0001145549-24-045165.txt : 20240726
0001145549-24-045165.hdr.sgml : 20240726
20240726101924
ACCESSION NUMBER: 0001145549-24-045165
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240726
DATE AS OF CHANGE: 20240726
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 241144228
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000037262
Columbia Adaptive Risk Allocation Fund
C000114818
Columbia Adaptive Risk Allocation Fund Class A
CRAAX
C000114819
Columbia Adaptive Risk Allocation Fund Class C
CRACX
C000114821
Columbia Adaptive Risk Allocation Fund Class R
CRKRX
C000114823
Columbia Adaptive Risk Allocation Fund Institutional 2 Class
CRDRX
C000114825
Columbia Adaptive Risk Allocation Fund Institutional Class
CRAZX
C000147083
Columbia Adaptive Risk Allocation Fund Advisor Class
CARRX
C000147084
Columbia Adaptive Risk Allocation Fund Institutional 3 Class
CARYX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000037262
C000147083
C000114818
C000114819
C000114821
C000114825
C000114823
C000147084
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02110
800-345-6611
Columbia Adaptive Risk Allocation Fund
S000037262
OBEXP9BA3ACEEBWUNT09
2024-05-31
2024-05-31
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CAD
HKD
CHF
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EUR
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KRW
USD
MXN
DKK
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CNY
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N/A
N/A
AEON MALL CO LTD
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Aeon Mall Co Ltd
000000000
10500.000000000000
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EC
CORP
JP
N
2
N
N
N
ALEXANDRIA REAL EST EQ INC
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Alexandria Real Estate Equities Inc
015271109
18024.000000000000
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USD
2144856.000000000000
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Long
EC
CORP
US
N
1
N
N
N
ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST
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Allied Properties Real Estate Investment Trust
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EC
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CA
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N
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N
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N
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N
N
N
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N
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N/A
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01F032666
23700000.000000000000
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USD
20777779.570000000000
0.7806275379
Long
ABS-MBS
USGA
US
N
2
2054-06-13
Fixed
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N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F040669
19440000.000000000000
PA
USD
17640879.320000000000
0.6627732354
Long
ABS-MBS
USGA
US
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2054-06-13
Fixed
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N
N
N
N
N
N
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N/A
UMBS 30YR TBA(REG A)
01F042665
14330000.000000000000
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USD
13417779.430000000000
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Long
ABS-MBS
USGA
US
N
2
2054-06-13
Fixed
4.5000
N
N
N
N
N
N
EMPIRE STATE REALTY TRUST INC
549300VOKY1DUEQSB456
Empire State Realty Trust Inc
292104106
166900.000000000000
NS
USD
1590557.000000000000
0.0597577133
Long
EC
CORP
US
N
1
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
12480.000000000000
NS
USD
9521990.400000000000
0.3577440937
Long
EC
CORP
US
N
1
N
N
N
EQUITY LIFESTYLE PROPERTIES INC
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1200.000000000000
NS
USD
75324.000000000000
0.0028299457
Long
EC
CORP
US
N
1
N
N
N
EQUITY RESIDENTIAL
5493008RACSH5EP3PI59
Equity Residential
29476L107
74400.000000000000
NS
USD
4838232.000000000000
0.1817738571
Long
EC
CORP
US
N
1
N
N
N
ESSEX PROPERTY TRUST INC
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
6500.000000000000
NS
USD
1688635.000000000000
0.0634425338
Long
EC
CORP
US
N
1
N
N
N
EXTRA SPACE STORAGE INC
N/A
Extra Space Storage Inc
30225T102
20425.000000000000
NS
USD
2956927.250000000000
0.1110926618
Long
EC
CORP
US
N
1
N
N
N
FEDERAL REALTY INTERIM REAL ESTATE INVESTMENT TRUST
549300LI6XZ51GOCJ427
FEDERAL REALTY INVESTMENT TRUST
313745101
8444.000000000000
NS
USD
852421.800000000000
0.0320257479
Long
EC
CORP
US
N
1
N
N
N
FIRST CAPITAL REAL ESTATE INVESTMENT TRUST
54930042UG2WCIIAQZ39
First Capital Real Estate Investment Trust
000000000
28000.000000000000
NS
295212.590000000000
0.0110912274
Long
EC
CORP
CA
N
1
N
N
N
FIRST IND REALTY TRUST INC
N/A
First Industrial Realty Trust Inc
32054K103
35435.000000000000
NS
USD
1669697.200000000000
0.0627310348
Long
EC
CORP
US
N
1
N
N
N
ICHIGO OFFICE REIT INVESTMENT CORP
N/A
Ichigo Office REIT Investment Corp
000000000
103.000000000000
NS
53712.290000000000
0.0020179872
Long
EC
CORP
JP
N
2
N
N
N
FOUR CORNERS PROPERTY TRUST INC
549300SVTPZPBDVNER42
Four Corners Property Trust Inc
35086T109
16500.000000000000
NS
USD
402765.000000000000
0.0151320043
Long
EC
CORP
US
N
1
N
N
N
FRASERS CENTREPOINT TRUST
5493002RGQ266FKERZ83
Frasers Centrepoint Trust
000000000
93300.000000000000
NS
150116.050000000000
0.0056399059
Long
EC
CORP
SG
N
2
N
N
N
FRONTIER REAL EST INV CORP
N/A
Frontier Real Estate Investment Corp
000000000
40.000000000000
NS
113881.640000000000
0.0042785681
Long
EC
CORP
JP
N
2
N
N
N
FUKUOKA REIT CORP
N/A
Fukuoka REIT Corp
000000000
62.000000000000
NS
63753.840000000000
0.0023952513
Long
EC
CORP
JP
N
2
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
268911.000000000000
NS
754378.150000000000
0.0283422180
Long
EC
CORP
AU
N
2
N
N
N
GLOBAL ONE REIT CORP
N/A
Global One Real Estate Investment Corp
000000000
86.000000000000
NS
55734.820000000000
0.0020939742
Long
EC
CORP
JP
N
2
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109104
53744.000000000000
NS
USD
2851656.640000000000
0.1071376128
Long
EC
CORP
US
N
1
N
N
N
RIOCAN REAL ESTATE INVESTMENT TR
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
000000000
30800.000000000000
NS
390720.130000000000
0.0146794749
Long
EC
CORP
CA
N
1
N
N
N
RYMAN HOSPITALITY PROPERTIES
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
6500.000000000000
NS
USD
682955.000000000000
0.0256588284
Long
EC
CORP
US
N
1
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
4500.000000000000
NS
USD
885060.000000000000
0.0332519751
Long
EC
CORP
US
N
1
N
N
N
SABRA HEALTH CARE REIT INC
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
25600.000000000000
NS
USD
373248.000000000000
0.0140230416
Long
EC
CORP
US
N
1
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
81761L102
25200.000000000000
NS
USD
135576.000000000000
0.0050936318
Long
EC
CORP
US
N
1
N
N
N
HULIC CO LTD
3538002E12E7IHAKTB10
Hulic Co Ltd
000000000
55200.000000000000
NS
511335.650000000000
0.0192110369
Long
EC
CORP
JP
N
2
N
N
N
SIMON PROPERTY GROUP INC
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
39827.000000000000
NS
USD
6026223.370000000000
0.2264070565
Long
EC
CORP
US
N
1
N
N
N
SINO LAND CO LTD
529900G5P51053HJVZ92
Sino Land Co Ltd
000000000
382000.000000000000
NS
406540.440000000000
0.0152738488
Long
EC
CORP
HK
N
2
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J109
21964.000000000000
NS
USD
316720.880000000000
0.0118993004
Long
EC
CORP
US
N
1
N
N
N
Stockland
N/A
Stockland
000000000
311106.000000000000
NS
937456.420000000000
0.0352205246
Long
EC
CORP
AU
N
2
N
N
N
SUMITOMO REALTY & DEV CO LTD
353800SO2DCLOI3LNZ64
Sumitomo Realty & Development Co Ltd
000000000
39700.000000000000
NS
1243119.270000000000
0.0467043715
Long
EC
CORP
JP
N
2
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .125 07/15/2030 (TIPS)
912828ZZ6
19398457.560000000000
PA
USD
17288875.300000000000
0.6495483366
Long
DBT
UST
US
N
2
2030-07-15
Fixed
0.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CAE1
26810000.000000000000
PA
USD
21240641.540000000000
0.7980174038
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CBL4
24922000.000000000000
PA
USD
20151773.440000000000
0.7571082960
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CCS8
31458000.000000000000
PA
USD
25245045.000000000000
0.9484640674
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CDG3
43400000.000000000000
PA
USD
39826281.250000000000
1.4962855762
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CDJ7
26522000.000000000000
PA
USD
21325345.630000000000
0.8011997624
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CDL2
22742000.000000000000
PA
USD
19961435.270000000000
0.7499572327
Long
DBT
UST
US
N
2
2028-11-30
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CEM9
19089000.000000000000
PA
USD
17721452.200000000000
0.6658003832
Long
DBT
UST
US
N
2
2029-04-30
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CHC8
173400000.000000000000
PA
USD
159175781.250000000000
5.9802828205
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CHF1
80600000.000000000000
PA
USD
77407484.780000000000
2.9082228953
Long
DBT
UST
US
N
2
2030-05-31
Fixed
3.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CHJ3
38850000.000000000000
PA
USD
37286894.730000000000
1.4008800474
Long
DBT
UST
US
N
2
2030-06-30
Fixed
3.750000000000
N
N
N
N
N
N
UNITED URBAN INVESTMENT CORP
353800GYZWBD7BDCN841
United Urban Investment Corp
000000000
299.000000000000
NS
266469.610000000000
0.0100113448
Long
EC
CORP
JP
N
2
N
N
N
VENTAS INC
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
41200.000000000000
NS
USD
2070712.000000000000
0.0777972836
Long
EC
CORP
US
N
1
N
N
N
ELME COMMUNITIES
549300DI34BGS8LVKW95
Elme Communities
939653101
8100.000000000000
NS
USD
124821.000000000000
0.0046895632
Long
EC
CORP
US
N
1
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
57380.000000000000
NS
USD
5948584.600000000000
0.2234901441
Long
EC
CORP
US
N
1
N
N
N
