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 N 2816229718.620000000000 154553238.960000000000 2661676479.660000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 123002669.390000000000 0.000000000000 0.000000000000 9403463.770000000000 SGD CAD HKD CHF SEK ZAR JPY NZD EUR NOK AUD KRW USD MXN DKK GBP CNY N N/A N/A AEON MALL CO LTD 353800IDE3ULLSB2R846 Aeon Mall Co Ltd 000000000 10500.000000000000 NS 126306.890000000000 0.0047453885 Long EC CORP JP N 2 N N N ALEXANDRIA REAL EST EQ INC MGCJBT4MKTQBVLNUIS88 Alexandria Real Estate Equities Inc 015271109 18024.000000000000 NS USD 2144856.000000000000 0.0805828964 Long EC CORP US N 1 N N N ALLIED PROPERTIES REAL ESTATE INVESTMENT TRUST 549300AMZMPKVHA0MY77 Allied Properties Real Estate Investment Trust 000000000 12800.000000000000 NS 158620.640000000000 0.0059594260 Long EC CORP CA N 1 N N N UMBS N/A UMBS 15YR TBA(REG B) 01F022469 8148328.000000000000 PA USD 7318628.410000000000 0.2749631094 Long ABS-MBS USGA US N 2 2039-06-18 Fixed 2.5000 N N N N N N UMBS N/A UMBS 15YR TBA(REG B) 01F030462 4400000.000000000000 PA USD 4046080.850000000000 0.1520124959 Long ABS-MBS USGA US N 2 2039-06-18 Fixed 3.0000 N N N N N N UMBS N/A UMBS 30YR TBA(REG A) 01F030660 33500000.000000000000 PA USD 28165847.260000000000 1.0581995023 Long ABS-MBS USGA US N 2 2054-06-13 Fixed 3.000000000000 N N N N N N UMBS N/A UMBS 30YR TBA(REG A) 01F032666 23700000.000000000000 PA USD 20777779.570000000000 0.7806275379 Long ABS-MBS USGA US N 2 2054-06-13 Fixed 3.5000 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 N 2 2054-06-13 Fixed 4.0000 N N N N N N UMBS N/A UMBS 30YR TBA(REG A) 01F042665 14330000.000000000000 PA USD 13417779.430000000000 0.5041100800 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