0001752724-22-116827.txt : 20220524
0001752724-22-116827.hdr.sgml : 20220524
20220524111553
ACCESSION NUMBER: 0001752724-22-116827
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220524
PERIOD START: 20220331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: DEUTSCHE DWS MARKET TRUST
CENTRAL INDEX KEY: 0000095603
IRS NUMBER: 366103490
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01236
FILM NUMBER: 22954767
BUSINESS ADDRESS:
STREET 1: 875 THIRD AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022-6225
BUSINESS PHONE: 212-454-4500
MAIL ADDRESS:
STREET 1: 875 THIRD AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10022-6225
FORMER COMPANY:
FORMER CONFORMED NAME: DEUTSCHE MARKET TRUST
DATE OF NAME CHANGE: 20140811
FORMER COMPANY:
FORMER CONFORMED NAME: DWS MARKET TRUST
DATE OF NAME CHANGE: 20110203
FORMER COMPANY:
FORMER CONFORMED NAME: DWS BALANCED FUND
DATE OF NAME CHANGE: 20060207
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Class S
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C000099691
Institutional Class
AAAZX
C000101767
Class R
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Class R6
AAAVX
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Class T
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212-454-4500
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2022-03-31
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LME PRI ALUM FUTR MAY22
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DCO
GB
N
1
London Metal Exchange
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Short
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-16
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N
N
N
Independence Realty Trust Inc
549300Z3L8NU44NQEB29
Independence Realty Trust Inc
45378A106
492791.00000000
NS
USD
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0.237690775355
Long
EC
US
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
458034.00000000
NS
USD
14272339.44000000
0.260365402813
Long
EC
US
N
1
N
N
Castellum AB
549300GU5OHTR1T5IY68
Castellum AB
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462426.00000000
NS
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EC
CORP
SE
N
2
N
N
United States Treasury
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United States Treasury Inflation Indexed Bonds
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24773544.97000000
PA
USD
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DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
788437.00000000
NS
USD
75800333.18000000
1.382799530851
Long
EC
US
N
1
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
342619.00000000
NS
USD
56713723.07000000
1.034609036187
Long
EC
CORP
US
N
1
N
N
N
Gazprom PJSC
213800FD9J2IHTA7YX78
Gazprom PJSC
368287207
1013306.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
DWS
5493003GD84DGSXJ7618
DWS Central Cash Management Government Fund
25160K306
165421662.28000000
NS
USD
165421662.28000000
3.017730759181
Long
STIV
RF
US
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
71896.00000000
NS
USD
19642706.16000000
0.358335164546
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
39163922.68000000
PA
USD
41805957.72000000
0.762651776011
Long
DBT
UST
US
N
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
DWS
N/A
DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares
147539670
69740450.90000000
NS
USD
69740450.90000000
1.272251172787
Long
STIV
RF
US
N
1
N
N
Hulic Reit Inc
N/A
Hulic Reit Inc
000000000
3749.00000000
NS
5125303.47000000
0.093499156751
Long
EC
JP
N
2
N
N
N
Essential Properties Realty Trust Inc
N/A
Essential Properties Realty Trust Inc
29670E107
867089.00000000
NS
USD
21937351.70000000
0.400195597648
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR JUL22
000000000
351.00000000
NC
USD
-30627.13000000
-0.00055872024
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Future
SMN2 COMDTY
2022-07-14
16155567.13000000
USD
-30627.13000000
N
N
N
LaSalle Logiport REIT
353800II3DI1RPKBB314
LaSalle Logiport REIT
000000000
6960.00000000
NS
10013978.85000000
0.182681588257
Long
EC
JP
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
144796.00000000
NS
USD
12380058.00000000
0.225845160253
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) JUL22
000000000
254.00000000
NC
USD
48882.20000000
0.000891741241
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Future
SBN2 Comdty
2022-06-30
5447271.40000000
USD
48882.20000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
37500000.00000000
PA
USD
37892578.13000000
0.691261331747
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.87500000
N
N
N
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAY22
000000000
333.00000000
NC
USD
4669468.56000000
0.085183516525
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXK2 COMDTY