XENIA HOTELS & RESORTS INC
54930075IWIPHF5IQL62
Xenia Hotels & Resorts Inc
984017103
12200.000000000000
NS
USD
176778.000000000000
0.0066416036
Long
EC
CORP
US
N
1
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE 3.15% 7/25/2032 (FTIPS)
000000000
10342249.190000000000
PA
13275503.640000000000
0.4987647350
Long
DBT
NUSS
FR
N
2
2032-07-25
Fixed
3.150000000000
N
N
N
N
N
N
CATENA AB
549300EMLM7AH5LDLY65
Catena AB
000000000
14292.000000000000
NS
730806.340000000000
0.0274566179
Long
EC
CORP
SE
N
2
N
N
N
Dios Fastigheter
549300G3VF7LZQ9IW435
Dios Fastigheter AB
000000000
318770.000000000000
NS
2759031.010000000000
0.1036576395
Long
EC
CORP
SE
N
2
N
N
N
MONTEA NV
5493006K5LQDD0GK1T60
Montea NV
000000000
7089.000000000000
NS
646569.780000000000
0.0242918245
Long
EC
CORP
BE
N
2
N
N
N
SWEDEN (KINGDOM OF)
ERE94C0BSULG2RM19605
SWEDEN (KINGDOM OF)
000000000
151000000.000000000000
PA
16049260.180000000000
0.6029756172
Long
DBT
NUSS
SE
N
2
2039-03-30
Fixed
3.500000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN .10% 03/10/2029 (FTIPS)
000000000
1623000000.000000000000
PA
11666741.460000000000
0.4383230475
Long
DBT
NUSS
JP
N
2
2029-03-10
Fixed
0.100000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVERNMENT OF) 20YR #180
000000000
1325400000.000000000000
PA
7248564.270000000000
0.2723307782
Long
DBT
NUSS
JP
N
2
2042-03-20
Fixed
0.800000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) 40YR #16
000000000
573000000.000000000000
PA
2709127.390000000000
0.1017827452
Long
DBT
NUSS
JP
N
2
2063-03-20
Fixed
1.300000000000
N
N
N
N
N
N
ITALY (REPUBLIC OF)
815600DE60799F5A9309
BUONI POLIENNALI DEL TES
000000000
7350000.000000000000
PA
7964787.820000000000
0.2992395162
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE 1.80% 7/25/2040 (FTIPS)
000000000
5888255.860000000000
PA
7169674.890000000000
0.2693668800
Long
DBT
NUSS
FR
N
2
2040-07-25
Fixed
1.800000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .50% 3/22/2050 (FTIPS)
000000000
6416231.250000000000
PA
6614155.820000000000
0.2484958586
Long
DBT
NUSS
GB
N
2
2050-03-22
Fixed
0.500000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .75% 03/22/2034 (FTIPS)
000000000
13266406.120000000000
PA
17116189.090000000000
0.6430604629
Long
DBT
NUSS
GB
N
2
2034-03-22
Fixed
0.750000000000
N
N
N
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND 3% 9/20/2030 (FTIPS)
000000000
4600000.000000000000
PA
3858385.950000000000
0.1449607411
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.000000000000
N
N
N
N
N
N
LENDLEASE GLOBAL COMMERCIAL REIT
2549002B9UHG224VCA80
Lendlease Global Commercial REIT
000000000
490300.000000000000
NS
201793.350000000000
0.0075814379
Long
EC
CORP
SG
N
2
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
110000000.000000000000
PA
15673689.840000000000
0.5888653245
Long
DBT
NUSS
CN
N
2
2032-05-15
Fixed
2.760000000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
CHINA DEVELOPMENT BANK
000000000
110000000.000000000000
PA
15788700.280000000000
0.5931863020
Long
DBT
NUSS
CN
N
2
2032-07-18
Fixed
2.960000000000
N
N
N
N
N
N
SPAIN (KINGDOM OF)
9598007A56S18711AH60
SPAIN (KINGDOM OF)
000000000
4660000.000000000000
PA
4995439.070000000000
0.1876801748
Long
DBT
NUSS
ES
N
2
2033-04-30
Fixed
3.150000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
63000000.000000000000
PA
9760115.760000000000
0.3666905364
Long
DBT
NUSS
CN
N
2
2053-04-15
Fixed
3.190000000000
N
N
N
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
30000000000.000000000000
PA
21450604.100000000000
0.8059057614
Long
DBT
NUSS
KR
N
2
2033-06-10
Fixed
3.250000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
146000000.000000000000
PA
20694079.910000000000
0.7774829161
Long
DBT
NUSS
CN
N
2
2033-05-25
Fixed
2.670000000000
N
N
N
N
N
N
HOSHINO RESORTS REIT INC
353800DF2MUZWFL4IL56
Hoshino Resorts REIT Inc
000000000
32.000000000000
NS
105638.400000000000
0.0039688670
Long
EC
CORP
JP
N
2
N
N
N
CHOICE PROPERTIES REAL ESTATE IN
5493007MYGFSLOZGT937
Choice Properties Real Estate Investment Trust
000000000
25600.000000000000
NS
238541.400000000000
0.0089620734
Long
EC
CORP
CA
N
1
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-56739000.000000000000
OU
Notional Amount
N/A
-1268116.630000000000
-0.0476435299
N/A
DFE
CORP
AU
N
2
Barclays
AC28XWWI3WIBK2824319
56739000.000000000000000
AUD
36483177.000000000000000
USD
2024-06-04
-1268116.630000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-32234000.000000000000
OU
Notional Amount
N/A
-759110.700000000000
-0.0285200213
N/A
DFE
CORP
GB
N
2
Barclays
AC28XWWI3WIBK2824319
32234000.000000000000000
GBP
40315063.799999997019768
USD
2024-06-04
-759110.700000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-60215000.000000000000
OU
Notional Amount
N/A
49.230000000000
0.0000018496
N/A
DFE
CORP
HK
N
2
Barclays
AC28XWWI3WIBK2824319
60215000.000000000000000
HKD
7699783.259999999776483
USD
2024-06-04
49.230000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-2489000.000000000000
OU
Notional Amount
N/A
-76.320000000000
-0.0000028674
N/A
DFE
CORP
MX
N
2
Barclays
AC28XWWI3WIBK2824319
2489000.000000000000000
MXN
146624.529999999998836
USD
2024-06-04
-76.320000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-459450000.000000000000
OU
Notional Amount
N/A
-187895.400000000000
-0.0070592877
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
459450000.000000000000000
NOK
43584672.079999998211861
USD
2024-06-04
-187895.400000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-20112000.000000000000
OU
Notional Amount
N/A
-8248.150000000000
-0.0003098855
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
20112000.000000000000000
NOK
1909717.600000000093132
USD
2024-07-12
-8248.150000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
AUSTRALIA DOLLAR
000000000
65981000.000000000000
OU
Notional Amount
N/A
1474675.340000000000
0.0554040039
N/A
DFE
CORP
AU
N
2
Barclays
AC28XWWI3WIBK2824319
42425783.000000000000000
USD
65981000.000000000000000
AUD
2024-06-04
1474675.340000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
MEXICAN PESO
000000000
2489000.000000000000
OU
Notional Amount
N/A
47.370000000000
0.0000017797
N/A
DFE
CORP
MX
N
2
Barclays
AC28XWWI3WIBK2824319
145749.619999999995343
USD
2489000.000000000000000
MXN
2024-07-12
47.370000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
NORWAY KRONA
000000000
20112000.000000000000
OU
Notional Amount
N/A
8224.950000000000
0.0003090139
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
1907878.820000000065193
USD
20112000.000000000000000
NOK
2024-06-04
8224.950000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
NORWAY KRONA
000000000
559226000.000000000000
OU
Notional Amount
N/A
222502.680000000000
0.0083594938
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
53107664.270000003278255
USD
559226000.000000000000000
NOK
2024-07-12
222502.680000000000
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE (GOVT OF)
000000000
7807000.000000000000
PA
6817549.990000000000
0.2561374398
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
1.250000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .125% 11/22/2065 (FTIPS)
000000000
5073768.415000000000
PA
4102529.250000000000
0.1541332796
Long
DBT
NUSS
GB
N
2
2065-11-22
Fixed
0.125000000000
N
N
N
N
N
N
AUSTRALIA (COMMONWEALTH OF)
N/A
AUSTRALIA .75% 11/21/2027 (FTIPS)
000000000
3996000.000000000000
PA
3188063.590000000000
0.1197765248
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
0.750000000000
N
N
N
N
N
N
AROUNDTOWN SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
65726.000000000000
NS
155052.100000000000
0.0058253549
Long
EC
CORP
LU
N
2
N
N
N
GRANITE REAL ESTATE INVESTMENT TRUST
549300A6I7CLE0ZC0396
Granite Real Estate Investment Trust
000000000
8700.000000000000
NS
430356.210000000000
0.0161686145
Long
EC
CORP
CA
N
1
N
N
N
MACERICH CO (THE)
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
24700.000000000000
NS
USD
373464.000000000000
0.0140311568
Long
EC
CORP
US
N
1
N
N
N
VERIS RESIDENTIAL INC
254900KTVBRYJCQU2J23
Veris Residential Inc
554489104
11100.000000000000
NS
USD
169719.000000000000
0.0063763948
Long
EC
CORP
US
N
1
N
N
N
GOODMAN GROUP
N/A
Goodman Group
000000000
201552.000000000000
NS
4529781.300000000000
0.1701852699
Long
EC
CORP
AU
N
2
N
N
N
INVINCIBLE INVESTMENT CORP
353800JY6M2692VAV685
Invincible Investment Corp
000000000
807.000000000000
NS
350811.420000000000
0.0131800924
Long
EC
CORP
JP
N
2
N
N
N
MAPLETREE INDUSTRIAL TRUST
549300R7WZFHXNKDJF41
Mapletree Industrial Trust
000000000
245500.000000000000
NS
400977.520000000000
0.0150648482
Long
EC
CORP
SG
N
2
N
N
N
MAPLETREE LG TR
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
513600.000000000000
NS
508099.100000000000
0.0190894387
Long
EC
CORP
SG
N
2
N
N
N
MEDICAL PROP
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
74200.000000000000
NS
USD
397712.000000000000
0.0149421616
Long
EC
CORP
US
N
1
N
N
N
MIRVAC GROUP
N/A
Mirvac Group
000000000
556813.000000000000
NS
731309.430000000000
0.0274755191
Long
EC
CORP
AU
N
2
N
N
N
MITSUBISHI ESTATE CO LTD
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
110500.000000000000
NS
1863448.160000000000
0.0700103177
Long
EC
CORP
JP
N
2
N
N
N
MITSUI FUDOSAN CO LTD
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
270900.000000000000
NS
2488774.680000000000
0.0935040265
Long
EC
CORP
JP
N
2
N
N
N
MORI HILLS REIT INV CORP
N/A
Mori Hills REIT Investment Corp
000000000
137.000000000000
NS
114190.630000000000
0.0042901769
Long
EC
CORP
JP
N
2
N
N
N
MORI TRUST SOGO REIT INC
N/A
Mori Trust Reit Inc
000000000
174.000000000000
NS
77475.630000000000
0.0029107831
Long
EC
CORP
JP
N
2
N
N
N
WHARF REAL ESTATE INVESTMENT COMPANY LTD
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
189000.000000000000
NS
549917.010000000000
0.0206605504
Long
EC
CORP
KY
N
2
N
N
N
MITSUBISHI ESTATE LOGISTICS REIT INVESTMENT CORP
353800YYSGZU31ICQK38
Mitsubishi Estate Logistics REIT Investment Corp
000000000
33.000000000000
NS
80417.020000000000
0.0030212921
Long
EC
CORP
JP
N
2
N
N
N
NATIONAL HLTH INVESTORS INC.
