# Unaudited Information
## Concentration Data
Ten largest collateral issuers of SFTs per subfund:
|  | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV – Asian Smaller | UBS (Lux) Equity SICAV – Emerging Markets | UBS (Lux) Equity SICAV – Euro Countries Income | UBS (Lux) Equity SICAV – European High |
| --- | --- | --- | --- | --- | --- |
| – All China (USD) | Companies (USD) | Sustainable (USD) | (EUR) | Dividend (EUR) |
| French Republic | 22 985 960.76 | 1 364 280.93 | 166 440.77 | 32 537 072.82 | 9 024 491.69 |
| United Kingdom | 22 428 196.49 | 1 331 176.06 | 162 402.01 | 31 747 546.69 | 8 805 508.50 |
| Japan Government Ten | 6 851 974.42 | 406 683.81 | 49 614.98 | 9 699 102.55 | 2 690 145.82 |
| Federal Republic of Germany | 6 665 417.90 | 395 611.16 | 48 264.13 | 9 435 028.18 | 2 616 902.08 |
| United States | 5 483 403.57 | 325 455.31 | 39 705.19 | 7 761 864.00 | 2 152 832.79 |
| Amazon.Com Inc | 2 097 389.31 | 124 485.91 | 15 187.14 | 2 968 895.21 | 823 453.61 |
| State of North Rhine-Westphalia Germany | 1 983 639.31 | 117 734.53 | 14 363.48 | 2 807 879.87 | 778 794.35 |
| Alphabet Inc | 1 085 996.90 | 64 456.95 | 7 863.68 | 1 537 249.65 | 426 372.00 |
| Barclays Bank Plc | 929 688.04 | 55 179.58 | 6 731.85 | 1 315 991.44 | 365 003.76 |
| Netherlands Government Bond | 894 391.77 | 53 084.65 | 6 476.27 | 1 266 028.88 | 351 146.13 |
|  | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV – Global Emerging | UBS (Lux) Equity SICAV |  |
|  | – European Opportunity Unconstrained (EUR) | – German High Dividend (EUR) | Markets Opportunity (USD) | – Global High Dividend (USD) | UBS (Lux) Equity SICAV – Global Impact (USD) |
| French Republic | 19 873 931.28 | 1 147 281.72 | 19 385 250.99 | 27 382 574.62 | 4 013 189.48 |
| United Kingdom | 19 391 681.74 | 1 119 442.43 | 18 914 859.50 | 26 718 124.61 | 3 915 807.70 |
| Japan Government Ten | 5 924 297.45 | 341 997.67 | 5 778 624.84 | 8 162 578.14 | 1 196 307.26 |
| Federal Republic of Germany | 5 762 998.49 | 332 686.21 | 5 621 292.07 | 7 940 338.23 | 1 163 735.78 |
| United States | 4 741 015.04 | 273 689.18 | 4 624 438.18 | 6 532 235.44 | 957 364.27 |
| Amazon.Com Inc | 1 813 427.40 | 104 685.48 | 1 768 837.02 | 2 498 565.10 | 366 189.64 |
| State of North Rhine-Westphalia Germany | 1 715 077.81 | 99 007.96 | 1 672 905.75 | 2 363 057.69 | 346 329.68 |
| Alphabet Inc | 938 965.66 | 54 204.58 | 915 877.42 | 1 293 719.74 | 189 607.53 |
| Barclays Bank Plc | 803 819.19 | 46 402.85 | 784 054.07 | 1 107 513.08 | 162 317.09 |
| Netherlands Government Bond | 773 301.61 | 44 641.13 | 754 286.89 | 1 065 465.55 | 156 154.61 |
|  | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV – Global Opportunity | UBS (Lux) Equity SICAV – Global Quantitative | UBS (Lux) Equity SICAV | UBS (Lux) Equity SICAV |
| – Global Income (USD)	Unconstrained (USD)	(USD) – Long Term Themes (USD)	– Russia (USD) |
| French Republic | 53 788 506.89 | 2 889 141.49 | 39 811 888.67 | 203 107 473.63 | 2 276 392.92 |
| United Kingdom | 52 483 305.51 | 2 819 035.22 | 38 845 835.98 | 198 178 982.98 | 2 221 155.27 |
| Japan Government Ten | 16 034 025.16 | 861 235.42 | 11 867 680.69 | 60 545 096.56 | 678 578.82 |
| Federal Republic of Germany | 15 597 471.87 | 837 786.84 | 11 544 563.13 | 58 896 654.50 | 660 103.37 |
| United States | 12 831 488.48 | 689 217.60 | 9 497 303.80 | 48 452 194.71 | 543 043.70 |
| Amazon.Com Inc | 4 908 014.97 | 263 624.16 | 3 632 696.96 | 18 532 853.56 | 207 712.97 |
| State of North Rhine-Westphalia Germany | 4 641 833.23 | 249 326.74 | 3 435 680.94 | 17 527 741.07 | 196 447.85 |
| Alphabet Inc | 2 541 296.94 | 136 500.66 | 1 880 956.30 | 9 596 035.12 | 107 550.68 |
| Barclays Bank Plc | 2 175 524.98 | 116 853.95 | 1 610 227.97 | 8 214 866.11 | 92 070.78 |
| Netherlands Government Bond | 2 092 929.60 | 112 417.51 | 1 549 094.50 | 7 902 982.79 | 88 575.24 |

|  | UBS (Lux) Equity SICAV – Small Caps Europe (EUR) | UBS (Lux) Equity SICAV – Swiss Opportunity (CHF) | UBS (Lux) Equity SICAV – US Income (USD) | UBS (Lux) Equity SICAV – US Opportunity (USD) | UBS (Lux) Equity SICAV – US Total Yield (USD) |
| --- | --- | --- | --- | --- | --- |
| French Republic | 7 999 902.70 | 1 821 108.22 | 40 475 816.58 | 8 086 232.19 | 26 911 056.59 |
| United Kingdom | 7 805 781.60 | 1 776 918.24 | 39 493 653.39 | 7 890 016.27 | 26 258 048.17 |
| Japan Government Ten | 2 384 722.10 | 542 861.23 | 12 065 593.55 | 2 410 456.40 | 8 022 021.50 |
| Federal Republic of Germany | 2 319 794.03 | 528 080.92 | 11 737 087.48 | 2 344 827.67 | 7 803 608.47 |
| United States | 1 908 412.51 | 434 433.50 | 9 655 686.77 | 1 929 006.79 | 6 419 752.71 |
| Amazon.Com Inc | 729 963.42 | 166 169.82 | 3 693 278.09 | 737 840.68 | 2 455 540.71 |
| State of North Rhine-Westphalia Germany | 690 374.51 | 157 157.75 | 3 492 976.50 | 697 824.56 | 2 322 366.69 |
| Alphabet Inc | 377 964.17 | 86 040.25 | 1 912 324.30 | 382 042.90 | 1 271 442.35 |
| Barclays Bank Plc | 323 563.33 | 73 656.37 | 1 637 081.14 | 327 055.00 | 1 088 442.11 |
| Netherlands Government Bond | 311 279.01 | 70 859.96 | 1 574 928.17 | 314 638.12 | 1 047 118.62 |

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