2022-05-16
30316343.94000000
USD
4669468.56000000
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
8002531.00000000
NS
68698004.48000000
1.253234179588
Long
EC
CORP
IT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
22500000.00000000
PA
USD
22527246.15000000
0.410956840171
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
709236.00000000
NS
USD
43802415.36000000
0.799072469327
Long
EC
US
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
227642.00000000
NS
20240335.28000000
0.369237508006
Long
EC
CORP
AU
N
2
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE JUN22
000000000
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NC
USD
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0.019862058046
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Future
LHM2 COMDTY
2022-06-14
16232980.02000000
USD
1088769.98000000
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
214800.00000000
NS
10963654.67000000
0.200006199156
Long
EC
CORP
JP
N
2
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
1749185.00000000
NS
48056964.37000000
0.876686750534
Long
EC
CORP
GB
N
2
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
1136386.00000000
NS
22734083.00000000
0.414730094023
Long
EC
CORP
CA
N
1
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
Inmobiliaria Colonial Socimi SA
000000000
1871501.00000000
NS
16999288.16000000
0.310112194845
Long
EC
ES
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
2227212.00000000
NS
USD
74411152.92000000
1.357457190901
Long
EC
CORP
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COFFEE 'C' FUTURE JUL22
000000000
67.00000000
NC
USD
102135.88000000
0.001863229896
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC C Coffee Future
KCN2 COMDTY
2022-07-19
5587420.37000000
USD
102135.88000000
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
637400.00000000
NS
13591938.23000000
0.247953076448
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
50000000.00000000
PA
USD
48978515.50000000
0.893498292341
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
1029780.00000000
NS
41640552.35000000
0.759634342467
Long
EC
CORP
GB
N
2
N
N
N
Tricon Residential Inc
N/A
Tricon Residential Inc
89612W102
1647310.00000000
NS
USD
26159282.80000000
0.477214841488
Long
EC
CORP
CA
N
1
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
3557653.00000000
NS
24722678.14000000
0.451007354442
Long
EC
GB
N
2
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
875722.00000000
NS
USD
121418855.30000000
2.215002614127
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
396989.00000000
NS
USD
26399768.50000000
0.481601939792
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZR4
15000000.00000000
PA
USD
14993448.00000000
0.273520339429
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
Mapletree Logistics Trust
549300M9EBZIYH387075
Mapletree Logistics Trust
000000000
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NS
16258244.98000000
0.296593597780
Long
EC
SG
N
2
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
545840.00000000
NS
USD
65222421.60000000
1.189830310842
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
1437700.00000000
NS
11714853.42000000
0.213710060808
Long
EC
AU
N
2
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
758200.00000000
NS
12736610.06000000
0.232349617432
Long
EC
CORP
NL
N
2
N
N
N
Sun Communities Inc
549300H5GEOJYN41ZG57
Sun Communities Inc
866674104
109956.00000000
NS
USD
19274187.24000000
0.351612400036
Long
EC
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
268500.00000000
NS
USD
12788655.00000000
0.233299055457
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
PALLADIUM FUTURE JUN22
000000000
39.00000000
NC
USD
-80305.46000000
-0.00146498501
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Palladium Future
PAM2 COMDTY
2022-06-28
8877145.46000000
USD
-80305.46000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
902548.00000000
NS
USD
51878459.04000000
0.946400969656
Long
EC
CORP
US
N
1
N
N
N
Kenedix Retail REIT Corp
353800IOH9ONLGE3AQ55
Kenedix Retail REIT Corp
000000000
3615.00000000
NS
8309116.55000000
0.151580368912
Long
EC
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAY22
000000000
-133.00000000
NC
USD
-492017.99000000
-0.00897571576
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Future
LNK2 COMDTY
2022-05-16
-25119792.01000000
USD
-492017.99000000
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
1671832.00000000
NS
30071444.54000000
0.548583068931
Long
EC
CORP
FR
N
2
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
96146.00000000
NS
USD
12383604.80000000
0.225909863311
Long
EC
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
463260.00000000
NS
USD
74807224.80000000
1.364682594628
Long
EC
US
N
1