549300ZPKZIG6DKDEC02
National Health Investors Inc
63633D104
4600.000000000000
NS
USD
303968.000000000000
0.0114201708
Long
EC
CORP
US
N
1
N
N
N
NIPPON ACCOMMODATIONS FD INC
N/A
Nippon Accommodations Fund Inc
000000000
40.000000000000
NS
161718.090000000000
0.0060757981
Long
EC
CORP
JP
N
2
N
N
N
NYFOSA AB
5493000YR2B83SILCJ50
Nyfosa AB
000000000
88988.000000000000
NS
909745.660000000000
0.0341794229
Long
EC
CORP
SE
N
2
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE .10% 7/25/2036 (FTIPS)
000000000
8640621.000000000000
PA
8485216.230000000000
0.3187921708
Long
DBT
NUSS
FR
N
2
2036-07-25
Fixed
0.100000000000
N
N
N
N
N
N
NIPPON BUILD FUN
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
177.000000000000
NS
660999.340000000000
0.0248339475
Long
EC
CORP
JP
N
2
N
N
N
NOMURA REAL ESTATE HOLD INC
353800UZ91CT24OL9P59
Nomura Real Estate Holdings Inc
000000000
10800.000000000000
NS
278448.410000000000
0.0104613920
Long
EC
CORP
JP
N
2
N
N
N
ADVANCE RESIDENCE INV CORP
N/A
Advance Residence Investment Corp
000000000
130.000000000000
NS
267761.230000000000
0.0100598714
Long
EC
CORP
JP
N
2
N
N
N
JAPAN HOTEL REIT INV CORP
353800L8KG849FP1JI68
Japan Hotel REIT Investment Corp
000000000
406.000000000000
NS
202198.140000000000
0.0075966460
Long
EC
CORP
JP
N
2
N
N
N
AEON REIT INVESTMENT CORP
353800P59F8MJB4FE788
AEON REIT Investment Corp
000000000
137.000000000000
NS
116108.800000000000
0.0043622432
Long
EC
CORP
JP
N
2
N
N
N
NATIONAL STORAGE REIT
N/A
National Storage REIT
000000000
189349.000000000000
NS
283642.580000000000
0.0106565385
Long
EC
CORP
AU
N
2
N
N
N
PLATZER FASTIGHETER HOLDING AB PUBL
5493009KPII4BZE70820
Platzer Fastigheter Holding AB
000000000
130630.000000000000
NS
1149379.540000000000
0.0431825411
Long
EC
CORP
SE
N
2
N
N
N
HULIC REIT INC
N/A
Hulic Reit Inc
000000000
101.000000000000
NS
92740.190000000000
0.0034842773
Long
EC
CORP
JP
N
2
N
N
N
OMEGA HLTHCARE INVESTORS INC
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
25500.000000000000
NS
USD
824415.000000000000
0.0309735239
Long
EC
CORP
US
N
1
N
N
N
ORIX JREIT
353800WVNTBIU65TA247
Orix JREIT Inc
000000000
263.000000000000
NS
266686.930000000000
0.0100195096
Long
EC
CORP
JP
N
2
N
N
N
PARK HOTELS & RESORTS INC
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
1700.000000000000
NS
USD
26962.000000000000
0.0010129706
Long
EC
CORP
US
N
1
N
N
N
PARKWAY LIFE REAL ESTATE INVESTMENT TRUST
549300I4DKVD2OF5LW91
Parkway Life Real Estate Investment Trust
000000000
23800.000000000000
NS
63104.750000000000
0.0023708648
Long
EC
CORP
SG
N
2
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #177
000000000
1417800000.000000000000
PA
7311799.830000000000
0.2747065575
Long
DBT
NUSS
JP
N
2
2041-06-20
Fixed
0.400000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVERNMENT OF) 30YR #74
000000000
968200000.000000000000
PA
4715393.130000000000
0.1771587631
Long
DBT
NUSS
JP
N
2
2052-03-20
Fixed
1.000000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #363
000000000
2812450000.000000000000
PA
17058990.630000000000
0.6409114992
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
0.100000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVERNMENT OF) 30YR #72
000000000
1022300000.000000000000
PA
4611956.240000000000
0.1732726075
Long
DBT
NUSS
JP
N
2
2051-09-20
Fixed
0.700000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #71
000000000
1028650000.000000000000
PA
4658320.590000000000
0.1750145303
Long
DBT
NUSS
JP
N
2
2051-06-20
Fixed
0.700000000000
N
N
N
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE (REPUBLIC OF)
000000000
20300000.000000000000
PA
21837140.290000000000
0.8204280444
Long
DBT
NUSS
FR
N
2
2033-05-25
Fixed
3.000000000000
N
N
N
N
N
N
FASTIGHETS AB BALDER
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
332635.000000000000
NS
2252181.960000000000
0.0846151656
Long
EC
CORP
SE
N
2
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) 30YR #78
000000000
1392000000.000000000000
PA
7460695.140000000000
0.2803005999
Long
DBT
NUSS
JP
N
2
2053-03-20
Fixed
1.400000000000
N
N
N
N
N
N
SEKISUI HOUSE REIT INC
N/A
Sekisui House Reit Inc
000000000
404.000000000000
NS
210771.830000000000
0.0079187622
Long
EC
CORP
JP
N
2
N
N
N
KEPPEL DC REIT
254900L7YDIFLO15BD60
Keppel DC REIT
000000000
103500.000000000000
NS
138348.220000000000
0.0051977850
Long
EC
CORP
SG
N
2
N
N
N
SWEDEN (KINGDOM OF)
ERE94C0BSULG2RM19605
SWEDISH GOVERNMENT I/L 3111 0.125
000000000
37000000.000000000000
PA
4421443.910000000000
0.1661150010
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
0.125000000000
N
N
N
N
N
N
VICINITY CENTRES RE LTD
549300S7GOEVR0EGFN47
Vicinity Ltd
000000000
615926.000000000000
NS
805125.660000000000
0.0302488175
Long
EC
CORP
AU
N
2
N
N
N
NOMURA REAL ESTATE MASTER FUND INC
353800TNNZOQ1CPZE086
Nomura Real Estate Master Fund Inc
000000000
519.000000000000
NS
487678.690000000000
0.0183222376
Long
EC
CORP
JP
N
2
N
N
N
AUSTRALIA (COMMONWEALTH OF)
N/A
AUSTRALIA (COMMONWEALTH OF)
000000000
1907000.000000000000
PA
1430743.150000000000
0.0537534581
Long
DBT
NUSS
AU
N
2
2040-08-21
Fixed
1.250000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .125% 11/22/2056 (FTIPS)
000000000
7951114.080000000000
PA
6941253.020000000000
0.2607850005
Long
DBT
NUSS
GB
N
2
2056-11-22
Fixed
0.125000000000
N
N
N
N
N
N
ITALY (REPUBLIC OF)
815600DE60799F5A9309
ITALY 1.30% 5/15/2028 (FTIPS)
000000000
9615710.610000000000
PA
10337612.740000000000
0.3883872747
Long
DBT
NUSS
IT
N
2
2028-05-15
Fixed
1.300000000000
N
N
N
N
N
N
FRASERS LOGISTICS & COMMERCIAL TRUST
25490039A7FZFHHURL81
Frasers Logistics & Commercial Trust
000000000
288400.000000000000
NS
211813.920000000000
0.0079579138
Long
EC
CORP
SG
N
2
N
N
N
STAR ASIA INVESTMENT CORP
N/A
Star Asia Investment Corp
000000000
337.000000000000
NS
126417.340000000000
0.0047495382
Long
EC
CORP
JP
N
2
N
N
N
KILLAM APARTMENT REIT
2549001RZSL75H60JE41
Killam Apartment Real Estate Investment Trust
000000000
11100.000000000000
NS
140485.710000000000
0.0052780911
Long
EC
CORP
CA
N
1
N
N
N
CK ASSET HOLDINGS LTD
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
196500.000000000000
NS
778304.500000000000
0.0292411383
Long
EC
CORP
KY
N
2
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVT OF)
000000000
15000000.000000000000
PA
8374516.270000000000
0.3146331395
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.5000
N
N
N
N
N
N
MITSUI FUDOSAN LOGISTICS PARK INC
353800DN63EIYS760S59
Mitsui Fudosan Logistics Park Inc
000000000
43.000000000000
NS
120584.290000000000
0.0045303887
Long
EC
CORP
JP
N
2
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
16809 GS SWAP SECURITY
000000000
127658283.300000000000
OU
Notional Amount
USD
-839000.000000000000
-0.0315214868
N/A
DE
CORP
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
16809 GS SWAP SECURITY
CFDGS168
Synthetic portoflio of Contracts for Difference
Americold Realty Trust Inc
993330.000000
USD
1040130.000000
USD
Apple Hospitality REIT Inc
2092809.660000
USD
2060588.000000
USD
Atrium Ljungberg AB
-940375.050000
USD
-897834.270000
USD
Big Yellow Group PLC
-2257727.160000
USD
-2394891.520000
USD
Boston Properties Inc
1080156.000000
USD
1013189.000000
USD
British Land Co PLC/The
463700.770000
USD
476595.050000
USD
Broadstone Net Lease Inc
1891008.000000
USD
1851210.000000
USD
Camden Property Trust
-1350125.000000
USD
-1283125.000000
USD
Shaftesbury Capital PLC
-1800334.400000
USD
-1879291.190000
USD
Derwent London PLC
-2934735.820000
USD
-2977578.200000
USD
Douglas Emmett Inc
-1424850.000000
USD
-1347570.000000
USD
Assura PLC
127900.350000
USD
122481.220000
USD
Covivio SA/France
305650.500000
USD
292345.410000
USD
Gaming and Leisure Properties Inc
3937958.220000
USD
3973425.500000
USD
Gecina SA
3383853.750000
USD
3290471.400000
USD
Grainger PLC
1926332.040000
USD
1770525.780000
USD
Host Hotels & Resorts Inc
1373211.840000
USD
1333085.520000
USD
Hufvudstaden AB
-2189831.380000
USD
-2194535.930000
USD
ICADE
-1693691.030000
USD
-1706940.020000
USD
Picton Property Income Ltd
333697.490000
USD
329315.770000
USD
JBG SMITH Properties
-1385865.000000
USD
-1334880.000000
USD
Klepierre SA
4843666.650000
USD
5057449.500000
USD
Kilroy Realty Corp
2074458.000000
USD
1968211.000000
USD
Kite Realty Group Trust
507360.000000
USD
526080.000000
USD
Mid-America Apartment Communities Inc
-647237.000000
USD
-628437.000000
USD
Mobimo Holding AG
-1253741.900000
USD
-1251600.630000
USD
NNN REIT Inc
820608.000000
USD
801984.000000
USD
National Storage Affiliates Trust
-2398356.000000
USD
-2326488.000000
USD
Paramount Group Inc
-1238814.000000
USD
-1159795.000000
USD
Park Hotels & Resorts Inc
306470.000000
USD
301340.000000
USD
Phillips Edison & Co Inc
-1118821.000000
USD
-1089154.000000
USD
RLJ Lodging Trust
-1965976.000000
USD
-1898196.000000
USD
Regency Centers Corp
-345135.000000
USD
-349980.000000
USD
Retail Opportunity Investments Corp
1732836.000000
USD
1717744.000000
USD
Mercialys SA
38635.590000
USD
40136.820000
USD
Safestore Holdings PLC
1828038.980000
USD
1913377.840000
USD
Segro PLC
-592223.500000
USD
-615984.160000
USD
STAG Industrial Inc
-924713.000000
USD
-908054.000000
USD
TAG Immobilien AG
3980843.290000
USD
3904840.370000
USD
Terreno Realty Corp
-1047260.000000
USD
-1046730.000000
USD
UNITE Group PLC/The
1281558.660000
USD
1234814.820000
USD
Urban Edge Properties
-1450176.000000
USD
-1475136.000000
USD
VICI Properties Inc
164754.000000
USD
155034.000000
USD
WP Carey Inc
-303976.200000
USD
-298920.000000
USD
Wereldhave NV
-522661.730000
USD
-533993.320000
USD
Fabege AB
-2427853.610000
USD
-2324314.850000
USD
Workspace Group PLC
-173420.580000
USD
-167669.010000
USD
Unibail-Rodamco-Westfield
901025.520000
USD
914581.000000
USD
Great Portland Estates PLC
-793902.480000
USD
-763284.890000
USD
Kojamo Oyj
-875480.410000
USD
-850403.650000
USD
Tritax EuroBox PLC
1016531.710000
USD
882087.200000
USD
Tritax Big Box REIT PLC
392513.750000
USD
378423.770000
USD
Citycon Oyj
-240355.780000
USD
-249387.100000
USD
Warehouses De Pauw CVA
-614080.790000
USD
-605388.440000
USD
Wihlborgs Fastigheter AB
-618424.950000
USD
-611809.110000
USD
Great Portland Estates PLC
-157165.960000
USD
-141831.260000
USD
Shurgard Self Storage Ltd
-658064.010000
USD
-672885.670000
USD
Primary Health Properties PLC
3079510.010000
USD
2975796.690000
USD
Corem Property Group AB
-793194.120000
USD
-840128.320000
USD
Land Securities Group PLC
1581333.620000
USD
1521930.460000
USD
CHF
5527364.340000
USD
5563073.080000
USD
EUR
-8329722.010000
USD
-8312615.780000
USD
GBP
-7453175.910000
USD
-7469966.630000
USD
SEK
6849467.890000
USD
6969679.110000
USD
Agree Realty Corp
582011.220000
USD
595448.000000
USD
Allreal Holding AG
-4812180.810000
USD
-4834654.190000
USD
American Tower Corp
-902494.000000
USD
-919978.000000
USD
Aedifica SA
-596383.630000
USD
-560306.050000
USD
ARGAN SA
3194230.950000
USD
3147362.570000
USD
Peach Property Group AG
-315873.090000
USD
-264451.890000
USD
LondonMetric Property PLC
4698063.740000
USD
4632320.000000
USD
Carmila SA
110067.280000
USD
118421.850000
USD
LEG Immobilien SE
-395763.510000
USD
-405895.740000
USD
Vonovia SE
-2334440.000000
USD
-2258933.190000
USD
Inmobiliaria Colonial Socimi SA
-1958723.660000
USD
-1992955.260000
USD
Y
Appreciation on underlying CFDs, accrued income on long CFDs, and SOFR, SONIA, ESTR, STIBOR or SARON less spreads of 40-975 bps on short CFDs
Depreciation on underlying CFDs, accrued income on underlying short CFDs, and SOFR, SONIA,or ESTR plus a spread of 0-45 bps on long CFDs
2027-06-03
0.000000000000
USD
0.000000000000
USD
127658283.300000000000
USD
-839000.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
16809 MS SWAP SECURITY
000000000
13866013.100000000000
OU
Notional Amount
USD
-201000.000000000000
-0.0075516315
N/A
DE
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
16809 MS SWAP SECURITY
CFDMS168
Synthetic portoflio of Contracts for Difference
Brandywine Realty Trust
117810.000000
USD
109718.000000
USD
Essential Properties Realty Trust Inc
2008618.980000
USD
1960296.000000
USD
Highwoods Properties Inc
287280.000000
USD
272685.000000
USD
Pebblebrook Hotel Trust
-1967070.200000
USD
-1887610.000000
USD
Public Storage
3554460.000000
USD
3395492.000000
USD
Rexford Industrial Realty Inc
1009800.000000
USD
997920.000000
USD
SL Green Realty Corp
-1620300.000000
USD
-1589100.000000
USD
Tanger Inc
-933570.000000
USD
-915750.000000
USD
Vornado Realty Trust
2079356.000000
USD
2005736.000000
USD
Sirius Real Estate Ltd
143873.960000
USD
143539.640000
USD
GBP
-143873.960000
USD
-143873.960000
USD
Y
Appreciation on underlying contracts for differences (CFDs), accrued income on long CFDs, and 1-Day OFFER less a spread of 35-68 bps on short CFDs.
