Equinox Campbell Strategy Fund Portfolio Holdings as of October 31, 2017 (Based on Net Assets)

Similar documents
CONSOLIDATED SCHEDULE OF INVESTMENTS (Unaudited) June 30, 2017

ASG Managed Futures Strategy Fund Investments as of May 31, 2018 (Unaudited)

ASG Managed Futures Strategy Fund Investments as of June 30, 2017 (Unaudited)

BURSA MALAYSIA DERIVATIVES BERHAD

Abbey Capital Futures Strategy Fund of THE RBB FUND, INC.

COMMODITY FUTURES TRADING COMMISSION. Procedures to Establish Appropriate Minimum Block Sizes for Large Notional Off-

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. Diversified Energy Industrial

Common markets in the CTA and managed. futures industry

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers TOTAL. Diversified Energy Industrial Precious

BURSA MALAYSIA DERIVATIVES BERHAD

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. TOTAL Diversified Energy Industrial

Weekly Flows by Sector (US$mn) Top 5 Inflows/Outflows (US$mn) Top 5 / Bottom 5 Performers. Diversified Energy Industrial

FUTURES PRICES. Grain and Oilseed Futures. Thursday, December 21, 2006

FULCRUM UCITS SICAV. Société d Investissement à Capital Variable. Annual Report and Audited Financial Statements as at 31 December 2016

Absolute Return Fixed Income The New Defensive: Redefining Core Fixed Income Strategy

Grant Park Multi Alternative Strategies Fund

Abbey Capital Futures Strategy Fund

A capital guaranteed fund with a history of performance, security and diversification

Annual Market Review Portfolio Management

A capital guaranteed fund accessing complementary global investments

MONTHLY MARKET MONITOR (M 3 ) December 2014

FULCRUM DIVERSIFIED ABSOLUTE RETURN FUND ADVISOR CLASS (FARAX) INSTITUTIONAL CLASS (FARIX) SUPER INSTITUTIONAL CLASS (FARYX)

2018 Holiday Trading Schedule Good Friday

Tue Extended Close Trade Date 1/12/2018 1/12/2018 1/12/2018 1/15/2018 1/15/2018 1/15/2018 1/16/2018 1/16/2018 1/16/2018. Mon Open Trade Date

2019 Holiday Trading Schedule Martin Luther King, Jr. Day

2017 Holiday Trading Schedule Thanksgiving Day

MONTHLY MARKET MONITOR (M 3 ) December 2015

MONTHLY MARKET MONITOR (M 3 ) January 2016

2017 Annual Market Review

Mon Core Close Trade Date. Mon. Open Trade Date 12/22/ /22/ /22/ /25/ /25/ /25/ /26/ /26/ /26/2017

2016 Annual Market Review

2018 Holiday Trading Schedule Memorial Day

Stated Coupon. Notional. Value

STANDARD TARIFF SCALE

2017 Future Expiration

Spectrum Asset Management LLC

April 21, U.S. equities 4 International equities 4 Sector Performance 5

Market Outlook Considerations Week Beginning April 30, 2018

Market Outlook Considerations Week Beginning April 23, 2018

Market Outlook Considerations Week Beginning May 14, 2018

September 16, :00 a.m. EST. Presented by: Will Acworth, Editor, Futures Industry. Sponsored By:

Research Snapshot alternative investment solutions

Global Futures Margin Requirement

2017 Annual Market Review

First Trust Global Tactical Commodity Strategy Fund (FTGC) Consolidated Portfolio of Investments March 31, 2018 (Unaudited) Stated.

Market Outlook Considerations Week Beginning April 2, 2018

Market Outlook Considerations Week Beginning March 26, 2018

First Trust Global Tactical Commodity Strategy Fund (FTGC) Consolidated Portfolio of Investments September 30, 2017 (Unaudited) Stated.