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
22137850.00000000
NS
26772385.29000000
0.488399460341
Long
EC
CORP
HK
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR JUL22
000000000
684.00000000
NC
USD
-1023086.50000000
-0.01866381680
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Future
BON2 COMDTY
2022-07-14
29192942.50000000
USD
-1023086.50000000
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE JUL22
000000000
698.00000000
NC
USD
260623.05000000
0.004754457086
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Future
HGN2 COMDTY
2022-07-27
82722851.95000000
USD
260623.05000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
1380690.00000000
NS
63559340.48000000
1.159491291262
Long
EC
CORP
CA
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
1089400.00000000
NS
19941171.16000000
0.363779959373
Long
EC
CORP
JP
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
445153.00000000
NS
USD
31205225.30000000
0.569266243230
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
561210.00000000
NS
28350946.84000000
0.517196618337
Long
EC
CORP
FR
N
2
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
245141.00000000
NS
18393178.28000000
0.335540455159
Long
EC
FR
N
2
N
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
000000000
1135466.00000000
NS
23036230.47000000
0.420242066889
Long
EC
GB
N
2
N
N
N
ENN Energy Holdings Ltd
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
000000000
655311.00000000
NS
9792855.22000000
0.178647705568
Long
EC
CORP
KY
N
2
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
581700.00000000
NS
14429082.11000000
0.263224805687
Long
EC
CORP
GB
N
1
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211K100
225100.00000000
NS
USD
15072696.00000000
0.274966033565
Long
EC
CORP
US
N
1
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612G101
408709.00000000
NS
USD
30845268.23000000
0.562699669619
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
242359.00000000
NS
USD
60885427.98000000
1.110712020836
Long
EC
US
N
1
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
1859152.00000000
NS
14763288.64000000
0.269321621011
Long
EC
CORP
AU
N
2
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
861750.00000000
NS
32377232.73000000
0.590646773583
Long
EC
CORP
CA
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
1080529.00000000
NS
USD
24603645.33000000
0.448835879636
Long
EC
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE JUL22
000000000
610.00000000
NC
USD
-3416537.02000000
-0.06232671533
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Future
CLN2 Comdty
2022-06-21
62513337.02000000
USD
-3416537.02000000
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
11278200.00000000
NS
33074337.74000000
0.603363821653
Long
EC
CORP
SG
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR JUL22
000000000
103.00000000
NC
USD
327043.18000000
0.005966136781
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Future
CTN2 COMDTY
2022-07-07
6474561.82000000
USD
327043.18000000
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
299696.00000000
NS
USD
27802797.92000000
0.507196925227
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
68500000.00000000
PA
USD
69230488.11000000
1.262948096175
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.87500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
853425.00000000
NS
USD
143477811.00000000
2.617416591920
Long
EC
CORP
US
N
1
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
1079350.00000000
NS
USD
199248010.00000000
3.634813241478
Long
EC
US
N
1
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
2066000.00000000
NS
10220334.23000000
0.186446058816
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
60000000.00000000
PA
USD
59193750.00000000
1.079851318528
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
Sun Hung Kai Properties Ltd
529900LUMD393RD3S874
Sun Hung Kai Properties Ltd
000000000
1937500.00000000
NS
22987159.36000000
0.419346879427
Long
EC
CORP
HK
N
2
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
134690.00000000
NS
USD
52566813.20000000
0.958958378965
Long
EC
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
309700.00000000
NS
USD
25578123.00000000
0.466612942194
Long
EC
CORP
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
909672.00000000
NS
43729999.17000000
0.797751405562
Long
EC
CORP
ES
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
432505.00000000
NS
26466130.06000000
0.482812551015
Long
EC
CORP
CA
N
1
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE JUL22
000000000
196.00000000
NC
USD
-94056.54000000
-0.00171584126
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Future
SIN2 COMDTY
2022-07-27
24792016.54000000
USD
-94056.54000000
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
69343P105