Depreciation on underlying CFDs, accrued income on underlying short CFDs, and 1-Day OFFER or SONIA plus a spread of 40 bps on long CFDs.
2025-08-06
0.000000000000
USD
0.000000000000
USD
13866013.100000000000
USD
-201000.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
JAPANESE YEN
000000000
327339000.000000000000
OU
Notional Amount
N/A
-16077.590000000000
-0.0006040400
N/A
DFE
CORP
JP
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
2097526.100000000093132
USD
327339000.000000000000000
JPY
2024-06-04
-16077.590000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SWEDISH KRONA
000000000
452340000.000000000000
OU
Notional Amount
N/A
1395699.090000000000
0.0524368420
N/A
DFE
CORP
SE
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
41586261.109999999403954
USD
452340000.000000000000000
SEK
2024-06-04
1395699.090000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOUTH AFRICA COMM. RD
000000000
13870000.000000000000
OU
Notional Amount
N/A
-7281.120000000000
-0.0002735539
N/A
DFE
CORP
ZA
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
745636.189999999944121
USD
13870000.000000000000000
ZAR
2024-06-04
-7281.120000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-13870000.000000000000
OU
Notional Amount
N/A
-16050.920000000000
-0.0006030380
N/A
DFE
CORP
ZA
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
13870000.000000000000000
ZAR
722304.150000000023283
USD
2024-06-04
-16050.920000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-13870000.000000000000
OU
Notional Amount
N/A
7382.060000000000
0.0002773463
N/A
DFE
CORP
ZA
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
13870000.000000000000000
ZAR
743354.439999999944121
USD
2024-07-12
7382.060000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-OAT SEP 24
000000000
105.000000000000
NC
14665.100000000000
0.0005509723
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO-OAT SEP 24
EURO-OAT SEP 24
2024-09-06
13039034.400000000000
EUR
14665.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-BOBL SEP 24
000000000
69.000000000000
NC
9615.370000000000
0.0003612524
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO-BOBL SEP 24
EURO-BOBL SEP 24
2024-09-06
7953048.320000000000
EUR
9615.370000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
S&P/TSE 60 INDEX JUN 24
000000000
-179.000000000000
NC
-378050.340000000000
-0.0142034670
N/A
DE
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
S&P/TSE 60 INDEX JUN 24
S&P/TSE 60 INDEX JUN 24
2024-06-20
-47284821.690000000000
CAD
-378050.340000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
RUSSELL 2000 EMINI CME JUN 24
000000000
-664.000000000000
NC
USD
-2995622.720000000000
-0.1125464625
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
RUSSELL 2000 EMINI CME JUN 24
RUSSELL 2000 EMINI CME JUN 24
2024-06-21
-65920937.280000000000
USD
-2995622.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-BUND SEP 24
000000000
155.000000000000
NC
14921.170000000000
0.0005605929
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO-BUND SEP 24
EURO-BUND SEP 24
2024-09-06
20133148.400000000000
EUR
14921.170000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-65981000.000000000000
OU
Notional Amount
N/A
-104118.010000000000
-0.0039117455
N/A
DFE
CORP
AU
N
2
State Street
571474TGEMMWANRLN572
65981000.000000000000000
AUD
43846485.890000000596046
USD
2024-07-12
-104118.010000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-108881265.000000000000
OU
Notional Amount
N/A
-3067185.240000000000
-0.1152350882
N/A
DFE
CORP
GB
N
2
State Street
571474TGEMMWANRLN572
108881265.000000000000000
GBP
135674766.689999997615814
USD
2024-06-04
-3067185.240000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-20112000.000000000000
OU
Notional Amount
N/A
-88315.050000000000
-0.0033180235
N/A
DFE
CORP
NO
N
2
State Street
571474TGEMMWANRLN572
20112000.000000000000000
NOK
1827788.719999999972060
USD
2024-06-04
-88315.050000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-400000.000000000000
OU
Notional Amount
N/A
-4581.640000000000
-0.0001721336
N/A
DFE
CORP
NZ
N
2
State Street
571474TGEMMWANRLN572
400000.000000000000000
NZD
241298.359999999986030
USD
2024-06-04
-4581.640000000000
N
N
N
State Street
571474TGEMMWANRLN572
JAPANESE YEN
000000000
1469114000.000000000000
OU
Notional Amount
N/A
-240305.490000000000
-0.0090283508
N/A
DFE
CORP
JP
N
2
State Street
571474TGEMMWANRLN572
9581951.750000000000000
USD
1469114000.000000000000000
JPY
2024-06-04
-240305.490000000000
N
N
N
State Street
571474TGEMMWANRLN572
NORWAY KRONA
000000000
459450000.000000000000
OU
Notional Amount
N/A
2017519.520000000000
0.0757988259
N/A
DFE
CORP
NO
N
2
State Street
571474TGEMMWANRLN572
41755047.960000000894070
USD
459450000.000000000000000
NOK
2024-06-04
2017519.520000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TOPIX INDEX JUN 24
000000000
390.000000000000
NC
2363883.550000000000
0.0888118285
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
TOPIX INDEX JUN 24
TOPIX INDEX JUN 24
2024-06-13
10442074773.000000000000
JPY
2363883.550000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 10YR NOTE SEP 24
000000000
905.000000000000
NC
USD
-219807.300000000000
-0.0082582275
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US 10YR NOTE SEP 24
US 10YR NOTE SEP 24
2024-09-19
98680979.180000000000
USD
-219807.300000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-116343000.000000000000
OU
Notional Amount
N/A
-371027.050000000000
-0.0139395998
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
116343000.000000000000000
CAD
84990138.069999992847443
USD
2024-06-04
-371027.050000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-75296000.000000000000
OU
Notional Amount
N/A
-207765.050000000000
-0.0078057965
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
75296000.000000000000000
CAD
55080545.160000003874302
USD
2024-07-12
-207765.050000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-53911000.000000000000
OU
Notional Amount
N/A
-13498.230000000000
-0.0005071326
N/A
DFE
CORP
DK
N
2
UBS
T6FIZBDPKLYJKFCRVK44
53911000.000000000000000
DKK
7846248.400000000372529
USD
2024-07-12
-13498.230000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-872611000.000000000000
OU
Notional Amount
N/A
-2748389.870000000000
-0.1032578486
N/A
DFE
CORP
SE
N
2
UBS
T6FIZBDPKLYJKFCRVK44
872611000.000000000000000
SEK
80168290.660000011324883
USD
2024-06-04
-2748389.870000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
CANADIAN DOLLAR
000000000
31561000.000000000000
OU
Notional Amount
N/A
100650.540000000000
0.0037814716
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
23055738.179999999701977
USD
31561000.000000000000000
CAD
2024-06-04
100650.540000000000
N
N
N
CAPITALAND INTEGRATED COMMERCIAL TRUST
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
602400.000000000000
NS
877433.580000000000
0.0329654482
Long
EC
CORP
SG
N
2
N
N
N
CARETRUST REIT INC
5493001NVXE2B9GPLU96
CareTrust REIT Inc
14174T107
11000.000000000000
NS
USD
281270.000000000000
0.0105674000
Long
EC
CORP
US
N
1
N
N
N
Castellum
549300GU5OHTR1T5IY68
Castellum AB
000000000
47204.000000000000
NS
589508.400000000000
0.0221480110
Long
EC
CORP
SE
N
2
N
N
N
CENTERSPACE
5493002LG2SH9EEHT720
Centerspace
15202L107
2638.000000000000
NS
USD
180069.880000000000
0.0067652805
Long
EC
CORP
US
N
1
N
N
N
CHARTWELL RETIREMENT RESIDENCES
549300M7UBEIZBWP4069
Chartwell Retirement Residences
000000000
17500.000000000000
NS
160112.260000000000
0.0060154666
Long
EC
CORP
CA
N
1
N
N
N
CITY DEVELOPMENTS LIMITED
254900BPLPJS0RJ72373
City Developments Ltd
000000000
41300.000000000000
NS
171923.360000000000
0.0064592133
Long
EC
CORP
SG
N
2
N
N
N
COFINIMMO SA
549300TM914CSF6KI389
Cofinimmo SA
000000000
3905.000000000000
NS
258623.810000000000
0.0097165757
Long
EC
CORP
BE
N
2
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
1091165439.517000000000
NS
USD
1090947206.430000000000
40.9872204517
Long
STIV
CORP
US
N
1
N
N
N
COLUMBIA COMMODITY STRATEGY FUND
N/A
Columbia Commodity Strategy Fund
19766J623
18248396.337000000000
NS
USD
187958482.270000000000
7.0616577073
Long
EC
RF
US
N
1
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H030666
15250000.000000000000
PA
USD
13172039.730000000000
0.4948775642
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
3.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H032662
12150000.000000000000
PA
USD
10841743.400000000000
0.4073276179
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
3.500000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H040665
7820000.000000000000
PA
USD
7187920.270000000000
0.2700523646
Long
ABS-MBS
USGA
US
N
2
2054-06-20
Fixed
4.000000000000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES
YY1J47X6LF9TYY8JY420
Corporate Office Properties Trust
22002T108
12300.000000000000
NS
USD
303441.000000000000
0.0114003712
Long
EC
CORP
US
N
1
N
N
N
COUSINS PROPERTIES INC
5493007XPYD5EJABN062
Cousins Properties Inc
222795502
82300.000000000000
NS
USD
1903599.000000000000
0.0715187971
Long
EC
CORP
US
N
1
N
N
N
HEIWA REAL ESTATE REIT INC
3538003GH25628YW4R98
Heiwa Real Estate REIT Inc
000000000
129.000000000000
NS
107363.580000000000
0.0040336826
Long
EC
CORP
JP
N
2
N
N
N
CROMBIE REAL ESTATE INVESTMENT T
549300OGQML2MCFAPT83
Crombie Real Estate Investment Trust
000000000
9900.000000000000
NS
91667.340000000000
0.0034439700
Long
EC
CORP
CA
N
1
N
N
N
CUBESMART
N/A
CubeSmart
229663109
22500.000000000000
NS
USD
951975.000000000000
0.0357659921
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
130299.000000000000
NS
591157.250000000000
0.0222099588
Long
EC
CORP
AU
N
2
N
N
N
DAIWA OFFICE INVESTMENT CORP
N/A
Daiwa Office Investment Corp
000000000
50.000000000000
NS
88511.290000000000
0.0033253963
Long
EC
CORP
JP
N
2
N
N
N
DIAMONDROCK HSP
529900KKD4BPVBUAQ734
DiamondRock Hospitality Co
252784301
267600.000000000000
NS
USD
2266572.000000000000
0.0851558038
Long
EC
CORP
US
N
1
N
N
N
DIGITAL REALTY