The Path to Achieving True Diversification In Managed Futures Strategies

6,479,864 (Cost $6,480,320) (c) Net Other Assets and Liabilities 26.1%... 2,286,259 Net Assets 100.0%... $ 8,766,123

Longboard Managed Futures Strategy Fund. Longboard Alternative Growth Fund. Semi-Annual Report

FULCRUM UCITS SICAV. Société d Investissement à Capital Variable. Annual Report and Audited Financial Statements as at 31 December 2017

PRODUCT INFORMATION. paddypowertrader. Contents: FUTURES INDICES

Annual Trends in Futures and Options Trading Activity

Global Futures and Options Volume. Global Futures and Options Volume by Category. Global Futures and Options Volume by Region

Handelsbanken Index Update Log. Version as of 1 June 2016

Catalyst Millburn Hedge Strategy Fund

Franklin K2 Global Macro Opportunities Fund

Investors Risk Parity Private Pool

Commitments of Traders: Commodities

>50 VENDITE

STANDARD VARIABLE ACCOUNT

Trade-Related Services

Managed Futures Strategy Fund

Schroder Dynamic Multi Asset Fund Interim Report and Accounts April 2018

ABOUT EQUINOX FUNDS EVOLVING WITH INVESTORS NEEDS IN MIND

ETF Securities Weekly Flows Analysis Gold ETPs outflows after hawkish September FOMC minutes.

GLOBAL FUTUS MARGIN & COMMISSION

ETF Securities Weekly Flows Analysis Profit taking in precious metals continues

Weekly Market Review. 26 th May st June 2014

>50 VENDITE. -0, /10/2017 3, mag 1,26 Take Profit

Commitments of Traders: Commodities

Xetra. The market. THE LEADING TRADING PLATFORM FOR ETCS & ETNS. A simple investment in commodities, volatility or currencies

Commitments of Traders: Commodities

Commitments of Traders: Commodities

ETF Securities Weekly Flows Analysis ETP investors bargain-hunt as commodities capitulate

Commitments of Traders: Commodities

Commitments of Traders: Commodities

Messaging Efficiency Program Q Daily Raw Messaging Tier Product Group Benchmarks

Diversifying Managed Futures

Classes of OTC derivatives that LCH Limited has been authorised to clear as notified to ESMA under Regulation 648/2012

MANAGED FUTURES STRATEGY FUND

Managed Futures Strategy Fund

Quarterly Market Review. Fourth Quarter 2017

MANAGED FUTURES STRATEGY FUND

ETF Securities Weekly Flows Analysis Largest weekly inflows into Robotics since inception

Abbey Capital Multi Asset Fund MAFIX Q Summary. Market Review

Public Register for the Clearing Obligation under EMIR

Economic Insights. RBI cuts policy rates by 25 bps. Indian Economic Overview: Key Takeaways: Aug 02, 2017 Economy & Strategy. Economy & Strategy

BLOOMBERG DOLLAR INDEX 2018 REBALANCE

ETF Securities Weekly Flows Analysis Investors appear to shrug off trade-war risk for now

ETF Securities Weekly Flows Analysis Precious metal ETP flows strengthen as trade tensions continue

An Introduction to Global Carry

ETF Securities Weekly Flows Analysis Precious metal flows bifurcated by gold and silver

Market Review First Quarter 2017

Intragroup Margin Exemption Disclosure Under The European Market Infrastructure Regulation

The Crude Oil Comeback

CAX Commodity Arbitrage Index. Objectives and Guidelines. Copyright 2009 Alternative-Index Ltd 1

ETF Securities Weekly Flows Analysis Safe havens gain traction as trade war escalates

FuturesCom Morning Investment Comments Monday October 29, 2018

Transcription:

Equinox Campbell Strategy Fund Portfolio Holdings as of October 31, 2017 (Based on Net Assets) Description Market Value () Percentage Equinox Campbell Ltd Controlled Foreign Corporation $96,112,731 25.07% US Treasury Notes (3 Yr Note Due 1/15/2018) $39,974,947 10.43% US Treasury Note (3 Yr Note Due 3/15/2018) $99,901,758 26.06% Cash 38.44% TOTAL 100% Equinox Campbell Strategy Fund Subsidiary Holdings as of October 31, 2017 Description Percentage of Subsidiary Assets Goldman Sachs Liquid Institutional #499 48.47% JPM Liquidity Premier #192 51.53% TOTAL 100% The security holdings are presented to illustrate examples of the securities that the fund has bought and the diversity of areas in which the funds may invest, and may not be representative of the fund s current or future investments. Portfolio holdings are subject to change and should not be considered to be investment advice. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THERE IS RISK OF LOSS. YOU CAN LOSE MONEY IN A MUTUAL FUND PROGRAM.