91202.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
73727919.54000000
PA
USD
78140074.72000000
1.425482634844
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
3726868.00000000
NS
31749754.33000000
0.579199899925
Long
EC
HK
N
2
N
N
N
City Developments Ltd
254900BPLPJS0RJ72373
City Developments Ltd
000000000
1774700.00000000
NS
10263516.90000000
0.187233825483
Long
EC
CORP
SG
N
2
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
353358.00000000
NS
USD
49622063.94000000
0.905238326237
Long
EC
US
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JUL22
000000000
530.00000000
NC
USD
-4901757.20000000
-0.08942107867
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Future
CON2 COMDTY
2022-05-31
59348657.20000000
USD
-4901757.20000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
1032763.00000000
NS
106750097.88000000
1.947405493803
Long
EC
CORP
CA
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R109
788370.00000000
NS
USD
19472739.00000000
0.355234511828
Long
EC
US
N
1
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
4508200.00000000
NS
19040845.68000000
0.347355629833
Long
EC
CORP
BM
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
54588676.28000000
PA
USD
58140138.59000000
1.060630646239
Long
DBT
UST
US
N
2
2027-07-15
Fixed
0.37500000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
228595.00000000
NS
USD
30288837.50000000
0.552548894285
Long
EC
CORP
US
N
1
N
N
N
Toho Gas Co Ltd
353800BCVTE4F8012906
Toho Gas Co Ltd
000000000
397700.00000000
NS
8838856.04000000
0.161244225092
Long
EC
CORP
JP
N
2
N
N
N
GPT Group/The
N/A
GPT Group/The
000000000
4573608.00000000
NS
17630086.62000000
0.321619635221
Long
EC
AU
N
2
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
3429.00000000
NS
10029618.88000000
0.182966903970
Long
EC
JP
N
2
N
N
N
Atlas Arteria Ltd
N/A
Atlas Arteria Ltd
000000000
1765900.00000000
NS
8585829.53000000
0.156628349084
Long
EC
CORP
AU
N
2
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
11258840.00000000
NS
18628194.58000000
0.339827777071
Long
EC
SG
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE JUL22
000000000
1434.00000000
NC
USD
731098.03000000
0.013337171097
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Future
C N2 COMDTY
2022-07-14
51825001.97000000
USD
731098.03000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR JUL22
000000000
295.00000000
NC
USD
239371.85000000
0.004366778719
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGN22 Comdty
2022-06-28
16740828.15000000
USD
239371.85000000
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
387076.00000000
NS
USD
133192851.60000000
2.429791598249
Long
EC
US
N
1
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
7826932.00000000
NS
14485126.45000000
0.264247203397
Long
EC
AU
N
2
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
245754.00000000
NS
11147773.46000000
0.203365015216
Long
EC
CORP
JP
N
2
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
2256083.00000000
NS
USD
84490308.35000000
1.541327773196
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
711614.00000000
NS
USD
35395680.36000000
0.645711280447
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
410489.00000000
NS
USD
12577382.96000000
0.229444891952
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G JUL22
000000000
397.00000000
NC
USD
-684412.91000000
-0.01248551043
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Future
QSN2 COMDTY
2022-07-12
37784062.91000000
USD
-684412.91000000
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
251320.00000000
NS
USD
62420348.40000000
1.138713048637
Long
EC
US
N
1
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
408185.00000000
NS
25275047.67000000
0.461084042695
Long
EC
CORP
CA
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR MAY22
000000000
986.00000000
NC
USD
5856767.77000000
0.106843009587
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Future
LAK22 COMDTY
2022-05-16
80100493.73000000
USD
5856767.77000000
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
2536091.00000000
NS
USD
50696459.09000000
0.924838149181
Long
EC
CORP
BR
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
65000000.00000000
PA
USD
63237890.30000000
1.153627185664
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282S8
68800000.00000000
PA
USD
68988125.34000000
1.258526755125
Long
DBT
UST
US
N
2
2022-08-31
Fixed
1.62500000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
1733952.00000000
NS
USD
55139673.60000000
1.005894190522
Long
EC
CORP
US
N
1
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
762300.00000000
NS
USD
13698531.00000000
0.249897611863
Long
EC
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
230375.00000000
NS
USD
20316771.25000000
0.370631903242
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE MAY22
000000000
-202.00000000