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
14800.000000000000
NS
USD
2151032.000000000000
0.0808149306
Long
EC
CORP
US
N
1
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR Properties
26884U109
14100.000000000000
NS
USD
578664.000000000000
0.0217405836
Long
EC
CORP
US
N
1
N
N
N
EASTERLY GOVERNMENT PROPERTIES INC
549300ERMCEFC6S8HL77
Easterly Government Properties Inc
27616P103
18200.000000000000
NS
USD
215488.000000000000
0.0080959501
Long
EC
CORP
US
N
1
N
N
N
EASTGROUP PROPERTIES INC
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
5100.000000000000
NS
USD
842418.000000000000
0.0316499021
Long
EC
CORP
US
N
1
N
N
N
SUN COMMUNITIES INC
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
19974.000000000000
NS
USD
2356732.260000000000
0.0885431523
Long
EC
CORP
US
N
1
N
N
N
SUN HUNG KAI PROPERTIES LTD
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
144000.000000000000
NS
1391402.150000000000
0.0522754046
Long
EC
CORP
HK
N
2
N
N
N
SUNTEC REAL ESTATE INVESTMENT TR
549300C46QFXSI2F4K13
Suntec Real Estate Investment Trust
000000000
180100.000000000000
NS
142976.370000000000
0.0053716660
Long
EC
CORP
SG
N
2
N
N
N
SUNSTONE HOTEL
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892101
21700.000000000000
NS
USD
223076.000000000000
0.0083810336
Long
EC
CORP
US
N
1
N
N
N
SWISS PRIME SITE AG
506700XI9H64OPR34158
Swiss Prime Site AG
000000000
35439.000000000000
NS
3282391.880000000000
0.1233204676
Long
EC
CORP
CH
N
2
N
N
N
TOKYO TATEMONO CO LTD
529900RQA4JTW1869J86
Tokyo Tatemono Co Ltd
000000000
19900.000000000000
NS
322288.240000000000
0.0121084678
Long
EC
CORP
JP
N
2
N
N
N
TOKYU REIT
N/A
Tokyu REIT Inc
000000000
90.000000000000
NS
89000.310000000000
0.0033437689
Long
EC
CORP
JP
N
2
N
N
N
Daiwa Securities Living Investments Corp
N/A
Daiwa Securities Living Investments Corp
000000000
166.000000000000
NS
109706.750000000000
0.0041217162
Long
EC
CORP
JP
N
2
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
902653104
32254.000000000000
NS
USD
1245649.480000000000
0.0467994322
Long
EC
CORP
US
N
1
N
N
N
UOL GROUP LTD
254900O9PRCWTMR86R25
UOL Group Ltd
000000000
86400.000000000000
NS
345860.500000000000
0.0129940848
Long
EC
CORP
SG
N
2
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII 3.375 04/15/32 (TIPS)
912810FQ6
19883706.000000000000
PA
USD
21647608.250000000000
0.8133072676
Long
DBT
UST
US
N
2
2032-04-15
Fixed
3.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .75 02/15/42 (TIPS)
912810QV3
15306925.760000000000
PA
USD
11919072.660000000000
0.4478032079
Long
DBT
UST
US
N
2
2042-02-15
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .625 02/15/2043 (TIPS)
912810RA8
4413734.010000000000
PA
USD
3307714.320000000000
0.1242718394
Long
DBT
UST
US
N
2
2043-02-15
Fixed
0.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .75% 02/15/2045 (TIPS)
912810RL4
9799073.800000000000
PA
USD
7316386.640000000000
0.2748788854
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII 1.0 02/15/2048 (TIPS)
912810SB5
7767873.810000000000
PA
USD
5911169.890000000000
0.2220844620
Long
DBT
UST
US
N
2
2048-02-15
Fixed
1.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .25 02/15/2050 (TIPS)
912810SM1
10629937.500000000000
PA
USD
6444814.810000000000
0.2421336650
Long
DBT
UST
US
N
2
2050-02-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY (CPI) NOTE
912810TP3
3992736.000000000000
PA
USD
3339705.300000000000
0.1254737503
Long
DBT
UST
US
N
2
2053-02-15
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .375 07/15/2027 (TIPS)
9128282L3
17390152.200000000000
PA
USD
16437769.730000000000
0.6175720399
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .50 01/15/2028 (TIPS)
9128283R9
19951828.540000000000
PA
USD
18737572.820000000000
0.7039763459
Long
DBT
UST
US
N
2
2028-01-15
Fixed
0.500000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-330573000.000000000000
OU
Notional Amount
N/A
-276088.530000000000
-0.0103727306
N/A
DFE
CORP
SE
N
2
Citi
MBNUM2BPBDO7JBLYG310
330573000.000000000000000
SEK
31196668.309999998658895
USD
2024-07-12
-276088.530000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-6912000.000000000000
OU
Notional Amount
N/A
-483.540000000000
-0.0000181667
N/A
DFE
CORP
SG
N
2
Citi
MBNUM2BPBDO7JBLYG310
6912000.000000000000000
SGD
5117244.269999999552965
USD
2024-06-13
-483.540000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
3553000.000000000000
OU
Notional Amount
N/A
30486.160000000000
0.0011453744
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
3824696.490000000223517
USD
3553000.000000000000000
EUR
2024-06-04
30486.160000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
39345000.000000000000
OU
Notional Amount
N/A
43122.110000000000
0.0016201109
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
42722768.250000000000000
USD
39345000.000000000000000
EUR
2024-07-12
43122.110000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
NEW ZEALAND DOLLAR
000000000
21131000.000000000000
OU
Notional Amount
N/A
54729.290000000000
0.0020561962
N/A
DFE
CORP
NZ
N
2
Citi
MBNUM2BPBDO7JBLYG310
12934496.410000000149012
USD
21131000.000000000000000
NZD
2024-06-04
54729.290000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
SWEDISH KRONA
000000000
330573000.000000000000
OU
Notional Amount
N/A
273831.660000000000
0.0102879393
N/A
DFE
CORP
SE
N
2
Citi
MBNUM2BPBDO7JBLYG310
31137663.070000000298023
USD
330573000.000000000000000
SEK
2024-06-04
273831.660000000000
N
N
N
ITALY (REPUBLIC OF)
815600DE60799F5A9309
ITALY 2.35% 9/15/2035 (FTIPS)
000000000
4701272.280000000000
PA
5368999.960000000000
0.2017149718
Long
DBT
NUSS
IT
N
2
2035-09-15
Fixed
2.350000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK 1.125% 11/22/2037 (FTIPS)
000000000
10120253.440000000000
PA
13349047.100000000000
0.5015277853
Long
DBT
NUSS
GB
N
2
2037-11-22
Fixed
1.125000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .75% 11/22/2047 (FTIPS)
000000000
6083253.000000000000
PA
6859244.970000000000
0.2577039329
Long
DBT
NUSS
GB
N
2
2047-11-22
Fixed
0.750000000000
N
N
N
N
N
N
AUSTRALIA (COMMONWEALTH OF)
N/A
AUSTRALIA 3.00% 9/20/2025 (FTIPS)
000000000
7992000.000000000000
PA
7924616.490000000000
0.2977302670
Long
DBT
NUSS
AU
N
2
2025-09-20
Fixed
3.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
S&P500 EMINI JUN 24
000000000
3013.000000000000
NC
USD
10266637.760000000000
0.3857207230
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
S&P500 EMINI JUN 24
S&P500 EMINI JUN 24
2024-06-21
787500437.240000000000
USD
10266637.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 5YR NOTE SEP 24
000000000
-1020.000000000000
NC
USD
70393.260000000000
0.0026446963
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 5YR NOTE SEP 24
US 5YR NOTE SEP 24
2024-09-30
-107983205.760000000000
USD
70393.260000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LONG GILT SEP 24
000000000
445.000000000000
NC
-310658.430000000000
-0.0116715323
N/A
DIR
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LONG GILT SEP 24
LONG GILT SEP 24
2024-09-26
43107725.050000000000
GBP
-310658.430000000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
US DOLLARS
000000000
-136098265.000000000000
OU
Notional Amount
N/A
-200835.610000000000
-0.0075454553
N/A
DFE
CORP
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
136098265.000000000000000
GBP
173256493.810000002384186
USD
2024-07-12
-200835.610000000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
US DOLLARS
000000000
-5282000.000000000000
OU
Notional Amount
N/A
-19589.840000000000
-0.0007359963
N/A
DFE
CORP
SG
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
5282000.000000000000000
SGD
3889527.979999999981374
USD
2024-06-04
-19589.840000000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
BRITISH POUND
000000000
136098265.000000000000
OU
Notional Amount
N/A
197342.490000000000
0.0074142177
N/A
DFE
CORP
GB
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
173225871.689999997615814
USD
136098265.000000000000000
GBP
2024-06-04
197342.490000000000
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
JAPANESE YEN
000000000
1877090000.000000000000
OU
Notional Amount
N/A
-34665.120000000000
-0.0013023792
N/A
DFE
CORP
JP
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
12041844.849999999627471
USD
1877090000.000000000000000
JPY
2024-07-12
-34665.120000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-564810000.000000000000
OU
Notional Amount
N/A
1263303.690000000000
0.0474627063
N/A
DFE
CORP
CN
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
564810000.000000000000000
CNY
79232657.640000000596046
USD
2024-06-04
1263303.690000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-564810000.000000000000
OU
Notional Amount
N/A
-101788.950000000000
-0.0038242420
N/A
DFE
CORP
CN
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
564810000.000000000000000
CNY
79288271.209999993443489
USD
2024-07-12
-101788.950000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-60215000.000000000000
OU
Notional Amount
N/A
2625.830000000000
0.0000986532
N/A
DFE
CORP
HK
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
60215000.000000000000000
HKD
7710780.980000000447035
USD
2024-07-12
2625.830000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-33415585803.000000000000
OU
Notional Amount
N/A
4255487.250000000000
0.1598799585
N/A
DFE
CORP
JP
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
33415585803.000000000000000
JPY
216734969.680000007152557
USD
2024-06-04
4255487.250000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-25174159803.000000000000
OU
Notional Amount
N/A
539635.360000000000
0.0202742656
N/A
DFE
CORP
JP
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
25174159803.000000000000000
JPY
161571158.199999988079071
USD
2024-07-12
539635.360000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-29232000000.000000000000
OU
Notional Amount
N/A
149732.120000000000
0.0056254816
N/A
DFE
CORP
KW
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