Campbell Strategy Position Report as of October 31, 2017 The Equinox Campbell Strategy Fund is invested, through its wholly-owned foreign subsidiary, in a total return swap with Deutsche Bank AG, London Branch ( Deutsche Bank ). The swap * provides exposure to the total returns of the Managed Futures Program of Campbell & Company LP. ("Campbell") calculated on a daily basis with reference to a customized reference index that is proprietary to Deutsche Bank (the Reference Index ). The Reference Index is comprised at any given time of trading positions selected by Campbell that include over-the-counter foreign exchange and currency option transactions, exchange traded futures and options in relation to any commodity, metal, financial instrument, currency, interest rate or index traded on certain exchanges. The following table sets forth the composition of the Reference Index as of October 31, 2017. The composition of the Reference Index will vary on a frequent basis in accordance with the trading strategy employed by Campbell. The performance of the Reference Index is reduced by management and incentive fees payable to Campbell, a fee payable to Deutsche Bank and applicable transaction costs. Sector Market Maturity Quantity FxForward BRL/ 20/12/2017 18,894,862.42 $5,996,940.77 FxForward CAD/ 20/12/2017-1,399,619.43 -$1,125,422.03 FxForward CHF/ 20/12/2017-4,748,708.71 -$4,796,669.86 FxForward CLP/ 20/12/2017 3,039,173,632.04 $4,804,579.05 FxForward CNH/ 20/12/2017 33,690,839.30 $5,348,328.63 FxForward COP/ 20/12/2017 9,237,488,344.70 $3,103,132.55 FxForward CZK/ 20/12/2017 71,980,427.86 $3,331,372.01 FxForward HUF/ 20/12/2017 2,546,307,648.75 $10,407,417.89 FxForward IDR/ 20/12/2017 59,133,920,986.17 $4,385,192.21 FxForward ILS/ 20/12/2017 24,518,333.36 $6,614,339.80 FxForward INR/ 20/12/2017 798,782,805.83 $12,441,518.50 FxForward JPY/ 20/12/2017-5,214,082,281.73 -$47,027,416.09 FxForward KRW/ 20/12/2017 4,618,744,135.39 $4,137,758.67 FxForward MXN/ 20/12/2017 1,499,593.43 $80,974.54 FxForward NOK/ 20/12/2017 343,706,544.96 $45,128,637.94

Sector Market Maturity Quantity FxForward PHP/ 20/12/2017 41,988,582.80 $815,891.54 FxForward PLN/ 20/12/2017 8,922,574.01 $2,890,396.73 FxForward RUB/ 20/12/2017 360,901,870.52 $6,180,843.25 FxForward SEK/ 20/12/2017 152,389,277.55 $20,223,329.05 FxForward SGD/ 20/12/2017 34,109,725.46 $25,245,211.20 FxForward TRY/ 20/12/2017 45,062,747.26 $12,945,606.16 FxForward TWD/ 20/12/2017 14,396,085.22 $616,836.81 FxForward /AUD 20/12/2017-14,895,949.74 -$10,267,687.10 FxForward /EUR 20/12/2017 38,439,548.15 $47,033,853.35 FxForward /GBP 20/12/2017 25,543,054.75 $33,404,566.95 FxForward /NZD 20/12/2017-56,534,628.03 -$39,172,712.03 FxForward ZAR/ 20/12/2017-126,565,586.36 -$9,384,132.45 Agricultural Futures Cocoa Future 3/14/2018-225.94 -$4,734,542.63 Agricultural Futures Coffee C Future 12/18/2017-336.91 -$15,757,837.16 Agricultural Futures Corn Future 12/14/2017-1,676.54 -$28,972,778.26 Agricultural Futures Cotton No.2 Future 12/6/2017 40.99 $1,404,278.16 Agricultural Futures Feeder Cattle Future 1/25/2018 93.97 $7,482,715.37 Agricultural Futures Hard Red Winter Wheat Future 12/14/2017-302.92 -$6,264,715.31 Agricultural Futures Lean Hog Future 12/14/2017 228.94 $6,090,888.83 Agricultural Futures Live Cattle Future 12/29/2017 136.96 $6,841,974.60 Agricultural Futures Soybean Meal Future 12/14/2017 11.00 $343,271.66 Agricultural Futures Soybean Oil Future 12/14/2017 18.00 $374,388.20 Agricultural Futures Soybeans Future 1/12/2018 248.93 $12,277,030.50 Agricultural Futures Sugar No.11 Future 2/28/2018-778.79 -$12,843,775.65 Agricultural Futures Wheat Future 12/14/2017-702.81 -$14,640,387.88 Base Metal Futures Copper Future 12/27/2017 155.96 $12,099,385.06 Base Metal Futures Copper Grade A Future 12/20/2017 142.96 $24,380,233.27 Base Metal Futures Primary High Grade Aluminium Future 12/20/2017 107.97 $5,810,170.16 Base Metal Futures Primary Nickel Future 12/20/2017 72.98 $5,101,312.90 Base Metal Futures Zinc Future 12/20/2017 211.94 $17,395,170.08 Bond Futures 10 year Australian Treasury Bond Future 12/15/2017 370.90 $36,589,159.27 Bond Futures 10 year Canadian Govt Bond Future 12/18/2017-288.92 -$30,817,838.51

Sector Market Maturity Quantity Bond Futures 10 year Japanese Goverment Bond Future 12/13/2017 98.97 $131,032,216.85 Bond Futures 10 year US Treasury Notes Future 12/19/2017-553.85 -$69,205,213.66 Bond Futures 2 year Euro-Schatz Future 12/7/2017-151.96 -$19,868,543.13 Bond Futures 3 year Australian Treasury Bond Future 12/15/2017-836.77 -$71,488,845.68 Bond Futures 30 year US Treasury Bonds Future 12/19/2017 2.00 $304,792.12 Bond Futures 5 year US Treasury Notes Future 12/29/2017-596.84 -$69,946,582.38 Bond Futures Euro-BOBL Future 12/7/2017 1,072.71 $164,629,605.68 Bond Futures Euro-BUND Future 12/7/2017 945.74 $179,265,835.83 Bond Futures Euro-OAT Futures 12/7/2017 288.92 $52,981,811.44 Bond Futures Ultra Long-Term T Bond Future 12/19/2017 11.00 $1,811,413.71 Energy Futures Brent Crude Monthly Future 11/30/2017 443.88 $26,932,376.82 Energy Futures Gasoil Monthly Future 12/12/2017 253.93 $13,924,938.67 Energy Futures Henry Hub Natural Gas Future 11/28/2017-580.84 -$16,917,025.09 Energy Futures Light Sweet Crude Oil (WTI) Future 11/20/2017 172.95 $9,371,456.81 Energy Futures NY Harbour ULSD Future 11/30/2017 96.97 $7,656,427.04 Equity Futures AEX Index Future 11/17/2017 154.96 $19,913,292.36 Equity Futures CAC 40 11/17/2017 256.93 $16,470,611.07 Equity Futures CME E-Mini Russell 2000 Index 12/15/2017 210.94 $15,827,026.47 Equity Futures DAX Index Future 12/15/2017 37.99 $14,624,447.61 Equity Futures E-Mini Nasdaq-100 12/15/2017 115.97 $14,482,142.16 Equity Futures E-Mini S&P 500 12/15/2017 221.94 $28,558,084.77 Equity Futures E-Mini S&P MidCap 400 12/15/2017 110.97 $20,336,330.35 Equity Futures E-mini Dow 12/15/2017 321.91 $37,536,603.42 Equity Futures EURO STOXX 50 Index Future 12/15/2017 547.85 $23,466,644.61 Equity Futures FTSE 100 Index Future 12/15/2017 167.95 $16,642,792.90 Equity Futures FTSE MIB Index Future 12/15/2017 108.97 $14,445,177.07 Equity Futures FTSE/JSE Top 40 Index Future 12/21/2017 325.91 $12,305,881.50 Equity Futures Hang Seng Index 11/29/2017 8.00 $1,448,478.74 Equity Futures IBEX-35 Future 11/17/2017 47.99 $5,896,490.09 Equity Futures MSCI Singapore Index Future 11/29/2017 507.86 $14,131,291.11 Equity Futures MSCI Taiwan Index Future 11/29/2017 702.81 $28,646,490.73 Equity Futures Nikkei 225 Future 12/7/2017 148.96 $29,047,363.96

