0001752724-22-266756.txt : 20221125
0001752724-22-266756.hdr.sgml : 20221125
20221125130625
ACCESSION NUMBER: 0001752724-22-266756
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221125
DATE AS OF CHANGE: 20221125
PERIOD START: 20230331
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: 221419446
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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DWS RREEF Real Assets Fund
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Class A
AAAAX
C000099689
Class C
AAAPX
C000099690
Class S
AAASX
C000099691
Institutional Class
AAAZX
C000101767
Class R
AAAQX
C000151995
Class R6
AAAVX
C000186452
Class T
AAAWX
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primary_doc.xml
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C000099691
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DEUTSCHE DWS MARKET TRUST
811-01236
0000095603
IFRD7YR9ULMP0L9V6675
875 Third Avenue
NEW YORK
10022-6225
212-454-4500
DWS RREEF Real Assets Fund
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2022-09-30
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10% Bloomberg U.S. TIPS Index, 15% Bloomberg Commodity Index Total Return, 30% FTSE EPRA Nareit Developed Index (Gross) in USD, 15% S&P Global Natural Resources Index, 30% Dow Jones Brookfield Global Infrastructure Net Total Return Index in EUR
DJBRK_USD
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR JAN23
000000000
691.00000000
NC
USD
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-0.16208147057
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGF23 Comdty
2022-12-28
59133199.00000000
USD
-9056429.00000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
GASOLINE RBOB FUT NOV22
000000000
110.00000000
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USD
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-0.01506015364
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Reformulated Gasoline Blendstock for Oxygen Blending RBOB Futures
XBM3 COMDTY
2022-10-31
11789973.87000000
USD
-841497.87000000
N
N
N
Castellum AB
549300GU5OHTR1T5IY68
Castellum AB
000000000
1025126.00000000
NS
11506906.12000000
0.205937270164
Long
EC
CORP
SE
N
2
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CCM1
53696925.51000000
PA
USD
46818580.25000000
0.837904690375
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DBT
UST
US
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
BRENT CRUDE FUTR JAN23
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USD
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N/A
DCO
GB
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1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Brent Crude Oil Futures
COF3 Comdty
2022-11-30
42145047.47000000
USD
-3475287.47000000
N
N
N
American Water Works Co Inc
549300DXHIJQMD5WFW18
American Water Works Co Inc
030420103
406179.00000000
NS
USD
52868258.64000000
0.946174823113
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
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
855363.00000000
NS
USD
49782126.60000000
0.890942808438
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128287D6
68331559.52000000
PA
USD
61613179.41000000
1.102681280400
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
12039833.00000000
NS
USD
12039833.00000000
0.215474977843
Long
STIV
RF
US
N
1
N
N
China Tower Corp Ltd
300300T6BNNP0L7O7H91
China Tower Corp Ltd
000000000
212322000.00000000
NS
22697395.32000000
0.406211676996
Long
EC
CORP
CN
N
2
N
N
N
Hulic Reit Inc
N/A
Hulic Reit Inc
000000000
5145.00000000
NS
5895971.55000000
0.105519265848
Long
EC
JP
N
2
N
N
N
Svenska Cellulosa AB SCA
549300FW5JDRV1IJ0M67
Svenska Cellulosa AB SCA
000000000
1692300.00000000
NS
21505845.35000000
0.384886696543
Long
EC
CORP
SE
N
2
N
N
N
Essential Properties Realty Trust Inc
2549009LXQLVYCGLZO50
Essential Properties Realty Trust Inc
29670E107
86891.00000000
NS
USD
1690029.95000000
0.030246197437
Long
EC
US
N
1
N
N
N
LaSalle Logiport REIT
353800II3DI1RPKBB314
LaSalle Logiport REIT
000000000
10668.00000000
NS
11944024.93000000
0.213760316040
Long
EC
JP
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
207736.00000000
NS
USD
20634416.88000000
0.369290879702
Long
EC
CORP
US
N
1
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936U109