29232000000.000000000000000
KRW
21262729.120000001043081
USD
2024-06-04
149732.120000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
US DOLLARS
000000000
-2600000.000000000000
OU
Notional Amount
N/A
-6780.850000000000
-0.0002547586
N/A
DFE
CORP
SE
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
2600000.000000000000000
SEK
240274.679999999993015
USD
2024-06-04
-6780.850000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
US DOLLARS
000000000
-9701000.000000000000
OU
Notional Amount
N/A
-16239.090000000000
-0.0006101076
N/A
DFE
CORP
SE
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
9701000.000000000000000
SEK
905987.329999999958090
USD
2024-06-13
-16239.090000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
CANADIAN DOLLAR
000000000
116992000.000000000000
OU
Notional Amount
N/A
697155.530000000000
0.0261923466
N/A
DFE
CORP
CA
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
85140182.599999994039536
USD
116992000.000000000000000
CAD
2024-06-04
697155.530000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
SWISS FRANC
000000000
57280000.000000000000
OU
Notional Amount
N/A
220825.940000000000
0.0082964982
N/A
DFE
CORP
CH
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
63257868.579999998211861
USD
57280000.000000000000000
CHF
2024-06-04
220825.940000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
EURO COUNTRIES
000000000
1217008.000000000000
OU
Notional Amount
N/A
3708.470000000000
0.0001393284
N/A
DFE
CORP
XX
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
1316806.060000000055879
USD
1217008.000000000000000
EUR
2024-06-04
3708.470000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
BRITISH POUND
000000000
1240000.000000000000
OU
Notional Amount
N/A
20845.890000000000
0.0007831865
N/A
DFE
CORP
GB
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
1559224.110000000102445
USD
1240000.000000000000000
GBP
2024-06-04
20845.890000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUST 10YR BOND JUN 24
000000000
280.000000000000
NC
-688605.100000000000
-0.0258711044
N/A
DIR
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
AUST 10YR BOND JUN 24
AUST 10YR BOND JUN 24
2024-06-17
32599488.500000000000
AUD
-688605.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPI 200 JUN 24
000000000
-261.000000000000
NC
324872.200000000000
0.0122055480
N/A
DE
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SPI 200 JUN 24
SPI 200 JUN 24
2024-06-20
-50904443.340000000000
AUD
324872.200000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE 100 INDEX JUN 24
000000000
-775.000000000000
NC
-2843159.320000000000
-0.1068183659
N/A
DE
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
FTSE 100 INDEX JUN 24
FTSE 100 INDEX JUN 24
2024-06-21
-61912079.050000000000
GBP
-2843159.320000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.42.V1)
000000000
-207168000.000000000000
OU
Notional Amount
USD
4582131.470000000000
0.1721520818
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDX.NA.IG.42.V1
DJIG42052
Y
CDX.NA.IG.42.V1
2029-06-20
4355578.750000000000
USD
0.000000000000
USD
-207168000.000000000000
USD
646643.390000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.EM.41.V1)
000000000
-218777000.000000000000
OU
Notional Amount
USD
-5947299.600000000000
-0.2234418663
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.EM.41.V1)
DJEM41055
Y
CDS: (CDX.EM.41.V1)
2029-06-20
0.000000000000
USD
-6895377.310000000000
USD
-218777000.000000000000
USD
1391708.850000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.42.V1)
000000000
-371716000.000000000000
OU
Notional Amount
USD
24804898.620000000000
0.9319276332
N/A
DCR
CORP
US
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CDS: (CDX.NA.HY.42.V1)
DJHY42054
Y
CDS: (CDX.NA.HY.42.V1)
2029-06-20
25138568.260000000000
USD
0.000000000000
USD
-371716000.000000000000
USD
3435117.580000000000
N
N
N
AMERICAN ASSETS TRUST INC
N/A
American Assets Trust Inc
024013104
9000.000000000000
NS
USD
195750.000000000000
0.0073543874
Long
EC
CORP
US
N
1
N
N
N
AMERICOLD REALTY TRUST
549300R7N1V5YV8MWH02
Americold Realty Trust Inc
03064D108
30100.000000000000
NS
USD
802767.000000000000
0.0301602019
Long
EC
CORP
US
N
1
N
N
N
PRECINCT PROPERTIES NEW ZEALAND LTD
9845001BD9S8C9A04510
Precinct Properties Group
000000000
258892.000000000000
NS
185399.160000000000
0.0069655032
Long
EC
CORP
NZ
N
2
N
N
N
APARTMENT INCOME REIT CORP
N/A
Apartment Income REIT Corp
03750L109
15700.000000000000
NS
USD
608375.000000000000
0.0228568350
Long
EC
CORP
US
N
1
N
N
N
APPLE HOSPITALITY REIT INC
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
23000.000000000000
NS
USD
332120.000000000000
0.0124778501
Long
EC
CORP
US
N
1
N
N
N
ASCOTT REAL ESTATE INVESTMENT TRUST
549300W6RTG7Y32IWY65
CapitaLand Ascott Trust
000000000
177800.000000000000
NS
117999.360000000000
0.0044332721
Long
EC
CORP
SG
N
2
N
N
N
CAPITALAND ASCENDAS REIT
549300ILIBAEMQZK3L20
Ascendas Real Estate Investment Trust
000000000
338600.000000000000
NS
656135.980000000000
0.0246512296
Long
EC
CORP
SG
N
2
N
N
N
AVALONBAY COMMUNITIES INC
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
26280.000000000000
NS
USD
5063630.400000000000
0.1902421440
Long
EC
CORP
US
N
1
N
N
N
DAIWA HOUSE REIT INVESTMENT CORP
3538001FWU534P8JMO05
Daiwa House REIT Investment Corp
000000000
210.000000000000
NS
332364.960000000000
0.0124870533
Long
EC
CORP
JP
N
2
N
N
N
H&R REAL ESTATE INVESTMENT TRUST
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
000000000
30400.000000000000
NS
205201.950000000000
0.0077095001
Long
EC
CORP
CA
N
1
N
N
N
Boardwalk Real
549300RMNRTTJRCOYW23
Boardwalk Real Estate Investment Trust
000000000
2800.000000000000
NS
144565.830000000000
0.0054313825
Long
EC
CORP
CA
N
1
N
N
N
BRIXMOR PROPERTY GROUP INC
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
102378.000000000000
NS
USD
2304528.780000000000
0.0865818516
Long
EC
CORP
US
N
1
N
N
N
CDL HOSPITALITY TRUSTS
N/A
CDL Hospitality Trusts
000000000
90700.000000000000
NS
65943.100000000000
0.0024775025
Long
EC
CORP
SG
N
2
N
N
N
ESR-LOGOS REIT
5493008PFX3JN1RMMD48
ESR-LOGOS REIT
000000000
650900.000000000000
NS
139698.790000000000
0.0052485263
Long
EC
CORP
SG
N
2
N
N
N
SMARTCENTRES REAL ESTATE INVESTMENT TRUST
549300HKEP2IYWZ14H97
SmartCentres Real Estate Investment Trust
000000000
18100.000000000000
NS
296941.190000000000
0.0111561714
Long
EC
CORP
CA
N
1
N
N
N
CANADIAN APARTMENT PROPERTIES REAL ESTATE INVESTMENT TRUST
549300B1MYVTQEB2DI90
Canadian Apartment Properties REIT
000000000
16600.000000000000
NS
543204.080000000000
0.0204083435
Long
EC
CORP
CA
N
1
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA (GOVERNMENT OF)
135087Q23
12000000.000000000000
PA
8215769.470000000000
0.3086689736
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
2.750000000000
N
N
N
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA 4.00% 12/01/2031 (FTIPS)
135087WV2
6917817.640000000000
PA
5853925.100000000000
0.2199337577
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
4.000000000000
N
N
N
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA 3.00% 12/01/2036 (FTIPS)
135087XQ2
6381648.540000000000
PA
5269354.710000000000
0.1979712692
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .875 01/15/2029 (TIPS)
9128285W6
22195830.800000000000
PA
USD
20951650.390000000000
0.7871599178
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
9128286T2
7507000.000000000000
PA
USD
6802045.780000000000
0.2555549419
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.375000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
US TII .25 07/15/2029 (TIPS)
9128287D6
12836688.390000000000
PA
USD
11731529.750000000000
0.4407571634
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
912828YB0
10483500.000000000000
PA
USD
9105902.580000000000
0.3421115470
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.625000000000
N
N
N
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA (PEOPLES REPUBLIC OF)
000000000
38350000.000000000000
PA
5585324.440000000000
0.2098423487
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.130000000000
N
N
N
N
N
N
CARE PROPERTY INVEST NV
54930096UUTCOUCQDU64
Care Property Invest NV
000000000
144037.000000000000
NS
2180419.160000000000
0.0819190152
Long
EC
CORP
BE
N
2
N
N
N
CHINA PEOPLES REPUBLIC OF (GOVERNMENT)
300300CHN201808MOF68
CHINA PEOPLES REPUBLIC OF (GOVERNM
000000000
52200000.000000000000
PA
7392772.180000000000
0.2777487135
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.680000000000
N
N
N
N
N
N
NIPPON REIT INVESTMENT CORP
3538004O49OJ90PEXX85
NIPPON REIT Investment Corp
000000000
36.000000000000
NS
77721.030000000000
0.0029200029
Long
EC
CORP
JP
N
2
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
30640.000000000000
NS
548300.490000000000
0.0205998172
Long
EC
CORP
NL
N
2
N
N
N
GERMANY (FEDERAL REPUBLIC OF)
529900AQBND3S6YJLY83
GERMANY .50% 4/15/2030 (FTIPS)
000000000
12141790.590000000000
PA
13078359.530000000000
0.4913579704
Long
DBT
NUSS
DE
N
2
2030-04-15
Fixed
0.500000000000
N
N
N
N
N
N
SCENTRE GROUP
N/A
Scentre Group
000000000
669334.000000000000
NS
1412368.560000000000
0.0530631191
Long
EC
CORP
AU
N
2
N
N
N
NEW WORLD DEVELOPMENT CO LTD
2549008GWMWXTIRL4S48
New World Development Co Ltd
000000000
153000.000000000000
NS
166186.520000000000
0.0062436784
Long
EC
CORP
HK
N
2
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE (REPUBLIC OF)
000000000
12178000.000000000000
PA
10926742.110000000000
0.4105210454
Long
DBT
NUSS
FR
N
2
2030-11-25
Fixed
0.000000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #73
000000000
1015450000.000000000000
PA
4562932.730000000000
0.1714307792
Long
DBT
NUSS
JP
N
2
2051-12-20
Fixed
0.700000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) 20YR #184
000000000
2830000000.000000000000
PA
16050076.200000000000
0.6030062753
Long
DBT
NUSS
JP
N
2
2043-03-20
Fixed
1.100000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVERNMENT OF) 20YR #178
000000000
1391000000.000000000000
PA