NC
USD
-378463.61000000
-0.00690418208
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Future
LXK2 COMDTY
2022-05-16
-20844161.39000000
USD
-378463.61000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
64000000.00000000
PA
USD
63242499.84000000
1.153711275925
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Aena SME SA
959800R7QMXKF0NFMT29
Aena SME SA
000000000
254157.00000000
NS
42254661.86000000
0.770837332041
Long
EC
CORP
ES
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE MAY22
000000000
220.00000000
NC
USD
11827869.40000000
0.215771772644
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LNK2 COMDTY
2022-05-16
30537530.60000000
USD
11827869.40000000
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
714333.00000000
NS
USD
66975862.08000000
1.221817725295
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
222181.00000000
NS
USD
31038685.70000000
0.566228118315
Long
EC
CORP
CA
N
1
N
N
N
Fabege AB
549300JNPI46XNH0PM97
Fabege AB
000000000
1494899.00000000
NS
22091222.77000000
0.403002614906
Long
EC
CORP
SE
N
2
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
260782.00000000
NS
32800338.34000000
0.598365344392
Long
EC
CORP
DK
N
2
N
N
N
Granite Real Estate Investment Trust
549300A6I7CLE0ZC0396
Granite Real Estate Investment Trust
387437114
341697.00000000
NS
26343044.32000000
0.480567139993
Long
EC
CA
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR JUN22
000000000
348.00000000
NC
USD
413849.40000000
0.007549712938
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGM22 Comdty
2022-05-26
19425630.60000000
USD
413849.40000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAC5
12000000.00000000
PA
USD
11972812.56000000
0.218415921096
Long
DBT
UST
US
N
2
2022-07-31
Fixed
0.12500000
N
N
N
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
1458491.00000000
NS
22114149.12000000
0.403420852461
Long
EC
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
45000000.00000000
PA
USD
45086132.70000000
0.822490885329
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.62500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR JUN22
000000000
497.00000000
NC
USD
577890.59000000
0.010542260214
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Future
LCM2 Comdty
2022-06-30
26682559.41000000
USD
577890.59000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RF7
29522280.59000000
PA
USD
37811583.44000000
0.689783773343
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
126050.00000000
NS
12912414.45000000
0.235556756739
Long
EC
CORP
FR
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
204820.00000000
NS
USD
26946119.20000000
0.491568828590
Long
EC
US
N
1
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B107
838453.00000000
NS
47289782.05000000
0.862691306086
Long
EC
CORP
CA
N
1
N
N
N
Smurfit Kappa Group PLC
635400CPLP8H5ITDVT56
Smurfit Kappa Group PLC
000000000
222290.00000000
NS
9868248.51000000
0.180023079549
Long
EC
CORP
IE
N
2
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
400506101
138330.00000000
NS
USD
22302945.90000000
0.406865007491
Long
EC
CORP
MX
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R28
42500000.00000000
PA
USD
42423632.60000000
0.773919807410
Long
DBT
UST
US
N
2
2023-04-30
Fixed
1.62500000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
Norsk Hydro ASA
000000000
1997986.00000000
NS
19446448.79000000
0.354754908526
Long
EC
CORP
NO
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
36098452.67000000
PA
USD
39854242.90000000
0.727047310645
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
Westrock Co
5493004Z9TCQW68YVL89
Westrock Co
96145D105
503290.00000000
NS
USD
23669728.70000000
0.431798758245
Long
EC
CORP
US
N
1
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787107
82477.00000000
NS
USD
20621724.31000000
0.376195057527
Long
EC
CORP
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE JUL22
000000000
89.00000000
NC
USD
-487936.27000000
-0.00890125434
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Future
LNN2 COMDTY
2022-07-18
17635744.27000000
USD
-487936.27000000
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
1698400.00000000
NS
34276392.43000000
0.625292493885
Long
EC
CA
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT JUL22
000000000
273.00000000
NC
USD
-1390873.95000000
-0.02537323735
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Future
KWN2 Comdty
2022-07-14
15446961.45000000
USD
-1390873.95000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT JUL22
000000000
52.00000000
NC
USD
127381.88000000
0.002323784032
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBN2 COMDTY
2022-06-30
6485114.92000000
USD
127381.88000000
N
N
N
Activia Properties Inc
353800RPGYN3ML8CXV54
Activia Properties Inc
000000000
2236.00000000
NS
7796288.35000000
0.142225019607
Long
EC
JP
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
3242851.00000000
NS
32713519.67000000
0.596781541114
Long
EC
CORP
AU
N
2
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
7207492.00000000
NS
47092104.40000000
0.859085140384
Long
EC
CORP
JE
N
2
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
288560.00000000
NS
USD
19148841.60000000
0.349325762433
Long
EC
US
N
1
N
N
N
UPM-Kymmene Oyj
213800EC6PW5VU4J9U64
UPM-Kymmene Oyj
000000000
869800.00000000
NS
28336555.14000000
0.516934075480
Long
EC
CORP
FI
N
2
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
231705.00000000
NS
USD
47100992.40000000
0.859247281126
Long
EC
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JUL22
000000000
240.00000000
NC
USD
-1594309.26000000
-0.02908443807
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HON2 COMDTY
2022-06-30
32934037.26000000
USD
-1594309.26000000
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
559010.00000000
NS
USD
29884674.60000000
0.545175888850
Long
EC
US
N
1
N
N
N
Auckland International Airport Ltd
549300HFZIZDJWB7AK60
Auckland International Airport Ltd
000000000
4353262.00000000
NS
23514714.47000000
0.428970886711
Long
EC
CORP
NZ
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
381974.00000000
NS
17810714.63000000
0.324914770176
Long
EC
CORP
DE
N
2
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
92923.00000000
NS
USD
19462722.35000000
0.355051781510
Long
EC
US
N
1
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
518275.00000000
NS
16623158.28000000
0.303250586198
Long
EC
CORP
LU
N
2
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
211630.00000000
NS
USD
30009134.00000000
0.547446359080
Long
EC
US
N
1
N
N
N
STAG Industrial Inc
549300QWYX2W6FASVQ07
STAG Industrial Inc
85254J102
789780.00000000
NS
USD
32657403.00000000
0.595757823913
Long
EC
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE JUL22
000000000
164.00000000
NC
USD
63848.48000000
0.001164765964
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Future
LXN2 COMDTY
2022-07-18
17039301.52000000
USD
63848.48000000
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
1672498.00000000
NS
29571179.91000000
0.539456912533
Long
EC
GB
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
5311138.00000000
NS
81979064.88000000
1.495516018201
Long
EC
CORP
GB
N
2
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
469270.00000000
NS
USD
17785333.00000000
0.324451741789
Long
EC
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
3006963.00000000
NS
20549443.03000000
0.374876454878
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
65000000.00000000
PA
USD
63534961.10000000
1.159046546578
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
315740.00000000
NS
20791041.01000000
0.379283844126
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
64231658.13000000
PA
USD
68475714.84000000
1.249179025778
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
6541.00000000
NS
361799.35000000
0.006600181693
Long
EC
CORP
DE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
65628347.75000000
PA
USD
68821320.44000000
1.255483790434
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
41290.00000000
NS
USD
30621489.80000000
0.558617356323
Long
EC
US
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR JUN22
000000000
492.00000000
NC
USD
-897852.22000000
-0.01637921070
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCM2 Comdty
2022-06-28
97034652.22000000
USD
-897852.22000000
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
102956.00000000
NS
USD
3534479.48000000
0.064478299259
Long
EC
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
293176.00000000
NS
USD
32486832.56000000
0.592646165764
Long
EC
CORP
BM
N
1
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
2277712.00000000
NS
60469559.06000000
1.103125466485
Long
EC
CORP
ES
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE JUL22
000000000
553.00000000
NC
USD
-1609267.30000000
-0.02935731248
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Future
S N2 COMDTY
2022-07-14
45793967.30000000
USD
-1609267.30000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
41526820.50000000
PA
USD
43645336.99000000
0.796206942393
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
First Quantum Minerals Ltd
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934105
724300.00000000
NS
25075154.18000000
0.457437454183
Long
EC
CORP
CA
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
384430.00000000
NS
USD
38443000.00000000
0.701302489506
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
68500000.00000000
PA
USD
67742753.74000000
1.235807867332
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2022-04-18
DEUTSCHE DWS MARKET TRUST
Diane Kenneally
Diane Kenneally
Treasurer and Chief Financial Officer