461307.00000000
NS
USD
32199228.60000000
0.576264477187
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
66554000.00000000
PA
USD
65459498.84000000
1.171518247986
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE JAN23
000000000
199.00000000
NC
USD
-387963.45000000
-0.00694332020
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S F3 COMDTY
2023-01-13
14074188.45000000
USD
-387963.45000000
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
Terna - Rete Elettrica Nazionale
000000000
9747931.00000000
NS
59452791.25000000
1.064017156827
Long
EC
CORP
IT
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
25315300.00000000
PA
USD
25304193.17000000
0.452865123848
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G NOV22
000000000
132.00000000
NC
USD
-769138.71000000
-0.01376515326
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSM2 COMDTY
2022-11-10
13200238.71000000
USD
-769138.71000000
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE NOV22
000000000
-49.00000000
NC
USD
125692.43000000
0.002249497444
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Zinc Futures
LMZM22 COMDTY
2022-11-14
-3801917.43000000
USD
125692.43000000
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
1174493.00000000
NS
USD
47179383.81000000
0.844361934350
Long
EC
US
N
1
N
N
N
Rio Tinto Ltd
529900X2VMAQT2PE0V24
Rio Tinto Ltd
000000000
242042.00000000
NS
14411141.86000000
0.257913915665
Long
EC
CORP
AU
N
2
N
N
N
Sumitomo Metal Mining Co Ltd
353800CF81IXL9974H84
Sumitomo Metal Mining Co Ltd
000000000
300000.00000000
NS
8612510.69000000
0.154136735127
Long
EC
CORP
JP
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286G0
45000000.00000000
PA
USD
43811718.75000000
0.784091367957
Long
DBT
UST
US
N
2
2024-02-29
Fixed
2.37500000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT JAN23
000000000
96.00000000
NC
USD
-41606.16000000
-0.00074461883
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOF3 COMDTY
2022-12-30
12433958.16000000
USD
-41606.16000000
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE JAN23
000000000
320.00000000
NC
USD
-79120.85000000
-0.00141601327
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLF3 COMDTY
2022-12-20
24959120.85000000
USD
-79120.85000000
N
N
N
Shell PLC
21380068P1DRHMJ8KU70
Shell PLC
000000000
867664.00000000
NS
21680907.46000000
0.388019755305
Long
EC
CORP
GB
N
2
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
Gibson Energy Inc
374825206
1403477.00000000
NS
22321923.98000000
0.399491926093
Long
EC
CORP
CA
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR NOV22
000000000
-90.00000000
NC
USD
45406.05000000
0.000812624860
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Primary Aluminum Futures
LAX22 COMDTY
2022-11-14
-4890218.55000000
USD
45406.05000000
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
Inmobiliaria Colonial Socimi SA
000000000
1797701.00000000
NS
8687287.24000000
0.155474999159
Long
EC
ES
N
2
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457100
3941283.00000000
NS
USD
112838932.29000000
2.019460438952
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
1026400.00000000
NS
19539533.64000000
0.349695928353
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME PRI ALUM FUTR NOV22
000000000
838.00000000
NC
USD
-4375537.46000000
-0.07830829856
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Primary Aluminum Futures
LAX22 COMDTY
2022-11-14
49486124.96000000
USD
-4375537.46000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
60000000.00000000
PA
USD
58443750.00000000
1.045958505932
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LEAN HOGS FUTURE DEC22
000000000
463.00000000
NC
USD
-1355254.74000000
-0.02425477870
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Lean Hogs Futures
LHN2 COMDTY
2022-12-14
15472124.74000000
USD
-1355254.74000000
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
British Land Co PLC/The
000000000
4174753.00000000
NS
16183106.40000000
0.289626483438
Long
EC
GB
N
2
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
251600.00000000
NS
USD
16102400.00000000
0.288182093823
Long
EC
CORP
US
N
1
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411R208
463522.00000000
NS
USD
76902935.02000000
1.376319606721
Long
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