7268352.720000000000
0.2730742363
Long
DBT
NUSS
JP
N
2
2041-09-20
Fixed
0.500000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVERNMENT OF) 30YR #67
000000000
1068800000.000000000000
PA
4791872.050000000000
0.1800320996
Long
DBT
NUSS
JP
N
2
2050-06-20
Fixed
0.600000000000
N
N
N
N
N
N
FRANCE (REPUBLIC OF)
969500KCGF3SUYJHPV70
FRANCE .70% 07/25/2030 (FTIPS)
000000000
2499140.000000000000
PA
2706422.750000000000
0.1016811311
Long
DBT
NUSS
FR
N
2
2030-07-25
Fixed
0.700000000000
N
N
N
N
N
N
MERLIN PROPERTIES SOCIMI SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
56194.000000000000
NS
677372.930000000000
0.0254491083
Long
EC
CORP
ES
N
2
N
N
N
CAPITALAND INVESTMENT LTD
254900AT4UQDU7SNXX49
CapitaLand Investment Ltd/Singapore
000000000
252700.000000000000
NS
499407.730000000000
0.0187629013
Long
EC
CORP
SG
N
2
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA 2.00% 12/01/2041 (FTIPS)
135087YK4
3616450.770000000000
PA
2710616.260000000000
0.1018386825
Long
DBT
NUSS
CA
N
2
2041-12-01
Fixed
2.000000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-1198000.000000000000
OU
Notional Amount
N/A
1434.010000000000
0.0000538762
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
1198000.000000000000000
EUR
1301855.820000000065193
USD
2024-06-13
1434.010000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-10841000.000000000000
OU
Notional Amount
N/A
-70441.320000000000
-0.0026465020
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
10841000.000000000000000
EUR
11697399.140000000596046
USD
2024-06-13
-70441.320000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-21131000.000000000000
OU
Notional Amount
N/A
-54622.220000000000
-0.0020521735
N/A
DFE
CORP
NZ
N
2
Citi
MBNUM2BPBDO7JBLYG310
21131000.000000000000000
NZD
12934547.129999998956919
USD
2024-07-12
-54622.220000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-29232000000.000000000000
OU
Notional Amount
N/A
195500.820000000000
0.0073450256
N/A
DFE
CORP
KW
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
29232000000.000000000000000
KRW
21377797.280000001192093
USD
2024-07-12
195500.820000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-5282000.000000000000
OU
Notional Amount
N/A
2653.350000000000
0.0000996872
N/A
DFE
CORP
SG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
5282000.000000000000000
SGD
3919115.740000000223517
USD
2024-07-12
2653.350000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
CHINESE YUAN RENMINBI
000000000
564810000.000000000000
OU
Notional Amount
N/A
-1447125.240000000000
-0.0543689382
N/A
DFE
CORP
CN
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
79416479.189999997615814
USD
564810000.000000000000000
CNY
2024-06-04
-1447125.240000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
HONG KONG DOLLAR
000000000
60215000.000000000000
OU
Notional Amount
N/A
-2849.420000000000
-0.0001070536
N/A
DFE
CORP
HK
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
7702583.450000000186265
USD
60215000.000000000000000
HKD
2024-06-04
-2849.420000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
JAPANESE YEN
000000000
31619132803.000000000000
OU
Notional Amount
N/A
-1549136.820000000000
-0.0582015445
N/A
DFE
CORP
JP
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
202605524.469999969005585
USD
31619132803.000000000000000
JPY
2024-06-04
-1549136.820000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
JAPANESE YEN
000000000
6444973000.000000000000
OU
Notional Amount
N/A
-138154.980000000000
-0.0051905249
N/A
DFE
CORP
JP
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
41364707.320000000298023
USD
6444973000.000000000000000
JPY
2024-07-12
-138154.980000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
KOREAN WON
000000000
29232000000.000000000000
OU
Notional Amount
N/A
-230460.940000000000
-0.0086584881
N/A
DFE
CORP
KW
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
21343457.940000001341105
USD
29232000000.000000000000000
KRW
2024-06-04
-230460.940000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
MEXICAN PESO
000000000
2489000.000000000000
OU
Notional Amount
N/A
3645.130000000000
0.0001369486
N/A
DFE
CORP
MX
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
143055.720000000001164
USD
2489000.000000000000000
MXN
2024-06-04
3645.130000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
SWEDISH KRONA
000000000
92298000.000000000000
OU
Notional Amount
N/A
311641.350000000000
0.0117084609
N/A
DFE
CORP
SE
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
8458639.769999999552965
USD
92298000.000000000000000
SEK
2024-06-04
311641.350000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
SINGAPORE DOLLAR
000000000
5282000.000000000000
OU
Notional Amount
N/A
-2738.760000000000
-0.0001028961
N/A
DFE
CORP
SG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
3911856.580000000074506
USD
5282000.000000000000000
SGD
2024-06-04
-2738.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-BTP (ITALY GOVT) SEP 24
000000000
22.000000000000
NC
-1701.530000000000
-0.0000639270
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO-BTP (ITALY GOVT) SEP 24
EURO-BTP (ITALY GOVT) SEP 24
2024-09-06
2558408.160000000000
EUR
-1701.530000000000
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #28
J2S39LG57
520000000.000000000000
PA
3565116.160000000000
0.1339425053
Long
DBT
NUSS
JP
N
2
2033-03-10
Fixed
0.005000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JPN 10YR BOND (OSE) JUN 24
000000000
-24.000000000000
NC
377087.250000000000
0.0141672834
N/A
DIR
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
JPN 10YR BOND (OSE) JUN 24
JPN 10YR BOND (OSE) JUN 24
2024-06-13
-3490296000.000000000000
JPY
377087.250000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-53911000.000000000000
OU
Notional Amount
N/A
-120814.270000000000
-0.0045390291
N/A
DFE
CORP
DK
N
2
JPMorgan
ZBUT11V806EZRVTWT807
53911000.000000000000000
DKK
7721584.230000000447035
USD
2024-06-04
-120814.270000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
3777000.000000000000
OU
Notional Amount
N/A
93628.810000000000
0.0035176630
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
4719213.439999999478459
USD
3777000.000000000000000
GBP
2024-06-04
93628.810000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
CANADIAN DOLLAR
000000000
116343000.000000000000
OU
Notional Amount
N/A
375078.800000000000
0.0140918253
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
85053202.569999992847443
USD
116343000.000000000000000
CAD
2024-07-12
375078.800000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
DANISH KRONA
000000000
53911000.000000000000
OU
Notional Amount
N/A
12861.110000000000
0.0004831958
N/A
DFE
CORP
DK
N
2
UBS
T6FIZBDPKLYJKFCRVK44
7829537.389999999664724
USD
53911000.000000000000000
DKK
2024-06-04
12861.110000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO BUXL 30YR BOND SEP 24
000000000
47.000000000000
NC
51056.960000000000
0.0019182256
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO BUXL 30YR BOND SEP 24
EURO BUXL 30YR BOND SEP 24
2024-09-06
5969885.060000000000
EUR
51056.960000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA 10YR NOTE SEP 24
000000000
1844.000000000000
NC
USD
-839434.900000000000
-0.0315378261
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
US ULTRA 10YR NOTE SEP 24
US ULTRA 10YR NOTE SEP 24
2024-09-19
207425059.900000000000
USD
-839434.900000000000
N
N
N
SWEDEN (KINGDOM OF)
ERE94C0BSULG2RM19605
SWEDEN (KINGDOM OF)
W7S736KN7
20000000.000000000000
PA
2077738.810000000000
0.0780612830
Long
DBT
NUSS
SE
N
2
2039-06-01
Fixed
0.125000000000
N
N
N
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
US DOLLARS
000000000
-32210000.000000000000
OU
Notional Amount
N/A
-191764.110000000000
-0.0072046363
N/A
DFE
CORP
CA
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
32210000.000000000000000
CAD
23440797.609999999403954
USD
2024-06-04
-191764.110000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
US DOLLARS
000000000
-57280000.000000000000
OU
Notional Amount
N/A
-233365.630000000000
-0.0087676181
N/A
DFE
CORP
CH
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
57280000.000000000000000
CHF
63529737.979999996721745
USD
2024-07-12
-233365.630000000000
N
N
N
Wells Fargo
VYVVCKR63DVZZN70PB21
US DOLLARS
000000000
-9450000.000000000000
OU
Notional Amount
N/A
-5524.150000000000
-0.0002075440
N/A
DFE
CORP
GB
N
2
Wells Fargo
VYVVCKR63DVZZN70PB21
9450000.000000000000000
GBP
12038507.150000000372529
USD
2024-07-12
-5524.150000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-1560000.000000000000
OU
Notional Amount
N/A
5201.660000000000
0.0001954280
N/A
DFE
CORP
AU
N
2
Citi
MBNUM2BPBDO7JBLYG310
1560000.000000000000000
AUD
1043428.459999999962747
USD
2024-06-13
5201.660000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-14243000.000000000000
OU
Notional Amount
N/A
-42409.960000000000
-0.0015933552
N/A
DFE
CORP
AU
N
2
Citi
MBNUM2BPBDO7JBLYG310
14243000.000000000000000
AUD
9436733.830000000074506
USD
2024-06-13
-42409.960000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-57280000.000000000000
OU
Notional Amount
N/A
-83744.420000000000
-0.0031463035
N/A
DFE
CORP
CH
N
2
Citi
MBNUM2BPBDO7JBLYG310
57280000.000000000000000
CHF
63394950.099999994039536
USD
2024-06-04
-83744.420000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
16809 UBS SWAP SECURITY
000000000
3887332.250000000000
OU
Notional Amount
USD
-3000.000000000000
-0.0001127109
N/A
DE
CORP
ES
N
2
UBS
T6FIZBDPKLYJKFCRVK44
16809 UBS SWAP SECURITY
CFDUBS168
Synthetic portoflio of Contracts for Difference
Extra Space Storage Inc
106456.000000
USD
101339.000000
USD
Prologis Inc
3299700.000000
USD
3314700.000000
USD
Hammerson PLC
240918.990000
USD
236016.080000
USD
GBP
-240257.260000
USD
-240918.990000
USD
Y
Appreciation on underlying contracts for differences (CFDs) and accrued income on long CFDs
Depreciation on underlying CFDs and OBFR or SONIA plus a spread of 38.5-46.5 basis points on long CFDs.