Sector Market Maturity Quantity Equity Futures OMXS30 11/17/2017 766.79 $15,278,441.49 Equity Futures S&P 500 Volatility Index Future 11/15/2017-110.97 -$1,268,385.11 Equity Futures S&P CNX Nifty Index Future 11/30/2017 922.75 $19,158,116.72 Equity Futures S&P Canada 60 Index Future 12/14/2017 285.92 $42,067,487.56 Equity Futures SPI 200 Index 12/21/2017 306.92 $34,723,476.12 Equity Futures TOPIX Future 12/7/2017 244.93 $38,322,033.21 Interest Rate Futures 3 month Euro (EURIBOR) 12/17/2018 840.77 $245,439,284.03 Interest Rate Futures 3 month Sterling 12/19/2018-1,177.68 -$193,818,262.72 Interest Rate Futures 90 Day Bank Accepted Bill Future 3/8/2018 250.93 $191,302,033.13 Interest Rate Futures Eurodollar 12/17/2018-1,525.59 -$374,054,415.84 Three Month Canadian Bankers Acceptance Interest Rate Futures Future 12/18/2017-331.91 -$63,437,049.40 Precious Metal Futures Gold 12/27/2017-198.95 -$25,269,114.07 Precious Metal Futures Palladium 12/27/2017 66.98 $6,547,134.77 Precious Metal Futures Platinum 1/29/2018-43.99 -$2,021,910.22 Precious Metal Futures Silver 12/27/2017-140.96 -$11,747,393.27 * Notional market values are provided in this report for the underlying over-the-counter foreign exchange forwards and exchange traded futures positions to which the fund gains exposure holdings. While notional market value is important information that may be useful tool in analyzing an investment, notional market values are not adjusted to reflect credit exposure, relative market risk exposure, and liquidity characteristics of the underlying instruments. Therefore, there are inherent limitations to using notional market value, independent of other considerations, to measure the financial risk and leverage of a portfolio. Notional data source: Bloomberg, Deutsche Bank IMPORTANT RISK DISCLOSURE Mutual funds involve risk including possible loss of principal. There is no assurance that the Fund will achieve its investment objective. Investors should carefully consider the investment objectives, risks, charges, and expenses of the Fund. This and other important information about the Fund is contained in the Prospectus or Summary Prospectus, which can be obtained by calling 1.888.643.3431. The Prospectus or Summary Prospectus should be read carefully before investing. The Fund is distributed by Northern Lights Distributors, LLC, Member FINRA/SIPC. Equinox Group Distributors, LLC, Equinox Institutional Asset Management, LP and featured Commodity Trading Advisor are not affiliated with Northern Lights Distributors, LLC.

Equinox Institutional Asset Management, LP serves as the Fund s investment advisor. SECURITIES OFFERED THROUGH EQUINOX GROUP DISTRIBUTORS, LLC, MEMBER FINRA. To obtain more information, contact Equinox Funds at 1.877.837.0600 or info@equinoxfunds.com. +DESCRIPTIONS OF INDICES AND TERMS A swap is traditionally, the exchange of one security for another to change the maturity (bonds), quality of issues (stocks or bonds), or because investment objectives have changed. Recently, swaps have grown to include currency swaps and interest rate swaps. 5888-NLD-11/16/2017