# Unaudited Information
|  | UBS (Lux) Equity SICAV – USA Growth (USD) | UBS (Lux) Equity SICAV – USA Quantitative (USD) |
| --- | --- | --- |
| French Republic | 76 358 944.49 | 2 532 708.65 |
| United Kingdom | 74 506 061.69 | 2 471 251.38 |
| Japan Government Ten | 22 762 134.67 | 754 984.97 |
| Federal Republic of Germany | 22 142 397.28 | 734 429.23 |
| United States | 18 215 767.15 | 604 188.96 |
| Amazon.Com Inc | 6 967 489.24 | 231 100.89 |
| State of North Rhine-Westphalia Germany | 6 589 613.78 | 218 567.35 |
| Alphabet Inc | 3 607 661.99 | 119 660.60 |
| Barclays Bank Plc | 3 088 406.81 | 102 437.70 |
| Netherlands Government Bond | 2 971 153.22 | 98 548.58 |


## The ten largest issuers of SFTs
The counterparty to all securities lending transactions for the subfunds of this company is currently UBS Switzerland AG.

## Safekeeping of collateral received by the Company as part of SFTs
100% held by UBS Switzerland AG.

## Safekeeping of collateral granted by the Company through SFTs
None.

## Aggregate transaction data separately broken down for each type of SFTs Type and quality of collateral:
The information on
- Type of collateral is available in Note 16 “OTC-Derivatives and Securities Lending”
- Quality of collateral is available in Unaudited Information 3) Collateral – Securities Lending “by Credit Rating (Bonds)”.


## Maturity tenor of collateral
|  |  | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV |
| --- | --- | --- | --- | --- | --- |
| UBS (Lux) Equity SICAV | – Asian Smaller | – Emerging Markets | – Euro Countries Income – | European High Dividend |
| – All China (USD) | Companies (USD) | Sustainable (USD) | (EUR) | (EUR) |
| Up to 1 day | - | - | - | - | - |
| 1 day to 1 week | 452.02 | 26.83 | 3.27 | 639.84 | 177.47 |
| 1 week to 1 month | 2 231.28 | 132.43 | 16.16 | 3 158.42 | 876.02 |
| 1 month to 3 months | 1 649 568.48 | 97 906.49 | 11 944.48 | 2 334 996.14 | 647 635.19 |
| 3 months to 1 year | 3 677 049.65 | 218 243.16 | 26 625.43 | 5 204 935.03 | 1 443 642.25 |
| Above 1 year | 82 013 405.75 | 4 867 724.53 | 593 857.03 | 116 091 564.88 | 32 199 189.17 |
| Unlimited | 29 174 699.42 | 1 731 599.85 | 211 253.27 | 41 297 352.32 | 11 454 245.28 |

UBS (Lux) Equity SICAV
Annual report and audited financial statements as of 31 May 2020

Translation (ENDE, 2020-05-31):
# Ungeprüfle Informationen
- 
## Gesamtengagement

Risikomanagement
Das Risikomanagement gemäss Commitment-Ansatz und Value-at-Risk-Ansatz erfolgt entsprechend den geltenden Gesetzen und aufsichtsbehördlichen Bestimmungen.
Hebelwirkung
Die Hebelwirkung wird gemäss den geltenden ESMA-Richtlinien als Gesamtbetrag der Nennwerte der Derivative definiert, die vom jeweiligen Subfonds verwendet werden. Gemäss dieser Definition kann die Hebelwirkung zu einer künstlich erhöhten Fremdkapitalquote führen, da bestimmte Derivate, die zu Absicherungszwecken eingesetzt werden können, unter Umständen in die Berechnung einfliessen. Daher spiegeln diese Informationen nicht notwen- digerweise das genaue tatsächliche Risiko der Hebelwirkung wider, dem der Anleger ausgesetzt ist.
| UBS (Lux) Equity SICAV | Berechnungs- methode für das globale Risiko | Verwendetes Modell | Min VaR (%) Auslastung | Max VaR (%) Auslastung | Avg VaR (%) Auslastung | Durchschnittlicher Hebel 31.5.2020 (%) | Bezugs- portfolio (Benchmark) |
| --- | --- | --- | --- | --- | --- | --- | --- |
| – All China (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Asian Smaller Companies (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Emerging Markets Sustainable (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Euro Countries Income (EUR) | Relativer Value-at-Risk |  |  |  |  |  |  |
|  | Ansatz | Historischer | 34.0% | 59.7% | 42.0% | 19.4% | Das Referenz-Portfolio |
|  |  | VaR |  |  |  |  | reflektiert |
|  |  |  |  |  |  |  | die Eigenschaften |
|  |  |  |  |  |  |  | eines breit |
|  |  |  |  |  |  |  | gefächerten Portfolios |
|  |  |  |  |  |  |  | bestehend aus Aktien |
|  |  |  |  |  |  |  | aus der Europäischen |
|  |  |  |  |  |  |  | Währungsunion (EWU). |
| – European High Dividend (EUR) | Commitment-Ansatz |  |  |  |  |  |  |
| – European Opportunity | Relativer Value-at-Risk |  |  |  |  |  |  |
| Unconstrained (EUR) | Ansatz | Historischer | 38.5% | 61.6% | 55.0% | 105.3% | Das Referenz-Portfolio |
|  |  | VaR |  |  |  |  | reflektiert die |
|  |  |  |  |  |  |  | Eigenschaften eines |
|  |  |  |  |  |  |  | breit gefächerten |
|  |  |  |  |  |  |  | Portfolios bestehend |
|  |  |  |  |  |  |  | aus Europäischen |
|  |  |  |  |  |  |  | Neben- und |
|  |  |  |  |  |  |  | Standardwerten |
|  |  |  |  |  |  |  | (Medium and |
|  |  |  |  |  |  |  | Large Caps). |
| – German High Dividend (EUR) | Commitment-Ansatz |  |  |  |  |  |  |
| – Global Emerging Markets |  |  |  |  |  |  |  |
| Opportunity (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Global High Dividend (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Global Impact (USD) | Commitment-Ansatz |  |  |  |  |  |  |
| – Global Income (USD) | Relativer Value-at-Risk |  |  |  |  |  |  |
|  | Ansatz | Historischer | 32.4% | 53.4% | 39.2% | 91.6% | Das Referenz-Portfolio |
|  |  | VaR |  |  |  |  | reflektiert die |
|  |  |  |  |  |  |  | Eigenschaften eines |
|  |  |  |  |  |  |  | breit gefächerten |
|  |  |  |  |  |  |  | Portfolios bestehend |
|  |  |  |  |  |  |  | aus weltweiten |
|  |  |  |  |  |  |  | Aktien. |

UBS (Lux) Equity SICAV Jahresbericht und geprüfter Jahresabschluss per 31. Mai 2020