2027-04-02
0.000000000000
USD
0.000000000000
USD
3887332.250000000000
USD
-3000.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CAN 10YR BOND SEP 24
000000000
417.000000000000
NC
-104021.640000000000
-0.0039081249
N/A
DIR
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CAN 10YR BOND SEP 24
CAN 10YR BOND SEP 24
2024-09-18
49715970.150000000000
CAD
-104021.640000000000
N
N
N
LASALLE LOGIPORT REIT
353800II3DI1RPKBB314
LaSalle Logiport REIT
000000000
177.000000000000
NS
166304.580000000000
0.0062481140
Long
EC
CORP
JP
N
2
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI EMER MKT INDEX (ICE) JUN 24
000000000
3908.000000000000
NC
USD
1751510.820000000000
0.0658047976
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
MSCI EMER MKT INDEX (ICE) JUN 24
MSCI EMER MKT INDEX (ICE) JUN 24
2024-06-21
204688589.180000000000
USD
1751510.820000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI EAFE INDEX JUN 24
000000000
1925.000000000000
NC
USD
1409388.750000000000
0.0529511667
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
MSCI EAFE INDEX JUN 24
MSCI EAFE INDEX JUN 24
2024-06-21
226722361.250000000000
USD
1409388.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-65981000.000000000000
OU
Notional Amount
N/A
-102963.340000000000
-0.0038683642
N/A
DFE
CORP
AU
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
65981000.000000000000000
AUD
43797495.000000000000000
USD
2024-06-04
-102963.340000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-56739000.000000000000
OU
Notional Amount
N/A
-89693.020000000000
-0.0033697942
N/A
DFE
CORP
AU
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
56739000.000000000000000
AUD
37704722.270000003278255
USD
2024-07-12
-89693.020000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-4935000.000000000000
OU
Notional Amount
N/A
-14349.590000000000
-0.0005391185
N/A
DFE
CORP
CA
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
4935000.000000000000000
CAD
3607126.810000000055879
USD
2024-06-13
-14349.590000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-4834000.000000000000
OU
Notional Amount
N/A
-11050.080000000000
-0.0004151549
N/A
DFE
CORP
CH
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
4834000.000000000000000
CHF
5351756.780000000260770
USD
2024-06-13
-11050.080000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-9421000.000000000000
OU
Notional Amount
N/A
-15873.310000000000
-0.0005963651
N/A
DFE
CORP
CH
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
9421000.000000000000000
CHF
10471420.669999999925494
USD
2024-07-12
-15873.310000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-245677296.000000000000
OU
Notional Amount
N/A
-3749920.080000000000
-0.1408856451
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
245677296.000000000000000
EUR
262822230.050000011920929
USD
2024-06-04
-3749920.080000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-218082288.000000000000
OU
Notional Amount
N/A
-463642.860000000000
-0.0174192042
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
218082288.000000000000000
EUR
236580027.670000016689301
USD
2024-07-12
-463642.860000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-38364000.000000000000
OU
Notional Amount
N/A
4695.140000000000
0.0001763978
N/A
DFE
CORP
HK
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
38364000.000000000000000
HKD
4911611.099999999627471
USD
2024-06-13
4695.140000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-2589631000.000000000000
OU
Notional Amount
N/A
373737.630000000000
0.0140414371
N/A
DFE
CORP
JP
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
2589631000.000000000000000
JPY
16863762.019999999552965
USD
2024-06-13
373737.630000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-20731000.000000000000
OU
Notional Amount
N/A
-520451.750000000000
-0.0195535315
N/A
DFE
CORP
NZ
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
20731000.000000000000000
NZD
12222893.950000001117587
USD
2024-06-04
-520451.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-89314000.000000000000
OU
Notional Amount
N/A
-221077.310000000000
-0.0083059422
N/A
DFE
CORP
SE
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
89314000.000000000000000
SEK
8269565.959999999962747
USD
2024-06-13
-221077.310000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUSTRALIA DOLLAR
000000000
56739000.000000000000
OU
Notional Amount
N/A
88541.180000000000
0.0033265192
N/A
DFE
CORP
AU
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
37662752.449999995529652
USD
56739000.000000000000000
AUD
2024-06-04
88541.180000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUSTRALIA DOLLAR
000000000
65981000.000000000000
OU
Notional Amount
N/A
104302.750000000000
0.0039186862
N/A
DFE
CORP
AU
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
43846301.149999998509884
USD
65981000.000000000000000
AUD
2024-07-12
104302.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO COUNTRIES
000000000
240907288.000000000000
OU
Notional Amount
N/A
806044.420000000000
0.0302833356
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
260590408.530000030994415
USD
240907288.000000000000000
EUR
2024-06-04
806044.420000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO COUNTRIES
000000000
2541000.000000000000
OU
Notional Amount
N/A
-5383.870000000000
-0.0002022736
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
2763624.120000000111759
USD
2541000.000000000000000
EUR
2024-06-13
-5383.870000000000
N
N
N
Goodman Prop Trst
N/A
Goodman Property Trust
000000000
108356.000000000000
NS
145868.090000000000
0.0054803088
Long
EC
CORP
NZ
N
2
N
N
N
HEALTHCARE REALTY TRUST INC (TENNESSEE)
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
42226K105
35900.000000000000
NS
USD
582657.000000000000
0.0218906018
Long
EC
CORP
US
N
1
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
72661.000000000000
NS
USD
1445953.900000000000
0.0543249306
Long
EC
CORP
US
N
1
N
N
N
HEIWA REAL ESTATE CO LTD
N/A
Heiwa Real Estate Co Ltd
000000000
4700.000000000000
NS
113477.590000000000
0.0042633878
Long
EC
CORP
JP
N
2
N
N
N
HONGKONG LAND HOLDINGS LTD
213800XCHYNRPAYGXW28
Hongkong Land Holdings Ltd
000000000
112200.000000000000
NS
USD
381410.210000000000
0.0143296983
Long
EC
CORP
BM
N
2
N
N
N
HUDSON PACIFIC PROPERTIES INC
N/A
Hudson Pacific Properties Inc
444097109
25400.000000000000
NS
USD
124714.000000000000
0.0046855432
Long
EC
CORP
US
N
1
N
N
N
HYSAN DEVELOPMENT CO LTD
5299007BABFLKIH9HL03
Hysan Development Co Ltd
000000000
62000.000000000000
NS
96130.900000000000
0.0036116673
Long
EC
CORP
HK
N
2
N
N
N
INDEPENDENCE REALTY TRUST INC
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
23300.000000000000
NS
USD
389110.000000000000
0.0146189818
Long
EC
CORP
US
N
1
N
N
N
INDUSTRIAL & INFRASTRUCTURE FUND INVESTMENT CORP
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
000000000
191.000000000000
NS
152418.400000000000
0.0057264059
Long
EC
CORP
JP
N
2
N
N
N
INNOVATIVE INDUSTRIAL PROPERTIES INC
5493008BQ0545EZXRR30
Innovative Industrial Properties Inc
45781V101
3000.000000000000
NS
USD
323340.000000000000
0.0121479828
Long
EC
CORP
US
N
1
N
N
N
INVITATION HOMES INC
984500FE452E665C9F85
Invitation Homes Inc
46187W107
88920.000000000000
NS
USD
3093526.800000000000
0.1162247487
Long
EC
CORP
US
N
1
N
N
N
JAPAN LOGISTICS FUND INC
3538004KZWISCQO70151
Japan Logistics Fund Inc
000000000
76.000000000000
NS
131412.870000000000
0.0049372217
Long
EC
CORP
JP
N
2
N
N
N
JAPAN METROPOLITAN FUND INVESTMENT CORP
353800QDHNIP60E1LQ93
Japan Metropolitan Fund Invest
000000000
855.000000000000
NS
503582.670000000000
0.0189197550
Long
EC
CORP
JP
N
2
N
N
N
JAPAN REAL ESTATE INV CORP
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
130.000000000000
NS
428681.480000000000
0.0161056944
Long
EC
CORP
JP
N
2
N
N
N
JAPAN PRIME REALTY INVEST
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp
000000000
94.000000000000
NS
196578.700000000000
0.0073855219
Long
EC
CORP
JP
N
2
N
N
N
JAPAN EXCELLENT INC
35380015J62221TE0D86
Japan Excellent Inc
000000000
130.000000000000
NS
99505.400000000000
0.0037384483
Long
EC
CORP
JP
N
2
N
N
N
KEPPEL REIT
549300ZD5HZLQCF55J25
Keppel REIT
000000000
167700.000000000000
NS
106381.900000000000
0.0039968005
Long
EC
CORP
SG
N
2
N
N
N
KENNEDY-WILSON HOLDINGS INC
549300MOI1T78144X610
Kennedy-Wilson Holdings Inc
489398107
12000.000000000000
NS
USD
122640.000000000000
0.0046076223
Long
EC
CORP
US
N
1
N
N
N
KDX REALTY INVESTMENT CORP
353800FFT483NCIHFY42
KDX Realty Investment Corp
000000000
477.000000000000
NS
460586.840000000000
0.0173043886
Long
EC
CORP
JP
N
2
N
N
N
Kimco Realty Corp
N/A
Kimco Realty Corp
49446R109
147400.000000000000
NS
USD
2853664.000000000000
0.1072130299
Long
EC
CORP
US
N
1
N
N
N
KIWI PROPERTY GROUP LTD
N/A
Kiwi Property Group Ltd
000000000
219516.000000000000
NS
110710.660000000000
0.0041594334
Long
EC
CORP
NZ
N
2
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LXP INDUSTRIAL TRUST
529043101
150400.000000000000
NS
USD
1278400.000000000000
0.0480298793
Long
EC
CORP
US
N
1
N
N
N
LINK REAL ESTATE INVESTMENT TRUST
529900XUE70U36QX5M62
Link REIT
000000000
253500.000000000000
NS
1068861.140000000000
0.0401574402
Long
EC
CORP
HK
N
2
N
N
N
Piedmont Realty
N/A
Piedmont Office Realty Trust Inc
720190206
20600.000000000000
NS
USD
150174.000000000000
0.0056420831
Long
EC
CORP
US
N
1
N
N
N
NTT UD REIT INVESTMENT CORP
N/A
NTT UD REIT Investment Corp
000000000
113.000000000000
NS
84231.040000000000
0.0031645860
Long
EC
CORP
JP
N
2
N
N
N
PROLOGIS INC
529900DFH19P073LZ636
Prologis Inc
74340W103
63027.000000000000
NS
USD
6963853.230000000000
0.2616340973
Long
EC
CORP
US
N
1
N
N
N
PSP SWISS PROPERTY AG
50670042Y437P8X44F56
PSP Swiss Property AG
000000000
15181.000000000000
NS
1909934.340000000000
0.0717568177
Long
EC
CORP
CH
N
2
N
N
N
Public Storage
N/A
Public Storage
74460D109
13000.000000000000
NS
USD
3559790.000000000000
0.1337423998
Long
EC
CORP
US
N
1
N
N
N
ITALY (REPUBLIC OF)
815600DE60799F5A9309
ITALY 3.10% 9/15/2026 (FTIPS)
000000000
2627102.240000000000
PA
2958321.540000000000
0.1111450457
Long
DBT
NUSS
IT
N
2
2026-09-15
Fixed
3.100000000000
N
N
N
N
N
N
MAPLETREE PAN ASIA COMMERCIAL
549300BF18K4IC5LZ208
Mapletree Pan Asia Commercial Trust
000000000
192000.000000000000
NS
174172.220000000000
0.0065437036
Long
EC
CORP
SG
N
2
N
N
N
AZRIELI GROUP LTD
N/A
Azrieli Group Ltd
000000000
3614.000000000000
NS
218910.160000000000
0.0082245217
Long
EC
CORP
IL
N
2
N
N
N
FORTUNE REAL ESTATE INVESTMENT TRUST
N/A
Fortune Real Estate Investment Trust
000000000
120000.000000000000
NS
61234.860000000000
0.0023006124
Long
EC
CORP
SG
N
2
N
N
N
Swire Properties
5299001L12PHYVQ92465
Swire Properties Ltd
000000000
105800.000000000000
NS
194595.970000000000
0.0073110302
Long
EC
CORP
HK
N
2
N
N
N
DREAM INDUSTRIAL REAL ESTATE INVESTMENT TRUST
549300QOI0TM3CBYUH79
Dream Industrial Real Estate Investment Trust
000000000
21500.000000000000
NS
193554.420000000000
0.0072718988
Long
EC
CORP
CA
N
1
N
N
N
ACTIVIA PROPERTIES INC
353800RPGYN3ML8CXV54
Activia Properties Inc
000000000
126.000000000000
NS
296285.320000000000
0.0111315302
Long
EC
CORP
JP
N
2
N
N
N
GRAND CITY PROPERTIES SA
5299002QLUYKK2WBMB18
Grand City Properties SA
000000000
335488.000000000000
NS
4109997.630000000000
0.1544138689
Long
EC
CORP
LU
N
2
N
N
N
COMFORIA RESIDENTIAL REIT INC
353800BJ2SV3UPG9JU05
Comforia Residential REIT Inc
000000000
69.000000000000
NS
141221.170000000000
0.0053057226
Long
EC
CORP
JP
N
2
N
N
N
GLP J-REIT
353800E27V9KA51K2I90
GLP J-Reit
000000000
563.000000000000
NS
468124.340000000000
0.0175875747
Long
EC
CORP
JP
N
2
N
N
N
NIPPON PROLOGIS REIT INC
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
267.000000000000
NS
440723.510000000000
0.0165581172
Long
EC
CORP
JP
N
2
N
N
N
Sagax
549300LJX28T6OM8DT95
Sagax AB
000000000
26172.000000000000
NS
690909.570000000000
0.0259576840
Long
EC
CORP
SE
N
2
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .125% 3/22/2029 (FTIPS)
000000000
15913922.050000000000
PA
20068400.540000000000
0.7539759506
Long
DBT
NUSS
GB
N
2
2029-03-22
Fixed
0.125000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .125% 03/22/2044 (FTIPS)
000000000
11135064.720000000000
PA
11368126.650000000000
0.4271039977
Long
DBT
NUSS
GB
N
2
2044-03-22
Fixed
0.125000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .25% 03/22/2052 (FTIPS)
000000000
6514411.440000000000
PA
6158461.730000000000
0.2313752921
Long
DBT
NUSS
GB
N
2
2052-03-22
Fixed
0.250000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK .125% 03/22/2068 (FTIPS)
000000000
2931168.240000000000
PA
2334786.350000000000
0.0877186378
Long
DBT
NUSS
GB
N
2
2068-03-22
Fixed
0.125000000000
N
N
N
N
N
N
AUSTRALIA (COMMONWEALTH OF)
N/A
AUSTRALIA 2.0 08/21/2035 (FTIPS)
000000000
2984000.000000000000
PA
2645802.970000000000
0.0994036274
Long
DBT
NUSS
AU
N
2
2035-08-21
Fixed
2.000000000000
N
N
N
N
N
N
2024-06-21
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer