            641  873.20
                                                       0.06
    イタリア

    EUR   ATLANTIA    SPA  EUR1                         5 966.00         109  046.17
                                                       0.01
    EUR   DAVIDE   CAMPARI    MIL  EUR0.05                      6 824.00         79 130.86
                                                       0.01
    EUR   ENEL  EUR1                            98 046.00         981  655.57
                                                       0.09
    EUR   ENI  SPA  EUR1                          31 202.00         309  899.79
                                                       0.03
    EUR   FERRARI    NV EUR0.01(NEW)                         1 501.00         317  443.73
                                                       0.03
    EUR   INTESA   SANPAOLO    NPV                      196  172.00         451  816.19
                                                       0.04
    EUR   MEDIOBANCA     SPA  EUR0.5                        7 319.00         65 434.77
                                                       0.01
    EUR   MONCLER    SPA  NPV                         2 328.00         114  620.46
                                                       0.01
    EUR   NEXI  SPA  NPV                          5 299.00         100  150.89
                                                       0.01
    EUR   PIRELLI    &  C  SPA  NPV                       5 939.00         31 969.04
                                                       0.00
    EUR   PRYSMIAN    SPA  EUR0.10                         2 863.00         93 940.09
                                                       0.01
    EUR   RECORDATI     EUR0.125                          1 308.00         69 829.42
                                                       0.01
    EUR   SNAM  EUR1                            23 826.00         134  038.61
                                                       0.01
    EUR   TERNA   SPA  ORD  EUR0.22                        16 686.00         125  187.82
                                                       0.01
    EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 25 365.00         262  242.57
                                                       0.02
    イタリア合計                                           3 246  405.98
                                                       0.30
    ルクセンブルグ

    EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 9 155.00         168  101.09
                                                       0.02
    EUR   EUROFINS    SCIENTIFI     EUR0.01                      1 600.00         130  261.40
                                                       0.01
    EUR   TENARIS    S.A.  USD1                         6 757.00         52 424.54
                                                       0.00
    ルクセンブルグ合計                                            350  787.03
                                                       0.03
    オランダ

    EUR   ADYEN   NV EUR0.01                                    425  421.35
                                       222.00                0.04
    EUR   AEGON   NV EUR0.12                          21 409.00         80 311.22
                                                       0.01
    EUR   ASML  HOLDING    NV EUR0.09                       5 143.00        2 238  425.79
                                                       0.21
    EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    12 314.00         135  044.70
                                                       0.01
    EUR   FIAT  CHRYSLER    AUTO  EUR0.01                     13 080.00         204  434.50
                                                       0.02
    EUR   KONINKLIJKE     DSM  NV EUR1.5                      2 052.00         337  016.91
                                                       0.03
    EUR   NN GROUP   N.V.  EUR0.12                        3 429.00         139  665.26
                                                       0.01
    EUR   PROSUS   N.V.  EUR0.05                         5 937.00         645  131.09
                                                       0.06
    オランダ合計                                           4 205  450.82
                                                       0.39
    ポルトガル

    EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                     39 647.00         211  898.22
                                                       0.02
    EUR   GALP  ENERGIA    EUR1-B                         6 028.00         65 213.51
                                                       0.01
    EUR   JERONIMO    MARTINS    EUR5                       2 815.00         48 354.47
                                                       0.00
    ポルトガル合計                                            325  466.20
                                                       0.03
    スペイン

    EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     199  923.00         578  140.03
                                                       0.05
    EUR   BANKINTER     SA EUR0.3(REGD)                         8 430.00         41 838.37
                                                       0.00
    EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                     82 374.00         387  245.61
                                                       0.04
    EUR   MAPFRE   SA EUR0.10                         12 919.00         24 834.12
                                                       0.00
    スペイン合計                                           1 032  058.13
                                                       0.09
    注記は当財務書類と不可分のものである。

                                131/195




                                                          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）
    スイス

    CHF   ABB  LTD  CHF0.12    (REGD)                       40 950.00        1 084  249.97
                                                       0.10
    CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    3 420.00         207  927.54
                                                       0.02
    CHF   ALCON   AG CHF0.04                          11 053.00         707  890.14
                                                       0.06
    CHF   BALOISE-HLDGS      CHF0.1(REGD)                        1 033.00         178  803.82
                                                       0.02
    CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                            144  390.81
                                        67.00               0.01
    CHF   BQE  CANT  VAUDOISE    CHF1                                 69 065.28
                                       668.00                0.01
    CHF   CLARIANT    CHF4.00(REGD)                          4 384.00         88 328.91
                                                       0.01
    CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      53 665.00         680  519.39
                                                       0.06
    CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                       165  127.58
                                       180.00                0.01
    CHF   GEBERIT    CHF0.10(REGD)                                     501  502.26
                                       830.00                0.05
    CHF   GIVAUDAN    AG CHF10                                   842  841.05
                                       206.00                0.08
    CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  4 946.00         286  499.77
                                                       0.03
    CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                      1 174.00         266  753.34
                                                       0.02
    CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    11 729.00         617  479.44
                                                       0.06
    CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                178  504.36
                                        2.00               0.02
    CHF   LOGITECH    INTL  CHF0.25(REGD)      (POST-SUBD)                  3 634.00         322  656.49
                                                       0.03
    CHF   LONZA   GROUP   AG CHF1(REGD)                        1 677.00        1 055  141.06
                                                       0.10
    CHF   NESTLE   SA CHF0.10(REGD)                         66 277.00        7 407  386.35
                                                       0.68
    CHF   NOVARTIS    AG CHF0.50(REGD)                         49 605.00        4 507  901.63
                                                       0.42
    CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            453  413.23
                                       421.00                0.04
    CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘ A’            11 658.00         971  993.64
                                                       0.09
    CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                                118  266.87
                                       445.00                0.01
    CHF   SGS  LTD  CHF1(REGD)                                     388  936.26
                                       136.00                0.04
    CHF   SIKA  AG CHF0.01    (REG)                       3 166.00         810  996.80
                                                       0.07
    CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                   1 212.00         301  359.99
                                                       0.03
    CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  263  578.92
                                       229.00                0.02
    CHF   SWATCH   GROUP   CHF0.45(REGD)                         1 192.00         57 381.38
                                                       0.00
    CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                                 314  222.69
                                       701.00                0.03
    CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                   1 698.00         153  425.83
                                                       0.01
    CHF   SWISSCOM    AG CHF1(REGD)                                   296  387.94
                                       559.00                0.03
    CHF   TEMENOS    AG CHF5  (REGD)                       1 475.00         187  042.97
                                                       0.02
    CHF   UBS  GROUP   CHF0.10    (REGD)                      81 581.00        1 161  580.79
                                                       0.11
    CHF   ZURICH   INSURANCE     GRP  CHF0.10                     3 346.00        1 363  458.96
                                                       0.13
    スイス合計                                          26 155  015.46
                                                       2.42
    アメリカ合衆国

    CAD   BAUSCH   HEALTH   COMP  COM  NPV                    4 923.00         91 591.58
                                                       0.01
    CAD   BROOKFIELD     RENEWA.    CLASS   A SUB  VOTING   SHARES                        7 863.26
                                       100.00                0.00
    アメリカ合衆国合計                                            99 454.84
                                                       0.01
    記名株式合計                                          69 219  645.99

                                                       6.40
    預託証券

    ルクセンブルグ

    EUR
        SES  S.A.  FDR  EACH  REP  1 ‘ A’ NPV                 5 062.00         46 176.68
                                                       0.00
    ルクセンブルグ合計                                            46 176.68
                                                       0.00
    オランダ

    EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                4 905.00         50 752.67
                                                       0.01
    オランダ合計                                            50 752.67
                                                       0.01
    預託証券合計                                            96 929.35

                                                       0.01
    注記は当財務書類と不可分のものである。

                                132/195



                                                          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）
    投資信託証券

    アイルランド

    USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED     LTD  NOTE  DUE  31.03.21     29 350  000.00        45 577  615.00
                                                       4.21
    アイルランド合計                                          45 577  615.00
                                                       4.21
    投資信託証券合計                                          45 577  615.00

                                                       4.21
    投資信託、クローズド・エンド型

    カナダ

    CAD   RIOCAN   REAL  ESTATE   INVESTMENT     TRUST                 3 301.00         44 679.02
                                                       0.01
    カナダ合計                                            44 679.02
                                                       0.01
    投資信託、クローズド・エンド型合計                                            44 679.02

                                                       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        1 239  292.21
                                                       0.11
    USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           2 475  000.00        2 774  320.32
                                                       0.26
    USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28               2 800  000.00        3 235  960.00
                                                       0.30
    USD   ALPHABET    INC  1.10000%    20-15.08.30                   2 000  000.00        1 983  411.00
                                                       0.18
    USD   ALPHABET    INC  1.99800%    16-15.08.26                   2 150  000.00        2 303  552.57
                                                       0.21
    USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23               1 000  000.00        1 064  154.00
                                                       0.10
    USD   APPLE   INC  1.65000%    20-11.05.30                    1 789  000.00        1 850  365.21
                                                       0.17
    USD   APPLE   INC  2.20000%    19-11.09.29                    3 300  000.00        3 562  832.79
                                                       0.33
    USD   APPLE   INC  2.40000%    13-03.05.23                    3 475  000.00        3 648  039.02
                                                       0.34
    USD   APPLE   INC  2.45000%    16-04.08.26                    3 075  000.00        3 347  374.27
                                                       0.31
    USD   APPLE   INC  2.85000%    16-23.02.23                     750  000.00         789  192.60
                                                       0.07
    USD   APPLE   INC  3.20000%    17-11.05.27                    4 850  000.00        5 501  157.12
                                                       0.51
    USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22               1 410  000.00        1 456  475.01
                                                       0.13
    USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23           1 000  000.00        1 092  561.40
                                                       0.10
    USD   BERKSHIRE     HATHAWAY    FINANCE    CORP  1.85000%    20-12.03.30           500  000.00         525  835.40
                                                       0.05
    USD   BERKSHIRE     HATHAWAY    INC  2.20000%    16-15.03.21               950  000.00         953  604.11
                                                       0.09
    USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               575  000.00         645  457.28
                                                       0.06
    USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24            500  000.00         525  966.55
                                                       0.05
    USD   CHEVRON    CORP  2.23600%    20-11.05.30                   2 571  000.00        2 763  995.97
                                                       0.26
    USD   CHEVRON    CORP  3.19100%    13-24.06.23                   2 150  000.00        2 292  423.10
                                                       0.21
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28        1 000  000.00        1 185  410.00
                                                       0.11
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.35000%    19-04.06.24         500  000.00         545  420.00
                                                       0.05
    USD   CORPORACION     ANDINA   DE FOMENTO    4.37500%    12-15.06.22           1 150  000.00        1 205  476.00
                                                       0.11
    USD   COUNCIL    OF EUROPE   DEVELOPMENT     BANK  1.62500%    16-16.03.21          400  000.00         401  559.08
                                                       0.04
    USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21            1 000  000.00        1 003  230.00
                                                       0.09
    USD   EQUINOR    ASA  2.37500%    20-22.05.30                   1 000  000.00        1 067  916.40
                                                       0.10
    USD   EQUINOR    ASA  3.62500%    18-10.09.28                   4 000  000.00        4 674  098.40
                                                       0.43
    USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             4 000  000.00        4 428  001.60
                                                       0.41
    USD   EUROPEAN    INVESTMENT     BANK  0.87500%    20-17.05.30             5 800  000.00        5 774  422.75
                                                       0.53
    USD   EXPORT   DEVELOPMENT     CANADA   2.00000%    17-17.05.22              200  000.00         205  160.00
                                                       0.02
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21             800  000.00         806  250.00
                                                       0.07
    USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25            1 200  000.00        1 342  500.00
                                                       0.12
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22            2 775  000.00        2 846  109.37
                                                       0.26
    USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                 3 050  000.00        3 373  340.87
                                                       0.31
    USD   EXXON   MOBIL   CORP  3.48200%    20-19.03.30                 1 500  000.00        1 737  900.90
                                                       0.16
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.37500%    17-07.07.27           900  000.00         994  410.00
                                                       0.09
    注記は当財務書類と不可分のものである。

                                133/195



                                                          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   INTER-AMERICAN       DEVELOPMENT     BANK  2.25000%    19-18.06.29          2 450  000.00        2 715  680.70

                                                       0.25
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.00000%    19-23.07.26          1 500  000.00        1 613  143.50
                                                       0.15
    USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22         700  000.00         726  194.42
                                                       0.07
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.12500%    17-13.12.21        900  000.00         917  487.00
                                                       0.09
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  1.75000%    19-23.10.29       1 900  000.00        2 034  273.00
                                                       0.19
    USD   JOHNSON    & JOHNSON    1.30000%    20-01.09.30                2 500  000.00        2 509  961.25
                                                       0.23
    USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                2 075  000.00        2 259  055.61
                                                       0.21
    USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                1 000  000.00        1 126  739.80
                                                       0.10
    USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 775  000.00         846  277.53
                                                       0.08
    USD   KOREA   DEVELOPMENT     BANK  2.75000%    17-19.03.23               850  000.00         893  031.25
                                                       0.08
    USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23         1 360  000.00        1 475  600.00
                                                       0.14
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-19.09.22       1 150  000.00        1 198  515.62
                                                       0.11
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-25.07.27       2 575  000.00        2 857  445.31
                                                       0.26
    USD   KOREA   SOUTH-EAST     POWER   CO LTD-REG-S     2.12500%    20-03.02.25         800  000.00         840  495.04
                                                       0.08
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23           625  000.00         650  253.12
                                                       0.06
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25          1 075  000.00        1 150  709.03
                                                       0.11
    USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        4 400  000.00        5 010  500.00
                                                       0.46
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25          3 200  000.00        3 405  492.80
                                                       0.32
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     0.87500%    20-03.09.30          1 000  000.00         989  874.97
                                                       0.09
    USD   MANITOBA,     PROVINCE    OF 2.12500%    17-04.05.22               1 300  000.00        1 333  956.00
                                                       0.12
    USD   MICROSOFT     CORP  2.65000%    15-03.11.22                  2 950  000.00        3 074  772.31
                                                       0.28
    USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  2 575  000.00        2 763  705.53
                                                       0.26
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  6 475  000.00        7 394  922.68
                                                       0.68
    USD   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26          2 300  000.00        2 492  280.00
                                                       0.23
    USD   NESTLE   HOLDINGS    INC-REG-S     1.25000%    20-15.09.30              762  000.00         762  199.18
                                                       0.07
    USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28         1 900  000.00        2 119  173.36
                                                       0.20
    USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               450  000.00         457  518.78
                                                       0.04
    USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22               1 700  000.00        1 761  317.47
                                                       0.16
    USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               2 600  000.00        2 929  700.55
                                                       0.27
    USD   NOVARTIS    CAPITAL    CORP  2.20000%    20-14.08.30               1 500  000.00        1 621  022.25
                                                       0.15
    USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               3 250  000.00        3 270  312.50
                                                       0.30
    USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24               1 000  000.00        1 079  687.50
                                                       0.10
    USD   QATAR,   STATE   OF-REG-S    4.00000%    19-14.03.29               3 300  000.00        3 898  125.00
                                                       0.36
    USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26               4 125  000.00        4 502  268.79
                                                       0.42
    USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28             2 000  000.00        2 368  637.00
                                                       0.22
    USD   SANOFI   4.00000%    11-29.03.21                     1 500  000.00        1 518  730.35
                                                       0.14
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           600  000.00         623  335.74
                                                       0.06
    USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           450  000.00         453  180.47
                                                       0.04
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26          1 675  000.00        1 851  029.60
                                                       0.17
    USD   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-17.10.23        250  000.00         272  845.00
                                                       0.03
    USD   STATE   STREET   CORP  2.40000%    20-24.01.30                 872  000.00         957  337.06
                                                       0.09
    USD   TEMASEK    FINANCIAL     I LTD-REG-S     2.37500%    12-23.01.23            850  000.00         885  139.00
                                                       0.08
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           650  000.00         712  914.61
                                                       0.07
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29          1 500  000.00        1 732  164.60
                                                       0.16
    USD   VISA  INC  2.05000%    20-15.04.30                    1 300  000.00        1 386  330.66
                                                       0.13
    USD   VISA  INC  3.15000%    15-14.12.25                    1 375  000.00        1 534  912.08
                                                       0.14
    USD   WALMART    INC  2.55000%    13-11.04.23                   1 375  000.00        1 440  106.38
                                                       0.13
    USD   WALMART    INC  3.70000%    18-26.06.28                   5 000  000.00        5 902  843.50
                                                       0.55
    USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               2 500  000.00        2 754  550.00
                                                       0.25
    USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27               1 000  000.00        1 133  440.00
                                                       0.11
    米ドル合計                                          171  356  363.20
                                                      15.83
    ノート、固定利付債合計                                          171  356  363.20

                                                      15.83
    注記は当財務書類と不可分のものである。

                                134/195




                                                          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、固定利付債

    米ドル

    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.12500%    20-16.04.30            2 000  000.00        2 257  500.00
                                                       0.21
    USD   AFRICAN    DEVELOPMENT     BANK  2.37500%    14-23.09.21              925  000.00         941  213.86
                                                       0.09
    USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               700  000.00         709  233.00
                                                       0.06
    USD   ASIAN   DEVELOPMENT     BANK  2.62500%    17-12.01.27              1 550  000.00        1 731  272.50
                                                       0.16
    USD   ASIAN   DEVELOPMENT     BANK  2.00000%    17-16.02.22               200  000.00         204  374.00
                                                       0.02
    USD   ASIAN   DEVELOPMENT     BANK  2.50000%    17-02.11.27              2 900  000.00        3 242  584.25
                                                       0.30
    USD   ASIAN   DEVELOPMENT     BANK  1.75000%    19-19.09.29              2 000  000.00        2 142  067.00
                                                       0.20
    USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                  750  000.00         759  175.28
                                                       0.07
    USD   CAISSE   D’ AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-20.03.24       650  000.00         714  170.60
                                                       0.07
    USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24          1 200  000.00        1 236  636.00
                                                       0.11
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         625  000.00         702  906.25
                                                       0.06
    USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              3 125  000.00        3 529  991.25
                                                       0.33
    USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22           1 800  000.00        1 853  334.00
                                                       0.17
    USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26            1 000  000.00        1 085  090.00
                                                       0.10
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-22.11.27       3 195  000.00        3 573  288.00
                                                       0.33
    USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26              1 800  000.00        1 948  068.00
                                                       0.18
    USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                425  000.00         427  947.80
                                                       0.04
    USD   KOREA   DEVELOPMENT     BANK  1.75000%    20-18.02.25               375  000.00         389  950.01
                                                       0.03
    USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21              800  000.00         804  880.00
                                                       0.07
    USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24               1 000  000.00        1 062  187.50
                                                       0.10
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    19-07.11.29               2 500  000.00        2 681  250.00
                                                       0.25
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    20-21.05.30               1 500  000.00        1 608  281.25
                                                       0.15
    USD   NEDERLANDSE     WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          425  000.00         437  149.05
                                                       0.04
    USD   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21              800  000.00         802  673.60
                                                       0.07
    USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              650  000.00         664  509.29
                                                       0.06
    USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23             1 330  000.00        1 411  071.48
                                                       0.13
    USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          400  000.00         407  880.44
                                                       0.04
    USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         700  000.00         751  677.36
                                                       0.07
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    2.50000%    20-03.02.27      1 700  000.00        1 789  250.00
                                                       0.16
    USD   SP POWERASSETS     LTD-REG-S     3.25000%    15-24.11.25             1 000  000.00        1 110  840.00
                                                       0.10
    USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          586  000.00         622  608.47
                                                       0.06
    USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               400  000.00         401  676.72
                                                       0.04
    USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22             1 225  000.00        1 255  735.25
                                                       0.12
    USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21          600  000.00         605  605.56
                                                       0.06
    米ドル合計                                          43 866  077.77
                                                       4.05
    中期債券、固定利付債合計                                          43 866  077.77

                                                       4.05
    債券、固定利付債

    米ドル

    USD   BNG  BANK  NV-REG-S    2.62500%    14-28.04.21                 550  000.00         555  184.57
                                                       0.05
    USD   BNG  BANK  NV-REG-S    2.37500%    16-16.03.26                1 000  000.00        1 091  880.00
                                                       0.10
    USD   CAISSE   D’ AMORTIS    DE LA DETTE   SOC-REG-S     1.87500%    15-12.02.22       550  000.00         560  613.90
                                                       0.05
    USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-27.07.22       875  000.00         903  039.64
                                                       0.08
    USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23          1 400  000.00        1 494  383.10
                                                       0.14
    USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                 420  000.00         432  146.61
                                                       0.04
    USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22              750  000.00         771  225.00
                                                       0.07
    USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24              1 100  000.00        1 186  281.25
                                                       0.11
    USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                 475  000.00         488  837.89
                                                       0.04
    USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 300  000.00         313  455.93
                                                       0.03
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-25.11.24        625  000.00         677  825.00
                                                       0.06
    注記は当財務書類と不可分のものである。

                                135/195



                                                          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   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    15-29.07.25       3 500  000.00        3 827  705.00
                                                       0.35
    USD   KOREA   GAS  CORP-REG-S     2.87500%    19-16.07.29               1 600  000.00        1 767  500.00
                                                       0.16
    USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24           1 550  000.00        1 679  328.12
                                                       0.16
    USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                1 100  000.00        1 200  718.75
                                                       0.11
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24          1 250  000.00        1 356  620.26
                                                       0.13
    USD   NATIONWIDE     BUILDING    SOCIETY-REG-S      1.70000%    20-13.02.23         1 283  000.00        1 318  441.34
                                                       0.12
    USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               450  000.00         493  777.35
                                                       0.05
    USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21          450  000.00         457  968.78
                                                       0.04
    USD   ONTARIO,    PROVINCE    OF 1.12500%    20-07.10.30               2 800  000.00        2 775  327.80
                                                       0.26
    USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               2 000  000.00        2 189  636.20
                                                       0.20
    USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21             800  000.00         821  528.00
                                                       0.08
    USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                 400  000.00         411  870.28
                                                       0.04
    米ドル合計                                          26 775  294.77
                                                       2.47
    債券、固定利付債合計                                          26 775  294.77

                                                       2.47
    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             6 628  000.00        7 638  510.85
                                                       0.71
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22               5 000.00          5 080.28
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27             1 850  000.00        2 046  345.68
                                                       0.19
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23               1 000.00          1 038.71
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 0.62500%    20-15.05.30            10 501  000.00        10 322  154.84
                                                       0.95
    米ドル合計                                          20 013  130.36
                                                       1.85
    財務省証券（     T-note   ）、固定利付債合計                                  20 013  130.36

                                                       1.85
    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         1 922  000.00        4 343  498.46
                                                       0.40
    USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25         3 425  000.00        5 467  277.37
                                                       0.50
    USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26         2 758  000.00        3 323  106.39
                                                       0.31
    USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21         1 468  000.00        1 747  469.73
                                                       0.16
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27         3 731  000.00        4 420  178.57
                                                       0.41
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23         3 754  000.00        4 406  039.97
                                                       0.41
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25         4 636  000.00        5 514  233.34
                                                       0.51
    USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28         3 709  000.00        4 415  930.78
                                                       0.41
    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   20-15.01.30         4 345  000.00        4 842  564.06
                                                       0.45
    米ドル合計                                          38 480  298.67
                                                       3.56
    財務省証券（     T-note   ）、変動利付債合計                                  38 480  298.67

                                                       3.56
    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                                          460  619  188.79

                                                      42.56
    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

    財務省証券（     T-bill   ）、ゼロ・クーポン
    米ドル

    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    23.04.20-22.04.21           2 510  000.00        2 509  096.58
                                                       0.23
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    13.08.20-11.02.21           2 510  000.00        2 509  585.85
                                                       0.23
    米ドル合計                                           5 018  682.43
                                                       0.46
    財務省証券（     T-bill   ）、ゼロ・クーポン合計                                   5 018  682.43

                                                       0.46
    注記は当財務書類と不可分のものである。

                                136/195



                                                          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）
    ノート、固定利付債

    米ドル

    USD   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                 1 000  000.00        1 040  572.40
                                                       0.10
    USD   FANNIE   MAE  2.12500%    16-24.04.26                    1 625  000.00        1 765  510.50
                                                       0.16
    USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23         500  000.00         527  638.60
                                                       0.05
    USD   NATIONAL    AUSTRALIA     BANK  LTD-144A    3.50000%    17-10.01.27          2 000  000.00        2 273  920.00
                                                       0.21
    USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                625  000.00         640  355.00
                                                       0.06
    米ドル合計                                           6 247  996.50
                                                       0.58
    ノート、固定利付債合計                                           6 247  996.50

                                                       0.58
    中期債券、固定利付債

    米ドル

    USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24            1 000  000.00        1 100  994.90
                                                       0.10
    USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21         1 400  000.00        1 409  677.78
                                                       0.13
    米ドル合計                                           2 510  672.68
                                                       0.23
    中期債券、固定利付債合計                                           2 510  672.68

                                                       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-
                                    1 400  000.00        1 229  147.28
        01.05.30                                               0.11
    米ドル合計                                           1 229  147.28
                                                       0.11
    中期債券、ゼロ・クーポン債合計                                           1 229  147.28

                                                       0.11
    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         767  249.10
                                                       0.07
    USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22               600  000.00         613  431.00
                                                       0.06
    米ドル合計                                           1 380  680.10
                                                       0.13
    債券、固定利付債合計                                           1 380  680.10

                                                       0.13
    財務省証券（     T-note   ）、変動利付債

    米ドル

    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22         3 786  000.00        4 391  566.33
                                                       0.41
    米ドル合計                                           4 391  566.33
                                                       0.41
    財務省証券（     T-note   ）、変動利付債合計                                   4 391  566.33

                                                       0.41
    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                                          20 778  745.32

                                                       1.92
    注記は当財務書類と不可分のものである。

                                137/195





                                                          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）
    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
    新株引受権
    ドイツ
    EUR   KION  GROUP   AG RIGHTS   03.12.20
                                       770.00            0.00    0.00
    ドイツ合計                                              0.00    0.00
    新株引受権合計                                              0.00    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        1 196  096.44
                                                       0.11
    USD   US BANK  NA/CINCINNATI      OH 2.65000%    19-23.05.22              900  000.00         929  505.60
                                                       0.09
    米ドル合計                                           2 125  602.04
                                                       0.20
    ノート、固定利付債合計                                           2 125  602.04
                                                       0.20
    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        1 338  142.00
                                                       0.12
    USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          800  000.00         859  265.04
                                                       0.08
    米ドル合計                                           2 197  407.04
                                                       0.20
    債券、固定利付債合計                                           2 197  407.04
                                                       0.20
    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
                                               4 323  009.08
    譲渡性のある証券および短期金融商品合計                                                  0.40
    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   MAN  FUNDS   VI PLC-MAN    AHL  TARGETRISK-INU-USD-CAP                  141  403.81        19 109  310.61
                                                       1.77
    USD   UBS(IRL)FUND      SOLUTION    PLC-MSCI    USA  SF UCITS   SHS-A-ETF-ACC          874  365.00        87 908  657.10
                                                       8.12
    アイルランド合計                                          107  017  967.71
                                                       9.89
    ルクセンブルグ
    EUR   ALMA  PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-CAP              3 490.29        42 016  766.53
                                                       3.88
    USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          117  587.89        14 703  189.77
                                                       1.36
    USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP        849  026.53        10 731  695.36
                                                       0.99
    USD   UBS  (LUX)   BOND  FUND-EURO     HIGH  YIELD   (EUR)(USD     HEDGED)    F-ACC     215  762.00        26 003  636.24
                                                       2.41
    USD   UBS  (LUX)   BOND  SICAV   - SHORT   TERM  USD  CORPORATES     (USD)   F-ACC     226  295.00        26 001  295.50
                                                       2.40
    USD   UBS  (LUX)   BOND  SICAV   - USD  CORPORATES     (USD)   F-ACC          728  028.00        17 021  294.64
                                                       1.57
    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          114  124.00        38 864  928.20
                                                       3.59
    USD   UBS  (LUX)   BOND  SICAV   USD  - INVEST   GRADE   CORP  USD  F ACC       1 655.08       194  409  083.29
                                                      17.96
    USD   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC      281  940.00        34 661  703.60
                                                       3.20
    USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-ACC     24 507.00        51 653  894.04
                                                       4.77
    USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                         100  946.97
                                        9.00               0.01
    ルクセンブルグ合計                                          456  168  434.14
                                                      42.14
    投資信託、オープン・エンド型合計                                          563  186  401.85
                                                      52.03
    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
                                              563  186  401.85
    UCITS/   その他の    UCIs  合計                                          52.03
    注記は当財務書類と不可分のものである。

                                138/195



                                                          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）
    公認の証券取引所に上場されている派生商品

    ワラント債
    スイス

    CHF   CIE  FINANCIERE     RICHEMO    67.00000    WARRANT    27.11.23            23 048.00          4 582.61
                                                       0.00
    スイス合計                                             4 582.61
                                                       0.00
    ワラント債合計                                             4 582.61

                                                       0.00
    公認の証券取引所に上場されている派生商品合計                                             4 582.61

                                                       0.00
    投資有価証券合計                                         1 048  911  927.65

                                                      96.91
    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 LONG  BOND  FUTURE   22.03.21                                -7 125.00

                                       -19.00                0.00
    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.21
                                        1.00          78.12    0.00
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.21                            -48  242.03
                                       -325.00                0.00
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.21                            -140  625.00
                                       -225.00                -0.01
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.21                           -55  234.27
                                       -202.00                -0.01
    債券に係る金融先物合計                                           -251  148.18
                                                      -0.02
    指数に係る金融先物

    EUR   EURO  STOXX   50 INDEX   FUTURE   18.12.20                             83 064.13

                                       169.00                0.00
    CHF   SWISS   MARKET   INDEX   FUTURE   18.12.20                             -4 584.12
                                        7.00               0.00
    GBP   FTSE  100  INDEX   FUTURE   18.12.20                              -10  293.24
                                        48.00               0.00
    SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.20                            -7 520.34
                                        13.00               0.00
    USD   S&P500   EMINI   FUTURE   18.12.20                              2 498  512.50
                                       475.00                0.23
    HKD   HANG  SENG  INDEX   FUTURE   30.12.20                              -6 733.31
                                        6.00               0.00
    AUD   SPI  200  INDEX   FUTURES    17.12.20                               -2 044.76
                                        17.00               0.00
    CAD   S&P/TSX    60 INDEX   FUTURE   17.12.20                              7 068.45
                                        11.00               0.00
    USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   18.12.20                      -221  935.00
                                       228.00               -0.02
    JPY   TOPIX   INDX  FUTURE   10.12.20                                -38  935.51
                                        45.00               0.00
    指数に係る金融先物合計                                           2 296  598.80
                                                       0.21
    公認の証券取引所に上場されている派生商品合計                                           2 045  450.62

                                                       0.19
    派生商品合計                                           2 045  450.62

                                                       0.19
    注記は当財務書類と不可分のものである。

                                139/195






                                                          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

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
         13 944  625.77           18 371  000.00                      -236  023.18

    USD               CAD              8.1.2021                      -0.02
         2 160  061.76           1 667  000.00                      -66  872.13
    USD               GBP              8.1.2021                      -0.01
          296  003.99            420  000.00                      -13  599.64
    USD               AUD              8.1.2021                      0.00
          73 678.16            100  000.00
    USD               SGD              8.1.2021                 -967.31     0.00
          478  916.30           50 500  000.00                      -5 814.36
    USD               JPY              8.1.2021                      0.00
          741  668.96           5 750  000.00
    USD               HKD              8.1.2021                 -77.53     0.00
         60 841  968.10           51 563  000.00                      -916  951.71
    USD               EUR              8.1.2021                      -0.07
         20 769  284.23           18 828  000.00                      -60  772.34
    USD               CHF              8.1.2021                      -0.01
         1 530  000.00           1 800  020.52                      32 517.29
    EUR               USD              8.1.2021                      0.00
          500  000.00            546  740.28                       6 426.72
    CHF               USD              8.1.2021                      0.00
          770  075.87            650  000.00                      -8 453.27
    USD               EUR              8.1.2021                      0.00
          534  957.75            450  000.00                      -4 023.96
    USD               EUR              8.1.2021                      0.00
         2 359  895.08           1 995  000.00                      -29  590.50
    USD               EUR              8.1.2021                      0.00
         13 850  976.95           18 110  000.00                      -129  127.68
    USD               CAD              4.2.2021                      -0.01
         49 806  986.86           41 884  000.00                      -387  672.27
    USD               EUR              4.2.2021                      -0.04
          219  851.10            300  000.00                      -1 330.79
    USD               AUD              4.2.2021                      0.00
         1 030  000.00           1 363  064.92                      13 076.51
    GBP               USD              4.2.2021                      0.00
          340  835.56           35 500  000.00
    USD               JPY              4.2.2021                 -23.99     0.00
         4 250  000.00            548  260.32
    HKD               USD              4.2.2021                  4.91    0.00
          74 420.99            100  000.00
    USD               SGD              4.2.2021                 -227.49     0.00
         17 914  556.27           16 270  000.00                      -98  860.21
    USD               CHF              4.2.2021                      -0.01
         2 500  000.00           2 973  775.00                      20 567.83
    EUR               USD              8.1.2021                      0.00
         2 500  000.00           2 975  512.50                      20 539.64
    EUR               USD              4.2.2021                      0.00
         2 000  000.00           2 200  374.94                      12 293.06
    CHF               USD              8.1.2021                      0.00
         2 000  000.00           2 202  097.50                      12 213.07
    CHF               USD              4.2.2021                      0.00
         1 500  000.00           1 776  075.00                      20 530.70
    EUR               USD              8.1.2021                      0.00
         1 500  000.00           1 777  140.00                      20 491.28
    EUR               USD              4.2.2021                      0.00
         3 000  000.00           2 291  315.05                      24 397.04
    CAD               USD              8.1.2021                      0.00
         3 000  000.00           2 291  482.01                      24 382.92
    CAD               USD              4.2.2021                      0.00
          500  000.00            548  754.66                       4 822.98
    CHF               USD              4.2.2021                      0.00
          500  000.00            548  324.98                       4 842.02
    CHF               USD              8.1.2021                      0.00
         15 991  200.00           21 396  001.72                      -32  185.34
    GBP               USD             21.1.2021                       0.00
        152  571  100.00           167  678  054.30                     1 176  849.62
    CHF               USD             21.1.2021                       0.11
         29 645  000.00           22 088  024.26                      41 055.16
    SGD               USD             21.1.2021                       0.00
        222  435  500.00           264  796  561.49                     1 695  900.69
    EUR               USD             21.1.2021                       0.16
         1 055  800.00            888  264.44                      -8 399.63
    USD               EUR             21.1.2021                       0.00
          329  720.40            246  200.00
    USD               GBP             21.1.2021                  803.77     0.00
          443  608.74            401  300.00
    USD               CHF             21.1.2021                 -521.72     0.00
         1 189  100.00           1 418  526.14                       6 094.42
    EUR               USD             21.1.2021                       0.00
         1 496  200.00           1 999  674.29
    GBP               USD             21.1.2021                 -791.02     0.00
                                               1 135  523.56
    先渡為替契約合計                                                  0.10
                                               30 370  997.96

    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                                                  2.81
    当座借越およびその他の短期負債                                             -336.79     0.00
                                                -161  137.77
    その他の資産および負債                                                  -0.01
                                             1 082  302  425.23
    純資産総額                                                 100.00
    注記は当財務書類と不可分のものである。

                                140/195




                                                          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）
    2020  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   AFTERPAY    LTD  NPV                         1 941.00         135  885.76
                                                       0.03
    AUD   AGL  ENERGY   NPV                         5 671.00         56 412.13
                                                       0.01
    AUD   AMP  LIMITED    NPV(POST    RECON)                    32 666.00         41 159.60
                                                       0.01
    AUD   APA  GROUP   NPV                         11 816.00         90 113.51
                                                       0.02
    AUD   ARISTOCRAT     LEISURE    NPV                      5 263.00         124  330.01
                                                       0.03
    AUD   ASX  LTD  NPV                           1 772.00         100  682.39
                                                       0.02
    AUD   AURIZON    HOLDINGS    NPV                      18 656.00         58 423.36
                                                       0.01
    AUD   AUSNET   SERVICES    NPV                       11 781.00         16 102.94
                                                       0.00
    AUD   AUST  & NZ BANK  GRP  NPV                     25 926.00         432  504.89
                                                       0.09
    AUD   BLUESCOPE     STEEL   NPV                       4 807.00         60 568.85
                                                       0.01
    AUD   BRAMBLES    LTD  NPV                        14 196.00         114  645.14
                                                       0.02
    AUD   CIMIC   GROUP   LTD  NPV                       1 223.00         23 042.85
                                                       0.01
    AUD   CMNWLTH    BK OF AUST  NPV                     16 306.00         950  032.07
                                                       0.20
    AUD   COCA-COLA     AMATIL   NPV                       4 481.00         41 768.08
                                                       0.01
    AUD   COCHLEAR    LTD  NPV                                   97 612.30
                                       601.00                0.02
    AUD   COMPUTERSHARE      LTD  NPV(POST    REC)                  4 018.00         42 278.27
                                                       0.01
    AUD   CROWN   RESORTS    LTD  NPV                      2 877.00         20 436.00
                                                       0.00
    AUD   CSL  NPV                             4 206.00         921  637.45
                                                       0.20
    AUD   DEXUS   NPV  (STAPLED)                         10 868.00         78 239.00
                                                       0.02
    AUD   EVOLUTION     MINING   NPV                      14 980.00         54 858.92
                                                       0.01
    AUD   FLIGHT   CENTRE   TRAVEL   GROUP   LTD  NPV
                                        1.00          12.61    0.00
    AUD   FORTESCUE     METALS    G  NPV                     16 100.00         216  267.69
                                                       0.05
    AUD   GOODMAN    GROUP   (STAPLED    SECURITY)                    15 395.00         211  902.29
                                                       0.05
    AUD   GPT  GROUP   NPV  (STAPLED    SECURITIES)                    19 052.00         66 261.56
                                                       0.01
    AUD   INSURANCE     AUST  GRP  NPV                     24 124.00         91 545.21
                                                       0.02
    AUD   LEND  LEASE   GROUP   NPV                       6 192.00         64 606.06
                                                       0.01
    AUD   MACQUARIE     GP LTD  NPV                       3 150.00         321  863.82
                                                       0.07
    AUD   MAGELLAN    FINANCIAL     NPV                      1 231.00         53 679.95
                                                       0.01
    AUD   MEDIBANK    PRIVATE    L NPV                     32 647.00         68 559.43
                                                       0.01
    AUD   MIRVAC   GROUP   STAPLED    SECURITIES                    39 554.00         75 195.04
                                                       0.02
    AUD   NATL  AUSTRALIA     BK NPV                      30 134.00         508  255.01
                                                       0.11
    AUD   NEWCREST    MINING   NPV                       7 512.00         149  063.40
                                                       0.03
    AUD   NTHN  STAR  RES  LTD  NPV                      7 354.00         68 331.01
                                                       0.01
    AUD   ORICA   LIMITED    NPV                        3 098.00         36 866.59
                                                       0.01
    AUD   ORIGIN   ENERGY   NPV                        17 859.00         68 165.71
                                                       0.01
    AUD   QANTAS   AIRWAYS    NPV                        8 134.00         32 245.23
                                                       0.01
    AUD   QBE  INS  GROUP   NPV                        13 150.00         96 895.77
                                                       0.02
    AUD   RAMSAY   HEALTH   CARE  NPV                      1 671.00         77 631.97
                                                       0.02
    AUD   REA  GROUP   LIMITED    NPV                                 49 657.32
                                       464.00                0.01
    AUD   RIO  TINTO   LIMITED    NPV                      3 306.00         247  013.05
                                                       0.05
    AUD   SANTOS   LIMITED    NPV                       15 694.00         71 235.00
                                                       0.02
    AUD   SCENTRE    GROUP   NPV  STAPLED    UNIT                  46 725.00         96 402.09
                                                       0.02
    AUD   SEEK  LIMITED    NPV                         3 034.00         58 237.46
                                                       0.01
    AUD   SONIC   HEALTHCARE     NPV                       4 164.00         101  067.94
                                                       0.02
    AUD   SOUL  PATTINSON(WH)      NPV                      1 286.00         27 517.99
                                                       0.01
    AUD   SOUTH32    LTD  NPV                         45 967.00         81 289.88
                                                       0.02
    AUD   STOCKLAND     NPV  (STAPLED)                        20 671.00         69 302.99
                                                       0.02
    注記は当財務書類と不可分のものである。

                                141/195



                                                          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   SUNCORP    GROUP   LTD  NPV                      11 262.00         83 730.90

                                                       0.02
    AUD   SYDNEY   AIRPORT    NPV(STAPLED     SECURITY)                  12 402.00         61 318.76
                                                       0.01
    AUD   TABCORP    HLDGS   LTD  NPV                      21 968.00         62 158.54
                                                       0.01
    AUD   TELSTRA    CORP  NPV                        44 778.00         101  293.63
                                                       0.02
    AUD   TRANSURBAN     GROUP   STAPLED    UNITS   NPV                25 832.00         266  861.01
                                                       0.06
    AUD   TREASURY    WINE  ESTA  NPV                      7 155.00         45 287.87
                                                       0.01
    AUD   VICINITY    CENTRES    NPV  (STAPLED    SECURITY)                42 121.00         51 210.82
                                                       0.01
    AUD   WESFARMERS     LTD  NPV                       10 567.00         385  032.24
                                                       0.08
    AUD   WESTPAC    BKG  CORP  NPV                      34 037.00         504  863.69
                                                       0.11
    AUD   WISETECH    GLOBAL   LT NPV                      1 108.00         25 227.68
                                                       0.01
    AUD   WOODSIDE    PETROLEUM     NPV                      8 797.00         145  003.89
                                                       0.03
    AUD   WOOLWORTHS     GRP  LTD  NPV                     11 946.00         325  513.13
                                                       0.07
    オーストラリア合計                                           8 527  307.75
                                                       1.82
    オーストリア

    EUR   ANDRITZ    AG NPV(BR)                                    32 128.02
                                       760.00                0.01
    EUR   ERSTE   GROUP   BK AG NPV                      2 576.00         74 262.01
                                                       0.01
    EUR   OMV  AG NPV(VAR)                           1 415.00         48 070.49
                                                       0.01
    EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    1 627.00         31 256.25
                                                       0.01
    EUR   VERBUND    AG CLASS  ’ A’ NPV                               48 151.12
                                       684.00                0.01
    EUR   VOESTALPINE     AG NPV                        1 101.00         35 348.72
                                                       0.01
    オーストリア合計                                            269  216.61
                                                       0.06
    ベルギー

    EUR   ANHEUSER-BUSCH       IN NPV                      7 067.00         472  384.12
                                                       0.10
    EUR   COLRUYT    SA NPV                                    31 352.98
                                       524.00                0.01
    EUR   ELIA  SYS  OPERATOR    NPV                                 27 442.74
                                       242.00                0.00
    EUR   GALAPAGOS     NV NPV                                   43 432.59
                                       352.00                0.01
    EUR   GPE  BRUXELLES     LAM  NPV                      1 093.00         106  792.24
                                                       0.02
    EUR   PROXIMUS    SA NPV                         1 430.00         29 952.01
                                                       0.01
    EUR   SOFINA   NPV                                      41 364.60
                                       130.00                0.01
    EUR   SOLVAY   SA NPV                                    85 868.21
                                       749.00                0.02
    EUR   UMICORE    NPV                           1 918.00         86 197.29
                                                       0.02
    ベルギー合計                                            924  786.78
                                                       0.20
    カナダ

    CAD   AIR  CANADA   VAR  VTG  SHS  NPV                    1 697.00         32 345.01
                                                       0.01
    CAD   ALGONQUIN     PWR&UTIL    COM  NPV                    5 800.00         91 079.56
                                                       0.02
    CAD   ALTAGAS    LTD  COM  NPV                       2 628.00         37 800.69
                                                       0.01
    CAD   ATCO  LTD  CL 1 NON  VTG                                 18 256.22
                                       606.00                0.00
    CAD   B2GOLD   CORP  COM  NPV                       10 600.00         59 220.62
                                                       0.01
    CAD   CAE  INC  COM  NPV                         2 617.00         63 450.99
                                                       0.01
    CAD   CAMECO   CORP  COM                         3 511.00         35 193.99
                                                       0.01
    CAD   CANADIAN    UTILS   LTD  CL A                    1 170.00         29 288.37
                                                       0.01
    CAD   CANOPY   GROWTH   CORP  COM  NPV                    1 800.00         51 837.33
                                                       0.01
    CAD   CI FINANCIAL     CORP  COM  NPV                    1 954.00         25 663.31
                                                       0.01
    CAD   EMERA   INC  COM                          2 330.00         96 821.13
                                                       0.02
    CAD   EMPIRE   LTD  CL A                        1 760.00         48 267.92
                                                       0.01
    CAD   HYDRO   ONE  INC  COM  NPV                      3 401.00         79 520.26
                                                       0.02
    CAD   IGM  FINANCIAL     INC  COM                                 16 699.21
                                       630.00                0.00
    CAD   KEYERA   CORPORATION     COM  NPV                    2 042.00         35 312.31
                                                       0.01
    CAD   KINROSS    GOLD  CORP  COM  NPV                    11 658.00         83 213.60
                                                       0.02
    CAD   KIRKLAND    LAKE  GOLD  COM  NPV                    2 886.00         118  499.93
                                                       0.02
    CAD   LUNDIN   MINING   CORP  COM                      6 272.00         50 237.95
                                                       0.01
    CAD   NORTHLAND     POWER   IN COM  NPV                               6 869.36
                                       200.00                0.00
    注記は当財務書類と不可分のものである。

                                142/195



                                                          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   ONEX  CORP  SUB  VTG                                  48 230.86

                                       901.00                0.01
    CAD   PAN  AMER  SILVER   COM  NPV                     2 096.00         61 817.36
                                                       0.01
    CAD   QUEBECOR    INC  CL B                       1 656.00         41 326.52
                                                       0.01
    CAD   RITCHIE    BROS  AUCTIONEERS     COM                   1 052.00         75 829.40
                                                       0.02
    CAD   SSR  MINING   INC  COM  NPV                      2 200.00         40 811.79
                                                       0.01
    CAD   TELUS   CORPORATION     COM  NPV                               6 359.63
                                       329.00                0.00
    CAD   TELUS   CORPORATION     NPV                      3 661.00         70 894.98
                                                       0.01
    CAD   TMX  GROUP   LTD  COM  NPV                                 55 912.44
                                       567.00                0.01
    CAD   TOROMONT    INDS  LTD  COM                                 6 855.47
                                       100.00                0.00
    CAD   WSP  GLOBAL   INC  COM  NPV                      1 121.00         83 432.71
                                                       0.02
    CAD   YAMANA   GOLD  INC  COM                       8 909.00         46 610.87
                                                       0.01
    カナダ合計                                           1 517  659.79
                                                       0.32
    フィンランド

    EUR   KESKO   OYJ  EUR2  SER ’ B’                                7 184.38
                                       273.00                0.00
    EUR
        KONE  CORPORATION     NPV  ORD  ‘ B’                  3 181.00         267  575.49
                                                       0.06
    EUR   WARTSILA    OYJ  ABP  SER ’ B’ EUR3.50                   3 825.00         36 063.82
                                                       0.01
    フィンランド合計                                            310  823.69
                                                       0.07
    フランス

    EUR   ACCOR   EUR3                            1 736.00         59 702.34
                                                       0.01
    EUR   ADP  EUR3                                       34 076.27
                                       269.00                0.01
    EUR   AIR  LIQUIDE(L    ’ ) EUR5.5   (POST-SUBDIVISION)                    4 392.00         723  173.24
                                                       0.15
    EUR   AIRBUS   EUR1                           5 456.00         572  566.97
                                                       0.12
    EUR   ALSTOM   EUR7.00                           1 798.00         96 139.31
                                                       0.02
    EUR   AMUNDI   EUR2.5   (AIW)                                  42 589.98
                                       533.00                0.01
    EUR   ARKEMA   EUR10                                      77 499.84
                                       663.00                0.02
    EUR   ATOS  SE EUR1                                     78 537.13
                                       854.00                0.02
    EUR   AXA  EUR2.29                            17 806.00         419  856.49
                                                       0.09
    EUR   BIOMERIEUX     NPV  (POST   SPLIT)                               61 123.91
                                       423.00                0.01
    EUR   BNP  PARIBAS    EUR2                         10 412.00         535  121.96
                                                       0.11
    EUR   BOLLORE    EUR0.16                           7 562.00         29 434.59
                                                       0.01
    EUR   BOUYGUES    EUR1                          2 246.00         89 680.88
                                                       0.02
    EUR   BUREAU   VERITAS    EUR0.12                        2 713.00         70 228.09
                                                       0.01
    EUR   CAPGEMINI     EUR8                          1 568.00         218  137.12
                                                       0.05
    EUR   CARREFOUR     EUR2.50                          5 628.00         92 433.29
                                                       0.02
    EUR   CIE  DE ST-GOBAIN     EUR4                       4 756.00         226  541.05
                                                       0.05
    EUR   CNP  ASSURANCES     EUR1                        2 167.00         34 605.41
                                                       0.01
    EUR   COVIVIO    EUR3                                     34 578.55
                                       422.00                0.01
    EUR   CREDIT   AGRICOLE    SA EUR3                     10 612.00         122  802.48
                                                       0.03
    EUR   DANONE   EUR0.25                           5 735.00         369  490.75
                                                       0.08
    EUR   DASSAULT    AVIATION    EUR8                                 21 728.97
                                        21.00               0.00
    EUR   DASSAULT    SYSTEMES    EUR0.50                      1 218.00         225  903.45
                                                       0.05
    EUR   EDENRED    EUR2                           2 255.00         129  287.87
                                                       0.03
    EUR   EDF  EUR0.5                             5 829.00         88 657.25
                                                       0.02
    EUR   EIFFAGE    EUR4                                     78 801.21
                                       802.00                0.02
    EUR   ENGIE   EUR1                           16 975.00         251  178.97
                                                       0.05
    EUR   ESSILORLUXOTTICA        EUR0.18                       2 633.00         382  203.30
                                                       0.08
    EUR   EURAZEO    NPV                                     22 263.67
                                       360.00                0.00
    EUR   FAURECIA    EUR7                                     32 223.47
                                       646.00                0.01
    EUR   GETLINK    SE EUR0.40                         4 654.00         77 661.25
                                                       0.02
    EUR   HERMES   INTL  NPV                                   284  532.20
                                       291.00                0.06
    EUR   ICADE   NPV                                      21 490.33
                                       290.00                0.00
    EUR   ILIAD   NPV                                      27 077.90
                                       133.00                0.00
    EUR   INGENICO    GROUP   EUR1                                  90 096.83
                                       594.00                0.02
    注記は当財務書類と不可分のものである。

                                143/195



                                                          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                                      34 816.60

                                       360.00                0.01
    EUR   JC DECAUX   SA NPV                                   10 749.87
                                       477.00                0.00
    EUR   KERING   EUR4                                     508  761.80
                                       703.00                0.11
    EUR   KLEPIERRE     EUR1.40                          1 822.00         40 320.31
                                                       0.01
    EUR   L’ OREAL   EUR0.20                          2 340.00         858  766.33
                                                       0.18
    EUR   LEGRAND    SA EUR4                         2 434.00         206  661.88
                                                       0.04
    EUR   LVMH  MOET  HENNESSY    EUR0.30                      2 579.00        1 489  746.40
                                                       0.32
    EUR   NATIXIS    EUR1.6                          10 119.00         31 229.22
                                                       0.01
    EUR   ORANGE   EUR4                           18 481.00         234  112.84
                                                       0.05
    EUR   ORPEA   EUR2.5                                      61 301.90
                                       489.00                0.01
    EUR   PERNOD   RICARD   EUR1.55                        1 970.00         377  042.24
                                                       0.08
    EUR   PEUGEOT    SA EUR1                         5 360.00         126  725.91
                                                       0.03
    EUR   PUBLICIS    GROUPE   SA EUR0.40                      2 122.00         96 685.23
                                                       0.02
    EUR   REMY  COINTREAU     EUR1.60                                  36 716.16
                                       206.00                0.01
    EUR   RENAULT    SA EUR3.81                         2 169.00         86 541.48
                                                       0.02
    EUR   SAFRAN   EUR0.20                           2 968.00         434  204.33
                                                       0.09
    EUR   SANOFI   EUR2                           10 526.00        1 066  600.65
                                                       0.23
    EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                          89 524.80
                                       247.00                0.02
    EUR   SCHNEIDER     ELECTRIC    EUR8                      5 121.00         714  567.59
                                                       0.15
    EUR   SCOR  SE EUR7.876972     (POST   CONS)                   1 417.00         48 545.24
                                                       0.01
    EUR   SEB  SA EUR1                                      40 156.43
                                       225.00                0.01
    EUR   SOC  GENERALE    EUR1.25                         7 788.00         155  446.87
                                                       0.03
    EUR   SODEXO   EUR4                                      73 593.00
                                       887.00                0.01
    EUR   SUEZ  EUR4                            2 903.00         56 029.90
                                                       0.01
    EUR   TELEPERFORMANCE       EUR2.50                                 175  672.98
                                       526.00                0.04
    EUR   THALES   EUR3                                      85 173.55
                                       924.00                0.02
    EUR   TOTAL   SE EUR2.5                          22 971.00         984  396.14
                                                       0.21
    EUR   UBISOFT    ENTERTAIN     EUR0.31                                 75 105.64
                                       787.00                0.02
    EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            1 287.00         91 600.81
                                                       0.02
    EUR   VALEO   EUR1  (POST   SUBD)                       2 297.00         89 354.27
                                                       0.02
    EUR   VEOLIA   ENVIRONNEME     EUR5                      5 243.00         120  792.49
                                                       0.02
    EUR   VINCI   EUR2.50                            4 756.00         486  420.38
                                                       0.10
    EUR   VIVENDI    SA EUR5.50                         7 717.00         232  438.48
                                                       0.05
    EUR   WENDEL   EUR4                                      35 248.72
                                       311.00                0.01
    EUR   WORLDLINE     EUR0.68                          2 021.80         187  431.98
                                                       0.04
    フランス合計                                          15 163  908.74
                                                       3.23
    ドイツ

    EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  3 065.00         267  790.42
                                                       0.06
    EUR   BEIERSDORF     AG NPV                                  100  357.95
                                       895.00                0.02
    EUR   CARL  ZEISS   MEDITEC    NPV                                49 080.80
                                       367.00                0.01
    EUR   COMMERZBANK     AG NPV                        9 209.00         57 392.35
                                                       0.01
    EUR   CONTINENTAL     AG ORD  NPV                      1 032.00         140  977.43
                                                       0.03
    EUR   COVESTRO    AG NPV                         1 691.00         94 564.69
                                                       0.02
    EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    3 131.00         157  452.50
                                                       0.03
    EUR   FRAPORT    AG NPV                                    18 269.77
                                       321.00                0.00
    EUR   FRESENIUS     MED  CARE  NPV                      1 988.00         167  652.21
                                                       0.04
    EUR   FRESENIUS     SE & CO.  KGAA  NPV                    3 762.00         168  753.91
                                                       0.04
    EUR   GEA  GROUP   AG NPV                         1 451.00         49 831.55
                                                       0.01
    EUR   HEIDELBERGCEMENT        NPV                       1 342.00         95 579.59
                                                       0.02
    EUR   HENKEL   AG & CO KGAA                        1 039.00         100  546.71
                                                       0.02
    EUR   HOCHTIEF    AG NPV                                   19 064.20
                                       197.00                0.01
    EUR   KION  GROUP   AG NPV                                  43 860.30
                                       569.00                0.01
    EUR   KNORR   BREMSE   AG NPV                                  83 028.43
                                       647.00                0.02
    EUR   LANXESS    AG NPV                                    53 819.69
                                       767.00                0.01
    注記は当財務書類と不可分のものである。

                                144/195



                                                          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   MERCK   KGAA  NPV                         1 209.00         193  574.64

                                                       0.04
    EUR   METRO   AG (NEW)   NPV                        1 423.00         13 038.80
                                                       0.00
    EUR   NEMETSCHEK     SE ORD  NPV                                 42 429.81
                                       535.00                0.01
    EUR   PUMA  SE NPV                                     87 250.83
                                       875.00                0.02
    EUR   RATIONAL    AG NPV                                    7 129.35
                                        8.00               0.00
    EUR   RWE  AG (NEU)   NPV                         5 989.00         249  093.73
                                                       0.05
    EUR   SAP  AG ORD  NPV                         9 703.00        1 183  654.18
                                                       0.25
    EUR   SYMRISE    AG NPV  (BR)                        1 203.00         151  098.00
                                                       0.03
    EUR   TEAMVIEWER     AG NPV                        1 465.00         69 974.65
                                                       0.02
    EUR   THYSSENKRUPP      AG NPV                       3 536.00         23 695.13
                                                       0.01
    EUR   VOLKSWAGEN     AG ORD  NPV                                 61 196.99
                                       329.00                0.01
    EUR   ZALANDO    SE NPV                         1 405.00         142  520.05
                                                       0.03
    ドイツ合計                                           3 892  678.66
                                                       0.83
    アイルランド

    GBP   DCC  ORD  EUR0.25                           1 054.00         79 953.85
                                                       0.02
    EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                              175  034.56
                                       941.00                0.04
    GBP   FLUTTER    ENTERTAINM     ORD  EUR0.09                              108  134.44
                                       591.00                0.02
    EUR
        KERRY   GROUP   ‘ A’ ORD  EUR0.125(DUBLIN       LIST)             1 498.00         210  369.95
                                                       0.04
    アイルランド合計                                            573  492.80
                                                       0.12
    イタリア

    EUR   AMPLIFON    EUR0.02                                     6 665.97
                                       166.00                0.00
    EUR   ASSIC   GENERALI    SPA  EUR1                      9 971.00         170  799.08
                                                       0.04
    EUR   DIASORIN    SPA  EUR1                                   49 643.50
                                       235.00                0.01
    EUR   FINECOBANK     SPA  EUR0.33                        5 982.00         93 989.70
                                                       0.02
    EUR   INFRASTRUTTURE       WIR  NPV                      2 695.00         34 784.36
                                                       0.01
    EUR   LEONARDO    SPA  EUR4.40                         4 490.00         32 569.37
                                                       0.01
    EUR   POSTE   ITALIANE    SPA  NPV                      4 479.00         45 776.88
                                                       0.01
    EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                  46 703.00         23 771.04
                                                       0.00
    EUR   TELECOM    ITALIA   SPA  EUR0.55                     79 287.00         37 225.92
                                                       0.01
    イタリア合計                                            495  225.82
                                                       0.11
    日本

    JPY   アコム                              1 600.00          7 687.37
                                                       0.00
    JPY   アドバンテスト                              1 300.00         90 510.67
                                                       0.02
    JPY   エア・ウォーター                              1 100.00         18 154.88
                                                       0.00
    JPY   アイシン精機                              1 000.00         29 681.13
                                                       0.01
    JPY   アマダ                              2 700.00         26 048.43
                                                       0.01
    JPY   朝日インテック                              1 300.00         47 686.41
                                                       0.01
    JPY   アズビル                                         35 943.42
                                       800.00                0.01
    JPY   バンダイナムコホールディングス                              1 200.00         109  671.54
                                                       0.02
    JPY   京都銀行                                         14 989.21
                                       300.00                0.00
    JPY   カルビー                                         17 751.14
                                       600.00                0.00
    JPY   カプコン                                         28 194.68
                                       500.00                0.01
    JPY   東海旅客鉄道                                        114  792.62
                                       900.00                0.02
    JPY   千葉銀行                              3 000.00         17 031.89
                                                       0.00
    JPY   中外製薬                              4 100.00         198  325.58
                                                       0.04
    JPY   コカ・コーラ　ボトラーズジャパンホールディングス                                         10 781.11
                                       700.00                0.00
    JPY   コンコルディア・フィナンシャルグループ                              7 000.00         24 905.30
                                                       0.01
    JPY   コスモス薬品                                         17 262.05
                                       100.00                0.00
    JPY   サイバーエージェント                                         41 141.21
                                       600.00                0.01
    JPY   第一生命ホールディングス                              7 000.00         110  395.59
                                                       0.02
    JPY   ダイフク                                         81 227.52
                                       700.00                0.02
    JPY   第一三共                              10 900.00         386  138.58
                                                       0.08
    注記は当財務書類と不可分のものである。

                                145/195



                                                          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   ダイキン工業                              1 600.00         363  116.76

                                                       0.08
    JPY   大東建託                                         39 280.75
                                       400.00                0.01
    JPY   大和ハウス工業                              3 400.00         104  339.49
                                                       0.02
    JPY   大和ハウスリート投資法人                                         36 149.60
                                        15.00               0.01
    JPY   ディスコ                                         63 773.68
                                       200.00                0.01
    JPY   エーザイ                              1 600.00         121  018.46
                                                       0.03
    JPY   ファナック                              1 200.00         291  901.22
                                                       0.06
    JPY   ファーストリテイリング                                        329  666.75
                                       400.00                0.07
    JPY   富士電機                              1 000.00         35 579.00
                                                       0.01
    JPY   ふくおかフィナンシャルグループ                              1 000.00         17 866.22
                                                       0.00
    JPY   ＧＬＰ投資法人                                         30 285.30
                                        20.00               0.01
    JPY   ＧＭＯペイメントゲートウェイ                                         42 119.40
                                       300.00                0.01
    JPY   阪急阪神ホールディングス                              1 400.00         45 782.79
                                                       0.01
    JPY   ハーモニック・ドライブ・システムズ                                         15 976.98
                                       200.00                0.00
    JPY   光通信                                         24 042.20
                                       100.00                0.01
    JPY   ヒロセ電機                                         29 725.25
                                       210.00                0.01
    JPY   久光製薬                                         17 607.29
                                       300.00                0.00
    JPY   ホシザキ                                         29 719.49
                                       300.00                0.01
    JPY   ヒューリック                              2 000.00         20 273.32
                                                       0.00
    JPY   イビデン                                         32 826.66
                                       700.00                0.01
    JPY   出光興産                              1 292.00         26 936.54
                                                       0.01
    JPY   いすゞ自動車                              4 000.00         39 050.59
                                                       0.01
    JPY   伊藤園                                         23 188.68
                                       300.00                0.00
    JPY   伊藤忠テクノソリューションズ                                         21 203.55
                                       600.00                0.00
    JPY   日本空港ビルデング                                         23 322.94
                                       400.00                0.00
    JPY   日本取引所グループ                              3 300.00         81 760.25
                                                       0.02
    JPY   かんぽ生命保険                              1 300.00         21 692.64
                                                       0.00
    JPY   ジャパンリアルエステイト投資法人                                         41 582.35
                                        8.00               0.01
    JPY   ＪＳＲ                              1 300.00         35 967.39
                                                       0.01
    JPY   鹿島建設                              3 000.00         39 501.32
                                                       0.01
    JPY   カカクコム                                         19 662.43
                                       700.00                0.00
    JPY   関西電力                              4 000.00         36 645.41
                                                       0.01
    JPY   関西ペイント                              1 200.00         36 422.92
                                                       0.01
    JPY   花王                              3 000.00         224  636.78
                                                       0.05
    JPY   京阪ホールディングス                                         32 994.49
                                       700.00                0.01
    JPY   京浜急行電鉄                              1 500.00         25 706.07
                                                       0.01
    JPY   京王電鉄                                         49 743.47
                                       700.00                0.01
    JPY   京成電鉄                                         23 529.13
                                       700.00                0.01
    JPY   キッコーマン                                         56 015.34
                                       900.00                0.01
    JPY   近鉄グループホールディングス                              1 000.00         44 401.82
                                                       0.01
    JPY   キリンホールディングス                              5 300.00         115  555.50
                                                       0.02
    JPY   小林製薬                                         36 106.45
                                       300.00                0.01
    JPY   神戸物産                                         20 944.62
                                       600.00                0.00
    JPY   コーエーテクモホールディングス                                         15 967.39
                                       300.00                0.00
    JPY   小糸製作所                                         42 157.76
                                       700.00                0.01
    JPY   小松製作所                              5 800.00         141  280.27
                                                       0.03
    JPY   コーセー                                         30 573.00
                                       200.00                0.01
    JPY   クラレ                              2 400.00         23 844.64
                                                       0.01
    JPY   栗田工業                                         29 537.28
                                       800.00                0.01
    JPY   九州電力                              2 200.00         18 587.39
                                                       0.00
    JPY   九州旅客鉄道                                         14 755.21
                                       700.00                0.00
    JPY   レーザーテック                                         52 745.15
                                       500.00                0.01
    JPY   ＬＩＮＥ                                         10 318.87
                                       200.00                0.00
    JPY   ライオン                              1 600.00         37 869.10
                                                       0.01
    JPY   エムスリー                              2 900.00         267  598.18
                                                       0.06
    注記は当財務書類と不可分のものである。

                                146/195



                                                          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   マキタ                              1 500.00         77 679.21

                                                       0.02
    JPY   丸井グループ                              1 100.00         20 106.45
                                                       0.00
    JPY   日本マクドナルドホールディングス                                         19 448.57
                                       400.00                0.00
    JPY   明治ホールディングス                                         56 619.52
                                       800.00                0.01
    JPY   ミネベアミツミ                              2 500.00         52 121.79
                                                       0.01
    JPY   ミスミグループ本社                              2 000.00         62 814.67
                                                       0.01
    JPY   三菱瓦斯化学                              1 000.00         21 232.32
                                                       0.00
    JPY   三菱ＵＦＪリース                              3 900.00         17 915.13
                                                       0.00
    JPY   三井化学                              1 200.00         33 753.06
                                                       0.01
    JPY   三井不動産                              6 000.00         125  523.86
                                                       0.03
    JPY   三浦工業                                         36 854.47
                                       700.00                0.01
    JPY   ＭｏｎｏｔａＲＯ                                         48 870.77
                                       800.00                0.01
    JPY   ナブテスコ                                         28 933.11
                                       700.00                0.01
    JPY   名古屋鉄道                              1 400.00         38 559.58
                                                       0.01
    JPY   日本ハム                                         21 361.78
                                       500.00                0.00
    JPY   日本電産                              2 900.00         370  026.37
                                                       0.08
    JPY   日本Ｍ＆Ａセンター                              1 100.00         77 007.91
                                                       0.02
    JPY   日本ビルファンド投資法人                                         55 334.45
                                        10.00               0.01
    JPY   日本通運                                         33 469.19
                                       500.00                0.01
    JPY   日本ペイントホールディングス                                        115  396.79
                                       900.00                0.02
    JPY   日本酸素ホールディングス                              1 400.00         23 415.01
                                                       0.00
    JPY   日本新薬                                         14 308.32
                                       200.00                0.00
    JPY   日本製鉄                              5 100.00         62 432.51
                                                       0.01
    JPY   日産化学                                         41 889.24
                                       700.00                0.01
    JPY   日清製粉グループ本社                              1 000.00         16 274.27
                                                       0.00
    JPY   日清食品ホールディングス                                         24 799.81
                                       300.00                0.01
    JPY   ニトリホールディングス                                        106  593.14
                                       500.00                0.02
    JPY   日東電工                              1 000.00         82 857.83
                                                       0.02
    JPY   野村不動産ホールディングス                                         17 338.77
                                       800.00                0.00
    JPY   日本精工                              1 800.00         14 586.43
                                                       0.00
    JPY   大林組                              5 100.00         44 996.40
                                                       0.01
    JPY   オービック                                        112  538.96
                                       500.00                0.02
    JPY   小田急電鉄                              1 800.00         54 634.38
                                                       0.01
    JPY   王子ホールディングス                              5 700.00         25 910.33
                                                       0.01
    JPY   オリンパス                              7 600.00         164  463.20
                                                       0.04
    JPY   小野薬品工業                              2 400.00         76 022.06
                                                       0.02
    JPY   日本オラクル                                         33 286.98
                                       300.00                0.01
    JPY   オリエンタルランド                              1 300.00         221  476.87
                                                       0.05
    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                              2 700.00         63 878.21
                                                       0.01
    JPY   ペプチドリーム                                         30 611.36
                                       600.00                0.01
    JPY   パーソルホールディングス                                         14 668.90
                                       800.00                0.00
    JPY   ピジョン                                         26 813.71
                                       600.00                0.01
    JPY   ポーラ・オルビスホールディングス                                         7 998.08
                                       400.00                0.00
    JPY   楽天                              4 900.00         54 932.63
                                                       0.01
    JPY   リクルートホールディングス                              8 100.00         341  788.54
                                                       0.07
    JPY   リンナイ                                         23 361.30
                                       200.00                0.00
    JPY   良品計画                              1 400.00         28 825.70
                                                       0.01
    JPY   ＳＢＩホールディングス                              1 700.00         46 137.62
                                                       0.01
    JPY   ＳＣＳＫ                                         23 898.35
                                       400.00                0.01
    JPY   セコム                              1 300.00         129  594.82
                                                       0.03
    JPY   西武ホールディングス                              1 100.00         10 918.25
                                                       0.00
    JPY   積水ハウス                              3 700.00         66 637.26
                                                       0.01
    JPY   シャープ                              1 900.00         25 509.47
                                                       0.01
    JPY   シマノ                                        118  628.63
                                       500.00                0.03
    JPY   清水建設                              4 000.00         30 419.56
                                                       0.01
    注記は当財務書類と不可分のものである。

                                147/195



                                                          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   信越化学工業                              2 300.00         377  947.74
                                                       0.08
    JPY   新生銀行                              1 300.00         15 484.06
                                                       0.00
    JPY   塩野義製薬                              1 600.00         85 819.23
                                                       0.02
    JPY   資生堂                              2 600.00         183  514.75
                                                       0.04
    JPY   静岡銀行                              3 000.00         21 347.40
                                                       0.00
    JPY   ＳＭＣ                                        254  404.23
                                       400.00                0.05
    JPY   スクウェア・エニックス・ホールディングス                                         36 883.24
                                       600.00                0.01
    JPY   スタンレー電気                                         20 608.97
                                       700.00                0.00
    JPY   住友金属鉱山                              1 300.00         48 459.36
                                                       0.01
    JPY   サンドラッグ                                         16 801.73
                                       400.00                0.00
    JPY   サントリー食品インターナショナル                                         32 927.36
                                       900.00                0.01
    JPY   スズケン                                         15 305.68
                                       400.00                0.00
    JPY   スズキ                              2 300.00         123  607.77
                                                       0.03
    JPY   シスメックス                              1 000.00         104  818.99
                                                       0.02
    JPY   Ｔ＆Ｄホールディングス                              3 800.00         44 422.92
                                                       0.01
    JPY   太平洋セメント                                         18 836.73
                                       700.00                0.00
    JPY   大成建設                              1 100.00         38 925.92
                                                       0.01
    JPY   大正製薬ホールディングス                                         12 735.56
                                       200.00                0.00
    JPY   帝人                              1 500.00         25 662.91
                                                       0.01
    JPY   テルモ                              4 200.00         167  033.33
                                                       0.04
    JPY   ＴＨＫ                                         21 649.48
                                       700.00                0.00
    JPY   ＴＩＳ                              1 100.00         21 920.88
                                                       0.00
    JPY   東武鉄道                              1 300.00         39 021.82
                                                       0.01
    JPY   東宝                                         29 671.54
                                       700.00                0.01
    JPY   東邦瓦斯                                         32 749.94
                                       500.00                0.01
    JPY   東北電力                              2 400.00         20 139.06
                                                       0.00
    JPY   東京センチュリー                                         13 253.42
                                       200.00                0.00
    JPY   東京瓦斯                              2 300.00         51 712.78
                                                       0.01
    JPY   東急                              3 700.00         44 957.09
                                                       0.01
    JPY   東レ                              8 200.00         44 517.09
                                                       0.01
    JPY   東ソー                              1 600.00         25 256.29
                                                       0.01
    JPY   ＴＯＴＯ                                         51 009.35
                                       900.00                0.01
    JPY   東洋水産                                         29 518.10
                                       600.00                0.01
    JPY   豊田合成                                         8 147.69
                                       300.00                0.00
    JPY   豊田自動織機                              1 000.00         72 308.80
                                                       0.02
    JPY   豊田通商                              1 500.00         51 929.99
                                                       0.01
    JPY   ツルハホールディングス                                         29 307.12
                                       200.00                0.01
    JPY   ユー・エス・エス                              1 400.00         29 322.46
                                                       0.01
    JPY   ウエルシアホールディングス                                         24 138.10
                                       600.00                0.01
    JPY   ヤクルト本社                                         38 168.31
                                       800.00                0.01
    JPY   ヤマハ                              1 000.00         57 156.56
                                                       0.01
    JPY   ヤマトホールディングス                              1 700.00         42 991.13
                                                       0.01
    JPY   ＺＯＺＯ                                         13 485.11
                                       540.00                0.00
    日本合計                                          10 814  531.75
                                                       2.30
    ジャージー

    GBP   GLENCORE    XSTRATA    ORD  USD0.01                    98 456.00         278  463.45
                                                       0.06
    ジャージー合計                                            278  463.45
                                                       0.06
    ルクセンブルグ

    EUR   AROUNDTOWN     SA EUR0.01                        8 888.00         61 855.96
                                                       0.01
    ルクセンブルグ合計                                            61 855.96
                                                       0.01
    メキシコ

    GBP   FRESNILLO     PLC  ORD  USD0.50                                 6 730.63
                                       479.00                0.00
    メキシコ合計                                             6 730.63
                                                       0.00
    注記は当財務書類と不可分のものである。

                                148/195



                                                          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                                  36 723.24
                                       999.00                0.01
    EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                1 779.00         189  523.22
                                                       0.04
    EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           5 028.00         26 572.03
                                                       0.01
    EUR   ARGEN   X NV EUR0.10                                   114  738.55
                                       401.00                0.02
    EUR   EXOR  NV EUR0.01                           1 060.00         74 024.21
                                                       0.02
    EUR   HEINEKEN    HOLDING    EUR1.6                       1 142.00         105  801.38
                                                       0.02
    EUR   HEINEKEN    NV EUR1.60                         2 395.00         253  600.86
                                                       0.05
    EUR   ING  GROEP   N.V.  EUR0.01                       36 126.00         353  273.81
                                                       0.08
    EUR   JUST  EAT  TAKEAWAY    EUR0.04                      1 173.00         124  935.82
                                                       0.03
    EUR   KON  KPN  NV EUR0.04                         34 734.00         103  830.48
                                                       0.02
    EUR   KONINKLIJKE     AHOLD   EUR0.01                      10 310.00         295  864.40
                                                       0.06
    EUR   KONINKLIJKE     PHILIPS    NV EUR0.20                    8 501.00         440  923.34
                                                       0.09
    EUR   QIAGEN   NV EUR0.01                          2 311.00         111  710.14
                                                       0.02
    EUR   RANDSTAD    N.V.  EUR0.10                        1 211.00         75 327.11
                                                       0.02
    GBP
        ROYAL   DUTCH   SHELL   ‘ B’ SHS  EUR0.07    (UK  LIST)            36 459.00         600  741.77
                                                       0.13
    EUR   STMICROELECTRONICS         EUR1.04                      5 913.00         232  140.14
                                                       0.05
    EUR   VOPAK(KON)     EUR0.50                                    32 285.90
                                       613.00                0.01
    EUR   WOLTERS    KLUWER   EUR0.12                        2 511.00         211  157.17
                                                       0.04
    オランダ合計                                           3 383  173.57
                                                       0.72
    パプアニューギニア

    AUD   OIL  SEARCH   LTD  PGK0.10                       16 951.00         45 464.85
                                                       0.01
    パプアニューギニア合計                                            45 464.85
                                                       0.01
    スペイン

    EUR   ACS  ACTIVIDADES     CO EUR0.5                      2 428.00         76 936.86
                                                       0.02
    EUR   AENA  SME  S.A.  EUR10                                  104  249.79
                                       638.00                0.02
    EUR   AMADEUS    IT GROUP   EUR0.01                       4 182.00         287  444.13
                                                       0.06
    EUR   CAIXABANK     SA EUR1                        36 079.00         92 659.58
                                                       0.02
    EUR   CELLNEX    TELECOM    SA EUR0.25                      2 942.00         186  096.37
                                                       0.04
    EUR   ENAGAS   SA EUR1.50                          2 207.00         53 909.07
                                                       0.01
    EUR   ENDESA   SA EUR1.2                          2 934.00         84 126.33
                                                       0.02
    EUR   FERROVIAL     SA EUR0.2                         4 487.00         125  166.59
                                                       0.03
    EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               2 744.00         77 956.35
                                                       0.02
    EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                  55 337.00         757  591.70
                                                       0.16
    EUR   INDITEX    EUR0.03    (POST   SUBD)                    10 101.00         336  506.43
                                                       0.07
    EUR   NATURGY    ENERGY   GRO  EUR1                      2 920.00         67 535.30
                                                       0.01
    EUR   RED  ELECTRICA     CORP  EUR0.5                      3 846.00         78 831.03
                                                       0.02
    EUR   REPSOL   SA EUR1                         14 862.00         143  254.52
                                                       0.03
    EUR   SIEMENS    GAMESA   REN  EUR0.17                      2 188.00         78 335.36
                                                       0.02
    EUR   TELEFONICA     SA EUR1                        44 883.00         196  340.83
                                                       0.04
    スペイン合計                                           2 746  940.24
                                                       0.59
    スイス

    CHF   SWATCH   GROUP   CHF2.25(BR)                                   65 132.66
                                       263.00                0.01
    CHF   SWISS   RE AG CHF0.10                         2 807.00         257  414.27
                                                       0.06
    CHF   VIFOR   PHARMA   AG CHF0.01                                  64 934.61
                                       441.00                0.01
    スイス合計                                            387  481.54
                                                       0.08
    イギリス

    GBP   3I GROUP   ORD  GBP0.738636                         9 499.00         135  756.96
                                                       0.03
    GBP   ASTRAZENECA     ORD  USD0.25                       12 989.00        1 353  462.28
                                                       0.29
    GBP   AVEVA   GROUP   ORD  GBP0.03556                                  31 563.57
                                       697.00                0.01
    GBP   AVIVA   ORD  GBP0.25                         37 336.00         160  103.51
                                                       0.03
    注記は当財務書類と不可分のものである。

                                149/195



                                                          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                       31 509.00         212  013.10

                                                       0.04
    GBP   BARRATT    DEVEL   ORD  GBP0.10                      10 971.00         90 810.37
                                                       0.02
    GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    22 687.00         799  459.14
                                                       0.17
    GBP   BRITISH    LAND  CO PLC  REIT                     8 296.00         52 243.48
                                                       0.01
    GBP   BT GROUP   ORD  GBP0.05                        92 010.00         143  474.73
                                                       0.03
    GBP   BUNZL   ORD  GBP0.32142857                          3 478.00         109  535.54
                                                       0.02
    USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    2 144.00         95 793.92
                                                       0.02
    GBP   EVRAZ   PLC  ORD  USD1                        5 080.00         26 199.07
                                                       0.01
    GBP   HALMA   ORD  GBP0.10                          3 875.00         114  640.74
                                                       0.02
    GBP   HIKMA   PHARMACEUTIC      ORD  GBP0.10                    1 760.00         61 279.86
                                                       0.01
    GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                    14 434.00         102  170.13
                                                       0.02
    GBP   JD SPORTS   FASHION    ORD  GBP0.0025                    4 805.00         49 792.57
                                                       0.01
    GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                     2 141.00         63 569.53
                                                       0.01
    GBP   KINGFISHER     ORD  GBP0.157142857                       22 357.00         81 663.34
                                                       0.02
    GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    7 382.00         64 808.71
                                                       0.01
    GBP   LLOYDS   BANKING    GP ORD  GBP0.1                    695  683.00         330  828.43
                                                       0.07
    GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                    51 497.00         105  532.90
                                                       0.02
    GBP   NATIONAL    GRID  ORD  GBP0.12431289                      34 678.00         392  782.59
                                                       0.08
    GBP   OCADO   GROUP   PLC  ORD  GBP0.02                     4 487.00         132  207.45
                                                       0.03
    GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                    7 043.00         619  077.53
                                                       0.13
    GBP   RELX  PLC  GBP0.1444                          19 014.00         443  596.60
                                                       0.09
    GBP   RENTOKIL    INITIAL    ORD  GBP0.01                    18 107.00         120  216.06
                                                       0.03
    GBP   ROLLS-ROYCE     HLDGS   ORD  GBP0.20                    80 499.00         113  595.99
                                                       0.02
    GBP   SAGE  GROUP   GBP0.01051948                         10 415.00         84 122.50
                                                       0.02
    GBP   SEVERN   TRENT   ORD  GBP0.9789                       2 300.00         73 356.99
                                                       0.02
    GBP   SMITHS   GROUP   ORD  GBP0.375                       3 672.00         71 524.61
                                                       0.02
    GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                               106  587.66
                                       717.00                0.02
    GBP   SSE  PLC  ORD  GBP0.50                         10 250.00         183  505.96
                                                       0.04
    GBP   ST JAMES  ’ S PLACE   ORD  GBP0.15                    5 582.00         76 012.94
                                                       0.02
    GBP   UNITED   UTILITIES      G  ORD  GBP0.05                    6 455.00         77 594.20
                                                       0.02
    GBP   WHITBREAD     ORD  GBP0.76797385                        1 923.00         77 814.90
                                                       0.02
    GBP   WPP  PLC  ORD  GBP0.10                         12 314.00         119  287.22
                                                       0.03
    イギリス合計                                           6 875  985.08
                                                       1.46
    無記名株式合計                                          56 275  727.71

                                                      11.99
    参加証券

    スイス

    CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                             94 228.43
                                        11.00               0.02
    CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                            105  467.80
                                       385.00                0.02
    スイス合計                                            199  696.23
                                                       0.04
    参加証券合計                                            199  696.23

                                                       0.04
    その他の株式

    スイス

    CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                  6 701.00        2 213  557.99
                                                       0.47
    スイス合計                                           2 213  557.99
                                                       0.47
    その他の株式合計                                           2 213  557.99

                                                       0.47
    注記は当財務書類と不可分のものである。

                                150/195




                                                          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                             35 255.36
                                       532.00                0.01
    EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                           31 125.80
                                       543.00                0.01
    EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                1 664.00         179  620.63
                                                       0.04
    EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                1 392.00         88 750.38
                                                       0.02
    EUR   SARTORIUS     AG NON  VTG  PRF  NPV                             152  163.82
                                       333.00                0.03
    EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   1 720.00         290  801.96
                                                       0.06
    ドイツ合計                                            777  717.95
                                                       0.17
    優先株式合計                                            777  717.95

                                                       0.17
    記名株式

    オーストラリア

    AUD   AMPOL   LTD  NPV                          2 280.00         51 492.55
                                                       0.01
    AUD   BHP  GROUP   LTD  NPV                        27 272.00         765  030.86
                                                       0.16
    GBP   BHP  GROUP   PLC  ORD  USD0.50                      20 807.00         471  843.65
                                                       0.10
    AUD   COLES   GROUP   LTD  NPV                       12 645.00         166  409.98
                                                       0.04
    AUD   VODAFONE    HUTCHISON     NPV                      4 194.00         23 702.98
                                                       0.01
    オーストラリア合計                                           1 478  480.02
                                                       0.32
    ベルギー

    EUR   AGEAS   NPV                            1 596.00         78 694.55
                                                       0.02
    EUR   KBC  GROUP   NV NPV                         2 325.00         162  420.04
                                                       0.03
    EUR   TELENET    GRP  HLDG  NPV                                 14 346.03
                                       335.00                0.00
    EUR   UCB  NPV                             1 174.00         125  772.58
                                                       0.03
    ベルギー合計                                            381  233.20
                                                       0.08
    カナダ

    CAD   1ST  QUANTUM    MINLS   COM  NPV                    5 674.00         80 694.36
                                                       0.02
    CAD   AGNICO   EAGLE   MINES   LTD  COM                    2 243.00         147  312.08
                                                       0.03
    CAD   ALIMENTATION      COUCHE   TARD  INC  SUB  VTG  SH              8 216.00         273  444.00
                                                       0.06
    CAD   BANK  NOVA  SCOTIA   HALIFAX    COM                   11 620.00         566  698.05
                                                       0.12
    CAD   BANK  OF MONTREAL    COM  NPV                     6 128.00         441  335.16
                                                       0.09
    CAD   BARRICK    GOLD  CORP  COM  NPV                    16 839.00         387  352.87
                                                       0.08
    CAD   BCE  INC  COM  NEW                         1 607.00         69 815.65
                                                       0.02
    CAD   BLACKBERRY     LTD  NPV                        6 340.00         37 426.50
                                                       0.01
    CAD   BROOKFIELD     ASSET   M LTD  VTG  SHS  NPV  CL ’ A’            12 786.50         517  518.27
                                                       0.11
    CAD   CAN  PACIFIC    RYS  COM  NPV                     1 298.00         420  249.91
                                                       0.09
    CAD   CANADIAN    NAT  RES  LTD  COM                    11 332.00         259  099.59
                                                       0.06
    CAD   CANADIAN    NATL  RY CO COM                     6 791.00         712  690.79
                                                       0.15
    CAD   CANADIAN    TIRE  LTD  CL A                               63 908.50
                                       499.00                0.01
    CAD
        CCL  INDUSTRIES     INC  ‘ B’ NON-VTG    COM  NPV              1 472.00         65 041.07
                                                       0.01
    CAD   CDN  IMPERIAL    BK OF COMMERCE    COM                  4 257.00         359  639.14
                                                       0.08
    CAD   CENOVUS    ENERGY   INC  COM  NPV                    10 129.00         50 336.26
                                                       0.01
    CAD   CGI  INC  COM  NPV  SUB  VOTING   SHARES    C                2 193.00         162  304.68
                                                       0.03
    CAD   CONSTELLATION      SOFT  COM  STK  NPV                            277  995.77
                                       224.00                0.06
    CAD   CRONOS   GROUP   INC  COM  NPV                     1 300.00         11 747.05
                                                       0.00
    CAD   DOLLARAMA     INC  COM  NPV                      2 706.00         111  004.68
                                                       0.02
    CAD   ENBRIDGE    INC  COM  NPV                      19 389.00         606  850.71
                                                       0.13
    CAD   FAIRFAX    FINL  HLDGS   SUB-VTG    COM  NPV                           89 361.83
                                       260.00                0.02
    CAD   FORTIS   INC  COM  NPV                        4 469.00         180  325.65
                                                       0.04
    CAD   FRANCO   NEVADA   CORP  COM  NPV                    1 783.00         237  847.99
                                                       0.05
    注記は当財務書類と不可分のものである。

                                151/195



                                                          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                    1 860.00         48 742.65

                                                       0.01
    CAD   GREAT   WEST  LIFECO   INC  COM                    2 691.00         62 732.55
                                                       0.01
    CAD   IA FINANCIAL     CORP  COM  NPV                    1 000.00         43 884.56
                                                       0.01
    CAD   IMPERIAL    OIL  LTD  COM  NEW                     2 567.00         44 529.79
                                                       0.01
    CAD   INTACT   FINL  CORP  COM  NPV                     1 379.00         154  606.77
                                                       0.03
    CAD   INTER   PIPELINE    LTD  COM  NPV                    4 073.00         40 670.28
                                                       0.01
    CAD   LOBLAW   COS  LTD  COM                        1 725.00         85 457.98
                                                       0.02
    CAD   MAGNA   INTL  INC  COM  NPV                      2 705.00         166  236.75
                                                       0.04
    CAD   MANULIFE    FINL  CORP  COM                     18 413.00         314  437.61
                                                       0.07
    CAD   METRO   INC  CL A SUB                        2 441.00         112  377.54
                                                       0.02
    CAD   NATL  BK OF CANADA   COM  NPV                    3 217.00         178  587.07
                                                       0.04
    CAD   NUTRIEN    LTD  NPV                         5 447.00         269  428.74
                                                       0.06
    CAD   OPEN  TEXT  CO COM  NPV                       2 655.00         117  455.94
                                                       0.03
    CAD   PARKLAND    CORP.   COM  NPV                      1 400.00         42 975.54
                                                       0.01
    CAD   PEMBINA    PIPELINE     C  COM  NPV                    5 679.00         145  141.20
                                                       0.03
    CAD   POWER   CORP  CDA  COM                        5 338.00         120  443.80
                                                       0.03
    CAD   RESTAURANT     BRANDS   COM  NPV                    2 679.00         153  000.07
                                                       0.03
    CAD   ROGERS   COMMS   INC  CLASS  ’ B’ COM  CAD1.62478                3 397.00         160  583.55
                                                       0.03
    CAD   ROYAL   BK OF CANADA   COM  NPV                    13 632.00        1 115  680.16
                                                       0.24
    CAD   SAPUTO   INC  COM                         2 540.00         70 619.80
                                                       0.02
    CAD   SHAW  COMMUNICATIONS       INC  CL B CONV                 4 353.00         75 847.47
                                                       0.02
    CAD   SHOPIFY    INC  COM  NPV  CL A                    1 030.00        1 110  967.74
                                                       0.24
    CAD   SUN  LIFE  FINL  INC  COM                      5 502.00         244  849.40
                                                       0.05
    CAD
        SUNCOR   ENERGY   INC  COM  NPV  ‘ NEW ’                14 645.00         234  722.32
                                                       0.05
    CAD   TC ENERGY   CORPORAT    COM  NPV                    8 956.00         394  826.98
                                                       0.08
    CAD   TECK  RESOURCES     LTD  CLASS  ’ B’ SUB-VTG    COM  NPV            4 314.00         68 310.27
                                                       0.01
    CAD   THOMSON-REUTERS       CP COM  NPV(POST    REV  SPLIT)              1 660.00         131  862.34
                                                       0.03
    CAD   TORONTO-DOMINION        COM  NPV                    17 337.00         926  851.89
                                                       0.20
    CAD   WESTON   GEORGE   LTD  COM                                 59 776.73
                                       806.00                0.01
    CAD   WHEATON    PRECIOUS    M COM  NPV                    4 174.00         161  465.10
                                                       0.03
    カナダ合計                                          12 987  073.15
                                                       2.77
    フィンランド

    EUR   ELISA   OYJ  NPV                          1 254.00         67 501.57
                                                       0.01
    EUR   FORTUM   OYJ  EUR3.40                         4 129.00         94 855.61
                                                       0.02
    EUR   NESTE   OIL  OYJ  NPV                        3 935.00         264  441.90
                                                       0.06
    EUR   NOKIA   OYJ  NPV                         52 600.00         210  625.10
                                                       0.04
    EUR   ORION   CORP  SER ’ B’ NPV                                42 953.87
                                       910.00                0.01
    EUR   SAMPO   PLC  SER ’ A’ NPV                      4 414.00         191  295.37
                                                       0.04
    EUR   STORA   ENSO  OYJ  NPV  SER ’ R’                   5 135.00         87 039.04
                                                       0.02
    EUR   UPM-KYMMENE     CORP  NPV                       4 999.00         165  162.18
                                                       0.04
    フィンランド合計                                           1 123  874.64
                                                       0.24
    フランス

    EUR   GECINA   EUR7.50                                      65 326.52
                                       429.00                0.01
    EUR   LA FRANCAISE     DES  EUR0.40    (PROMESSES)                             39 853.65
                                       953.00                0.01
    EUR   MICHELIN    (CGDE)   EUR2                       1 539.00         192  287.42
                                                       0.04
    フランス合計                                            297  467.59
                                                       0.06
    ドイツ

    EUR   ADIDAS   AG NPV  (REGD)                        1 767.00         564  988.11
                                                       0.12
    EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                         3 865.00         913  844.05
                                                       0.20
    EUR   BASF  SE NPV                           8 523.00         625  272.39
                                                       0.13
    EUR   BAYER   AG NPV  (REGD)                         9 150.00         528  326.25
                                                       0.11
    注記は当財務書類と不可分のものである。

                                152/195



                                                          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   BRENNTAG    AG                          1 415.00         108  429.43

                                                       0.02
    EUR   DAIMLER    AG ORD  NPV(REGD)                        7 949.00         536  760.12
                                                       0.11
    EUR   DELIVERY    HERO  SE NPV                       1 207.00         146  186.11
                                                       0.03
    EUR   DEUTSCHE    BANK  AG NPV(REGD)                      18 313.00         204  667.86
                                                       0.04
    EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      1 769.00         295  721.87
                                                       0.06
    EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  3 251.00         37 511.82
                                                       0.01
    EUR   DEUTSCHE    POST  AG NPV(REGD)                       9 152.00         443  378.71
                                                       0.09
    EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      30 975.00         560  045.44
                                                       0.12
    EUR   E.ON  SE NPV                          20 981.00         227  784.66
                                                       0.05
    EUR   EVONIK   INDUSTRIES     NPV                      1 953.00         59 128.68
                                                       0.01
    EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                              94 318.70
                                       562.00                0.02
    EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  11 646.00         411  241.50
                                                       0.09
    EUR   LEG  IMMOBILIEN     AG NPV                                 89 882.87
                                       629.00                0.02
    EUR   MTU  AERO  ENGINES    H NPV  (REGD)                              116  026.02
                                       490.00                0.03
    EUR   MUENCHENER     RUECKVE    NPV(REGD)                      1 302.00         363  820.88
                                                       0.08
    EUR   SCOUT24    AG NPV                         1 079.00         82 733.86
                                                       0.02
    EUR   SIEMENS    AG NPV(REGD)                         7 101.00         951  352.21
                                                       0.20
    EUR   SIEMENS    ENERGY   AG NPV                      3 929.00         117  026.76
                                                       0.03
    EUR   SIEMENS    HEALTHINEE     NPV                      2 568.00         118  419.49
                                                       0.03
    EUR   TELEFONICA     DEUTSCH    NPV                     10 238.00         28 338.85
                                                       0.01
    EUR   UNIPER   SE NPV                          2 018.00         68 555.65
                                                       0.01
    EUR   UNITED   INTERNET    AG NPV(REGD)                                34 310.53
                                       858.00                0.01
    EUR   VONOVIA    SE NPV                         4 784.00         328  936.24
                                                       0.07
    ドイツ合計                                           8 057  009.06
                                                       1.72
    アイルランド

    EUR   CRH  ORD  EUR0.32                           7 257.00         284  904.62
                                                       0.06
    GBP   EXPERIAN    ORD  USD0.10                         8 969.00         316  833.72
                                                       0.07
    EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               1 387.00         121  365.32
                                                       0.02
    EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                    2 168.00         92 427.41
                                                       0.02
    アイルランド合計                                            815  531.07
                                                       0.17
    マン島

    GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      5 636.00         77 914.56
                                                       0.02
    マン島合計                                            77 914.56
                                                       0.02
    イタリア

    EUR   ATLANTIA    SPA  EUR1                         4 576.00         83 639.84
                                                       0.02
    EUR   DAVIDE   CAMPARI    MIL  EUR0.05                      4 647.00         53 886.44
                                                       0.01
    EUR   ENEL  EUR1                            75 542.00         756  341.16
                                                       0.16
    EUR   ENI  SPA  EUR1                          25 043.00         248  728.29
                                                       0.05
    EUR   FERRARI    NV EUR0.01(NEW)                         1 178.00         249  133.05
                                                       0.05
    EUR   INTESA   SANPAOLO    NPV                      153  081.00         352  570.57
                                                       0.08
    EUR   MEDIOBANCA     SPA  EUR0.5                        6 206.00         55 484.11
                                                       0.01
    EUR   MONCLER    SPA  NPV                         1 848.00         90 987.37
                                                       0.02
    EUR   NEXI  SPA  NPV                          4 341.00         82 044.73
                                                       0.02
    EUR   PIRELLI    &  C  SPA  NPV                       2 844.00         15 308.97
                                                       0.00
    EUR   PRYSMIAN    SPA  EUR0.10                         2 468.00         80 979.44
                                                       0.02
    EUR   RECORDATI     EUR0.125                                    49 809.52
                                       933.00                0.01
    EUR   SNAM  EUR1                            18 866.00         106  135.00
                                                       0.02
    EUR   TERNA   SPA  ORD  EUR0.22                        13 075.00         98 096.06
                                                       0.02
    EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 19 822.00         204  934.84
                                                       0.05
    イタリア合計                                           2 528  079.39
                                                       0.54
    注記は当財務書類と不可分のものである。

                                153/195




                                                          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）
    日本

    JPY   エービーシー・マート                                         15 650.92
                                       300.00                0.00
    JPY   イオン                              4 000.00         119  108.13
                                                       0.03
    JPY   イオンモール                              1 200.00         19 275.95
                                                       0.00
    JPY   ＡＧＣ                              1 300.00         43 322.94
                                                       0.01
    JPY   味の素                              3 300.00         69 006.47
                                                       0.01
    JPY   アルフレッサ　ホールディングス                              1 200.00         24 051.79
                                                       0.01
    JPY   ＡＮＡホールディングス                                         21 728.60
                                       900.00                0.00
    JPY   アサヒグループホールディングス                              2 800.00         108  401.82
                                                       0.02
    JPY   旭化成                              8 000.00         73 428.91
                                                       0.02
    JPY   アステラス製薬                              11 400.00         162  185.57
                                                       0.03
    JPY   ブリヂストン                              3 200.00         111  827.38
                                                       0.02
    JPY   ブラザー工業                              1 100.00         21 098.06
                                                       0.00
    JPY   キヤノン                              6 500.00         115  538.24
                                                       0.02
    JPY   カシオ計算機                              1 300.00         23 375.69
                                                       0.00
    JPY   中部電力                              3 900.00         47 031.89
                                                       0.01
    JPY   中国電力                              2 100.00         26 724.53
                                                       0.01
    JPY   大日本印刷                              1 800.00         33 764.56
                                                       0.01
    JPY   大和証券グループ本社                              8 500.00         37 016.06
                                                       0.01
    JPY   デンソー                              2 600.00         122  900.02
                                                       0.03
    JPY   電通グループ                              1 200.00         39 127.31
                                                       0.01
    JPY   東日本旅客鉄道                              1 800.00         111  996.16
                                                       0.02
    JPY   ＥＮＥＯＳホールディングス                              20 200.00         69 448.09
                                                       0.01
    JPY   富士フイルムホールディングス                              2 200.00         118  676.58
                                                       0.03
    JPY   富士通                              1 200.00         166  924.00
                                                       0.04
    JPY   博報堂ＤＹホールディングス                              1 400.00         20 273.32
                                                       0.00
    JPY   浜松ホトニクス                              1 000.00         56 293.45
                                                       0.01
    JPY   日野自動車                              1 100.00          9 546.87
                                                       0.00
    JPY   日立建機                              1 000.00         27 724.77
                                                       0.01
    JPY   日立金属                              1 600.00         23 522.42
                                                       0.00
    JPY   日立製作所                              6 200.00         235  811.08
                                                       0.05
    JPY   本田技研工業                              10 400.00         286  392.71
                                                       0.06
    JPY   ＨＯＹＡ                              2 400.00         320  153.44
                                                       0.07
    JPY   飯田グループホールディングス                              1 200.00         24 143.85
                                                       0.01
    JPY   国際石油開発帝石                              7 000.00         39 204.03
                                                       0.01
    JPY   伊藤忠商事                              8 600.00         227  505.16
                                                       0.05
    JPY   日本航空                                         3 791.90
                                       200.00                0.00
    JPY   ゆうちょ銀行                              3 200.00         25 225.61
                                                       0.01
    JPY   日本郵政                              10 400.00         77 066.22
                                                       0.02
    JPY   日本リテールファンド投資法人                                         30 338.05
                                        19.00               0.01
    JPY   日本たばこ産業                              7 300.00         148  415.25
                                                       0.03
    JPY   ジェイ   エフ  イー  ホールディングス                       2 900.00         26 587.39
                                                       0.01
    JPY   ＫＤＤＩ                              10 300.00         294  603.21
                                                       0.06
    JPY   キーエンス                              1 200.00         613  263.01
                                                       0.13
    JPY   コナミホールディングス                                         31 474.47
                                       600.00                0.01
    JPY   クボタ                              6 900.00         137  007.43
                                                       0.03
    JPY   京セラ                              1 900.00         108  652.12
                                                       0.02
    JPY   協和キリン                              1 800.00         48 937.90
                                                       0.01
    JPY   ローソン                                         9 072.16
                                       200.00                0.00
    JPY   ＬＩＸＩＬ                              1 700.00         40 839.13
                                                       0.01
    JPY   丸紅                              9 900.00         57 771.76
                                                       0.01
    JPY   マツダ                              4 500.00         26 626.71
                                                       0.01
    JPY   メディパルホールディングス                              1 100.00         20 707.74
                                                       0.00
    JPY   メルカリ                                         22 920.16
                                       500.00                0.00
    JPY   三菱ケミカルホールディングス                              7 400.00         40 982.98
                                                       0.01
    注記は当財務書類と不可分のものである。

                                154/195



                                                          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   三菱商事                              8 600.00         200  659.80

                                                       0.04
    JPY   三菱電機                              10 900.00         160  298.73
                                                       0.03
    JPY   三菱地所                              7 600.00         131  483.10
                                                       0.03
    JPY   三菱重工業                              1 800.00         40 591.70
                                                       0.01
    JPY   三菱ＵＦＪフィナンシャル・グループ                              78 200.00         336  348.12
                                                       0.07
    JPY   三井物産                              10 600.00         180  944.62
                                                       0.04
    JPY   みずほフィナンシャルグループ                              14 740.00         187  651.41
                                                       0.04
    JPY   ＭＳ＆ＡＤインシュアランスグループホールディングス                              2 600.00         75 674.90
                                                       0.02
    JPY   村田製作所                              3 700.00         323  925.20
                                                       0.07
    JPY   日本電気                              1 700.00         91 786.14
                                                       0.02
    JPY   ネクソン                              3 200.00         96 820.90
                                                       0.02
    JPY   日本碍子                              1 600.00         25 455.77
                                                       0.01
    JPY   日本特殊陶業                              1 100.00         19 948.21
                                                       0.00
    JPY   任天堂                                        397  813.48
                                       700.00                0.08
    JPY   日本プロロジスリート投資法人                                         40 829.54
                                        13.00               0.01
    JPY   日本電信電話                              7 800.00         184  387.44
                                                       0.04
    JPY   日本郵船                              1 000.00         21 826.90
                                                       0.00
    JPY   日産自動車                              13 900.00         65 650.92
                                                       0.01
    JPY   野村ホールディングス                              19 600.00         98 493.41
                                                       0.02
    JPY   野村不動産マスターファンド投資法人                                         36 518.82
                                        28.00               0.01
    JPY   野村総合研究所                              2 200.00         74 370.65
                                                       0.02
    JPY   エヌ・ティ・ティ・データ                              3 600.00         47 919.44
                                                       0.01
    JPY   ＮＴＴドコモ                              3 200.00         118  854.95
                                                       0.03
    JPY   オムロン                              1 200.00         108  520.74
                                                       0.02
    JPY   オリックス                              8 600.00         128  082.47
                                                       0.03
    JPY   オリックス不動産投資法人                                         26 928.79
                                        18.00               0.01
    JPY   大阪瓦斯                              2 200.00         42 280.51
                                                       0.01
    JPY   大塚商会                                         33 967.87
                                       700.00                0.01
    JPY   大塚ホールディングス                              2 500.00         101  702.23
                                                       0.02
    JPY   パナソニック                              13 400.00         142  963.32
                                                       0.03
    JPY   ルネサスエレクトロニクス                              5 100.00         45 387.68
                                                       0.01
    JPY   りそなホールディングス                              14 700.00         51 553.96
                                                       0.01
    JPY   リコー                              4 100.00         27 405.42
                                                       0.01
    JPY   ローム                                         41 764.56
                                       500.00                0.01
    JPY   参天製薬                              2 200.00         36 605.13
                                                       0.01
    JPY   セガサミーホールディングス                              1 300.00         18 289.14
                                                       0.00
    JPY   セイコーエプソン                              1 900.00         28 370.18
                                                       0.01
    JPY   積水化学工業                              1 800.00         31 123.47
                                                       0.01
    JPY   セブン＆アイ・ホールディングス                              4 600.00         146  150.08
                                                       0.03
    JPY   ＳＧホールディングス                              2 200.00         65 825.94
                                                       0.01
    JPY   島津製作所                              1 500.00         54 015.82
                                                       0.01
    JPY   しまむら                                         10 357.23
                                       100.00                0.00
    JPY   ソフトバンク                              17 600.00         216  803.64
                                                       0.05
    JPY   ソフトバンクグループ                              10 000.00         697  386.72
                                                       0.15
    JPY   綜合警備保障                                         21 443.30
                                       400.00                0.00
    JPY   ＳＯＭＰＯホールディングス                              2 300.00         88 448.81
                                                       0.02
    JPY   ソニー                              8 000.00         744  492.93
                                                       0.16
    JPY   ＳＵＢＡＲＵ                              4 000.00         79 520.50
                                                       0.02
    JPY   ＳＵＭＣＯ                              1 500.00         30 409.97
                                                       0.01
    JPY   住友化学                              9 000.00         31 934.79
                                                       0.01
    JPY   住友商事                              7 400.00         91 298.01
                                                       0.02
    JPY   大日本住友製薬                              1 100.00         13 956.37
                                                       0.00
    JPY   住友電気工業                              5 400.00         61 832.65
                                                       0.01
    JPY   三井住友フィナンシャルグループ                              7 900.00         229  707.98
                                                       0.05
    JPY   三井住友トラスト・ホールディングス                              2 000.00         58 518.34
                                                       0.01
    注記は当財務書類と不可分のものである。

                                155/195



                                                          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   住友不動産                              2 100.00         68 573.48

                                                       0.01
    JPY   武田薬品工業                              10 109.00         363  061.19
                                                       0.08
    JPY   ＴＤＫ                                        112  932.15
                                       800.00                0.02
    JPY   東京海上ホールディングス                              4 100.00         204  066.17
                                                       0.04
    JPY   東京電力ホールディングス                              11 900.00         31 041.00
                                                       0.01
    JPY   東京エレクトロン                                        306  142.41
                                       900.00                0.07
    JPY   東急不動産ホールディングス                              5 000.00         24 262.77
                                                       0.01
    JPY   凸版印刷                              1 800.00         24 598.42
                                                       0.01
    JPY   東芝                              2 500.00         70 055.14
                                                       0.01
    JPY   トヨタ自動車                              13 500.00         906  128.03
                                                       0.19
    JPY   トレンドマイクロ                                         48 937.90
                                       900.00                0.01
    JPY   ユニ・チャーム                              2 500.00         121  385.76
                                                       0.03
    JPY   ユナイテッド・アーバン投資法人                                         15 842.72
                                        14.00               0.00
    JPY   西日本旅客鉄道                              1 000.00         45 686.89
                                                       0.01
    JPY   ヤマダホールディングス                              5 700.00         27 112.92
                                                       0.01
    JPY   ヤマハ発動機                              1 700.00         32 769.12
                                                       0.01
    JPY   山崎製パン                                         14 948.93
                                       900.00                0.00
    JPY   安川電機                              1 400.00         67 532.97
                                                       0.01
    JPY   横河電機                              1 400.00         24 757.61
                                                       0.01
    JPY   Ｚホールディングス                              18 100.00         114  041.72
                                                       0.02
    日本合計                                          13 825  643.97
                                                       2.95
    ルクセンブルグ

    EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 6 715.00         123  298.61
                                                       0.03
    EUR   EUROFINS    SCIENTIFI     EUR0.01                      1 310.00         106  651.52
                                                       0.02
    EUR   TENARIS    S.A.  USD1                         3 182.00         24 687.71
                                                       0.00
    ルクセンブルグ合計                                            254  637.84
                                                       0.05
    オランダ

    EUR   ADYEN   NV EUR0.01                                    321  940.48
                                       168.00                0.07
    EUR   AEGON   NV EUR0.12                          19 090.00         71 612.00
                                                       0.01
    EUR   ASML  HOLDING    NV EUR0.09                       3 945.00        1 717  011.42
                                                       0.37
    EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    9 990.00         109  557.95
                                                       0.02
    EUR   FIAT  CHRYSLER    AUTO  EUR0.01                      9 700.00         151  606.63
                                                       0.03
    EUR   KONINKLIJKE     DSM  NV EUR1.5                      1 599.00         262  616.98
                                                       0.06
    EUR   NN GROUP   N.V.  EUR0.12                        2 591.00         105  533.01
                                                       0.02
    EUR   PROSUS   N.V.  EUR0.05                         4 525.00         491  699.21
                                                       0.10
    GBP
        ROYAL   DUTCH   SHELL   PLC  ‘ A’ SHS  EUR0.07                40 347.00         684  735.21
                                                       0.15
    オランダ合計                                           3 916  312.89
                                                       0.83
    ポルトガル

    EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                     28 435.00         151  974.32
                                                       0.03
    EUR   GALP  ENERGIA    EUR1-B                         4 024.00         43 533.38
                                                       0.01
    EUR   JERONIMO    MARTINS    EUR5                       2 167.00         37 223.50
                                                       0.01
    ポルトガル合計                                            232  731.20
                                                       0.05
    スペイン

    EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     157  538.00         455  570.52
                                                       0.10
    EUR   BANKINTER     SA EUR0.3(REGD)                         4 511.00         22 388.25
                                                       0.01
    EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                     62 202.00         292  415.71
                                                       0.06
    EUR   MAPFRE   SA EUR0.10                          7 470.00         14 359.53
                                                       0.00
    スペイン合計                                            784  734.01
                                                       0.17
    注記は当財務書類と不可分のものである。

                                156/195




                                                          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）
    スイス

    CHF   ABB  LTD  CHF0.12    (REGD)                       17 594.00         465  843.57
                                                       0.10
    CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    1 455.00         88 460.40
                                                       0.02
    CHF   ALCON   AG CHF0.04                          4 679.00         299  666.87
                                                       0.06
    CHF   BALOISE-HLDGS      CHF0.1(REGD)                                  88 623.00
                                       512.00                0.02
    CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                             60 342.43
                                        28.00               0.01
    CHF   BQE  CANT  VAUDOISE    CHF1                                 21 401.97
                                       207.00                0.00
    CHF   CLARIANT    CHF4.00(REGD)                          2 010.00         40 497.51
                                                       0.01
    GBP   COCA-COLA     HBC  AG ORD  CHF6.70                     1 871.00         54 004.13
                                                       0.01
    CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      23 722.00         300  815.82
                                                       0.06
    CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                        71 555.29
                                        78.00               0.01
    CHF   GEBERIT    CHF0.10(REGD)                                     212  081.08
                                       351.00                0.04
    CHF   GIVAUDAN    AG CHF10                                   360  048.60
                                        88.00               0.08
    CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  2 120.00         122  802.17
                                                       0.03
    CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                                117  471.44
                                       517.00                0.02
    CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    4 947.00         260  437.45
                                                       0.06
    CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                 89 252.18
                                        1.00               0.02
    CHF   LOGITECH    INTL  CHF0.25(REGD)      (POST-SUBD)                  1 572.00         139  575.12
                                                       0.03
    CHF   LONZA   GROUP   AG CHF1(REGD)                                  447  349.61
                                       711.00                0.10
    CHF   NESTLE   SA CHF0.10(REGD)                         28 371.00        3 170  858.04
                                                       0.68
    CHF   NOVARTIS    AG CHF0.50(REGD)                         21 182.00        1 924  934.43
                                                       0.41
    CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            190  627.42
                                       177.00                0.04
    CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘ A’            4 962.00         413  710.11
                                                       0.09
    CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                                 48 901.36
                                       184.00                0.01
    CHF   SGS  LTD  CHF1(REGD)                                     165  869.88
                                        58.00               0.04
    CHF   SIKA  AG CHF0.01    (REG)                       1 346.00         344  788.91
                                                       0.07
    CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                             129  545.01
                                       521.00                0.03
    CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  112  797.97
                                        98.00               0.02
    CHF   SWATCH   GROUP   CHF0.45(REGD)                                   26 283.75
                                       546.00                0.01
    CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                                 128  647.52
                                       287.00                0.03
    CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                             69 665.08
                                       771.00                0.01
    CHF   SWISSCOM    AG CHF1(REGD)                                   130  431.90
                                       246.00                0.03
    CHF   TEMENOS    AG CHF5  (REGD)                                  74 944.00
                                       591.00                0.02
    CHF   UBS  GROUP   CHF0.10    (REGD)                      34 873.00         496  534.82
                                                       0.11
    CHF   ZURICH   INSURANCE     GRP  CHF0.10                     1 429.00         582  302.11
                                                       0.12
    スイス合計                                          11 251  070.95
                                                       2.40
    イギリス

    GBP   ADMIRAL    GROUP   ORD  GBP0.001                      1 923.00         73 347.79
                                                       0.02
    GBP   ANGLO   AMERICAN    USD0.54945                       12 051.00         356  123.11
                                                       0.08
    GBP   ANTOFAGASTA     ORD  GBP0.05                       4 228.00         70 754.95
                                                       0.02
    GBP   ASHTEAD    GROUP   ORD  GBP0.10                      4 380.00         186  009.58
                                                       0.04
    GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                    3 831.00         107  917.57
                                                       0.02
    GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                    9 025.00         67 545.72
                                                       0.01
    GBP   BARCLAYS    ORD  GBP0.25                        169  969.00         305  339.67
                                                       0.07
    GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                    1 196.00         73 832.32
                                                       0.02
    GBP   BP ORD  USD0.25                          200  314.00         662  288.43
                                                       0.14
    GBP   BURBERRY    GROUP   ORD  GBP0.0005                      4 283.00         98 864.55
                                                       0.02
    GBP   COMPASS    GROUP   ORD  GBP0.1105                      17 515.00         309  596.23
                                                       0.07
    GBP   CRODA   INTL  ORD  GBP0.10609756                        1 362.00         108  300.22
                                                       0.02
    GBP   DIAGEO   ORD  GBP0.28    101/108                     23 142.00         889  796.94
                                                       0.19
    GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  14 796.00         58 430.56
                                                       0.01
    GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                    2 198.00         247  197.22
                                                       0.05
    GBP   GLAXOSMITHKLINE       ORD  GBP0.25                     49 629.00         907  723.59
                                                       0.19
    GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                3 845.00         73 405.72
                                                       0.02
    注記は当財務書類と不可分のものである。

                                157/195



                                                          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   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  201  620.00        1 045  063.32

                                                       0.22
    GBP   IMPERIAL    BRANDS   PL GBP0.10                      9 270.00         168  436.18
                                                       0.04
    GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                    1 766.00         109  467.93
                                                       0.02
    GBP   INTERTEK    GROUP   ORD  GBP0.01                      1 686.00         124  294.38
                                                       0.03
    GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                    58 022.00         195  747.15
                                                       0.04
    GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                    3 118.00         337  427.32
                                                       0.07
    GBP   M&G  PLC  ORD  GBP0.05                         26 919.00         67 384.15
                                                       0.01
    GBP   MONDI   ORD  EUR0.20                          4 667.00         103  304.65
                                                       0.02
    GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    25 148.00         60 382.55
                                                       0.01
    GBP   NATWEST    GROUP   PLC  ORD  GBP1                    47 178.00         97 374.80
                                                       0.02
    GBP   NEXT  ORD  GBP0.10                          1 291.00         112  926.97
                                                       0.02
    GBP   PEARSON    ORD  GBP0.25                         8 268.00         71 417.11
                                                       0.02
    GBP   PERSIMMON     ORD  GBP0.10                        3 066.00         108  717.07
                                                       0.02
    GBP   PHOENIX    GP HLDGS   ORD  GBP0.10                                6 229.84
                                       651.00                0.00
    GBP   PRUDENTIAL     ORD  GBP0.05                       25 689.00         401  092.89
                                                       0.09
    GBP   RIO  TINTO   ORD  GBP0.10                        11 072.00         714  546.10
                                                       0.15
    GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    10 618.00         95 543.28
                                                       0.02
    GBP   SAINSBURY(J)      ORD  GBP0.28571428                      20 114.00         56 687.09
                                                       0.01
    GBP   SCHRODERS     VTG  SHS  GBP1                      1 178.00         50 624.86
                                                       0.01
    GBP   SMITH   & NEPHEW   ORD  USD0.20                      8 512.00         164  890.85
                                                       0.04
    GBP   STANDARD    CHARTERED     ORD  USD0.50                    26 311.00         158  842.03
                                                       0.03
    GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    21 662.00         78 343.88
                                                       0.02
    GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      37 721.00         77 528.33
                                                       0.02
    GBP   TESCO   ORD  GBP0.05                         96 798.00         293  352.49
                                                       0.06
    GBP   UNILEVER    PLC  ORD  GBP0.031111                      11 559.00         705  389.54
                                                       0.15
    EUR   UNILEVER    PLC  ORD  GBP0.031111                      13 604.00         826  999.19
                                                       0.18
    GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             263  802.00         435  587.18
                                                       0.09
    イギリス合計                                          11 264  075.30
                                                       2.40
    アメリカ合衆国

    CAD   BAUSCH   HEALTH   COMP  COM  NPV                    3 308.00         61 544.78
                                                       0.01
    CAD   BROOKFIELD     RENEWA.    CLASS   A SUB  VOTING   SHARES                        7 863.26
                                       100.00                0.00
    アメリカ合衆国合計                                            69 408.04
                                                       0.01
    記名株式合計                                          69 345  276.88

                                                      14.78
    預託証券

    アイルランド

    AUD   JAMES   HARDIE   ID PLC  CUFS  EUR0.5                   4 270.00         124  123.49
                                                       0.02
    アイルランド合計                                            124  123.49
                                                       0.02
    ルクセンブルグ

    EUR
        SES  S.A.  FDR  EACH  REP  1 ‘ A’ NPV                 4 038.00         36 835.53
                                                       0.01
    ルクセンブルグ合計                                            36 835.53
                                                       0.01
    オランダ

    EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                3 458.00         35 780.38
                                                       0.01
    オランダ合計                                            35 780.38
                                                       0.01
    預託証券合計                                            196  739.40

                                                       0.04
    注記は当財務書類と不可分のものである。

                                158/195




                                                          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）
    投資信託証券

    アイルランド

    USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED     LTD  NOTE  DUE  31.03.21     6 650  000.00        10 326  785.00
                                                       2.20
    アイルランド合計                                          10 326  785.00
                                                       2.20
    投資信託証券合計                                          10 326  785.00

                                                       2.20
    投資信託、クローズド・エンド型

    カナダ

    CAD   RIOCAN   REAL  ESTATE   INVESTMENT     TRUST                 1 421.00         19 233.23
                                                       0.00
    カナダ合計                                            19 233.23
                                                       0.00
    イギリス

    GBP   SEGRO   PLC  REIT                         11 530.00         140  385.31
                                                       0.03
    イギリス合計                                            140  385.31
                                                       0.03
    投資信託、クローズド・エンド型合計                                            159  618.54

                                                       0.03
    新株引受権

    フランス

    EUR   ALSTOM   SA RIGHTS   30.11.20                       1 798.00         10 123.67
                                                       0.00
    フランス合計                                            10 123.67
                                                       0.00
    スペイン

    EUR   BANCO   SANTANDER     SA RIGHTS   30.11.20                  171  917.00         21 531.25
                                                       0.01
    スペイン合計                                            21 531.25
                                                       0.01
    イギリス

    GBP   AVEVA   GROUP   PLC  RIGHTS   09.12.20                               8 105.94
                                       542.11                0.00
    イギリス合計                                             8 105.94
                                                       0.00
    新株引受権合計                                            39 760.86

                                                       0.01
    ノート、固定利付債

    米ドル

    USD   3M CO 2.25000%    16-19.09.26                       350  000.00         377  175.89
                                                       0.08
    USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           1 000  000.00        1 120  937.50
                                                       0.24
    USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28                900  000.00        1 040  130.00
                                                       0.22
    USD   ALPHABET    INC  1.10000%    20-15.08.30                    500  000.00         495  852.75
                                                       0.11
    USD   ALPHABET    INC  1.99800%    16-15.08.26                    525  000.00         562  495.39
                                                       0.12
    USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23                700  000.00         744  907.80
                                                       0.16
    USD   APPLE   INC  1.65000%    20-11.05.30                     950  000.00         982  586.33
                                                       0.21
    USD   APPLE   INC  2.20000%    19-11.09.29                     800  000.00         863  717.04
                                                       0.18
    USD   APPLE   INC  2.40000%    13-03.05.23                     500  000.00         524  897.70
                                                       0.11
    USD   APPLE   INC  2.45000%    16-04.08.26                    1 300  000.00        1 415  150.10
                                                       0.30
    USD   APPLE   INC  2.85000%    16-23.02.23                     475  000.00         499  821.97
                                                       0.11
    USD   APPLE   INC  3.20000%    17-11.05.27                     775  000.00         879  050.88
                                                       0.19
    USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22                330  000.00         340  877.13
                                                       0.07
    USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23            500  000.00         546  280.70
                                                       0.12
    USD   BERKSHIRE     HATHAWAY    FINANCE    CORP  1.85000%    20-12.03.30           175  000.00         184  042.39
                                                       0.04
    USD   BERKSHIRE     HATHAWAY    INC  2.20000%    16-15.03.21               275  000.00         276  043.29
                                                       0.06
    注記は当財務書類と不可分のものである。

                                159/195



                                                          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   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26               275  000.00         308  696.96
                                                       0.07
    USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24            250  000.00         262  983.27
                                                       0.06
    USD   CHEVRON    CORP  2.23600%    20-11.05.30                    821  000.00         882  629.60
                                                       0.19
    USD   CHEVRON    CORP  3.19100%    13-24.06.23                    675  000.00         719  714.22
                                                       0.15
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28         450  000.00         533  434.50
                                                       0.11
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.35000%    19-04.06.24         500  000.00         545  420.00
                                                       0.12
    USD   CORPORACION     ANDINA   DE FOMENTO    4.37500%    12-15.06.22            625  000.00         655  150.00
                                                       0.14
    USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21             500  000.00         501  615.00
                                                       0.11
    USD   EQUINOR    ASA  2.37500%    20-22.05.30                    300  000.00         320  374.92
                                                       0.07
    USD   EQUINOR    ASA  3.62500%    18-10.09.28                    700  000.00         817  967.22
                                                       0.17
    USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             1 000  000.00        1 107  000.40
                                                       0.24
    USD   EUROPEAN    INVESTMENT     BANK  0.87500%    20-17.05.30             2 110  000.00        2 100  695.18
                                                       0.45
    USD   EXPORT   DEVELOPMENT     CANADA   2.00000%    17-17.05.22              200  000.00         205  160.00
                                                       0.04
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21             300  000.00         302  343.75
                                                       0.06
    USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25             700  000.00         783  125.00
                                                       0.17
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22             200  000.00         205  125.00
                                                       0.04
    USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                  525  000.00         580  657.04
                                                       0.12
    USD   EXXON   MOBIL   CORP  3.48200%    20-19.03.30                  90 000.00         104  274.05
                                                       0.02
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.37500%    17-07.07.27           400  000.00         441  960.00
                                                       0.09
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.25000%    19-18.06.29           800  000.00         886  752.88
                                                       0.19
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.00000%    19-23.07.26           450  000.00         483  943.05
                                                       0.10
    USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22         400  000.00         414  968.24
                                                       0.09
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  1.75000%    19-23.10.29        500  000.00         535  335.00
                                                       0.11
    USD   JOHNSON    & JOHNSON    1.30000%    20-01.09.30                 500  000.00         501  992.25
                                                       0.11
    USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                 750  000.00         816  526.12
                                                       0.17
    USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                 250  000.00         281  684.95
                                                       0.06
    USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                 300  000.00         327  591.30
                                                       0.07
    USD   KOREA   DEVELOPMENT     BANK  2.75000%    17-19.03.23               400  000.00         420  250.00
                                                       0.09
    USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23          610  000.00         661  850.00
                                                       0.14
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-19.09.22        200  000.00         208  437.50
                                                       0.04
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-25.07.27        800  000.00         887  750.01
                                                       0.19
    USD   KOREA   SOUTH-EAST     POWER   CO LTD-REG-S     2.12500%    20-03.02.25         200  000.00         210  123.76
                                                       0.05
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23           650  000.00         676  263.25
                                                       0.14
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25           750  000.00         802  820.25
                                                       0.17
    USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        1 200  000.00        1 366  500.00
                                                       0.29
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25           775  000.00         824  767.79
                                                       0.18
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     0.87500%    20-03.09.30           300  000.00         296  962.49
                                                       0.06
    USD   MICROSOFT     CORP  2.65000%    15-03.11.22                   500  000.00         521  147.85
                                                       0.11
    USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  1 425  000.00        1 529  429.27
                                                       0.33
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  1 500  000.00        1 713  109.50
                                                       0.37
    USD   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26           800  000.00         866  880.00
                                                       0.18
    USD   NESTLE   HOLDINGS    INC-REG-S     1.25000%    20-15.09.30              250  000.00         250  065.35
                                                       0.05
    USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28          425  000.00         474  025.62
                                                       0.10
    USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               200  000.00         203  341.68
                                                       0.04
    USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22               850  000.00         880  658.74
                                                       0.19
    USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               850  000.00         957  786.71
                                                       0.20
    USD   NOVARTIS    CAPITAL    CORP  2.20000%    20-14.08.30               600  000.00         648  408.90
                                                       0.14
    USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               950  000.00         955  937.50
                                                       0.20
    USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24               300  000.00         323  906.25
                                                       0.07
    USD   QATAR,   STATE   OF-REG-S    4.00000%    19-14.03.29               575  000.00         679  218.75
                                                       0.15
    USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26               1 150  000.00        1 255  177.97
                                                       0.27
    USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28              800  000.00         947  454.80
                                                       0.20
    USD   SANOFI   4.00000%    11-29.03.21                      350  000.00         354  370.42
                                                       0.08
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           400  000.00         415  557.16
                                                       0.09
    USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           200  000.00         201  413.54
                                                       0.04
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26          1 025  000.00        1 132  719.61
                                                       0.24
    注記は当財務書類と不可分のものである。
                                160/195



                                                          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   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-17.10.23        300  000.00         327  414.00

                                                       0.07
    USD   STATE   STREET   CORP  2.40000%    20-24.01.30                 208  000.00         228  355.63
                                                       0.05
    USD   TEMASEK    FINANCIAL     I LTD-REG-S     2.37500%    12-23.01.23            300  000.00         312  402.00
                                                       0.07
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           350  000.00         383  877.10
                                                       0.08
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29           400  000.00         461  910.56
                                                       0.10
    USD   VISA  INC  2.05000%    20-15.04.30                     350  000.00         373  242.87
                                                       0.08
    USD   VISA  INC  3.15000%    15-14.12.25                     400  000.00         446  519.88
                                                       0.10
    USD   WALMART    INC  2.55000%    13-11.04.23                    750  000.00         785  512.57
                                                       0.17
    USD   WALMART    INC  3.70000%    18-26.06.28                   1 250  000.00        1 475  710.88
                                                       0.31
    USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26                991  000.00        1 091  903.62
                                                       0.23
    USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27                300  000.00         340  032.00
                                                       0.07
    米ドル合計                                          53 374  302.54
                                                      11.37
    ノート、固定利付債合計                                          53 374  302.54

                                                      11.37
    中期債券、固定利付債

    米ドル

    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.12500%    20-16.04.30             900  000.00        1 015  875.00
                                                       0.22
    USD   AFRICAN    DEVELOPMENT     BANK  2.37500%    14-23.09.21              475  000.00         483  326.04
                                                       0.10
    USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               400  000.00         405  276.00
                                                       0.09
    USD   ASIAN   DEVELOPMENT     BANK  2.62500%    17-12.01.27               400  000.00         446  780.00
                                                       0.10
    USD   ASIAN   DEVELOPMENT     BANK  2.00000%    17-16.02.22               550  000.00         562  028.50
                                                       0.12
    USD   ASIAN   DEVELOPMENT     BANK  2.50000%    17-02.11.27              1 000  000.00        1 118  132.50
                                                       0.24
    USD   ASIAN   DEVELOPMENT     BANK  1.75000%    19-19.09.29              1 000  000.00        1 071  033.50
                                                       0.23
    USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                  300  000.00         303  670.11
                                                       0.06
    USD   CAISSE   D’ AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-20.03.24       400  000.00         439  489.60
                                                       0.09
    USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24           650  000.00         669  844.50
                                                       0.14
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         150  000.00         168  697.50
                                                       0.04
    USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              1 000  000.00        1 129  597.20
                                                       0.24
    USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22            800  000.00         823  704.00
                                                       0.18
    USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26             350  000.00         379  781.50
                                                       0.08
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-22.11.27       1 305  000.00        1 459  512.00
                                                       0.31
    USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26               400  000.00         432  904.00
                                                       0.09
    USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                225  000.00         226  560.60
                                                       0.05
    USD   KOREA   DEVELOPMENT     BANK  1.75000%    20-18.02.25               225  000.00         233  970.00
                                                       0.05
    USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21              250  000.00         251  525.00
                                                       0.05
    USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24                600  000.00         637  312.50
                                                       0.14
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    19-07.11.29                550  000.00         589  875.00
                                                       0.13
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    20-21.05.30                600  000.00         643  312.50
                                                       0.14
    USD   NEDERLANDSE     WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          200  000.00         205  717.20
                                                       0.04
    USD   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21              250  000.00         250  835.50
                                                       0.05
    USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              325  000.00         332  254.65
                                                       0.07
    USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23              415  000.00         440  296.74
                                                       0.09
    USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          100  000.00         101  970.11
                                                       0.02
    USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         200  000.00         214  764.96
                                                       0.05
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    2.50000%    20-03.02.27       600  000.00         631  500.00
                                                       0.13
    USD   SP POWERASSETS     LTD-REG-S     3.25000%    15-24.11.25              200  000.00         222  168.00
                                                       0.05
    USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          418  000.00         444  113.21
                                                       0.09
    USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               200  000.00         200  838.36
                                                       0.04
    USD   TOYOTA   MOTOR   CREDIT   CORP  2.60000%    17-11.01.22              350  000.00         358  781.50
                                                       0.08
    USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21          450  000.00         454  204.17
                                                       0.10
    米ドル合計                                          17 349  651.95
                                                       3.70
    中期債券、固定利付債合計                                          17 349  651.95

                                                       3.70
    注記は当財務書類と不可分のものである。

                                161/195



                                                          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）
    債券、固定利付債
    米ドル

    USD   BNG  BANK  NV-REG-S    2.62500%    14-28.04.21                 200  000.00         201  885.30
                                                       0.04
    USD   BNG  BANK  NV-REG-S    2.37500%    16-16.03.26                 450  000.00         491  346.00
                                                       0.10
    USD   CAISSE   D’AMORTIS     DE LA DETTE   SOC-REG-S     1.87500%    15-12.02.22       225  000.00         229  342.05
                                                       0.05
    USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-27.07.22       350  000.00         361  215.85
                                                       0.08
    USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23           400  000.00         426  966.60
                                                       0.09
    USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                 480  000.00         493  881.84
                                                       0.11
    USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22              500  000.00         514  150.00
                                                       0.11
    USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24               300  000.00         323  531.25
                                                       0.07
    USD   FEDERAL    HOME  LOAN  BANK  SYSTEM   2.00000%    12-09.09.22            600  000.00         619  236.24
                                                       0.13
    USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                 375  000.00         385  924.65
                                                       0.08
    USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 250  000.00         261  213.28
                                                       0.06
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-25.11.24        675  000.00         732  051.00
                                                       0.16
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    15-29.07.25        750  000.00         820  222.50
                                                       0.17
    USD   KOREA   GAS  CORP-REG-S     2.87500%    19-16.07.29                300  000.00         331  406.25
                                                       0.07
    USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24            450  000.00         487  546.88
                                                       0.10
    USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                 600  000.00         654  937.50
                                                       0.14
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24           625  000.00         678  310.13
                                                       0.14
    USD   NATIONWIDE     BUILDING    SOCIETY-REG-S      1.70000%    20-13.02.23          583  000.00         599  104.67
                                                       0.13
    USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               200  000.00         219  456.60
                                                       0.05
    USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21          175  000.00         178  098.97
                                                       0.04
    USD   ONTARIO,    PROVINCE    OF 1.12500%    20-07.10.30                700  000.00         693  831.95
                                                       0.15
    USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24                750  000.00         821  113.58
                                                       0.18
    USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21             500  000.00         513  455.00
                                                       0.11
    USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                 200  000.00         205  935.14
                                                       0.04
    米ドル合計                                          11 244  163.23
                                                       2.40
    債券、固定利付債合計                                          11 244  163.23

                                                       2.40
    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              902  000.00        1 039  519.73
                                                       0.22
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22               5 000.00          5 080.28
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27              905  000.00        1 001  050.18
                                                       0.21
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23              10 000.00         10 387.11
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 0.62500%    20-15.05.30             2 081  000.00        2 045  557.97
                                                       0.44
    米ドル合計                                           4 101  595.27
                                                       0.87
    財務省証券（     T-note   ）、固定利付債合計                                   4 101  595.27

                                                       0.87
                                              225  604  593.55

                                                      48.07
    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
    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

    財務省証券（     T-bill   ）、ゼロ・クーポン
    米ドル

    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    23.04.20-22.04.21           2 000  000.00        1 999  280.14
                                                       0.43
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    13.08.20-11.02.21           2 500  000.00        2 499  587.50
                                                       0.53
    米ドル合計                                           4 498  867.64
                                                       0.96
    財務省証券（     T-bill   ）、ゼロ・クーポン合計                                   4 498  867.64

                                                       0.96
    注記は当財務書類と不可分のものである。

                                162/195



                                                          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   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                  500  000.00         520  286.20
                                                       0.11
    USD   FANNIE   MAE  2.12500%    16-24.04.26                    700  000.00         760  527.60
                                                       0.16
    USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23         250  000.00         263  819.30
                                                       0.06
    USD   NATIONAL    AUSTRALIA     BANK  LTD-144A    3.50000%    17-10.01.27          500  000.00         568  480.00
                                                       0.12
    USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                650  000.00         665  969.20
                                                       0.14
    米ドル合計                                           2 779  082.30
                                                       0.59
    ノート、固定利付債合計                                           2 779  082.30

                                                       0.59
    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         385  348.21
                                                       0.08
    USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21          450  000.00         453  110.72
                                                       0.10
    米ドル合計                                            838  458.93
                                                       0.18
    中期債券、固定利付債合計                                            838  458.93

                                                       0.18
    中期債券、ゼロ・クーポン債

    米ドル

    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  0.00000%    00-01.05.30        500  000.00         438  981.17
                                                       0.09
    米ドル                                            438  981.17
                                                       0.09
    中期債券、ゼロ・クーポン債合計                                            438  981.17

                                                       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         250  000.00         255  749.70
                                                       0.05
    USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22               300  000.00         306  715.50
                                                       0.07
    米ドル合計                                            562  465.20
                                                       0.12
    債券、固定利付債合計                                            562  465.20

                                                       0.12
    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                                           9 117  855.24

                                                       1.94
    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
    無記名株式
    ニュージーランド

    AUD   XERO  LIMITED    NPV                                   96 851.56
                                       992.00                0.02
    ニュージーランド合計                                            96 851.56
                                                       0.02
    無記名株式合計                                            96 851.56

                                                       0.02
    注記は当財務書類と不可分のものである。

                                163/195




                                                          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）
    記名株式

    アラブ首長国連邦

    GBP   NMC  HEALTH   PLC  ORD  GBP0.1
                                       997.00            0.01    0.00
    アラブ首長国連邦合計                                              0.01    0.00
    記名株式合計                                              0.01    0.00

    新株引受権

    ドイツ

    EUR   KION  GROUP   AG RIGHTS   03.12.20
                                       569.00            0.00    0.00
    ドイツ合計                                              0.00    0.00
    新株引受権合計                                              0.00    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          350  000.00         380  576.14
                                                       0.08
    USD   US BANK  NA/CINCINNATI      OH 2.65000%    19-23.05.22              400  000.00         413  113.60
                                                       0.09
    米ドル合計                                            793  689.74
                                                       0.17
    ノート、固定利付債合計                                            793  689.74

                                                       0.17
    債券、固定利付債合計

    米ドル

    USD   HSBC  BANK  CANADA-REG-S      3.30000%    18-28.11.21               300  000.00         308  802.00
                                                       0.07
    USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          250  000.00         268  520.33
                                                       0.06
    米ドル合計                                            577  322.33
                                                       0.13
    債券、固定利付債合計                                            577  322.33

                                                       0.13
    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

                                               1 467  863.64
    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                                                  0.32
    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   MAN  FUNDS   VI PLC-MAN    AHL  TARGETRISK-INU-USD-CAP                   62 028.38        8 382  515.54
                                                       1.79
    USD   UBS  (IRL)   ETF  PLC-MSCI    USA  UCITS-ACC-A-USD-ETF                2 518  969.00        51 009  122.25
                                                      10.87
    USD   UBS(IRL)FUND      SOLUTION    PLC-MSCI    USA  SF UCITS   SHS-A-ETF-ACC          890  854.00        89 566  461.16
                                                      19.08
    アイルランド合計                                          148  958  098.95
                                                      31.74
    ルクセンブルグ

    EUR   ALMA  PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-
                                               8 936  827.40
        CAP                               742.37                1.91
    USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          47 381.71        5 924  609.02
                                                       1.26
    USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP        350  966.66        4 436  218.63
                                                       0.95
    USD   UBS  (LUX)   BOND  FUND-EURO     HIGH  YIELD   (EUR)(USD     HEDGED)    F-
                                      63 210.00        7 618  069.20
        ACC                                               1.62
    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          33 131.00        11 282  762.05
                                                       2.40
    注記は当財務書類と不可分のものである。

                                164/195



                                                          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   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC       91 872.00        11 294  743.68

                                                       2.41
    USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-ACC     7 957.00        16 771  128.04
                                                       3.57
    USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                         11 216.33
                                        1.00               0.00
    ルクセンブルグ合計                                          66 275  574.35
                                                      14.12
    投資信託、オープン・エンド型合計                                          215  233  673.30

                                                      45.86
    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

                                              215  233  673.30
    UCITS/   その他の    UCIs  合計                                          45.86
    公認の証券取引所に上場されている派生商品

    ワラント債
    スイス

    CHF   CIE  FINANCIERE     RICHEMO    67.00000    WARRANT    27.11.23            9 924.00          1 973.18
                                                       0.00
    スイス合計                                             1 973.18
                                                       0.00
    ワラント債合計                                             1 973.18

                                                       0.00
    公認の証券取引所に上場されている派生商品合計                                             1 973.18

                                                       0.00
    投資有価証券合計                                          451  425  958.91

                                                      96.19
    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 LONG  BOND  FUTURE   22.03.21                                -3 375.00

                                       -9.00               0.00
    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.21                            -11  093.61
                                       -142.00                0.00
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.21                            -39  335.81
                                       -265.00                -0.01
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.21                            -61  250.00
                                       -98.00               -0.01
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.21                           -23  789.02
                                       -87.00               -0.01
    債券に係る金融先物合計                                           -138  843.44
                                                      -0.03
    指数に係る金融先物

    EUR   EURO  STOXX   50 INDEX   FUTURE   18.12.20                            79 296.10

                                       152.00                0.02
    CHF   SWISS   MARKET   INDEX   FUTURE   18.12.20                             7 875.84
                                       15.00               0.00
    GBP   FTSE  100  INDEX   FUTURE   18.12.20                              -13  791.07
                                       30.00               0.00
    SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.20                            -6 363.36
                                       11.00               0.00
    USD   S&P500   EMINI   FUTURE   18.12.20                               745  740.00
                                       309.00                0.16
    HKD   HANG  SENG  INDEX   FUTURE   30.12.20                              -5 611.09
                                        5.00               0.00
    AUD   SPI  200  INDEX   FUTURES    17.12.20                               -7 497.45
                                       10.00               0.00
    CAD   S&P/TSX    60 INDEX   FUTURE   17.12.20                              7 608.61
                                       12.00               0.00
    USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   18.12.20                     1 270  595.00
                                       508.00                0.27
    JPY   TOPIX   INDX  FUTURE   10.12.20                                -27  667.23
                                       32.00               -0.01
    指数に係る金融先物合計                                           2 050  185.35
                                                       0.44
    公認の証券取引所に上場されている派生商品合計                                           1 911  341.91

                                                       0.41
    派生商品合計                                           1 911  341.91

                                                       0.41
    注記は当財務書類と不可分のものである。

                                165/195



                                                          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）
    先渡為替契約

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
         2 923  274.94           2 256  000.00                      -90  500.02

    USD               GBP              8.1.2021                      -0.02
         8 026  262.75           10 574  000.00                      -135  850.47
    USD               CAD              8.1.2021                      -0.03
         5 155  402.79           7 315  000.00                      -236  860.35
    USD               AUD              8.1.2021                      -0.05
          77 362.06            105  000.00                      -1 015.68
    USD               SGD              8.1.2021                      0.00
         3 197  169.37           337  130  000.00                      -38  815.71
    USD               JPY              8.1.2021                      -0.01
          250  000.00             32 246.48
    HKD               USD              8.1.2021                  3.37    0.00
         32 698  885.25           27 712  000.00                      -492  806.19
    USD               EUR              8.1.2021                      -0.10
         8 629  600.09           7 823  000.00                      -25  250.80
    USD               CHF              8.1.2021                      0.00
         50 000  000.00            478  849.69                       1 081.65
    JPY               USD              8.1.2021                      0.00
          100  000.00            110  460.74
    CHF               USD              8.1.2021                 172.66     0.00
          250  000.00            296  154.50                       3 279.78
    EUR               USD              8.1.2021                      0.00
          150  000.00            194  472.45                       5 911.52
    GBP               USD              8.1.2021                      0.00
          750  000.00            881  799.75                      16 503.10
    EUR               USD              8.1.2021                      0.00
          250  000.00            188  097.49                       4 878.52
    CAD               USD              8.1.2021                      0.00
          990  000.00           1 164  719.16                      21 040.60
    EUR               USD              8.1.2021                      0.00
          250  000.00            275  040.51                       1 542.99
    CHF               USD              8.1.2021                      0.00
         32 500  000.00            311  980.43
    JPY               USD              8.1.2021                 -25.06     0.00
          291  163.00            250  000.00                      -8 271.28
    USD               EUR              8.1.2021                      0.00
          770  075.87            650  000.00                      -8 453.27
    USD               EUR              8.1.2021                      0.00
          356  638.50            300  000.00                      -2 682.64
    USD               EUR              8.1.2021                      0.00
         1 727  041.01           1 460  000.00                      -21  655.20
    USD               EUR              8.1.2021                      0.00
         24 526  528.13           20 625  000.00                      -190  902.03
    USD               EUR              4.2.2021                      -0.04
         7 854  750.59           10 270  000.00                      -73  227.02
    USD               CAD              4.2.2021                      -0.02
         1 176  000.00           1 556  276.06                      14 930.08
    GBP               USD              4.2.2021                      0.00
         5 573  225.39           7 605  000.00                      -33  735.58
    USD               AUD              4.2.2021                      -0.01
          11 809.23           1 230  000.00
    USD               JPY              4.2.2021                  -0.83    0.00
          250  000.00             32 250.61
    HKD               USD              4.2.2021                  0.29    0.00
          78 142.04            105  000.00
    USD               SGD              4.2.2021                 -238.86     0.00
         6 905  967.85           6 272  000.00                      -38  110.09
    USD               CHF              4.2.2021                      -0.01
          500  000.00            663  291.00                       4 655.58
    GBP               USD              8.1.2021                      0.00
          500  000.00            663  381.00                       4 648.82
    GBP               USD              4.2.2021                      0.00
          750  000.00            892  132.50                       6 170.35
    EUR               USD              8.1.2021                      0.00
          750  000.00            892  653.75                       6 161.89
    EUR               USD              4.2.2021                      0.00
          400  000.00            440  074.99                       2 458.61
    CHF               USD              8.1.2021                      0.00
          400  000.00            440  419.50                       2 442.61
    CHF               USD              4.2.2021                      0.00
         65 000  000.00            623  092.20                       1 016.83
    JPY               USD              4.2.2021                      0.00
         65 000  000.00            622  883.33                       1 027.42
    JPY               USD              8.1.2021                      0.00
          500  000.00            592  025.00                       6 843.57
    EUR               USD              8.1.2021                      0.00
          500  000.00            363  923.60                       4 652.14
    AUD               USD              8.1.2021                      0.00
          500  000.00            592  380.00                       6 830.43
    EUR               USD              4.2.2021                      0.00
          500  000.00            363  987.65                       4 648.84
    AUD               USD              4.2.2021                      0.00
          600  000.00            458  263.01                       4 879.41
    CAD               USD              8.1.2021                      0.00
          30 000.00             32 896.49
    CHF               USD              8.1.2021                 293.53     0.00
          998  228.18            750  000.00                      -3 816.55
    USD               GBP              4.2.2021                      0.00
          600  000.00            458  296.40                       4 876.59
    CAD               USD              4.2.2021                      0.00
          998  105.10            750  000.00                      -3 814.77
    USD               GBP              8.1.2021                      0.00
          20 000.00             21 947.87
    CHF               USD              4.2.2021                 195.24     0.00
         5 786  300.00           7 741  988.39                      -11  646.03
    GBP               USD             21.1.2021                       0.00
         73 775  100.00           81 080  002.86                      569  060.58
    CHF               USD             21.1.2021                       0.12
         13 715  000.00           10 218  831.26                      18 993.81
    SGD               USD             21.1.2021                       0.00
    注記は当財務書類と不可分のものである。

                                166/195



                                                          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）
    先渡為替契約（続き）

    購入通貨／購入額／売却通貨／売却額／満期日（日－月－年）
         99 854  500.00           118  870  990.69                      761  314.25

    EUR               USD             21.1.2021                       0.16
          962  731.79            809  600.00                      -7 222.63
    USD               EUR             21.1.2021                       0.00
         1 041  534.69            779  600.00
    USD               GBP             21.1.2021                   9.90    0.00
          396  600.00            473  017.28                       2 135.79
    EUR               USD             21.1.2021                       0.00
          298  000.00            356  800.17
    EUR               USD             21.1.2021                  223.57     0.00
                                                57 983.26
                                                      -0.01
    先渡為替契約合計
                                               17 822  302.27

    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                                                  3.80
    当座借越およびその他の短期負債                                             -139.10     0.00
                                               -1 889  002.54
    その他の資産および負債                                                  -0.39
                                              469  328  444.71
    純資産総額                                                 100.00
                                167/195














                                                          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）
    2020  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)                         1 946.00         82 264.64
                                                       0.00
    EUR   ERSTE   GROUP   BK AG NPV                      9 310.00         268  392.59
                                                       0.01
    EUR   OMV  AG NPV(VAR)                           4 302.00         146  147.89
                                                       0.01
    EUR   RAIFFEISEN     BK INTL  NPV  (REGD)                    5 630.00         108  157.77
                                                       0.01
    EUR   VERBUND    AG CLASS  ’ A’ NPV                     2 236.00         157  406.28
                                                       0.01
    EUR   VOESTALPINE     AG NPV                        3 896.00         125  085.01
                                                       0.01
    オーストリア合計                                            887  454.18
                                                       0.05
    ベルギー

    EUR   ANHEUSER-BUSCH       IN NPV                      23 129.00        1 546  026.92
                                                       0.08
    EUR   COLRUYT    SA NPV                         1 750.00         104  709.37
                                                       0.01
    EUR   ELIA  SYS  OPERATOR    NPV                      1 114.00         126  327.33
                                                       0.01
    EUR   GALAPAGOS     NV NPV                         1 478.00         182  367.51
                                                       0.01
    EUR   GPE  BRUXELLES     LAM  NPV                      3 412.00         333  371.56
                                                       0.02
    EUR   PROXIMUS    SA NPV                         4 184.00         87 635.81
                                                       0.00
    EUR   SOFINA   NPV                                     127  593.87
                                       401.00                0.01
    EUR   SOLVAY   SA NPV                          2 432.00         278  813.74
                                                       0.01
    EUR   UMICORE    NPV                           5 942.00         267  040.81
                                                       0.01
    ベルギー合計                                           3 053  886.92
                                                       0.16
    カナダ

    CAD   AIR  CANADA   VAR  VTG  SHS  NPV                    6 550.00         124  843.74
                                                       0.01
    CAD   ALGONQUIN     PWR&UTIL    COM  NPV                    24 900.00         391  013.97
                                                       0.02
    CAD   ALTAGAS    LTD  COM  NPV                       11 079.00         159  358.41
                                                       0.01
    CAD   ATCO  LTD  CL 1 NON  VTG                      3 589.00         108  121.43
                                                       0.01
    CAD   B2GOLD   CORP  COM  NPV                       44 500.00         248  614.86
                                                       0.01
    CAD   CAE  INC  COM  NPV                         11 160.00         270  581.99
                                                       0.01
    CAD   CAMECO   CORP  COM                         18 907.00         189  522.29
                                                       0.01
    CAD   CANADIAN    UTILS   LTD  CL A                    6 211.00         155  478.69
                                                       0.01
    CAD   CANOPY   GROWTH   CORP  COM  NPV                    6 900.00         198  709.78
                                                       0.01
    CAD   CI FINANCIAL     CORP  COM  NPV                    7 930.00         104  150.47
                                                       0.00
    CAD   EMERA   INC  COM                          9 815.00         407  853.81
                                                       0.02
    CAD   EMPIRE   LTD  CL A                        6 818.00         186  983.35
                                                       0.01
    CAD   HYDRO   ONE  INC  COM  NPV                      12 812.00         299  562.93
                                                       0.02
    CAD   IGM  FINANCIAL     INC  COM                      3 875.00         102  713.37
                                                       0.00
    CAD   KEYERA   CORPORATION     COM  NPV                    8 642.00         149  446.11
                                                       0.01
    CAD   KINROSS    GOLD  CORP  COM  NPV                    50 571.00         360  970.56
                                                       0.02
    CAD   KIRKLAND    LAKE  GOLD  COM  NPV                    10 693.00         439  057.43
                                                       0.02
    CAD   LUNDIN   MINING   CORP  COM                     26 625.00         213  262.98
                                                       0.01
    CAD   NORTHLAND     POWER   IN COM  NPV                              20 608.07
                                       600.00                0.00
    CAD   ONEX  CORP  SUB  VTG                        3 231.00         172  956.61
                                                       0.01
    CAD   PAN  AMER  SILVER   COM  NPV                     8 126.00         239  660.25
                                                       0.01
    CAD   QUEBECOR    INC  CL B                       7 117.00         177  609.21
                                                       0.01
    CAD   RITCHIE    BROS  AUCTIONEERS     COM                   4 623.00         333  231.29
                                                       0.02
    CAD   SSR  MINING   INC  COM  NPV                      7 700.00         142  841.27
                                                       0.01
    CAD   TELUS   CORPORATION     COM  NPV                               1 353.11
                                        70.00               0.00
    CAD   TELUS   CORPORATION     NPV                      17 904.00         346  709.53
                                                       0.02
    注記は当財務書類と不可分のものである。

                                168/195



                                                          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   TMX  GROUP   LTD  COM  NPV                      2 288.00         225  621.98

                                                       0.01
    CAD   TOROMONT    INDS  LTD  COM                                 20 566.40
                                       300.00                0.00
    CAD   WSP  GLOBAL   INC  COM  NPV                      4 539.00         337  824.33
                                                       0.02
    CAD   YAMANA   GOLD  INC  COM                       39 617.00         207  271.60
                                                       0.01
    カナダ合計                                           6 336  499.82
                                                       0.33
    フィンランド

    EUR   KESKO   OYJ  EUR2  SER ’ B’                               20 684.69
                                       786.00                0.00
    EUR
        KONE  CORPORATION     NPV  ORD  ‘ B’                 10 228.00         860  346.47
                                                       0.04
    EUR   WARTSILA    OYJ  ABP  SER ’ B’ EUR3.50                   12 663.00         119  392.45
                                                       0.01
    フィンランド合計                                           1 000  423.61
                                                       0.05
    フランス

    EUR   ACCOR   EUR3                            5 307.00         182  511.71
                                                       0.01
    EUR   ADP  EUR3                                       94 121.44
                                       743.00                0.00
    EUR   AIR  LIQUIDE(L    ’ ) EUR5.5   (POST-SUBDIVISION)                   14 481.00        2 384  397.00
                                                       0.12
    EUR   AIRBUS   EUR1                           17 897.00        1 878  158.18
                                                       0.10
    EUR   ALSTOM   EUR7.00                           5 736.00         306  704.72
                                                       0.02
    EUR   AMUNDI   EUR2.5   (AIW)                        1 943.00         155  257.67
                                                       0.01
    EUR   ARKEMA   EUR10                           1 982.00         231  681.26
                                                       0.01
    EUR   ATOS  SE EUR1                           2 848.00         261  913.06
                                                       0.01
    EUR   AXA  EUR2.29                            58 624.00        1 382  324.28
                                                       0.07
    EUR   BIOMERIEUX     NPV  (POST   SPLIT)                     1 328.00         191  897.27
                                                       0.01
    EUR   BNP  PARIBAS    EUR2                         34 117.00        1 753  434.11
                                                       0.09
    EUR   BOLLORE    EUR0.16                          33 832.00         131  688.86
                                                       0.01
    EUR   BOUYGUES    EUR1                          6 991.00         279  144.73
                                                       0.01
    EUR   BUREAU   VERITAS    EUR0.12                        9 051.00         234  292.09
                                                       0.01
    EUR   CAPGEMINI     EUR8                          4 909.00         682  930.55
                                                       0.03
    EUR   CARREFOUR     EUR2.50                         19 388.00         318  425.14
                                                       0.02
    EUR   CIE  DE ST-GOBAIN     EUR4                      15 737.00         749  595.55
                                                       0.04
    EUR   CNP  ASSURANCES     EUR1                        5 515.00         88 070.52
                                                       0.00
    EUR   COVIVIO    EUR3                           1 670.00         136  839.30
                                                       0.01
    EUR   CREDIT   AGRICOLE    SA EUR3                     36 228.00         419  231.82
                                                       0.02
    EUR   DANONE   EUR0.25                           18 859.00        1 215  035.05
                                                       0.06
    EUR   DASSAULT    AVIATION    EUR8                                 90 020.03
                                        87.00               0.00
    EUR   DASSAULT    SYSTEMES    EUR0.50                      4 002.00         742  254.18
                                                       0.04
    EUR   EDENRED    EUR2                           7 489.00         429  373.32
                                                       0.02
    EUR   EDF  EUR0.5                            18 609.00         283  037.00
                                                       0.01
    EUR   EIFFAGE    EUR4                           2 566.00         252  124.56
                                                       0.01
    EUR   ENGIE   EUR1                           55 335.00         818  791.66
                                                       0.04
    EUR   ESSILORLUXOTTICA        EUR0.18                       8 698.00        1 262  591.85
                                                       0.06
    EUR   EURAZEO    NPV                           1 095.00         67 718.68
                                                       0.00
    EUR   FAURECIA    EUR7                          2 668.00         133  083.95
                                                       0.01
    EUR   GETLINK    SE EUR0.40                         13 527.00         225  724.91
                                                       0.01
    EUR   HERMES   INTL  NPV                                   940  618.47
                                       962.00                0.05
    EUR   ICADE   NPV                            1 043.00         77 291.09
                                                       0.00
    EUR   ILIAD   NPV                                      101  185.84
                                       497.00                0.01
    EUR   INGENICO    GROUP   EUR1                        1 020.00         154  711.72
                                                       0.01
    EUR   IPSEN   EUR1                            1 065.00         102  999.10
                                                       0.01
    EUR   JC DECAUX   SA NPV                         1 208.00         27 223.98
                                                       0.00
    EUR   KERING   EUR4                           2 305.00        1 668  130.81
                                                       0.09
    EUR   KLEPIERRE     EUR1.40                          5 665.00         125  364.75
                                                       0.01
    EUR   L’ OREAL   EUR0.20                          7 679.00        2 818  148.15
                                                       0.14
    EUR   LEGRAND    SA EUR4                         8 128.00         690  118.21
                                                       0.04
    EUR   LVMH  MOET  HENNESSY    EUR0.30                      8 472.00        4 893  808.27
                                                       0.25
    注記は当財務書類と不可分のものである。

                                169/195



                                                          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   NATIXIS    EUR1.6                          31 695.00         97 816.98

                                                       0.01
    EUR   ORANGE   EUR4                           61 151.00         774  646.07
                                                       0.04
    EUR   ORPEA   EUR2.5                            1 354.00         169  739.82
                                                       0.01
    EUR   PERNOD   RICARD   EUR1.55                        6 457.00        1 235  818.14
                                                       0.06
    EUR   PEUGEOT    SA EUR1                         17 741.00         419  448.57
                                                       0.02
    EUR   PUBLICIS    GROUPE   SA EUR0.40                      6 528.00         297  436.95
                                                       0.02
    EUR   REMY  COINTREAU     EUR1.60                                  123  337.79
                                       692.00                0.01
    EUR   RENAULT    SA EUR3.81                         5 735.00         228  822.21
                                                       0.01
    EUR   SAFRAN   EUR0.20                           9 734.00        1 424  038.06
                                                       0.07
    EUR   SANOFI   EUR2                           34 517.00        3 497  611.13
                                                       0.18
    EUR   SARTORIUS     STEDIM   B EUR0.20    (POST   SUBD)                         312  430.69
                                       862.00                0.02
    EUR   SCHNEIDER     ELECTRIC    EUR8                     16 747.00        2 336  821.62
                                                       0.12
    EUR   SCOR  SE EUR7.876972     (POST   CONS)                   4 750.00         162  731.05
                                                       0.01
    EUR   SEB  SA EUR1                                     120  826.25
                                       677.00                0.01
    EUR   SOC  GENERALE    EUR1.25                        25 686.00         512  687.25
                                                       0.03
    EUR   SODEXO   EUR4                           2 756.00         228  661.00
                                                       0.01
    EUR   SUEZ  EUR4                            10 398.00         200  688.54
                                                       0.01
    EUR   TELEPERFORMANCE       EUR2.50                       1 792.00         598  490.44
                                                       0.03
    EUR   THALES   EUR3                           3 207.00         295  618.60
                                                       0.02
    EUR   TOTAL   SE EUR2.5                          75 321.00        3 227  795.97
                                                       0.17
    EUR   UBISOFT    ENTERTAIN     EUR0.31                      2 654.00         253  278.75
                                                       0.01
    EUR   UNIBAIL-RODAMCO-WE         NPV(1   ORD  UNIBAIL-R     & 1CLS)            4 241.00         301  848.51
                                                       0.02
    EUR   VALEO   EUR1  (POST   SUBD)                       7 494.00         291  519.78
                                                       0.00
    EUR   VEOLIA   ENVIRONNEME     EUR5                     17 116.00         394  332.31
                                                       0.02
    EUR   VINCI   EUR2.50                           15 734.00        1 609  196.42
                                                       0.08
    EUR   VIVENDI    SA EUR5.50                         25 349.00         763  519.89
                                                       0.04
    EUR   WENDEL   EUR4                           1 038.00         117  646.87
                                                       0.01
    EUR   WORLDLINE     EUR0.68                          6 578.20         609  835.32
                                                       0.03
    フランス合計                                          49 588  619.82
                                                       2.54
    ドイツ

    EUR   BAYERISCHE     MOTOREN    WERKE   AG EUR1                  9 939.00         868  374.88
                                                       0.04
    EUR   BEIERSDORF     AG NPV                        3 089.00         346  375.10
                                                       0.02
    EUR   CARL  ZEISS   MEDITEC    NPV                      1 087.00         145  370.12
                                                       0.01
    EUR   COMMERZBANK     AG NPV                       30 225.00         188  368.31
                                                       0.01
    EUR   CONTINENTAL     AG ORD  NPV                      3 524.00         481  399.68
                                                       0.02
    EUR   COVESTRO    AG NPV                         5 589.00         312  550.01
                                                       0.02
    EUR   DEUTSCHE    WOHNEN   AG NPV  (BR)                    10 329.00         519  427.31
                                                       0.03
    EUR   FRAPORT    AG NPV                         1 249.00         71 087.08
                                                       0.00
    EUR   FRESENIUS     MED  CARE  NPV                      6 473.00         545  881.68
                                                       0.03
    EUR   FRESENIUS     SE & CO.  KGAA  NPV                   12 789.00         573  682.57
                                                       0.03
    EUR   GEA  GROUP   AG NPV                         4 933.00         169  413.54
                                                       0.01
    EUR   HEIDELBERGCEMENT        NPV                       4 548.00         323  916.51
                                                       0.02
    EUR   HENKEL   AG & CO KGAA                        3 260.00         315  478.61
                                                       0.02
    EUR   HOCHTIEF    AG NPV                                   92 514.59
                                       956.00                0.00
    EUR   KION  GROUP   AG NPV                        1 810.00         139  520.46
                                                       0.01
    EUR   KNORR   BREMSE   AG NPV                       2 141.00         274  750.97
                                                       0.01
    EUR   LANXESS    AG NPV                         2 572.00         180  474.90
                                                       0.01
    EUR   MERCK   KGAA  NPV                         3 933.00         629  718.01
                                                       0.03
    EUR   METRO   AG (NEW)   NPV                        5 047.00         46 245.12
                                                       0.00
    EUR   NEMETSCHEK     SE ORD  NPV                      1 557.00         123  482.65
                                                       0.01
    EUR   PUMA  SE NPV                           2 816.00         280  798.09
                                                       0.01
    EUR   RATIONAL    AG NPV                                   21 388.06
                                        24.00               0.00
    EUR   RWE  AG (NEU)   NPV                        19 472.00         809  876.97
                                                       0.04
    EUR   SAP  AG ORD  NPV                         31 812.00        3 880  697.40
                                                       0.20
    注記は当財務書類と不可分のものである。

                                170/195



                                                          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   SYMRISE    AG NPV  (BR)                        3 940.00         494  867.94

                                                       0.03
    EUR   TEAMVIEWER     AG NPV                        4 991.00         238  391.46
                                                       0.01
    EUR   THYSSENKRUPP      AG NPV                       14 804.00         99 203.27
                                                       0.01
    EUR   VOLKSWAGEN     AG ORD  NPV                                184  149.01
                                       990.00                0.01
    EUR   ZALANDO    SE NPV                         4 631.00         469  758.27
                                                       0.02
    ドイツ合計                                          12 827  162.57
                                                       0.66
    アイルランド

    GBP   DCC  ORD  EUR0.25                           2 432.00         184  485.54
                                                       0.01
    EUR   FLUTTER    ENTERTAINM     ORD  EUR0.09                    2 553.00         474  881.23
                                                       0.02
    GBP   FLUTTER    ENTERTAINM     ORD  EUR0.09                    2 474.00         452  664.32
                                                       0.02
    EUR
        KERRY   GROUP   ‘ A’ ORD  EUR0.125(DUBLIN       LIST             4 909.00         689  389.92
                                                       0.04
    アイルランド合計                                           1 801  421.01
                                                       0.09
    イタリア

    EUR   AMPLIFON    EUR0.02                                     19 194.78
                                       478.00                0.00
    EUR   ASSIC   GENERALI    SPA  EUR1                     34 037.00         583  039.65
                                                       0.03
    EUR   DIASORIN    SPA  EUR1                                  161  605.42
                                       765.00                0.01
    EUR   FINECOBANK     SPA  EUR0.33                       17 234.00         270  782.11
                                                       0.01
    EUR   INFRASTRUTTURE       WIR  NPV                      8 197.00         105  798.66
                                                       0.01
    EUR   LEONARDO    SPA  EUR4.40                        14 358.00         104  149.44
                                                       0.01
    EUR   POSTE   ITALIANE    SPA  NPV                     16 833.00         172  038.86
                                                       0.01
    EUR   TELECOM    ITALIA   SPA  DI RISP  EUR0.55                 186  227.00         94 786.40
                                                       0.00
    EUR   TELECOM    ITALIA   SPA  EUR0.55                     207  178.00         97 271.84
                                                       0.00
    イタリア合計                                           1 608  667.16
                                                       0.08
    日本

    JPY   アコム                              4 700.00         22 581.64
                                                       0.00
    JPY   アドバンテスト                              3 000.00         208  870.78
                                                       0.01
    JPY   エア・ウォーター                              3 000.00         49 513.31
                                                       0.00
    JPY   アイシン精機                              2 600.00         77 170.94
                                                       0.00
    JPY   アマダ                              4 700.00         45 343.56
                                                       0.00
    JPY   朝日インテック                              3 600.00         132  054.66
                                                       0.01
    JPY   アズビル                              2 200.00         98 844.40
                                                       0.01
    JPY   バンダイナムコホールディングス                              3 000.00         274  178.85
                                                       0.01
    JPY   京都銀行                              1 100.00         54 960.44
                                                       0.00
    JPY   カルビー                              1 200.00         35 502.28
                                                       0.00
    JPY   カプコン                              1 500.00         84 584.03
                                                       0.01
    JPY   東海旅客鉄道                              2 200.00         280  604.17
                                                       0.01
    JPY   千葉銀行                              5 300.00         30 089.67
                                                       0.00
    JPY   中外製薬                              10 000.00         483  720.93
                                                       0.03
    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         32 343.32
                                                       0.00
    JPY   コンコルディア・フィナンシャルグループ                              21 100.00         75 071.69
                                                       0.00
    JPY   コスモス薬品                                         51 786.14
                                       300.00                0.00
    JPY   サイバーエージェント                              1 600.00         109  709.90
                                                       0.01
    JPY   第一生命ホールディングス                              18 200.00         287  028.53
                                                       0.02
    JPY   ダイフク                              1 700.00         197  266.84
                                                       0.01
    JPY   第一三共                              27 600.00         977  745.39
                                                       0.05
    JPY   ダイキン工業                              3 900.00         885  097.10
                                                       0.05
    JPY   大東建託                                         88 381.68
                                       900.00                0.01
    JPY   大和ハウス工業                              9 500.00         291  536.80
                                                       0.02
    JPY   大和ハウスリート投資法人                                        110  858.79
                                        46.00               0.01
    JPY   ディスコ                                        159  434.19
                                       500.00                0.01
    JPY   エーザイ                              4 200.00         317  673.46
                                                       0.02
    JPY   ファナック                              3 000.00         729  753.06
                                                       0.04
    注記は当財務書類と不可分のものである。

                                171/195



                                                          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   ファーストリテイリング                                        741  750.18

                                       900.00                0.04
    JPY   富士電機                              2 000.00         71 158.00
                                                       0.00
    JPY   ふくおかフィナンシャルグループ                              2 600.00         46 452.17
                                                       0.00
    JPY   ＧＬＰ投資法人                                        104  484.30
                                        69.00               0.01
    JPY   ＧＭＯペイメントゲートウェイ                                         84 238.79
                                       600.00                0.01
    JPY   阪急阪神ホールディングス                              4 100.00         134  078.16
                                                       0.01
    JPY   ハーモニック・ドライブ・システムズ                                         55 919.44
                                       700.00                0.00
    JPY   光通信                                         72 126.59
                                       300.00                0.00
    JPY   ヒロセ電機                                         73 605.37
                                       520.00                0.00
    JPY   久光製薬                                         52 821.87
                                       900.00                0.00
    JPY   ホシザキ                                         89 158.48
                                       900.00                0.01
    JPY   ヒューリック                              6 800.00         68 929.27
                                                       0.00
    JPY   イビデン                              1 800.00         84 411.41
                                                       0.00
    JPY   出光興産                              2 058.00         42 906.66
                                                       0.00
    JPY   いすゞ自動車                              8 700.00         84 935.03
                                                       0.01
    JPY   伊藤園                                         69 566.05
                                       900.00                0.00
    JPY   伊藤忠テクノソリューションズ                                         31 805.32
                                       900.00                0.00
    JPY   日本空港ビルデング                              1 100.00         64 138.10
                                                       0.00
    JPY   日本取引所グループ                              8 800.00         218  027.33
                                                       0.01
    JPY   かんぽ生命保険                              2 400.00         40 047.95
                                                       0.00
    JPY   ジャパンリアルエステイト投資法人                                        114  351.47
                                        22.00               0.01
    JPY   ＪＳＲ                              3 500.00         96 835.29
                                                       0.00
    JPY   鹿島建設                              6 800.00         89 536.32
                                                       0.01
    JPY   カカクコム                              1 800.00         50 560.54
                                                       0.00
    JPY   関西電力                              10 300.00         94 361.93
                                                       0.01
    JPY   関西ペイント                              1 900.00         57 669.62
                                                       0.00
    JPY   花王                              7 500.00         561  591.95
                                                       0.03
    JPY   京阪ホールディングス                              1 800.00         84 842.96
                                                       0.01
    JPY   京浜急行電鉄                              3 600.00         61 694.56
                                                       0.00
    JPY   京王電鉄                              1 900.00         135  017.98
                                                       0.01
    JPY   京成電鉄                              2 400.00         80 671.30
                                                       0.00
    JPY   キッコーマン                              2 200.00         136  926.40
                                                       0.01
    JPY   近鉄グループホールディングス                              2 500.00         111  004.56
                                                       0.01
    JPY   キリンホールディングス                              12 300.00         268  175.98
                                                       0.01
    JPY   小林製薬                                         96 283.87
                                       800.00                0.01
    JPY   神戸物産                              2 400.00         83 778.47
                                                       0.00
    JPY   コーエーテクモホールディングス                                         21 289.86
                                       400.00                0.00
    JPY   小糸製作所                              1 900.00         114  428.20
                                                       0.01
    JPY   小松製作所                              13 300.00         323  970.27
                                                       0.02
    JPY   コーセー                                         76 432.51
                                       500.00                0.00
    JPY   クラレ                              5 100.00         50 669.86
                                                       0.00
    JPY   栗田工業                              1 800.00         66 458.88
                                                       0.00
    JPY   九州電力                              7 300.00         61 676.34
                                                       0.00
    JPY   九州旅客鉄道                              2 500.00         52 697.20
                                                       0.00
    JPY   レーザーテック                              1 100.00         116  039.32
                                                       0.01
    JPY   ＬＩＮＥ                                         25 797.17
                                       500.00                0.00
    JPY   ライオン                              4 200.00         99 406.38
                                                       0.01
    JPY   エムスリー                              6 700.00         618  244.07
                                                       0.03
    JPY   マキタ                              3 300.00         170  894.27
                                                       0.01
    JPY   丸井グループ                              3 900.00         71 286.50
                                                       0.00
    JPY   日本マクドナルドホールディングス                                         34 035.00
                                       700.00                0.00
    JPY   明治ホールディングス                              1 800.00         127  393.91
                                                       0.01
    JPY   ミネベアミツミ                              4 800.00         100  073.84
                                                       0.01
    JPY   ミスミグループ本社                              5 000.00         157  036.68
                                                       0.01
    JPY   三菱瓦斯化学                              3 100.00         65 820.19
                                                       0.00
    注記は当財務書類と不可分のものである。

                                172/195



                                                          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   三菱ＵＦＪリース                              5 200.00         23 886.84

                                                       0.00
    JPY   三井化学                              2 800.00         78 757.13
                                                       0.00
    JPY   三井不動産                              13 900.00         290  796.93
                                                       0.02
    JPY   三浦工業                              1 100.00         57 914.17
                                                       0.00
    JPY   ＭｏｎｏｔａＲＯ                              2 000.00         122  176.94
                                                       0.01
    JPY   ナブテスコ                              1 800.00         74 399.42
                                                       0.00
    JPY   名古屋鉄道                              3 100.00         85 381.92
                                                       0.01
    JPY   日本ハム                              1 500.00         64 085.35
                                                       0.00
    JPY   日本電産                              6 900.00         880  407.58
                                                       0.05
    JPY   日本Ｍ＆Ａセンター                              2 200.00         154  015.82
                                                       0.01
    JPY   日本ビルファンド投資法人                                        160  469.91
                                        29.00               0.01
    JPY   日本通運                              1 100.00         73 632.22
                                                       0.00
    JPY   日本ペイントホールディングス                              2 200.00         282  081.04
                                                       0.02
    JPY   日本酸素ホールディングス                              1 900.00         31 777.51
                                                       0.00
    JPY   日本新薬                              1 000.00         71 541.60
                                                       0.00
    JPY   日本製鉄                              13 300.00         162  814.19
                                                       0.01
    JPY   日産化学                              1 600.00         95 746.82
                                                       0.01
    JPY   日清製粉グループ本社                              3 700.00         60 214.82
                                                       0.00
    JPY   日清食品ホールディングス                              1 000.00         82 666.03
                                                       0.00
    JPY   ニトリホールディングス                              1 200.00         255  823.54
                                                       0.01
    JPY   日東電工                              2 500.00         207  144.57
                                                       0.01
    JPY   野村不動産ホールディングス                              2 700.00         58 518.34
                                                       0.00
    JPY   日本精工                              6 200.00         50 242.15
                                                       0.00
    JPY   大林組                              7 600.00         67 053.46
                                                       0.00
    JPY   オービック                              1 200.00         270  093.50
                                                       0.01
    JPY   小田急電鉄                              4 900.00         148  726.92
                                                       0.01
    JPY   王子ホールディングス                              13 200.00         60 002.88
                                                       0.00
    JPY   オリンパス                              18 800.00         406  830.02
                                                       0.02
    JPY   小野薬品工業                              5 900.00         186  887.56
                                                       0.01
    JPY   日本オラクル                                         55 478.30
                                       500.00                0.00
    JPY   オリエンタルランド                              3 300.00         562  210.50
                                                       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                              5 900.00         139  585.71
                                                       0.01
    JPY   ペプチドリーム                              1 200.00         61 222.73
                                                       0.00
    JPY   パーソルホールディングス                              3 200.00         58 675.62
                                                       0.00
    JPY   ピジョン                              2 200.00         98 316.95
                                                       0.01
    JPY   ポーラ・オルビスホールディングス                              1 700.00         33 991.85
                                                       0.00
    JPY   楽天                              13 100.00         146  860.71
                                                       0.01
    JPY   リクルートホールディングス                              20 700.00         873  459.60
                                                       0.05
    JPY   リンナイ                                         81 764.57
                                       700.00                0.00
    JPY   良品計画                              3 500.00         72 064.25
                                                       0.00
    JPY   ＳＢＩホールディングス                              3 900.00         105  845.12
                                                       0.01
    JPY   ＳＣＳＫ                              1 000.00         59 745.86
                                                       0.00
    JPY   セコム                              3 400.00         338  940.30
                                                       0.02
    JPY   西武ホールディングス                              4 000.00         39 702.71
                                                       0.00
    JPY   積水ハウス                              8 500.00         153  085.59
                                                       0.01
    JPY   シャープ                              4 100.00         55 046.75
                                                       0.00
    JPY   シマノ                              1 300.00         308  434.43
                                                       0.02
    JPY   清水建設                              9 400.00         71 485.97
                                                       0.00
    JPY   信越化学工業                              5 700.00         936  653.08
                                                       0.05
    JPY   新生銀行                                         10 719.73
                                       900.00                0.00
    JPY   塩野義製薬                              3 900.00         209  184.37
                                                       0.01
    JPY   資生堂                              6 400.00         451  728.60
                                                       0.02
    JPY   静岡銀行                              8 000.00         56 926.40
                                                       0.00
    JPY   ＳＭＣ                                        572  409.50
                                       900.00                0.03
    JPY   スクウェア・エニックス・ホールディングス                              1 400.00         86 060.90
                                                       0.01
    注記は当財務書類と不可分のものである。

                                173/195



                                                          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   スタンレー電気                              2 400.00         70 659.31

                                                       0.00
    JPY   住友金属鉱山                              4 100.00         152  833.37
                                                       0.01
    JPY   サンドラッグ                              1 400.00         58 806.04
                                                       0.00
    JPY   サントリー食品インターナショナル                              2 000.00         73 171.90
                                                       0.00
    JPY   スズケン                              1 400.00         53 569.89
                                                       0.00
    JPY   スズキ                              6 000.00         322  455.05
                                                       0.02
    JPY   シスメックス                              2 700.00         283  011.27
                                                       0.02
    JPY   Ｔ＆Ｄホールディングス                              8 200.00         95 859.99
                                                       0.01
    JPY   太平洋セメント                              2 000.00         53 819.23
                                                       0.00
    JPY   大成建設                              3 000.00         106  161.59
                                                       0.01
    JPY   大正製薬ホールディングス                                         44 574.44
                                       700.00                0.00
    JPY   帝人                              3 500.00         59 880.12
                                                       0.00
    JPY   テルモ                              10 600.00         421  560.30
                                                       0.02
    JPY   ＴＨＫ                              2 000.00         61 855.67
                                                       0.00
    JPY   ＴＩＳ                              4 200.00         83 697.91
                                                       0.00
    JPY   東武鉄道                              2 500.00         75 041.96
                                                       0.00
    JPY   東宝                              1 900.00         80 537.04
                                                       0.00
    JPY   東邦瓦斯                              1 500.00         98 249.82
                                                       0.01
    JPY   東北電力                              7 300.00         61 256.29
                                                       0.00
    JPY   東京センチュリー                                         46 386.96
                                       700.00                0.00
    JPY   東京瓦斯                              6 500.00         146  144.81
                                                       0.01
    JPY   東急                              8 600.00         104  494.85
                                                       0.01
    JPY   東レ                              22 400.00         121  607.67
                                                       0.01
    JPY   東ソー                              4 600.00         72 611.84
                                                       0.00
    JPY   ＴＯＴＯ                              2 500.00         141  692.64
                                                       0.01
    JPY   東洋水産                              1 000.00         49 196.84
                                                       0.00
    JPY   豊田合成                              1 500.00         40 738.43
                                                       0.00
    JPY   豊田自動織機                              2 700.00         195  233.76
                                                       0.01
    JPY   豊田通商                              3 800.00         131  555.98
                                                       0.01
    JPY   ツルハホールディングス                                        102  574.92
                                       700.00                0.01
    JPY   ユー・エス・エス                              3 600.00         75 400.62
                                                       0.00
    JPY   ウエルシアホールディングス                              2 000.00         80 460.32
                                                       0.00
    JPY   ヤクルト本社                              2 000.00         95 420.76
                                                       0.01
    JPY   ヤマハ                              1 800.00         102  881.80
                                                       0.01
    JPY   ヤマトホールディングス                              4 100.00         103  684.49
                                                       0.01
    JPY   ＺＯＺＯ                                         22 974.63
                                       920.00                0.00
    日本合計                                          26 992  972.46
                                                       1.39
    ジャージー

    GBP   GLENCORE    XSTRATA    ORD  USD0.01                    210  990.00         596  743.75
                                                       0.03
    ジャージー合計                                            596  743.75
                                                       0.03
    ルクセンブルグ

    EUR   AROUNDTOWN     SA EUR0.01                        32 806.00         228  313.08
                                                       0.01
    ルクセンブルグ合計                                            228  313.08
                                                       0.01
    メキシコ

    GBP   FRESNILLO     PLC  ORD  USD0.50                      1 379.00         19 376.89
                                                       0.00
    メキシコ合計                                            19 376.89
                                                       0.00
    オランダ

    USD   AERCAP   HOLDINGS    EUR0.01                       3 800.00         139  688.00
                                                       0.01
    EUR   AKZO  NOBEL   NV EUR0.50(POST      REV  SPLIT)                5 897.00         628  228.47
                                                       0.03
    EUR   ALTICE   EUROPE   N.V.  EUR0.01    (COMMON    SHARES   A)           21 989.00         116  207.72
                                                       0.01
    EUR   ARGEN   X NV EUR0.10                         1 366.00         390  855.00
                                                       0.02
    注記は当財務書類と不可分のものである。

                                174/195



                                                          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   EXOR  NV EUR0.01                           3 475.00         242  673.69

                                                       0.01
    EUR   HEINEKEN    HOLDING    EUR1.6                       3 599.00         333  431.84
                                                       0.02
    EUR   HEINEKEN    NV EUR1.60                         7 856.00         831  853.17
                                                       0.04
    EUR   ING  GROEP   N.V.  EUR0.01                       118  478.00        1 158  588.66
                                                       0.06
    EUR   JUST  EAT  TAKEAWAY    EUR0.04                      3 866.00         411  766.29
                                                       0.02
    EUR   KON  KPN  NV EUR0.04                         108  588.00         324  602.52
                                                       0.02
    EUR   KONINKLIJKE     AHOLD   EUR0.01                      33 196.00         952  620.23
                                                       0.05
    EUR   KONINKLIJKE     PHILIPS    NV EUR0.20                    27 846.00        1 444  294.94
                                                       0.07
    EUR   QIAGEN   NV EUR0.01                          6 884.00         332  761.83
                                                       0.02
    EUR   RANDSTAD    N.V.  EUR0.10                        3 552.00         220  942.92
                                                       0.01
    GBP
        ROYAL   DUTCH   SHELL   ‘ B’ SHS  EUR0.07    (UK  LIST)            77 135.00        1 270  967.83
                                                       0.06
    EUR   STMICROELECTRONICS         EUR1.04                     19 330.00         758  881.96
                                                       0.04
    EUR   VOPAK(KON)     EUR0.50                         2 321.00         122  244.02
                                                       0.00
    EUR   WOLTERS    KLUWER   EUR0.12                        8 406.00         706  884.58
                                                       0.04
    オランダ合計                                          10 387  493.67
                                                       0.53
    スペイン

    EUR   ACS  ACTIVIDADES     CO EUR0.5                      7 653.00         242  503.20
                                                       0.01
    EUR   AENA  SME  S.A.  EUR10                        1 962.00         320  592.61
                                                       0.02
    EUR   AMADEUS    IT GROUP   EUR0.01                      13 810.00         949  211.73
                                                       0.05
    EUR   CAIXABANK     SA EUR1                        111  103.00         285  339.32
                                                       0.02
    EUR   CELLNEX    TELECOM    SA EUR0.25                      9 638.00         609  652.23
                                                       0.03
    EUR   ENAGAS   SA EUR1.50                          8 406.00         205  328.35
                                                       0.01
    EUR   ENDESA   SA EUR1.2                          8 925.00         255  905.76
                                                       0.01
    EUR   FERROVIAL     SA EUR0.2                        13 927.00         388  499.01
                                                       0.02
    EUR   GRIFOLS    SA EUR0.25    (CLASS   A) POST  SUBD               8 878.00         252  221.76
                                                       0.01
    EUR   IBERDROLA     SA EUR0.75    (POST   SUBDIVISION)                 181  312.00        2 482  253.57
                                                       0.13
    EUR   INDITEX    EUR0.03    (POST   SUBD)                    33 359.00        1 111  327.40
                                                       0.06
    EUR   NATURGY    ENERGY   GRO  EUR1                      9 406.00         217  546.92
                                                       0.01
    EUR   RED  ELECTRICA     CORP  EUR0.5                     12 492.00         256  047.11
                                                       0.01
    EUR   REPSOL   SA EUR1                         45 918.00         442  602.66
                                                       0.02
    EUR   SIEMENS    GAMESA   REN  EUR0.17                      7 150.00         255  986.20
                                                       0.01
    EUR   TELEFONICA     SA EUR1                       151  819.00         664  132.73
                                                       0.04
    スペイン合計                                           8 939  150.56
                                                       0.46
    スイス

    CHF   SWATCH   GROUP   CHF2.25(BR)                         1 166.00         288  763.06
                                                       0.01
    CHF   SWISS   RE AG CHF0.10                         11 841.00        1 085  871.89
                                                       0.06
    CHF   VIFOR   PHARMA   AG CHF0.01                       1 864.00         274  462.83
                                                       0.01
    スイス合計                                           1 649  097.78
                                                       0.08
    イギリス

    GBP   3I GROUP   ORD  GBP0.738636                        18 341.00         262  124.26
                                                       0.01
    GBP   ASTRAZENECA     ORD  USD0.25                       27 469.00        2 862  287.72
                                                       0.15
    GBP   AVEVA   GROUP   ORD  GBP0.03556                       1 205.00         54 568.30
                                                       0.00
    GBP   AVIVA   ORD  GBP0.25                         83 768.00         359  212.32
                                                       0.02
    GBP   BAE  SYSTEMS    ORD  GBP0.025                       66 895.00         450  113.18
                                                       0.02
    GBP   BARRATT    DEVEL   ORD  GBP0.10                      19 623.00         162  425.65
                                                       0.01
    GBP   BRIT  AMER  TOBACCO    ORD  GBP0.25                    47 999.00        1 691  419.72
                                                       0.09
    GBP   BRITISH    LAND  CO PLC  REIT                     18 455.00         116  219.09
                                                       0.01
    GBP   BT GROUP   ORD  GBP0.05                        191  761.00         299  020.29
                                                       0.01
    GBP   BUNZL   ORD  GBP0.32142857                          8 004.00         252  076.61
                                                       0.01
    USD   COCA-COLA     EUROPEAN    ORD  EUR0.01                    6 237.00         278  669.16
                                                       0.01
    GBP   EVRAZ   PLC  ORD  USD1                        7 119.00         36 714.81
                                                       0.00
    GBP   HALMA   ORD  GBP0.10                          7 911.00         234  044.62
                                                       0.01
    注記は当財務書類と不可分のものである。

                                175/195



                                                          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   HIKMA   PHARMACEUTIC      ORD  GBP0.10                    3 485.00         121  341.09
                                                       0.01
    GBP   INFORMA    PLC  (GB)  ORD  GBP0.001                    28 156.00         199  300.42
                                                       0.01
    GBP   JD SPORTS   FASHION    ORD  GBP0.0025                    10 163.00         105  315.70
                                                       0.01
    GBP   JOHNSON    MATTHEY    ORD  GBP1.109245                     4 068.00         120  785.07
                                                       0.01
    GBP   KINGFISHER     ORD  GBP0.157142857                       43 467.00         158  771.77
                                                       0.01
    GBP   LAND  SECURITIES     GP ORD  GBP0.106666666                    14 519.00         127  466.49
                                                       0.01
    GBP   LLOYDS   BANKING    GP ORD  GBP0.1                   1 488  861.00         708  020.12
                                                       0.04
    GBP   MELROSE    INDUST   PLC  ORD  GBP0.0685714                   101  670.00         208  352.51
                                                       0.01
    GBP   NATIONAL    GRID  ORD  GBP0.12431289                      73 030.00         827  178.98
                                                       0.04
    GBP   OCADO   GROUP   PLC  ORD  GBP0.02                     9 615.00         283  301.68
                                                       0.01
    GBP   RECKITT    BENCK   GRP  ORD  GBP0.10                    14 880.00        1 307  947.42
                                                       0.07
    GBP   RELX  PLC  GBP0.1444                          40 347.00         941  295.47
                                                       0.05
    GBP   RENTOKIL    INITIAL    ORD  GBP0.01                    37 463.00         248  724.49
                                                       0.01
    GBP   ROLLS-ROYCE     HLDGS   ORD  GBP0.20                    185  094.00         261  195.00
                                                       0.01
    GBP   SAGE  GROUP   GBP0.01051948                         21 784.00         175  950.51
                                                       0.01
    GBP   SEVERN   TRENT   ORD  GBP0.9789                       4 913.00         156  696.91
                                                       0.01
    GBP   SMITHS   GROUP   ORD  GBP0.375                       7 932.00         154  502.51
                                                       0.01
    GBP   SPIRAX-SARCO      ENG  ORD  GBP0.269230769                     1 490.00         221  500.15
                                                       0.01
    GBP   SSE  PLC  ORD  GBP0.50                         23 179.00         414  974.11
                                                       0.02
    GBP   ST JAMES  ’ S PLACE   ORD  GBP0.15                    10 780.00         146  796.76
                                                       0.01
    GBP   UNITED   UTILITIES      G  ORD  GBP0.05                    13 498.00         162  256.62
                                                       0.01
    GBP   WHITBREAD     ORD  GBP0.76797385                        4 178.00         169  064.30
                                                       0.01
    GBP   WPP  PLC  ORD  GBP0.10                         25 977.00         251  642.39
                                                       0.01
    イギリス合計                                          14 531  276.20
                                                       0.75
    無記名株式合計                                          140  448  559.48

                                                       7.21
    参加証券

    スイス

    CHF   LINDT   & SPRUENGLI     PTG  CERT  CHF10                            385  479.95
                                        45.00               0.02
    CHF   SCHINDLER-HLDG       AG PTG  CERT  CHF0.10(POST-SUBD)                  1 627.00         445  704.19
                                                       0.02
    スイス合計                                            831  184.14
                                                       0.04
    参加証券合計                                            831  184.14

                                                       0.04
    その他の株式

    スイス

    CHF   ROCHE   HLDGS   AG GENUSSCHEINE      NPV                 28 449.00        9 397  628.91
                                                       0.48
    スイス合計                                           9 397  628.91
                                                       0.48
    その他の株式合計                                           9 397  628.91

                                                       0.48
    優先株式

    ドイツ

    EUR   BAYERISCHE     MOTORENWERKE      AG EUR1                  1 622.00         107  489.10
                                                       0.01
    EUR   FUCHS   PETROLUB    SE NON-VTG    PRF  NPV                 2 221.00         127  311.95
                                                       0.01
    EUR   HENKEL   AG&CO.   KGAA  NON-VTG    PRF  NPV                5 376.00         580  312.79
                                                       0.03
    EUR   PORSCHE    AUTO  HL SE NON  VTG  PRF  NPV                4 647.00         296  280.92
                                                       0.01
    EUR   SARTORIUS     AG NON  VTG  PRF  NPV                   1 058.00         483  451.41
                                                       0.02
    EUR   VOLKSWAGEN     AG NON  VTG  PRF  NPV                   5 592.00         945  444.52
                                                       0.05
    ドイツ合計                                           2 540  290.69
                                                       0.13
    優先株式合計                                           2 540  290.69

                                                       0.13
    注記は当財務書類と不可分のものである。

                                176/195



                                                          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                      44 185.00        1 001  990.28
                                                       0.05
    オーストラリア合計                                           1 001  990.28
                                                       0.05
    ベルギー

    EUR   AGEAS   NPV                            5 608.00         276  515.70
                                                       0.02
    EUR   KBC  GROUP   NV NPV                         7 460.00         521  141.28
                                                       0.03
    EUR   TELENET    GRP  HLDG  NPV                       1 723.00         73 785.68
                                                       0.00
    EUR   UCB  NPV                             3 863.00         413  849.65
                                                       0.02
    ベルギー合計                                           1 285  292.31
                                                       0.07
    カナダ

    CAD   1ST  QUANTUM    MINLS   COM  NPV                    24 632.00         350  310.80
                                                       0.02
    CAD   AGNICO   EAGLE   MINES   LTD  COM                    9 791.00         643  037.28
                                                       0.03
    CAD   ALIMENTATION      COUCHE   TARD  INC  SUB  VTG  SH             34 621.00        1 152  252.28
                                                       0.06
    CAD   BANK  NOVA  SCOTIA   HALIFAX    COM                   48 979.00        2 388  666.41
                                                       0.12
    CAD   BANK  OF MONTREAL    COM  NPV                    25 697.00        1 850  683.70
                                                       0.09
    CAD   BARRICK    GOLD  CORP  COM  NPV                    72 029.00        1 656  906.00
                                                       0.09
    CAD   BCE  INC  COM  NEW                         5 615.00         243  942.05
                                                       0.01
    CAD   BLACKBERRY     LTD  NPV                       25 221.00         148  885.45
                                                       0.01
    CAD   BROOKFIELD     ASSET   M LTD  VTG  SHS  NPV  CL ’ A’            53 893.00        2 181  254.61
                                                       0.11
    CAD   CAN  PACIFIC    RYS  COM  NPV                     5 466.00        1 769  711.88
                                                       0.09
    CAD   CANADIAN    NAT  RES  LTD  COM                    47 767.00        1 092  164.68
                                                       0.06
    CAD   CANADIAN    NATL  RY CO COM                     28 734.00        3 015  528.98
                                                       0.15
    CAD   CANADIAN    TIRE  LTD  CL A                     2 511.00         321  591.69
                                                       0.02
    CAD
        CCL  INDUSTRIES     INC  ‘ B’ NON-VTG    COM  NPV              6 402.00         282  875.62
                                                       0.01
    CAD   CDN  IMPERIAL    BK OF COMMERCE    COM                 17 969.00        1 518  053.95
                                                       0.08
    CAD   CENOVUS    ENERGY   INC  COM  NPV                    42 656.00         211  979.81
                                                       0.01
    CAD   CGI  INC  COM  NPV  SUB  VOTING   SHARES    C                9 360.00         692  736.79
                                                       0.04
    CAD   CONSTELLATION      SOFT  COM  STK  NPV                           1 131  839.93
                                       912.00                0.06
    CAD   CRONOS   GROUP   INC  COM  NPV                     5 200.00         46 988.19
                                                       0.00
    CAD   DOLLARAMA     INC  COM  NPV                      11 935.00         489  593.80
                                                       0.02
    CAD   ENBRIDGE    INC  COM  NPV                      84 118.00        2 632  785.00
                                                       0.14
    CAD   FAIRFAX    FINL  HLDGS   SUB-VTG    COM  NPV                1 089.00         374  288.60
                                                       0.02
    CAD   FIRSTSERVICE      CORP  COM  NPV                               13 667.72
                                       100.00                0.00
    CAD   FORTIS   INC  COM  NPV                       18 584.00         749  870.64
                                                       0.04
    CAD   FRANCO   NEVADA   CORP  COM  NPV                    7 587.00        1 012  087.88
                                                       0.05
    CAD   GILDAN   ACTIVEWEAR     INC  COM                    8 163.00         213  917.34
                                                       0.01
    CAD   GREAT   WEST  LIFECO   INC  COM                    11 105.00         258  879.58
                                                       0.01
    CAD   IA FINANCIAL     CORP  COM  NPV                    4 298.00         188  615.83
                                                       0.01
    CAD   IMPERIAL    OIL  LTD  COM  NEW                    10 263.00         178  032.44
                                                       0.01
    CAD   INTACT   FINL  CORP  COM  NPV                     5 863.00         657  331.02
                                                       0.03
    CAD   INTER   PIPELINE    LTD  COM  NPV                    16 802.00         167  773.66
                                                       0.01
    CAD   LOBLAW   COS  LTD  COM                        7 045.00         349  015.36
                                                       0.02
    CAD   MAGNA   INTL  INC  COM  NPV                     11 265.00         692  294.62
                                                       0.04
    CAD   MANULIFE    FINL  CORP  COM                     78 151.00        1 334  579.54
                                                       0.07
    CAD   METRO   INC  CL A SUB                       10 117.00         465  761.41
                                                       0.02
    CAD   NATL  BK OF CANADA   COM  NPV                    13 525.00         750  820.67
                                                       0.04
    CAD   NUTRIEN    LTD  NPV                         22 974.00        1 136  378.89
                                                       0.06
    CAD   OPEN  TEXT  CO COM  NPV                      11 019.00         487  475.32
                                                       0.03
    CAD   PARKLAND    CORP.   COM  NPV                      5 900.00         181  111.20
                                                       0.01
    CAD   PEMBINA    PIPELINE     C  COM  NPV                    22 294.00         569  779.52
                                                       0.03
    CAD   POWER   CORP  CDA  COM                       22 510.00         507  903.70
                                                       0.03
    注記は当財務書類と不可分のものである。

                                177/195



                                                          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                    11 501.00         656  832.32

                                                       0.03
    CAD   ROGERS   COMMS   INC  CLASS  ’ B’ COM  CAD1.62478                14 402.00         680  813.74
                                                       0.03
    CAD   ROYAL   BK OF CANADA   COM  NPV                    57 240.00        4 684  678.14
                                                       0.24
    CAD   SAPUTO   INC  COM                         10 165.00         282  618.22
                                                       0.01
    CAD   SHAW  COMMUNICATIONS       INC  CL B CONV                 20 339.00         354  390.48
                                                       0.02
    CAD   SHOPIFY    INC  COM  NPV  CL A                    4 345.00        4 686  558.11
                                                       0.24
    CAD   SUN  LIFE  FINL  INC  COM                      23 389.00        1 040  854.72
                                                       0.05
    CAD
        SUNCOR   ENERGY   INC  COM  NPV  ‘ NEW ’                61 892.00         991  972.25
                                                       0.05
    CAD   TC ENERGY   CORPORAT    COM  NPV                    37 908.00        1 671  181.45
                                                       0.09
    CAD   TECK  RESOURCES     LTD  CLASS  ’ B’ SUB-VTG    COM  NPV           18 760.00         297  056.25
                                                       0.02
    CAD   THOMSON-REUTERS       CP COM  NPV(POST    REV  SPLIT)              7 750.00         615  622.35
                                                       0.03
    CAD   TORONTO-DOMINION        COM  NPV                    72 964.00        3 900  722.22
                                                       0.20
    CAD   WESTON   GEORGE   LTD  COM                      3 175.00         235  472.84
                                                       0.01
    CAD   WHEATON    PRECIOUS    M COM  NPV                    18 239.00         705  549.09
                                                       0.04
    カナダ合計                                          54 915  696.02
                                                       2.82
    フィンランド

    EUR   ELISA   OYJ  NPV                          4 277.00         230  226.63
                                                       0.01
    EUR   FORTUM   OYJ  EUR3.40                         14 367.00         330  053.40
                                                       0.02
    EUR   NESTE   OIL  OYJ  NPV                        12 874.00         865  165.19
                                                       0.04
    EUR   NOKIA   OYJ  NPV                         171  900.00         688  335.65
                                                       0.04
    EUR   ORION   CORP  SER ’ B’ NPV                      3 580.00         168  983.35
                                                       0.01
    EUR   SAMPO   PLC  SER ’ A’ NPV                      14 252.00         617  657.82
                                                       0.03
    EUR   STORA   ENSO  OYJ  NPV  SER ’ R’                   17 479.00         296  271.74
                                                       0.01
    EUR   UPM-KYMMENE     CORP  NPV                      17 096.00         564  835.50
                                                       0.03
    フィンランド合計                                           3 761  529.28
                                                       0.19
    フランス

    EUR   GECINA   EUR7.50                           1 420.00         216  232.29
                                                       0.01
    EUR   LA FRANCAISE     DES  EUR0.40    (PROMESSES)                   2 945.00         123  157.40
                                                       0.01
    EUR   MICHELIN    (CGDE)   EUR2                       5 169.00         645  830.83
                                                       0.03
    フランス合計                                            985  220.52
                                                       0.05
    ドイツ

    EUR   ADIDAS   AG NPV  (REGD)                        5 822.00        1 861  551.08
                                                       0.10
    EUR   ALLIANZ    SE NPV(REGD)(VINKULIERT)                         12 650.00        2 990  977.28
                                                       0.15
    EUR   BASF  SE NPV                          28 138.00        2 064  286.57
                                                       0.11
    EUR   BAYER   AG NPV  (REGD)                        30 050.00        1 735  104.25
                                                       0.09
    EUR   BRENNTAG    AG                          4 606.00         352  951.20
                                                       0.02
    EUR   DAIMLER    AG ORD  NPV(REGD)                       25 952.00        1 752  421.52
                                                       0.09
    EUR   DELIVERY    HERO  SE NPV                       3 950.00         478  405.24
                                                       0.02
    EUR   DEUTSCHE    BANK  AG NPV(REGD)                      59 946.00         669  962.29
                                                       0.03
    EUR   DEUTSCHE    BOERSE   AG NPV(REGD)                      5 768.00         964  230.50
                                                       0.05
    EUR   DEUTSCHE    LUFTHANSA     ORD  NPV  (REGD)(VINK)                  8 327.00         96 081.46
                                                       0.00
    EUR   DEUTSCHE    POST  AG NPV(REGD)                      30 136.00        1 459  971.67
                                                       0.07
    EUR   DEUTSCHE    TELEKOM    NPV(REGD)                      101  408.00        1 833  513.73
                                                       0.09
    EUR   E.ON  SE NPV                          67 375.00         731  470.91
                                                       0.04
    EUR   EVONIK   INDUSTRIES     NPV                      6 073.00         183  865.07
                                                       0.01
    EUR   HANNOVER    RUECKVERS     ORD  NPV(REGD)                    1 925.00         323  066.71
                                                       0.02
    EUR   INFINEON    TECHNOLOG     AG NPV  (REGD)                  38 092.00        1 345  098.00
                                                       0.07
    EUR   LEG  IMMOBILIEN     AG NPV                      2 229.00         318  519.76
                                                       0.02
    EUR   MTU  AERO  ENGINES    H NPV  (REGD)                    1 610.00         381  228.34
                                                       0.02
    EUR   MUENCHENER     RUECKVE    NPV(REGD)                      4 256.00        1 189  263.95
                                                       0.06
    EUR   SCOUT24    AG NPV                         3 366.00         258  092.83
                                                       0.01
    EUR   SIEMENS    AG NPV(REGD)                         23 307.00        3 122  541.34
                                                       0.16
    注記は当財務書類と不可分のものである。

                                178/195



                                                          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    ENERGY   AG NPV                      12 782.00         380  716.73
                                                       0.02
    EUR   SIEMENS    HEALTHINEE     NPV                      8 150.00         375  825.11
                                                       0.02
    EUR   TELEFONICA     DEUTSCH    NPV                     30 268.00         83 782.03
                                                       0.00
    EUR   UNIPER   SE NPV                          6 681.00         226  967.46
                                                       0.01
    EUR   UNITED   INTERNET    AG NPV(REGD)                      3 366.00         134  602.86
                                                       0.01
    EUR   VONOVIA    SE NPV                         15 719.00        1 080  800.34
                                                       0.06
    ドイツ合計                                          26 395  298.23
                                                       1.35
    アイルランド

    EUR   CRH  ORD  EUR0.32                          23 892.00         937  982.81
                                                       0.05
    GBP   EXPERIAN    ORD  USD0.10                        19 020.00         671  889.55
                                                       0.03
    EUR   KINGSPAN    GROUP   ORD  EUR0.13(DUBLIN       LISTING)               4 506.00         394  284.15
                                                       0.02
    EUR   SMURFIT    KAPPA   GRP  ORD  EUR0.001                    7 220.00         307  807.14
                                                       0.02
    アイルランド合計                                           2 311  963.65
                                                       0.12
    マン島

    GBP   GVC  HLDGS   PLC  ORD  EUR0.01                      12 956.00         179  109.48
                                                       0.01
    マン島合計                                            179  109.48
                                                       0.01
    イタリア

    EUR   ATLANTIA    SPA  EUR1                        15 218.00         278  153.63
                                                       0.01
    EUR   DAVIDE   CAMPARI    MIL  EUR0.05                     17 460.00         202  465.51
                                                       0.01
    EUR   ENEL  EUR1                           247  165.00        2 474  663.93
                                                       0.13
    EUR   ENI  SPA  EUR1                          78 275.00         777  431.11
                                                       0.04
    EUR   FERRARI    NV EUR0.01(NEW)                         3 827.00         809  365.19
                                                       0.04
    EUR   INTESA   SANPAOLO    NPV                      504  604.00        1 162  185.50
                                                       0.06
    EUR   MEDIOBANCA     SPA  EUR0.5                       21 106.00         188  696.05
                                                       0.01
    EUR   MONCLER    SPA  NPV                         6 054.00         298  072.27
                                                       0.02
    EUR   NEXI  SPA  NPV                          13 858.00         261  915.65
                                                       0.01
    EUR   PIRELLI    &  C  SPA  NPV                       12 861.00         69 229.48
                                                       0.00
    EUR   PRYSMIAN    SPA  EUR0.10                         7 791.00         255  636.47
                                                       0.01
    EUR   RECORDATI     EUR0.125                          3 000.00         160  159.22
                                                       0.01
    EUR   SNAM  EUR1                            58 790.00         330  736.58
                                                       0.02
    EUR   TERNA   SPA  ORD  EUR0.22                        41 285.00         309  743.45
                                                       0.02
    EUR   UNICREDIT     SPA  NPV  (POST   REV  SPLIT)                 64 462.00         666  456.93
                                                       0.03
    イタリア合計                                           8 244  910.97
                                                       0.42
    日本

    JPY   エービーシー・マート                                         20 867.90
                                       400.00                0.00
    JPY   イオン                              11 100.00         330  525.05
                                                       0.02
    JPY   イオンモール                              2 400.00         38 551.91
                                                       0.00
    JPY   ＡＧＣ                              3 700.00         123  303.76
                                                       0.01
    JPY   味の素                              7 600.00         158  924.00
                                                       0.01
    JPY   アルフレッサ　ホールディングス                              3 300.00         66 142.41
                                                       0.00
    JPY   ＡＮＡホールディングス                              1 100.00         26 557.18
                                                       0.00
    JPY   アサヒグループホールディングス                              7 600.00         294  233.52
                                                       0.02
    JPY   旭化成                              20 000.00         183  572.29
                                                       0.01
    JPY   アステラス製薬                              28 200.00         401  195.88
                                                       0.02
    JPY   ブリヂストン                              8 900.00         311  019.90
                                                       0.02
    JPY   ブラザー工業                              3 600.00         69 048.19
                                                       0.00
    JPY   キヤノン                              17 300.00         307  509.47
                                                       0.02
    JPY   カシオ計算機                              2 500.00         44 953.25
                                                       0.00
    JPY   中部電力                              11 400.00         137  477.82
                                                       0.01
    JPY   中国電力                              3 000.00         38 177.90
                                                       0.00
    JPY   大日本印刷                              3 600.00         67 529.13
                                                       0.00
    JPY   大和証券グループ本社                              20 000.00         87 096.62
                                                       0.00
    注記は当財務書類と不可分のものである。

                                179/195



                                                          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   デンソー                              6 800.00         321  430.83
                                                       0.02
    JPY   電通グループ                              3 700.00         120  642.53
                                                       0.01
    JPY   東日本旅客鉄道                              4 700.00         292  434.43
                                                       0.02
    JPY   ＥＮＥＯＳホールディングス                              48 400.00         166  400.38
                                                       0.01
    JPY   富士フイルムホールディングス                              5 400.00         291  297.05
                                                       0.02
    JPY   富士通                              3 100.00         431  220.33
                                                       0.02
    JPY   博報堂ＤＹホールディングス                              4 100.00         59 371.85
                                                       0.00
    JPY   浜松ホトニクス                              2 400.00         135  104.29
                                                       0.01
    JPY   日野自動車                              4 800.00         41 659.07
                                                       0.00
    JPY   日立建機                              1 700.00         47 132.10
                                                       0.00
    JPY   日立金属                              2 500.00         36 753.78
                                                       0.00
    JPY   日立製作所                              15 900.00         604  741.31
                                                       0.03
    JPY   本田技研工業                              27 500.00         757  288.42
                                                       0.04
    JPY   ＨＯＹＡ                              5 900.00         787  043.88
                                                       0.04
    JPY   飯田グループホールディングス                              3 200.00         64 383.61
                                                       0.00
    JPY   国際石油開発帝石                              16 200.00         90 729.32
                                                       0.01
    JPY   伊藤忠商事                              22 400.00         592  571.57
                                                       0.03
    JPY   日本航空                              2 100.00         39 814.91
                                                       0.00
    JPY   ゆうちょ銀行                              7 100.00         55 969.31
                                                       0.00
    JPY   日本郵政                              23 500.00         174  140.01
                                                       0.01
    JPY   日本リテールファンド投資法人                                         73 450.01
                                        46.00               0.00
    JPY   日本たばこ産業                              18 400.00         374  087.75
                                                       0.02
    JPY   ジェイ   エフ  イー  ホールディングス                       9 600.00         88 013.43
                                                       0.00
    JPY   ＫＤＤＩ                              26 200.00         749  379.05
                                                       0.04
    JPY   キーエンス                              3 000.00        1 533  157.52
                                                       0.08
    JPY   コナミホールディングス                              1 500.00         78 686.17
                                                       0.00
    JPY   クボタ                              16 400.00         325  640.85
                                                       0.02
    JPY   京セラ                              5 300.00         303  082.24
                                                       0.02
    JPY   協和キリン                              4 500.00         122  344.76
                                                       0.01
    JPY   ローソン                                         22 680.41
                                       500.00                0.00
    JPY   ＬＩＸＩＬ                              4 100.00         98 494.36
                                                       0.01
    JPY   丸紅                              23 700.00         138  302.09
                                                       0.01
    JPY   マツダ                              8 800.00         52 070.01
                                                       0.00
    JPY   メディパルホールディングス                              3 400.00         64 005.75
                                                       0.00
    JPY   メルカリ                              1 600.00         73 344.52
                                                       0.00
    JPY   三菱ケミカルホールディングス                              21 300.00         117  964.52
                                                       0.01
    JPY   三菱商事                              20 600.00         480  650.21
                                                       0.03
    JPY   三菱電機                              29 400.00         432  365.38
                                                       0.02
    JPY   三菱地所                              17 900.00         309  677.30
                                                       0.02
    JPY   三菱重工業                              5 300.00         119  520.02
                                                       0.01
    JPY   三菱ＵＦＪフィナンシャル・グループ                              189  600.00         815  493.65
                                                       0.04
    JPY   三井物産                              27 000.00         460  896.67
                                                       0.02
    JPY   みずほフィナンシャルグループ                              36 830.00         468  873.89
                                                       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                              6 800.00         197  918.96
                                                       0.01
    JPY   村田製作所                              9 400.00         822  945.10
                                                       0.04
    JPY   日本電気                              4 400.00         237  564.13
                                                       0.01
    JPY   ネクソン                              7 300.00         220  872.69
                                                       0.01
    JPY   日本碍子                              4 200.00         66 821.39
                                                       0.00
    JPY   日本特殊陶業                              2 800.00         50 777.27
                                                       0.00
    JPY   任天堂                              1 800.00        1 022  948.94
                                                       0.05
    JPY   日本プロロジスリート投資法人                                        103  644.21
                                        33.00               0.01
    JPY   日本電信電話                              19 100.00         451  512.83
                                                       0.02
    JPY   日本郵船                              2 000.00         43 653.80
                                                       0.00
    JPY   日産自動車                              39 900.00         188  451.21
                                                       0.01
    JPY   野村ホールディングス                              50 600.00         254  273.80
                                                       0.01
    JPY   野村不動産マスターファンド投資法人                                         80 863.10
                                        62.00               0.00
    注記は当財務書類と不可分のものである。
                                180/195



                                                          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   野村総合研究所                              4 800.00         162  263.25
                                                       0.01
    JPY   エヌ・ティ・ティ・データ                              10 400.00         138  433.95
                                                       0.01
    JPY   ＮＴＴドコモ                              9 200.00         341  707.98
                                                       0.02
    JPY   オムロン                              3 200.00         289  388.63
                                                       0.02
    JPY   オリックス                              22 800.00         339  567.49
                                                       0.02
    JPY   オリックス不動産投資法人                                         43 385.28
                                        29.00               0.00
    JPY   大阪瓦斯                              5 200.00         99 935.75
                                                       0.01
    JPY   大塚商会                              2 000.00         97 051.07
                                                       0.00
    JPY   大塚ホールディングス                              6 700.00         272  561.98
                                                       0.01
    JPY   パナソニック                              34 700.00         370  210.98
                                                       0.02
    JPY   ルネサスエレクトロニクス                              13 700.00         121  923.76
                                                       0.01
    JPY   りそなホールディングス                              30 100.00         105  562.89
                                                       0.01
    JPY   リコー                              13 400.00         89 568.93
                                                       0.00
    JPY   ローム                              1 200.00         100  234.96
                                                       0.01
    JPY   参天製薬                              5 700.00         94 840.57
                                                       0.01
    JPY   セガサミーホールディングス                              3 800.00         53 460.56
                                                       0.00
    JPY   セイコーエプソン                              4 300.00         64 206.19
                                                       0.00
    JPY   積水化学工業                              5 400.00         93 370.42
                                                       0.01
    JPY   セブン＆アイ・ホールディングス                              11 600.00         368  552.39
                                                       0.02
    JPY   ＳＧホールディングス                              5 400.00         161  572.76
                                                       0.01
    JPY   島津製作所                              4 000.00         144  042.20
                                                       0.01
    JPY   しまむら                                         41 428.91
                                       400.00                0.00
    JPY   ソフトバンク                              44 500.00         548  168.31
                                                       0.03
    JPY   ソフトバンクグループ                              25 400.00        1 771  362.27
                                                       0.09
    JPY   綜合警備保障                              1 100.00         58 969.07
                                                       0.00
    JPY   ＳＯＭＰＯホールディングス                              6 000.00         230  736.04
                                                       0.01
    JPY   ソニー                              20 400.00        1 898  456.97
                                                       0.10
    JPY   ＳＵＢＡＲＵ                              10 300.00         204  765.28
                                                       0.01
    JPY   ＳＵＭＣＯ                              3 400.00         68 929.27
                                                       0.00
    JPY   住友化学                              23 000.00         81 611.12
                                                       0.00
    JPY   住友商事                              17 400.00         214  673.70
                                                       0.01
    JPY   大日本住友製薬                              2 700.00         34 256.53
                                                       0.00
    JPY   住友電気工業                              13 100.00         150  001.44
                                                       0.01
    JPY   三井住友フィナンシャルグループ                              21 700.00         630  970.03
                                                       0.03
    JPY   三井住友トラスト・ホールディングス                              5 500.00         160  925.44
                                                       0.01
    JPY   住友不動産                              5 300.00         173  066.41
                                                       0.01
    JPY   武田薬品工業                              25 649.00         921  174.83
                                                       0.05
    JPY   ＴＤＫ                              1 800.00         254  097.34
                                                       0.01
    JPY   東京海上ホールディングス                              9 600.00         477  813.48
                                                       0.03
    JPY   東京電力ホールディングス                              30 000.00         78 254.62
                                                       0.00
    JPY   東京エレクトロン                              2 400.00         816  379.77
                                                       0.04
    JPY   東急不動産ホールディングス                              10 300.00         49 981.30
                                                       0.00
    JPY   凸版印刷                              2 600.00         35 531.05
                                                       0.00
    JPY   東芝                              6 900.00         193  352.19
                                                       0.01
    JPY   トヨタ自動車                              33 800.00        2 268  676.10
                                                       0.12
    JPY   トレンドマイクロ                              2 000.00         108  750.90
                                                       0.01
    JPY   ユニ・チャーム                              6 200.00         301  036.68
                                                       0.02
    JPY   ユナイテッド・アーバン投資法人                                         27 158.95
                                        24.00               0.00
    JPY   西日本旅客鉄道                              2 100.00         95 942.46
                                                       0.01
    JPY   ヤマダホールディングス                              10 000.00         47 566.53
                                                       0.00
    JPY   ヤマハ発動機                              4 400.00         84 814.19
                                                       0.00
    JPY   山崎製パン                              1 600.00         26 575.88
                                                       0.00
    JPY   安川電機                              4 000.00         192  951.33
                                                       0.01
    JPY   横河電機                              3 800.00         67 199.23
                                                       0.00
    JPY   Ｚホールディングス                              43 400.00         273  448.09
                                                       0.01
    日本合計                                          35 002  110.85
                                                       1.80
    注記は当財務書類と不可分のものである。

                                181/195



                                                          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）
    ルクセンブルグ

    EUR   ARCELORMITTAL      NPV(POST    STOCK   SPLIT)                 22 164.00         406  968.05
                                                       0.02
    EUR   EUROFINS    SCIENTIFI     EUR0.01                      4 110.00         334  608.96
                                                       0.02
    EUR   TENARIS    S.A.  USD1                        11 554.00         89 642.32
                                                       0.00
    ルクセンブルグ合計                                            831  219.33
                                                       0.04
    オランダ

    EUR   ADYEN   NV EUR0.01                                   1 053  971.82
                                       550.00                0.05
    EUR   AEGON   NV EUR0.12                          57 951.00         217  390.62
                                                       0.01
    EUR   ASML  HOLDING    NV EUR0.09                       12 936.00        5 630  230.62
                                                       0.29
    EUR   CNH  INDUSTRIAL     NV COM  EUR0.01                    32 245.00         353  623.23
                                                       0.02
    EUR   FIAT  CHRYSLER    AUTO  EUR0.01                     33 080.00         517  025.49
                                                       0.03
    EUR   KONINKLIJKE     DSM  NV EUR1.5                      5 249.00         862  086.63
                                                       0.04
    EUR   NN GROUP   N.V.  EUR0.12                        8 785.00         357  818.41
                                                       0.02
    EUR   PROSUS   N.V.  EUR0.05                         14 883.00        1 617  228.57
                                                       0.08
    GBP
        ROYAL   DUTCH   SHELL   PLC  ‘ A’ SHS  EUR0.07                85 385.00        1 449  082.12
                                                       0.08
    オランダ合計                                          12 058  457.51
                                                       0.62
    ポルトガル

    EUR   EDP  ENERGIAS    PORTU   EUR1(REGD)                     94 640.00         505  814.99
                                                       0.02
    EUR   GALP  ENERGIA    EUR1-B                        17 406.00         188  305.64
                                                       0.01
    EUR   JERONIMO    MARTINS    EUR5                       7 921.00         136  062.44
                                                       0.01
    ポルトガル合計                                            830  183.07
                                                       0.04
    スペイン

    EUR   BANCO   SANTANDER     SA EUR0.50(REGD)                     505  240.00        1 461  059.85
                                                       0.07
    EUR   BANKINTER     SA EUR0.3(REGD)                        18 450.00         91 567.97
                                                       0.01
    EUR   BBVA(BILB-VIZ-ARG)         EUR0.49                     205  589.00         966  487.46
                                                       0.05
    EUR   MAPFRE   SA EUR0.10                         28 768.00         55 300.54
                                                       0.00
    スペイン合計                                           2 574  415.82
                                                       0.13
    スイス

    CHF   ABB  LTD  CHF0.12    (REGD)                       73 886.00        1 956  309.97
                                                       0.10
    CHF   ADECCO   GROUP   AG CHF0.1   (REGD)                    6 123.00         372  263.25
                                                       0.02
    CHF   ALCON   AG CHF0.04                          20 974.00        1 343  281.25
                                                       0.07
    CHF   BALOISE-HLDGS      CHF0.1(REGD)                        1 908.00         330  259.14
                                                       0.02
    CHF   BARRY   CALLEBAUT     AG CHF0.02    (REGD)                            265  075.67
                                       123.00                0.01
    CHF   BQE  CANT  VAUDOISE    CHF1                                100  082.62
                                       968.00                0.01
    CHF   CLARIANT    CHF4.00(REGD)                          8 449.00         170  230.60
                                                       0.01
    GBP   COCA-COLA     HBC  AG ORD  CHF6.70                     4 049.00         116  869.45
                                                       0.01
    CHF   CREDIT   SUISSE   GRP  CHF0.04(REGD)                      97 543.00        1 236  931.01
                                                       0.06
    CHF   EMS-CHEMIE     HLDG  AG CHF0.01(REGD)(POST         RECON)                       277  047.39
                                       302.00                0.01
    CHF   GEBERIT    CHF0.10(REGD)                           1 488.00         899  078.76
                                                       0.05
    CHF   GIVAUDAN    AG CHF10                                  1 517  932.18
                                       371.00                0.08
    CHF   JULIUS   BAER  GRUPPE   CHF0.02    (REGD)                  8 999.00         521  272.02
                                                       0.03
    CHF   KUEHNE&NAGEL      INTL  CHF1(REGD)(POST-SUBD)                      2 097.00         476  475.09
                                                       0.02
    CHF   LAFARGEHOLCIM      LTD  CHF2  (REGD)                    20 804.00        1 095  237.64
                                                       0.06
    CHF   LINDT   & SPRUENGLI     CHF100(REGD)                                357  008.73
                                        4.00               0.02
    CHF   LOGITECH    INTL  CHF0.25(REGD)      (POST-SUBD)                  6 624.00         588  133.35
                                                       0.03
    CHF   LONZA   GROUP   AG CHF1(REGD)                        2 991.00        1 881  888.43
                                                       0.10
    CHF   NESTLE   SA CHF0.10(REGD)                         120  227.00        13 437  057.17
                                                       0.69
    CHF   NOVARTIS    AG CHF0.50(REGD)                         90 188.00        8 195  920.42
                                                       0.42
    CHF   PARTNERS    GROUP   HLG  CHF0.01    (REGD)                            800  204.35
                                       743.00                0.04
    CHF
        RICHEMONT(CIE      FIN)  CHF1.00    (REG)   SER  ‘ A’            20 989.00        1 749  972.08
                                                       0.09
    CHF   SCHINDLER-HLDG       AG CHF0.1(REGD)(POST-SUBD)                                244  772.56
                                       921.00                0.01
    注記は当財務書類と不可分のものである。

                                182/195



                                                          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   SGS  LTD  CHF1(REGD)                                     694  937.59

                                       243.00                0.04
    CHF   SIKA  AG CHF0.01    (REG)                       5 682.00        1 455  490.78
                                                       0.07
    CHF   SONOVA   HOLDING    AG CHF0.05    (REGD)                   2 200.00         547  023.09
                                                       0.03
    CHF   STRAUMANN     HLDG  CHF0.1(REGD)                                  475  362.86
                                       413.00                0.02
    CHF   SWATCH   GROUP   CHF0.45(REGD)                         1 922.00         92 522.66
                                                       0.00
    CHF   SWISS   LIFE  HLDG  CHF5.1(REGD)                       1 355.00         607  377.66
                                                       0.03
    CHF   SWISS   PRIME   SITE  CHF15.3    (REGD)                   3 195.00         288  689.94
                                                       0.00
    CHF   SWISSCOM    AG CHF1(REGD)                         1 021.00         541  345.41
                                                       0.03
    CHF   TEMENOS    AG CHF5  (REGD)                       2 796.00         354  557.38
                                                       0.02
    CHF   UBS  GROUP   CHF0.10    (REGD)                     147  073.00        2 094  080.38
                                                       0.11
    CHF   ZURICH   INSURANCE     GRP  CHF0.10                     6 198.00        2 525  618.25
                                                       0.13
    スイス合計                                          47 610  309.13
                                                       2.44
    イギリス

    GBP   ADMIRAL    GROUP   ORD  GBP0.001                      3 781.00         144  216.33
                                                       0.01
    GBP   ANGLO   AMERICAN    USD0.54945                       25 815.00         762  867.64
                                                       0.04
    GBP   ANTOFAGASTA     ORD  GBP0.05                       7 805.00         130  615.52
                                                       0.01
    GBP   ASHTEAD    GROUP   ORD  GBP0.10                      9 335.00         396  438.22
                                                       0.02
    GBP   ASSOCD   BRIT  FOODS   ORD  GBP0.0568                    7 045.00         198  454.51
                                                       0.01
    GBP   AUTO  TRADER   GROUP   ORD  GBP0.01                    18 907.00         141  505.47
                                                       0.01
    GBP   BARCLAYS    ORD  GBP0.25                        359  951.00         646  631.56
                                                       0.03
    GBP   BERKELEY    GP HLDGS   ORD  GBP0.05                    2 866.00         176  925.95
                                                       0.01
    GBP   BP ORD  USD0.25                          424  159.00        1 402  376.25
                                                       0.07
    GBP   BURBERRY    GROUP   ORD  GBP0.0005                      8 275.00         191  011.94
                                                       0.01
    GBP   COMPASS    GROUP   ORD  GBP0.1105                      37 530.00         663  382.61
                                                       0.03
    GBP   CRODA   INTL  ORD  GBP0.10609756                        2 633.00         209  364.52
                                                       0.01
    GBP   DIAGEO   ORD  GBP0.28    101/108                     48 889.00        1 879  754.67
                                                       0.10
    GBP   DIRECT   LINE  INSURA   ORD  GBP  0.109090909                  24 839.00         98 091.14
                                                       0.00
    GBP   FERGUSON    PLC  (NEW)   ORD  GBP0.10                    4 635.00         521  273.48
                                                       0.03
    GBP   GLAXOSMITHKLINE       ORD  GBP0.25                    105  181.00        1 923  779.95
                                                       0.10
    GBP   HARGREAVES     LANSDOW    ORD  GBP0.004    (WI)                7 749.00         147  937.83
                                                       0.01
    GBP   HSBC  HLDGS   ORD  USD0.50(UK     REG)                  426  607.00        2 211  245.56
                                                       0.11
    GBP   IMPERIAL    BRANDS   PL GBP0.10                     18 969.00         344  667.31
                                                       0.02
    GBP   INTERCONTL     HOTELS   ORD  GBP0.208521303                    3 439.00         213  171.13
                                                       0.01
    GBP   INTERTEK    GROUP   ORD  GBP0.01                      3 339.00         246  155.96
                                                       0.01
    GBP   LEGAL   & GENERAL    GP ORD  GBP0.025                   118  491.00         399  749.70
                                                       0.02
    GBP   LONDON   STOCK   EXCH  ORD  GBP0.06918604                    6 580.00         712  082.03
                                                       0.04
    GBP   M&G  PLC  ORD  GBP0.05                         54 664.00         136  835.95
                                                       0.01
    GBP   MONDI   ORD  EUR0.20                         10 191.00         225  579.10
                                                       0.01
    GBP   MORRISON(W)SUPRMKT         ORD  GBP0.10                    55 984.00         134  422.47
                                                       0.01
    GBP   NATWEST    GROUP   PLC  ORD  GBP1                    103  172.00         212  945.70
                                                       0.01
    GBP   NEXT  ORD  GBP0.10                          2 779.00         243  086.01
                                                       0.01
    GBP   PEARSON    ORD  GBP0.25                         15 473.00         133  652.27
                                                       0.01
    GBP   PERSIMMON     ORD  GBP0.10                        6 271.00         222  362.94
                                                       0.01
    GBP   PHOENIX    GP HLDGS   ORD  GBP0.10                     1 876.00         17 952.64
                                                       0.00
    GBP   PRUDENTIAL     ORD  GBP0.05                       54 480.00         850  618.56
                                                       0.04
    GBP   RIO  TINTO   ORD  GBP0.10                        23 492.00        1 516  087.16
                                                       0.08
    GBP   RSA  INSURANCE     GRP  ORD  GBP1.00                    20 524.00         184  679.82
                                                       0.01
    GBP   SAINSBURY(J)      ORD  GBP0.28571428                      35 662.00         100  505.87
                                                       0.01
    GBP   SCHRODERS     VTG  SHS  GBP1                      2 456.00         105  547.24
                                                       0.01
    GBP   SMITH   & NEPHEW   ORD  USD0.20                     18 290.00         354  306.12
                                                       0.02
    GBP   STANDARD    CHARTERED     ORD  USD0.50                    59 884.00         361  525.47
                                                       0.02
    GBP   STD  LIFE  ABERDEEN    ORD  GBP0.1396825396                    48 130.00         174  069.39
                                                       0.01
    GBP   TAYLOR   WIMPEY   ORD  GBP0.01                      83 939.00         172  520.62
                                                       0.01
    GBP   TESCO   ORD  GBP0.05                         202  729.00         614  383.11
                                                       0.03
    注記は当財務書類と不可分のものである。

                                183/195



                                                          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   UNILEVER    PLC  ORD  GBP0.031111                      24 505.00        1 495  420.95

                                                       0.08
    EUR   UNILEVER    PLC  ORD  GBP0.031111                      29 147.00        1 771  871.90
                                                       0.09
    GBP   VODAFONE    GROUP   ORD  USD0.2095238(POST        CONS)             559  736.00         924  230.39
                                                       0.05
    イギリス合計                                          23 714  302.96
                                                       1.24
    アメリカ合衆国

    CAD   BAUSCH   HEALTH   COMP  COM  NPV                    13 002.00         241  900.01
                                                       0.01
    CAD   BROOKFIELD     RENEWA.    CLASS   A SUB  VOTING   SHARES                       23 589.78
                                       300.00                0.00
    アメリカ合衆国合計                                            265  489.79
                                                       0.01
    記名株式合計                                          221  967  499.20

                                                      11.40
    預託証券

    ルクセンブルグ

    EUR
        SES  S.A.  FDR  EACH  REP  1 ‘ A’ NPV                 9 042.00         82 483.12
                                                       0.00
    ルクセンブルグ合計                                            82 483.12
                                                       0.00
    オランダ

    EUR   ABN  AMRO  BANK  N.V.  DR EACH  REP  SHS                12 053.00         124  713.96
                                                       0.01
    オランダ合計                                            124  713.96
                                                       0.01
    預託証券合計                                            207  197.08

                                                       0.01
    投資信託証券

    アイルランド

    USD   STAR  COMPASS    PLC/UBS    DYNMC   DIVERSIFIED     LTD  NOTE  DUE
                                    41 150  000.00        63 901  835.00
        31.03.21                                               3.28
    アイルランド合計                                          63 901  835.00
                                                       3.28
    投資信託証券合計                                          63 901  835.00

                                                       3.28
    投資信託、クローズド・エンド型

    カナダ

    CAD   RIOCAN   REAL  ESTATE   INVESTMENT     TRUST                 7 748.00         104  869.14
                                                       0.01
    カナダ合計                                            104  869.14
                                                       0.01
    イギリス

    GBP   SEGRO   PLC  REIT                         25 897.00         315  312.96
                                                       0.02
    イギリス合計                                            315  312.96
                                                       0.02
    投資信託、クローズド・エンド型合計                                            420  182.10

                                                       0.03
    新株引受権

    イギリス

    GBP   AVEVA   GROUP   PLC  RIGHTS   09.12.20                              14 013.87
                                       937.22                0.00
    イギリス合計                                            14 013.87
                                                       0.00
    新株引受権合計                                            14 013.87

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

                                184/195




                                                          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）
    ノート、固定利付債
    米ドル

    USD   3M CO 2.25000%    16-19.09.26                      1 500  000.00        1 616  468.10
                                                       0.08
    USD   ABU  DHABI,GOVERNMENT        OF-REG-S    3.12500%    17-11.10.27           2 675  000.00        2 998  507.81
                                                       0.15
    USD   ALBERTA,    PROVINCE    OF 3.30000%    18-15.03.28               3 600  000.00        4 160  520.00
                                                       0.21
    USD   ALPHABET    INC  1.10000%    20-15.08.30                   2 000  000.00        1 983  411.00
                                                       0.10
    USD   ALPHABET    INC  1.99800%    16-15.08.26                   2 075  000.00        2 223  196.09
                                                       0.11
    USD   AMERICAN    EXPRESS    CO 3.40000%    18-27.02.23               1 100  000.00        1 170  569.40
                                                       0.06
    USD   APPLE   INC  1.65000%    20-11.05.30                    3 470  000.00        3 589  025.86
                                                       0.18
    USD   APPLE   INC  2.20000%    19-11.09.29                    4 500  000.00        4 858  408.35
                                                       0.25
    USD   APPLE   INC  2.40000%    13-03.05.23                    1 000  000.00        1 049  795.40
                                                       0.05
    USD   APPLE   INC  2.45000%    16-04.08.26                    2 500  000.00        2 721  442.50
                                                       0.14
    USD   APPLE   INC  2.85000%    16-23.02.23                     150  000.00         157  838.52
                                                       0.01
    USD   APPLE   INC  3.20000%    17-11.05.27                    5 390  000.00        6 113  657.09
                                                       0.31
    USD   BANK  OF NOVA  SCOTIA   2.00000%    19-15.11.22               1 260  000.00        1 301  530.86
                                                       0.07
    USD   BAYER   US FINANCE    II LLC-REG-S     3.87500%    18-15.12.23           1 200  000.00        1 311  073.68
                                                       0.07
    USD   BERKSHIRE     HATHAWAY    FINANCE    CORP  1.85000%    20-12.03.30           550  000.00         578  418.94
                                                       0.03
    USD   BERKSHIRE     HATHAWAY    INC  3.12500%    16-15.03.26              1 050  000.00        1 178  661.12
                                                       0.06
    USD   BRITISH    COLUMBIA,     PROVINCE    OF 1.75000%    19-27.09.24            700  000.00         736  353.17
                                                       0.04
    USD   CHEVRON    CORP  2.23600%    20-11.05.30                   2 076  000.00        2 231  838.05
                                                       0.11
    USD   CHEVRON    CORP  3.19100%    13-24.06.23                    725  000.00         773  026.39
                                                       0.04
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.90000%    18-16.03.28        1 600  000.00        1 896  656.00
                                                       0.10
    USD   CORPORACION     ANDINA   DE FOMENTO    4.37500%    12-15.06.22           1 000  000.00        1 048  240.00
                                                       0.05
    USD   DEXIA   CREDIT   LOCAL   SA-REG-S    2.50000%    18-25.01.21            1 050  000.00        1 053  391.50
                                                       0.05
    USD   EQUINOR    ASA  2.37500%    20-22.05.30                   1 300  000.00        1 388  291.32
                                                       0.07
    USD   EQUINOR    ASA  3.62500%    18-10.09.28                   4 000  000.00        4 674  098.40
                                                       0.24
    USD   EUROPEAN    INVESTMENT     BANK  2.37500%    17-24.05.27             4 000  000.00        4 428  001.60
                                                       0.23
    USD   EUROPEAN    INVESTMENT     BANK  0.87500%    20-17.05.30             8 350  000.00        8 313  177.59
                                                       0.43
    USD   EXPORT   DEVELOPMENT     CANADA   2.00000%    17-17.05.22              250  000.00         256  450.00
                                                       0.01
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.50000%    15-10.05.21             900  000.00         907  031.25
                                                       0.05
    USD   EXPORT-IMPORT      BANK  OF KOREA   3.25000%    15-10.11.25            3 400  000.00        3 803  750.00
                                                       0.20
    USD   EXPORT-IMPORT      BANK  OF KOREA   2.75000%    17-25.01.22            1 075  000.00        1 102  546.87
                                                       0.06
    USD   EXXON   MOBIL   CORP  3.04300%    16-01.03.26                 2 425  000.00        2 682  082.49
                                                       0.14
    USD   EXXON   MOBIL   CORP  3.48200%    20-19.03.30                 1 500  000.00        1 737  900.90
                                                       0.09
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.37500%    17-07.07.27           900  000.00         994  410.00
                                                       0.05
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.25000%    19-18.06.29          3 375  000.00        3 740  988.71
                                                       0.19
    USD   INTER-AMERICAN       DEVELOPMENT     BANK  2.00000%    19-23.07.26          1 000  000.00        1 075  429.00
                                                       0.05
    USD   INTERNATIONAL      BUSINESS    MACHINES    CORP  2.85000%    19-13.05.22        1 000  000.00        1 037  420.60
                                                       0.05
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  1.75000%    19-
                                    1 600  000.00        1 713  072.00
        23.10.29                                               0.09
    USD   JOHNSON    & JOHNSON    1.30000%    20-01.09.30                2 000  000.00        2 007  969.00
                                                       0.10
    USD   JOHNSON    & JOHNSON    2.45000%    16-01.03.26                4 425  000.00        4 817  504.14
                                                       0.25
    USD   JOHNSON    & JOHNSON    2.90000%    17-15.01.28                1 000  000.00        1 126  739.80
                                                       0.06
    USD   JOHNSON    & JOHNSON    3.37500%    13-05.12.23                1 000  000.00        1 091  971.00
                                                       0.06
    USD   KOREA   DEVELOPMENT     BANK  2.75000%    17-19.03.23              1 050  000.00        1 103  156.25
                                                       0.06
    USD   KOREA   EAST-WEST     POWER   CO LTD-REG-S     3.87500%    18-19.07.23         1 030  000.00        1 117  550.00
                                                       0.06
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.00000%    12-
                                     800  000.00         833  750.00
        19.09.22                                               0.04
    USD   KOREA   HYDRO&NUCLEAR      POWER   CO LTD-REG-S     3.12500%    17-
                                    2 950  000.00        3 273  578.12
        25.07.27                                               0.17
    USD   KOREA   SOUTH-EAST     POWER   CO LTD-REG-S     2.12500%    20-03.02.25         700  000.00         735  433.16
                                                       0.04
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.12500%    13-17.01.23           775  000.00         806  313.87
                                                       0.04
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.00000%    15-02.05.25          1 150  000.00        1 230  991.05
                                                       0.06
    USD   KUWAIT   INTERNATIONAL      GOVT  BOND-REG-S     3.50000%    17-20.03.27        6 000  000.00        6 832  500.00
                                                       0.35
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     2.00000%    15-13.01.25          3 875  000.00        4 123  838.95
                                                       0.21
    USD   LANDWIRTSCHAFTLICHE         RENTENBANK     0.87500%    20-03.09.30          1 800  000.00        1 781  774.95
                                                       0.09
    USD   MICROSOFT     CORP  2.65000%    15-03.11.22                  1 500  000.00        1 563  443.55
                                                       0.08
    USD   MICROSOFT     CORP  2.87500%    17-06.02.24                  1 500  000.00        1 609  925.55
                                                       0.08
    USD   MICROSOFT     CORP  3.30000%    17-06.02.27                  6 250  000.00        7 137  956.25
                                                       0.37
    注記は当財務書類と不可分のものである。
                                185/195


                                                          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   NATIONAL    AUSTRALIA     BANK  LTD/NY   2.50000%    16-12.07.26          3 200  000.00        3 467  520.00
                                                       0.18
    USD   NESTLE   HOLDINGS    INC-REG-S     1.25000%    20-15.09.30              838  000.00         838  219.05
                                                       0.04
    USD   NEW  YORK  LIFE  GLOBAL   FUNDING-REG-S      3.00000%    18-10.01.28         1 700  000.00        1 896  102.48
                                                       0.10
    USD   NORDIC   INVESTMENT     BANK  2.25000%    14-30.09.21               500  000.00         508  354.20
                                                       0.03
    USD   NOVARTIS    CAPITAL    CORP  2.40000%    12-21.09.22               750  000.00         777  051.83
                                                       0.04
    USD   NOVARTIS    CAPITAL    CORP  3.10000%    17-17.05.27               2 310  000.00        2 602  926.25
                                                       0.13
    USD   NOVARTIS    CAPITAL    CORP  2.20000%    20-14.08.30               1 830  000.00        1 977  647.15
                                                       0.10
    USD   QATAR,   STATE   OF-REG-S    2.37500%    16-02.06.21               1 050  000.00        1 056  562.50
                                                       0.05
    USD   QATAR,   STATE   OF-REG-S    3.37500%    19-14.03.24               1 600  000.00        1 727  500.00
                                                       0.09
    USD   QATAR,   STATE   OF-REG-S    4.00000%    19-14.03.29               1 750  000.00        2 067  187.50
                                                       0.11
    USD   QUEBEC,    PROVINCE    OF 2.50000%    16-20.04.26               4 450  000.00        4 856  993.00
                                                       0.25
    USD   ROCHE   HOLDINGS    INC-REG-S     3.62500%    18-17.09.28             3 000  000.00        3 552  955.50
                                                       0.18
    USD   SANOFI   4.00000%    11-29.03.21                     1 100  000.00        1 113  735.59
                                                       0.06
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.25000%    12-06.01.23           850  000.00         883  058.97
                                                       0.05
    USD   SHELL   INTERNATIONAL      FINANCE    BV 1.87500%    16-10.05.21           450  000.00         453  180.47
                                                       0.02
    USD   SHELL   INTERNATIONAL      FINANCE    BV 2.87500%    16-10.05.26          3 400  000.00        3 757  313.82
                                                       0.19
    USD   SINOPEC    GROUP   OVERSEAS    DEV  2013-REG-S     4.37500%    13-
                                     675  000.00         736  681.50
        17.10.23                                               0.04
    USD   STATE   STREET   CORP  2.40000%    20-24.01.30                 785  000.00         861  822.93
                                                       0.04
    USD   TEMASEK    FINANCIAL     I LTD-REG-S     2.37500%    12-23.01.23            900  000.00         937  206.00
                                                       0.05
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.70000%    13-15.01.24           900  000.00         987  112.53
                                                       0.05
    USD   TOTAL   CAPITAL    INTERNATIONAL      SA 3.45500%    19-19.02.29          3 000  000.00        3 464  329.20
                                                       0.18
    USD   VISA  INC  2.05000%    20-15.04.30                    1 300  000.00        1 386  330.66
                                                       0.07
    USD   VISA  INC  3.15000%    15-14.12.25                    1 375  000.00        1 534  912.08
                                                       0.08
    USD   WALMART    INC  2.55000%    13-11.04.23                   1 425  000.00        1 492  473.89
                                                       0.08
    USD   WALMART    INC  3.70000%    18-26.06.28                   6 000  000.00        7 083  412.20
                                                       0.36
    USD   WESTPAC    BANKING    CORP  2.85000%    16-13.05.26               2 755  000.00        3 035  514.10
                                                       0.16
    USD   WESTPAC    BANKING    CORP  3.35000%    17-08.03.27               1 200  000.00        1 360  128.00
                                                       0.07
    米ドル合計                                          178  217  307.60
                                                       9.14
    ノート、固定利付債合計                                          178  217  307.60

                                                       9.14
    中期債券、固定利付債

    米ドル

    USD   ABU  DHABI,   EMIRATE    OF-REG-S    3.12500%    20-16.04.30            3 000  000.00        3 386  250.00
                                                       0.17
    USD   AFRICAN    DEVELOPMENT     BANK  2.37500%    14-23.09.21              750  000.00         763  146.38
                                                       0.04
    USD   ASB  FINANCE    LTD-REG-S     2.12500%    16-01.09.21               1 000  000.00        1 013  190.00
                                                       0.05
    USD   ASIAN   DEVELOPMENT     BANK  2.62500%    17-12.01.27              1 750  000.00        1 954  662.50
                                                       0.10
    USD   ASIAN   DEVELOPMENT     BANK  2.00000%    17-16.02.22               500  000.00         510  935.00
                                                       0.03
    USD   ASIAN   DEVELOPMENT     BANK  2.50000%    17-02.11.27              4 000  000.00        4 472  530.00
                                                       0.23
    USD   ASIAN   DEVELOPMENT     BANK  1.75000%    19-19.09.29              4 500  000.00        4 819  650.75
                                                       0.25
    USD   BANK  OF MONTREAL    1.90000%    16-27.08.21                  900  000.00         911  010.33
                                                       0.05
    USD   CAISSE   D’ AMOR  DE LA DETTE   SOCIALE-REG-S      3.37500%    14-
                                     850  000.00         933  915.40
        20.03.24                                               0.05
    USD   CLIFFORD    CAPITAL    PTE  LTD-REG-S     1.73300%    19-10.09.24          1 500  000.00        1 545  795.00
                                                       0.08
    USD   COMMONWEALTH      BANK  OF AUSTRALIA-REG-S       3.15000%    17-19.09.27         725  000.00         815  371.25
                                                       0.04
    USD   CPPIB   CAPITAL    INC-REG-S     2.75000%    17-02.11.27              3 025  000.00        3 417  031.53
                                                       0.19
    USD   IDB  TRUST   SERVICES    LTD-REG-S     2.26100%    17-26.09.22           1 550  000.00        1 595  926.50
                                                       0.08
    USD   INTERNATIONAL      FINANCE    CORP  2.12500%    16-07.04.26            1 700  000.00        1 844  653.00
                                                       0.09
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    17-
                                    5 200  000.00        5 815  680.00
        22.11.27                                               0.30
    USD   JAPAN   TOBACCO    INC-REG-S     2.80000%    16-13.04.26              1 800  000.00        1 948  068.00
                                                       0.10
    USD   KOMMUNEKREDIT-REG-S         1.62500%    16-01.06.21                350  000.00         352  427.60
                                                       0.02
    USD   KOREA   DEVELOPMENT     BANK  1.75000%    20-18.02.25               300  000.00         311  960.01
                                                       0.02
    USD   MACQUARIE     GROUP   LTD-REG-S     6.25000%    11-14.01.21              750  000.00         754  575.00
                                                       0.04
    USD   MDGH  - GMTN  BV-REG-S    3.00000%    17-19.04.24               1 100  000.00        1 168  406.25
                                                       0.06
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    19-07.11.29               2 450  000.00        2 627  625.00
                                                       0.13
    USD   MDGH  - GMTN  BV-REG-S    2.87500%    20-21.05.30               1 800  000.00        1 929  937.50
                                                       0.10
    USD   NEDERLANDSE     WATERSCHAPSBK      NV-REG-S    3.00000%    18-21.12.21          425  000.00         437  149.05
                                                       0.02
    注記は当財務書類と不可分のものである。
                                186/195


                                                          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   NESTLE   HOLDINGS    INC-REG-S     1.87500%    16-09.03.21             1 000  000.00        1 003  342.00
                                                       0.05
    USD   NESTLE   HOLDINGS    INC-REG-S     2.37500%    17-18.01.22              875  000.00         894  531.75
                                                       0.04
    USD   NESTLE   HOLDINGS    INC-REG-S     3.12500%    18-22.03.23             1 370  000.00        1 453  509.72
                                                       0.07
    USD   NISSAN   MOTOR   ACCEPTANCE     CORP-REG-S     2.60000%    17-28.09.22          500  000.00         509  850.55
                                                       0.03
    USD   NORDRHEIN-WESTFALEN,          STATE   OF-REG-S    2.25000%    15-16.04.25         900  000.00         966  442.32
                                                       0.05
    USD   SAUDI   GOVERNMENT     INTERNATIONAL      BD-REG-S    2.50000%    20-
                                    2 100  000.00        2 210  250.00
        03.02.27                                               0.11
    USD   SP POWERASSETS     LTD-REG-S     3.25000%    15-24.11.25             1 500  000.00        1 666  260.00
                                                       0.08
    USD   SUMITOMO    MITSUI   BANKING    CORP-REG-S     2.44000%    19-18.06.24          801  000.00         851  039.91
                                                       0.04
    USD   SVENSK   EXPORTKREDIT      AB 1.75000%    16-10.03.21               550  000.00         552  305.49
                                                       0.03
    USD   TOYOTA   MOTOR   FINANCE    NL BV-REG-S    2.76400%    19-26.04.21          700  000.00         706  539.82
                                                       0.04
    米ドル合計                                          54 143  967.61
                                                       2.78
    中期債券、固定利付債合計                                          54 143  967.61

                                                       2.78
    債券、固定利付債

    米ドル

    USD   BNG  BANK  NV-REG-S    2.62500%    14-28.04.21                 550  000.00         555  184.57
                                                       0.03
    USD   BNG  BANK  NV-REG-S    2.37500%    16-16.03.26                1 800  000.00        1 965  384.00
                                                       0.10
    USD   CAISSE   D’ AMORTIS    DE LA DETTE   SOC-REG-S     1.87500%    15-
                                     600  000.00         611  578.80
        12.02.22                                               0.03
    USD   CANADIAN    IMPERIAL    BANK  OF COM/CAN-REG-S      2.35000%    17-
                                    1 075  000.00        1 109  448.70
        27.07.22                                               0.06
    USD   CENTRAL    JAPAN   RAILWAY    CO-REG-S    3.40000%    18-06.09.23          1 400  000.00        1 494  383.10
                                                       0.08
    USD   DBS  BANK  LTD-REG-S     3.30000%    18-27.11.21                 500  000.00         514  460.25
                                                       0.02
    USD   DNB  BOLIGKREDITT      AS-REG-S    2.50000%    17-28.03.22              500  000.00         514  150.00
                                                       0.02
    USD   FAB  SUKUK   CO LTD-REG-S     3.87500%    19-22.01.24              1 600  000.00        1 725  500.00
                                                       0.09
    USD   FMS  WERTMANAGEMENT       2.00000%    17-01.08.22                 550  000.00         566  022.82
                                                       0.03
    USD   ING  BANK  NV-REG-S    2.62500%    12-05.12.22                 400  000.00         417  941.24
                                                       0.02
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    14-
                                     800  000.00         867  616.00
        25.11.24                                               0.04
    USD   INTL  BK FOR  RECONSTR    & DEVT  WORLD   BANK  2.50000%    15-
                                    3 350  000.00        3 663  660.50
        29.07.25                                               0.19
    USD   KOREA   GAS  CORP-REG-S     2.87500%    19-16.07.29               1 000  000.00        1 104  687.50
                                                       0.06
    USD   KOREA   NATIONAL    OIL  CORP-REG-S     3.25000%    14-10.07.24           2 200  000.00        2 383  562.50
                                                       0.12
    USD   KOREA,   REPUBLIC    OF 3.87500%    13-11.09.23                1 400  000.00        1 528  187.50
                                                       0.08
    USD   KREDITANSTALT      FUER  WIEDERAUFBAU      2.50000%    14-20.11.24          1 225  000.00        1 329  487.85
                                                       0.07
    USD   NATIONWIDE     BUILDING    SOCIETY-REG-S      1.70000%    20-13.02.23         1 284  000.00        1 319  468.96
                                                       0.07
    USD   NOVARTIS    CAPITAL    CORP  3.40000%    14-06.05.24               1 000  000.00        1 097  283.00
                                                       0.05
    USD   OESTERREICHISCHE        KONTROLLBANK      AG 2.37500%    14-01.10.21          675  000.00         686  953.17
                                                       0.04
    USD   ONTARIO,    PROVINCE    OF 1.12500%    20-07.10.30               2 500  000.00        2 477  971.25
                                                       0.13
    USD   ONTARIO,    PROVINCE    OF 3.20000%    14-16.05.24               1 600  000.00        1 751  708.96
                                                       0.09
    USD   ROYAL   BANK  OF CANADA-REG-S      3.35000%    18-22.10.21             950  000.00         975  564.50
                                                       0.05
    USD   SWEDBANK    AB-REG-S    2.80000%    17-14.03.22                1 000  000.00        1 029  675.70
                                                       0.05
    米ドル合計                                          29 689  880.87
                                                       1.52
    債券、固定利付債合計                                          29 689  880.87

                                                       1.52
    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              62 000.00         71 452.58
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 1.50000%    15-31.01.22               5 000.00          5 080.28
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 2.25000%    17-15.02.27               5 000.00          5 530.66
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 1.75000%    13-15.05.23               5 000.00          5 193.55
                                                       0.00
    USD   AMERICA,    UNITED   STATES   OF 0.62500%    20-15.05.30             9 501  000.00        9 339  186.09
                                                       0.48
    米ドル合計                                           9 426  443.16
                                                       0.48
    財務省証券（     T-note   ）、固定利付債合計                                   9 426  443.16

                                                       0.48
    注記は当財務書類と不可分のものである。

                                187/195


                                                          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）
    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         3 590  000.00        8 112  986.20
                                                       0.42
    USD   AMERICA,    UNITED   STATES   OF 2.375%/CPI     LINKED   04-15.01.25         6 395  000.00        10 208  244.89
                                                       0.52
    USD   AMERICA,    UNITED   STATES   OF 0.625%/CPI     LINKED   16-15.01.26         5 230  000.00        6 301  612.19
                                                       0.32
    USD   AMERICA,    UNITED   STATES   OF 1.125%/CPI     LINKED   11-15.01.21         2 740  000.00        3 261  626.06
                                                       0.17
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   17-15.01.27         6 165  000.00        7 303  779.40
                                                       0.38
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     INDEX   13-15.07.23         6 209  000.00        7 287  453.97
                                                       0.37
    USD   AMERICA,    UNITED   STATES   OF 0.375%/CPI     LINKED   15-15.07.25         7 845  000.00        9 331  139.03
                                                       0.48
    USD   AMERICA,    UNITED   STATES   OF 0.750%/CPI     LINKED   18-15.07.28         6 916  000.00        8 234  180.98
                                                       0.42
    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   20-15.01.30         8 111  000.00        9 039  824.41
                                                       0.46
    米ドル合計                                          69 080  847.13
                                                       3.54
    財務省証券（     T-note   ）、変動利付債合計                                  69 080  847.13

                                                       3.54
    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                                          780  286  836.84

                                                      40.04
    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

    財務省証券（     T-bill   ）、ゼロ・クーポン
    米ドル

    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    23.04.20-22.04.21           2 050  000.00        2 049  262.14
                                                       0.10
    USD   AMERICA,    UNITED   STATES   OF TB 0.00000%    13.08.20-11.02.21           2 050  000.00        2 049  661.75
                                                       0.11
    米ドル合計                                           4 098  923.89
                                                       0.21
    財務省証券（     T-bill   ）、ゼロ・クーポン合計                                   4 098  923.89

                                                       0.21
    ノート、固定利付債

    米ドル

    USD   ALTRIA   GROUP   INC  2.85000%    12-09.08.22                 1 200  000.00        1 248  686.88
                                                       0.06
    USD   FANNIE   MAE  2.12500%    16-24.04.26                   2 500  000.00        2 716  170.00
                                                       0.14
    USD   NATIONAL    AUSTRALIA     BANK  LTD  NEW  YORK  2.87500%    18-12.04.23         500  000.00         527  638.60
                                                       0.03
    USD   NATIONAL    AUSTRALIA     BANK  LTD-144A    3.50000%    17-10.01.27         1 500  000.00        1 705  440.00
                                                       0.09
    USD   PROCTER    & GAMBLE   CO 2.30000%    12-06.02.22                725  000.00         742  811.80
                                                       0.04
    米ドル合計                                           6 940  747.28
                                                       0.36
    ノート、固定利付債合計                                           6 940  747.28

                                                       0.36
    中期債券、固定利付債

    米ドル

    USD   GOLDMAN    SACHS   GROUP   INC/THE    3.85000%    14-08.07.24            1 000  000.00        1 100  994.90
                                                       0.06
    USD   GUARDIAN    LIFE  GLOBAL   FUNDING-REG-S      2.00000%    16-26.04.21         1 000  000.00        1 006  912.70
                                                       0.05
    米ドル合計                                           2 107  907.60
                                                       0.11
    中期債券、固定利付債合計                                           2 107  907.60

                                                       0.11
    注記は当財務書類と不可分のものである。

                                188/195





                                                          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）
    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        1 675  152.14
        01.05.30                                               0.08
    米ドル合計                                           1 675  152.14
                                                       0.08
    中期債券、ゼロ・クーポン債合計                                           1 675  152.14

                                                       0.08
    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        1 022  998.80
                                                       0.05
    USD   HSBC  BANK  CANADA-REG-S      1.65000%    19-10.09.22               750  000.00         766  788.75
                                                       0.04
    米ドル合計                                           1 789  787.55
                                                       0.09
    債券、固定利付債合計                                           1 789  787.55

                                                       0.09
    財務省証券（     T-note   ）、変動利付債

    米ドル

    USD   AMERICA,    UNITED   STATES   OF 0.125%/CPI     LINKED   12-15.07.22         7 075  000.00        8 206  638.08
                                                       0.42
    米ドル合計                                           8 206  638.08
                                                       0.42
    財務省証券（     T-note   ）、変動利付債合計                                   8 206  638.08

                                                       0.42
    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                                          24 819  156.54

                                                       1.27
    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
    記名株式
    アラブ首長国連邦

    GBP   NMC  HEALTH   PLC  ORD  GBP0.1                      3 082.00
                                                   0.04    0.00
    アラブ首長国連邦合計                                              0.04    0.00
    記名株式合計                                              0.04    0.00

    新株引受権

    ドイツ

    EUR   KION  GROUP   AG RIGHTS   03.12.20                     1 810.00
                                                   0.00    0.00
    ドイツ合計                                              0.00    0.00
    新株引受権合計                                              0.00    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        1 685  408.62
                                                       0.09
    USD   US BANK  NA/CINCINNATI      OH 2.65000%    19-23.05.22             1 400  000.00        1 445  897.60
                                                       0.07
    米ドル合計                                           3 131  306.22
                                                       0.16
    ノート、固定利付債合計                                           3 131  306.22

                                                       0.16
    注記は当財務書類と不可分のものである。

                                189/195



                                                          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）
    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        1 389  609.00
                                                       0.07
    USD   MASSMUTUAL     GLOBAL   FUNDING    II-REG-S    2.75000%    17-22.06.24          950  000.00        1 020  377.24
                                                       0.05
    米ドル合計                                           2 409  986.24
                                                       0.12
    債券、固定利付債合計                                           2 409  986.24

                                                       0.12
    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

                                               5 541  292.50
    譲渡性のある証券および短期金融商品合計                                                  0.28
    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   MAN  FUNDS   VI PLC-MAN    AHL  TARGETRISK-INU-USD-CAP                  261  251.83        35 305  571.63
                                                       1.81
    USD   SOURCE   MARKETS    PLC  - MSCI  USA  SOURCE   ETF-A             509  295.00        51 209  612.25
                                                       2.63
    USD   UBS  (IRL)   ETF  PLC-MSCI    USA  UCITS-ACC-A-USD-ETF                7 061  473.00       142  994  828.25
                                                       7.34
    USD   UBS(IRL)FUND      SOLUTION    PLC-MSCI    USA  SF UCITS   SHS-A-ETF-ACC         1 957  102.00       196  767  035.08
                                                      10.09
    アイルランド合計                                          426  277  047.21
                                                      21.87
    ルクセンブルグ

    EUR   ALMA  PLATINUM    IV UBS  MULTI-STRATEGY       ALTERNATIVES-I0C-E-
                                      4 749.86        57 179  593.07
        CAP                                               2.93
    USD   AQR  UCITS   FUNDS   - GLOBAL   RISK  PARITY   UCITS   FUND-A2-CAP          202  975.00        25 379  994.00
                                                       1.30
    USD   INVESCO    FUNDS   SICAV   BAL  RISK  ALLOCATION-PI1-USD         HDG-CAP       1 509  872.25        19 084  785.23
                                                       0.98
    USD   UBS  (LUX)   BOND  FUND-EURO     HIGH  YIELD   (EUR)(USD     HEDGED)    F-
                                     392  137.00        47 260  351.24
        ACC                                               2.43
    USD   UBS  (LUX)   BOND  SICAV   - USD  HIGH  YIELD   (USD)   F-ACC          205  724.00        70 059  308.20
                                                       3.60
    USD   UBS  (LUX)   BOND  SICAV   USD  - INVEST   GRADE   CORP  USD  F ACC       2 487.00       292  128  344.86
                                                      14.99
    USD   UBS  (LUX)   BOND  SICAV   - EMERG   ECON  CORPORATES     (USD)   F-ACC      511  242.00        62 852  091.48
                                                       3.22
    USD   UBS  (LUX)   EMERGING    ECONOMIES     FUND  - GLOBAL   BONDS   (USD)   F-
                                      44 145.00        93 045  299.40
        ACC                                               4.77
    USD   UBS  (LUX)   MONEY   MARKET   FUND  - USD  U-X-ACC                         11 216.33
                                        1.00               0.00
    ルクセンブルグ合計                                          667  000  983.81
                                                      34.22
    投資信託、オープン・エンド型合計                                         1 093  278  031.02

                                                      56.09
    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

                                             1 093  278  031.02
    た UCITS/   その他の    UCIs  合計                                         56.09
    公認の証券取引所に上場されている派生商品

    ワラント債
    スイス

    CHF   CIE  FINANCIERE     RICHEMO    67.00000    WARRANT    27.11.23            41 978.00          8 346.45
                                                       0.01
    スイス合計                                             8 346.45
                                                       0.01
    ワラント債合計                                             8 346.45

                                                       0.01
    公認の証券取引所に上場されている派生商品合計                                             8 346.45

                                                       0.01
    投資有価証券合計                                         1 903  933  663.35

                                                      97.69
    注記は当財務書類と不可分のものである。

                                190/195



                                                          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）
    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 LONG  BOND  FUTURE   22.03.21                      -34.00         -12  750.00     0.00

    USD   US 2YR  TREASURY    NOTE  FUTURE   31.03.21                  -292.00         -22  812.21     0.00
    USD   US 5YR  TREASURY    NOTE  FUTURE   31.03.21                  -855.00         -126  913.64    -0.01
    USD   US 10YR  ULTRA   NOTE  FUTURE   22.03.21                   -408.00         -255  000.00    -0.01
    USD   US 10YR  TREASURY    NOTE  FUTURE   22.03.21                  -367.00         -100  351.38    -0.01
    債券に係る金融先物合計                                           -517  827.23    -0.03
    指数に係る金融先物

    EUR   EURO  STOXX   50 INDEX   FUTURE   18.12.20                   451.00         232  828.37     0.01

    CHF   SWISS   MARKET   INDEX   FUTURE   18.12.20                    39.00         3 567.88     0.00
    GBP   FTSE  100  INDEX   FUTURE   18.12.20                     104.00         -44  256.91     0.00
    SGD   MSCI  SINGAPORE     INDEX   FUTURE   30.12.20                   41.00         -23  718.00     0.00
    USD   S&P500   EMINI   FUTURE   18.12.20                      966.00        2 607  535.00     0.13
    HKD   HANG  SENG  INDEX   FUTURE   30.12.20                     16.00         -17  942.60     0.00
    AUD   SPI  200  INDEX   FUTURES    17.12.20                      47.00         -28  202.93     0.00
    CAD   S&P/TSX    60 INDEX   FUTURE   17.12.20                     30.00         26 498.96     0.00
    USD   MINI  MSCI  EMERGING    MARKETS    INDEX   FUTURE   18.12.20            1 266.00        2 568  625.00     0.13
    JPY   TOPIX   INDX  FUTURE   10.12.20                       103.00         -67  082.23     0.00
    指数に係る金融先物合計                                           5 257  852.54     0.27
    公認の証券取引所に上場されている派生商品合計                                           4 740  025.31     0.24

    派生商品合計                                           4 740  025.31     0.24

    注記は当財務書類と不可分のものである。

                                191/195









                                                          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

    購入通貨／購入額／売却通貨／売却額／満期日（日                     -月 -年）
    USD     8 757  768.60       GBP    6 760  000.00      8.1.2021               -272  869.13    -0.01

    USD    33 891  869.83       CAD    44 650  000.00      8.1.2021               -573  645.14    -0.03
    USD     1 085  347.96       AUD    1 540  000.00      8.1.2021                -49  865.33     0.00
    USD      184  195.39       SGD     250  000.00      8.1.2021                -2 418.29     0.00
    USD     9 241  662.11       JPY    974  500  000.00      8.1.2021               -112  199.77     0.00
    USD      64 492.95       HKD     500  000.00      8.1.2021                  -6.74    0.00
    USD    124  981  272.80       EUR    105  920  461.98      8.1.2021              -1 883  597.69    -0.10
    USD    36 854  779.37       CHF    33 410  000.00      8.1.2021               -107  839.61     0.00
    EUR      700  000.00       USD     829  232.60      8.1.2021                9 183.39     0.00
    JPY    50 000  000.00       USD     478  849.69      8.1.2021                1 081.65     0.00
    CHF      500  000.00       USD     552  303.71      8.1.2021                 863.29     0.00
    EUR     2 500  000.00       USD    2 939  332.50      8.1.2021                55 010.33     0.00
    GBP      550  000.00       USD     713  065.65      8.1.2021                21 675.59     0.00
    CAD     1 500  000.00       USD    1 128  584.95      8.1.2021                29 271.10     0.00
    EUR     3 500  000.00       USD    4 117  694.00      8.1.2021                74 385.97     0.00
    CHF     1 000  000.00       USD    1 100  162.05      8.1.2021                6 171.95     0.00
    JPY    100  000  000.00       USD     959  939.79      8.1.2021                 -77.10     0.00
    USD     2 132  517.78       EUR    1 800  000.00      8.1.2021                -23  409.06     0.00
    USD     1 367  114.25       EUR    1 150  000.00      8.1.2021                -10  283.45     0.00
    USD     5 855  378.76       EUR    4 950  000.00      8.1.2021                -73  420.05     0.00
    USD    88 907  921.23       EUR    74 765  000.00      4.2.2021               -692  014.07    -0.03
    USD    32 772  742.26       CAD    42 850  000.00      4.2.2021               -305  528.50    -0.02
    USD      916  046.25       AUD    1 250  000.00      4.2.2021                -5 544.97     0.00
    GBP     3 585  000.00       USD    4 744  259.94      4.2.2021                45 513.87     0.00
    JPY    223  500  000.00       USD    2 145  823.85      4.2.2021                 151.04     0.00
    HKD     4 500  000.00       USD     580  510.93      4.2.2021                  5.19    0.00
    USD      186  052.47       SGD     250  000.00      4.2.2021                 -568.73     0.00
    USD    28 226  161.64       CHF    25 635  000.00      4.2.2021               -155  764.08    -0.01
    EUR     2 000  000.00       USD    2 379  020.00      8.1.2021                16 454.27     0.00
    EUR     2 000  000.00       USD    2 380  410.00      4.2.2021                16 431.71     0.00
    GBP     1 000  000.00       USD    1 326  762.00      4.2.2021                9 297.64     0.00
    GBP     1 000  000.00       USD    1 326  582.00      8.1.2021                9 311.16     0.00
    CHF     2 000  000.00       USD    2 200  374.94      8.1.2021                12 293.06     0.00
    CHF     2 000  000.00       USD    2 202  097.50      4.2.2021                12 213.07     0.00
    CAD     2 500  000.00       USD    1 912  408.63      8.1.2021                17 351.45     0.00
    CAD     2 500  000.00       USD    1 912  538.83      4.2.2021                17 348.61     0.00
    JPY    225  000  000.00       USD    2 169  548.79      8.1.2021                -9 857.74     0.00
    JPY    225  000  000.00       USD    2 170  247.74      4.2.2021                -9 870.33     0.00
    USD      111  537.35       SGD     150  000.00      4.2.2021                 -435.37     0.00
    USD      111  531.05       SGD     150  000.00      8.1.2021                 -437.16     0.00
    EUR     1 000  000.00       USD    1 184  050.00      8.1.2021                13 687.13     0.00
    EUR     1 000  000.00       USD    1 184  760.00      4.2.2021                13 660.86     0.00
    USD     1 676  993.59       JPY    175  000  000.00      8.1.2021                -2 766.11     0.00
    CAD      300  000.00       USD     229  131.50      8.1.2021                2 439.71     0.00
    CAD      200  000.00       USD     152  765.47      4.2.2021                1 625.53     0.00
    USD     1 677  555.92       JPY    175  000  000.00      4.2.2021                -2 737.62     0.00
    USD      548  274.77       CHF     500  000.00      8.1.2021                -4 892.23     0.00
    USD      548  696.85       CHF     500  000.00      4.2.2021                -4 880.79     0.00
    USD     2 661  613.60       GBP    2 000  000.00      8.1.2021                -10  172.71     0.00
    USD     2 661  941.80       GBP    2 000  000.00      4.2.2021                -10  177.48     0.00
    AUD    64 417  400.00       USD    47 434  203.41      21.1.2021                54 946.55     0.00
    注記は当財務書類と不可分のものである。

                                192/195



                                                          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（続き）

    購入通貨／購入額／売却通貨／売却額／満期日（日                     -月 -年）
    GBP    51 252  500.00       USD    68 575  127.47      21.1.2021                -103  155.44     0.00

    SEK    88 768  800.00       USD    10 305  734.30      21.1.2021                88 608.94     0.00
    CAD    44 645  700.00       USD    34 282  358.89      21.1.2021                180  932.00     0.01
    CHF    253  852  900.00       USD    278  988  355.93      21.1.2021               1 958  081.76     0.10
    SGD    74 334  400.00       USD    55 385  394.86      21.1.2021                102  945.20     0.01
    EUR    261  954  200.00       USD    311  841  281.76      21.1.2021               1 997  200.57     0.10
    USD      176  855.47       SGD     237  400.00      21.1.2021                 -356.32     0.00
    USD      864  300.00       EUR     726  647.53      21.1.2021                -6 271.87     0.00
    USD      364  586.67       SGD     488  700.00      21.1.2021                 -212.83     0.00
    USD      293  504.61       AUD     399  200.00      21.1.2021                 -789.61     0.00
    USD      505  160.57       GBP     377  200.00      21.1.2021                 1 231.44     0.00
    CHF     6 437  900.00       USD    7 116  663.92      21.1.2021                 8 348.52     0.00
    EUR     6 683  500.00       USD    7 972  539.96      21.1.2021                34 735.73     0.00
    CAD     1 236  100.00       USD     950  306.60      21.1.2021                 3 874.29     0.00
    AUD     1 765  600.00       USD    1 300  560.21      21.1.2021                 1 057.73     0.00
    SGD     2 052  600.00       USD    1 533  441.21      21.1.2021                -1 238.53     0.00
    SEK     2 300  900.00       USD     270  231.60      21.1.2021                 -808.74     0.00
    GBP     1 361  300.00       USD    1 818  533.44      21.1.2021                  127.03     0.00
    HKD     2 955  000.00       USD     381  259.08      2.12.2020                  -91.71     0.00
    USD      729  285.44       CHF     658  800.00      21.1.2021                  172.19     0.00
    USD      398  405.68       AUD     539  100.00      21.1.2021                  975.78     0.00
    先渡為替契約合計                                            380  461.00     0.02
    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                                          49 724  547.75     2.55

    当座借越およびその他の短期負債                                            -8 610.85     0.00
    その他の資産および負債                                          -9 791  947.02    -0.50
    純資産総額                                         1 948  978  139.54    100.00
    注記は当財務書類と不可分のものである。

    次へ

                                193/195








                                                          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

       2020  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                              2020  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
                 クラスＰ－ｍｄｉｓｔ

                              1,035,932.341          846,399.043        2,201,574.642
                             （ 391,916.191      ）  （ 106,727.690      ） （ 526,750.185      ）
                 投資証券
     ダイナミック・イン
     カム（米ドル）
                 クラスＰ－ａｃｃ
                               183,344.198         250,605.725         525,054.800
                              （ 4,068.396     ）   （ 6,971.715     ）  （ 101,313.253      ）
                 投資証券
                               90,329.795         191,120.200         264,338.603

                 クラスＰ－ａｃｃ
                              （ 88 ,328.741    ）   （ 168  ,273.436    ）  （ 178  ,179.790    ）
                 投資証券
     フィクスト・インカ
     ム（米ドル）            クラス（日本円・ヘッ
                                        635,081.019         412,097.913
                               5,180.246
                 ジ）Ｐ－ａｃｃ投資証
                                       （ 635  ,081.019    ）  （ 402  ,503.798    ）
                               （ 90.047   ）
                 券
                                                 593,816.645

                 クラスＰ－ａｃｃ
                               43,721.662         59,105.445
     インカム（米ドル）
                                                （ 12 ,056.837    ）
                               （ 0.000   ）     （ 0.000   ）
                 投資証券
     システマティック・

     アロケーション・
                               619,184.749         941,893.029        2,953,855.829
                 クラスＰ－ａｃｃ
     ポートフォリオ・
                              （ 59 ,593.733    ）   （ 3 ,362.097    ）  （ 208  ,386.235    ）
                 投資証券
     ディフェンシブ（米
     ドル）
     システマティック・
                               720,455.168         1,748,561.458         4,758,079.585
                 クラスＰ－ａｃｃ
     アロケーション・
                              （ 63 ,469.213    ）   （ 87 ,145.226    ）  （ 436  ,025.228    ）
     ポートフォリオ・ミ
                 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・
                               284,436.663         609,482.852
                 クラスＰ－ａｃｃ
                                                1,150,682.575
     ポートフォリオ・ダ
                              （ 6 ,442.952    ）   （ 4 ,477.340    ）
                                                （ 81,242.545      ）
                 投資証券
     イナミック（米ド
     ル）
     （注）（　）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。
    次へ

                                194/195





                                                          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。）
    第一部　証券情報

    第１　外国投資証券（外国新投資口予約権証券及び外国投資法人債券を除く。）
     （ 10 ）申込取扱場所
    ＜訂正前＞
        ＵＢＳ証券株式会社             東京都千代田区大手町一丁目５番１号
                     大手町ファーストスクエア              イーストタワー
                     電話番号　      0120  － 073  － 533
                     ホームページ・アドレス　              www.ubs.com/jp/ja
        （以下「ＵＢＳ証券」または「日本における販売会社」という。）
       （注）日本の販売会社の本支店において申込みの取扱いを行う。
    ＜訂正後＞

        ＵＢＳ証券株式会社             東京都千代田区大手町一丁目５番１号
                                           （注２）
                     大手町ファーストスクエア              イーストタワー
                     電話番号　      0120  － 073  － 533
                     ホームページ・アドレス　              www.ubs.com/jp/ja
        （以下「ＵＢＳ証券」または「日本における販売会社」という。）
       （注  １ ）日本の販売会社の本支店において申込みの取扱いを行う。
       （注２）    2021  年３月８日に、東京都千代田区丸の内一丁目４番１号                      丸の内永楽ビルディングに変更する予定である。
    第二部　ファンド情報

    第１　ファンドの状況
    ６　手続等の概要
     ①　販売手続等
    ＜訂正前＞
       申込取扱場所（販売会社）／払込取扱場所
       ＵＢＳ証券株式会社             東京都千代田区大手町一丁目５番１号
                    大手町ファーストスクエア              イーストタワー
                              （後略）
    ＜訂正後＞

       申込取扱場所（販売会社）／払込取扱場所
       ＵＢＳ証券株式会社             東京都千代田区大手町一丁目５番１号
                                          （注）
                    大手町ファーストスクエア              イーストタワー
       （注）申込取扱場所（販売会社）については、                    2021  年３月８日に、ＵＢＳ証券株式会社　東京都千代田区丸の内一丁目４番１号
         丸の内永楽ビルディングに変更する予定である。
                              （後略）
                                195/195

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