279789.00000000
NS
USD
13522202.37000000
0.242004706882
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
698690.00000000
NS
USD
71161576.50000000
1.273567425699
Long
EC
CORP
US
N
1
N
N
N
Dexus
N/A
Dexus
000000000
1852400.00000000
NS
9189172.07000000
0.164457152203
Long
EC
AU
N
2
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
000000000
910700.00000000
NS
9421495.13000000
0.168615001087
Long
EC
CORP
NL
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR DEC22
000000000
568.00000000
NC
USD
-4363812.38000000
-0.07809845667
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Oil Futures
BOZ2 COMDTY
2022-12-14
25343460.38000000
USD
-4363812.38000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
616434.00000000
NS
USD
23091617.64000000
0.413267011208
Long
EC
CORP
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
CORN FUTURE DEC22
000000000
1671.00000000
NC
USD
3852212.08000000
0.068942427406
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Corn Futures
C Z2 Comdty
2022-12-14
52752912.92000000
USD
3852212.08000000
N
N
N
Corteva Inc
549300WZN9I2QKLS0O94
Corteva Inc
22052L104
1035438.00000000
NS
USD
59175281.70000000
1.059050612512
Long
EC
CORP
US
N
1
N
N
N
Kenedix Retail REIT Corp
353800IOH9ONLGE3AQ55
Kenedix Retail REIT Corp
000000000
4793.00000000
NS
8865300.85000000
0.158660880448
Long
EC
JP
N
2
N
N
N
Getlink SE
9695007ZEQ7M0OE74G82
Getlink SE
000000000
937980.00000000
NS
14520384.63000000
0.259869016159
Long
EC
CORP
FR
N
2
N
N
N
Duke Realty Corp
254900E47KH1NFFKNF25
Duke Realty Corp
264411505
559530.00000000
NS
USD
26969346.00000000
0.482666099422
Long
EC
US
N
1
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
667975.00000000
NS
USD
67866260.00000000
1.214591669986
Long
EC
US
N
1
N
N
N
Hong Kong & China Gas Co Ltd
254900P7BETXGC7YU827
Hong Kong & China Gas Co Ltd
000000000
24839850.00000000
NS
21867621.52000000
0.391361347164
Long
EC
CORP
HK
N
2
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N105
3253590.00000000
NS
120642038.44000000
2.159111389657
Long
EC
CORP
CA
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
1217709.00000000
NS
USD
39953032.29000000
0.715033069601
Long
EC
US
N
1
N
N
N
Tokyo Gas Co Ltd
353800678EIJLOQSWZ83
Tokyo Gas Co Ltd
000000000
1651500.00000000
NS
27851999.75000000
0.498462813315
Long
EC
CORP
JP
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
185433.00000000
NS
USD
10491799.14000000
0.187770061863
Long
EC
CORP
US
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR NOV22
000000000
774.00000000
NC
USD
-11245310.78000000
-0.20125553993
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Henry Hub Natural Gas Futures
NGX22 Comdty
2022-10-27
63614150.78000000
USD
-11245310.78000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TotalEnergies SE
000000000
464120.00000000
NS
21778809.48000000
0.389771892198
Long
EC
CORP
FR
N
2
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
LIVE CATTLE FUTR DEC22
000000000
576.00000000
NC
USD
-933557.99000000
-0.01670773898
N/A
DCO
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
CME Live Cattle Futures
LCM2 Comdty
2022-12-30
34813877.99000000
USD
-933557.99000000
N
N
N
Big Yellow Group PLC
213800W7Q4V2ZI8LIW31
Big Yellow Group PLC
000000000
1291666.00000000
NS
15248270.17000000
0.272895867993
Long
EC
GB
N
2
N
N
N
Darling Ingredients Inc
L1N0SPPKS7EXZYUMZ898
Darling Ingredients Inc
237266101
188840.00000000
NS
USD
12491766.00000000
0.223563150923
Long
EC
CORP
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742204
750026.00000000
NS
22809999.10000000
0.408226928952
Long
EC
CORP
CA
N
1
N
N
N
Endeavour Mining PLC
529900NI5MXQ91GHXR07
Endeavour Mining PLC
000000000
702090.00000000
NS
12950557.93000000
0.231774077184
Long
EC
CORP
GB
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
877521.00000000
NS
USD
188403758.70000000
3.371832128531
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN FUTURE NOV22
000000000
259.00000000
NC
USD
-1623955.70000000
-0.02906367708
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Futures
S X2 COMDTY
2022-11-14
19297468.20000000
USD
-1623955.70000000
N
N
N
APA Group
549300T9RBSX164T8H40
APA Group
000000000
3665117.00000000
NS
22325047.47000000
0.399547826698
Long
EC
CORP
AU
N
2
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156109
108880.00000000
NS
USD
12226135.20000000
0.218809198710
Long
EC
CORP
US
N
1
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
Pembina Pipeline Corp
706327103
1176100.00000000
NS
35725309.30000000
0.639370183114
Long
EC
CORP
CA
N
1
N
N
N
Kite Realty Group Trust
N/A
Kite Realty Group Trust
49803T300
1461129.00000000
NS
USD
25160641.38000000
0.450296000275
Long
EC
US
N
1
N
N
N
Capitaland Investment Ltd/Singapore
254900AT4UQDU7SNXX49
Capitaland Investment Ltd/Singapore
000000000
15475200.00000000
NS
37218661.41000000
0.666096468505
Long
EC
CORP
SG
N
2
N
N
N
Chevron Corp
N/A
Chevron Corp
166764100
284600.00000000
NS
USD
40888482.00000000
0.731774664400
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
390813.00000000
NS
USD
28759928.67000000
0.514711872910
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285K2
70000000.00000000
PA
USD
68944531.60000000
1.233889325454
Long
DBT
UST
US
N
2
2023-10-31
Fixed
2.87500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
928660.00000000
NS
USD
139243280.40000000
2.492014860926
Long
EC
CORP
US
N
1
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
Crown Castle Inc
22822V101
909030.00000000
NS
USD
131400286.50000000
2.351650045498
Long
EC
US
N
1
N
N
N
Wharf Real Estate Investment Co Ltd
529900QLPKS8U9QOPB59
Wharf Real Estate Investment Co Ltd
000000000
2915000.00000000
NS
13230549.48000000
0.236785041458
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
42500000.00000000
PA
USD
41864160.05000000
0.749236219407
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
2885100.00000000
NS
31560417.14000000
0.564831770007
Long
EC
CORP
HK
N
2
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460D109
241130.00000000
NS
USD
70605275.30000000
1.263611391529
Long
EC
US
N
1
N
N
N
Cellnex Telecom SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
1934028.00000000
NS
59754963.07000000
1.069425077869
Long
EC
CORP
ES
N
2
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
529298.00000000
NS
22362059.78000000
0.400210230128
Long
EC
CORP
CA
N
1
N
N
N
DWS
5493003GD84DGSXJ7618
DWS Central Cash Management Government Fund
25160K306
96006279.18000000
NS
USD
96006279.18000000
1.718209121269
Long
STIV
RF
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
328600.00000000
NS
USD
28180736.00000000
0.504346153739
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
45000000.00000000
PA
USD
43933007.70000000
0.786262057020
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828V49
109580853.71000000
PA
USD
102359646.40000000
1.831914324735
Long
DBT
UST
US
N
2
2027-01-15
Fixed
0.37500000
N
N
N
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NY HARB ULSD FUT NOV22
000000000
92.00000000
NC
USD
1887.18000000
0.000033774560
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX NY Harbor ULSD Futures
HOM3 COMDTY
2022-10-31
12446375.22000000
USD
1887.18000000
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
6219268.00000000
NS
43397158.63000000
0.776672051371
Long
EC
HK
N
2
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
411726.00000000
NS
USD
45602771.76000000
0.816145559045
Long
EC
US
N
1
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
786383.00000000
NS
65581729.18000000
1.173705784956
Long
EC
CORP
CA
N
1
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
1621544.00000000
NS
USD
21274657.28000000
0.380749160394
Long
EC
US
N
1
N
N
N
China Resources Gas Group Ltd
529900A0E1J5JSOKEK83
China Resources Gas Group Ltd
000000000
8419200.00000000
NS
26861781.16000000
0.480741028575
Long
EC
CORP
BM
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128282L3
83087190.24000000
PA
USD
77518563.78000000
1.387337416803
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
353355.00000000
NS
USD
48070414.20000000
0.860308563638
Long
EC
CORP
US
N
1
N
N
N
Toho Gas Co Ltd
353800BCVTE4F8012906
Toho Gas Co Ltd
000000000
856700.00000000
NS
17058885.45000000
0.305300161918
Long
EC
CORP
JP
N
2
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME ZINC FUTURE NOV22
000000000
422.00000000
NC
USD
-3297321.02000000
-0.05901163028
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Zinc Futures
LMZM22 COMDTY
2022-11-14
34957871.02000000
USD
-3297321.02000000
N
N
N
Frasers Logistics & Commercial Trust
N/A
Frasers Logistics & Commercial Trust
000000000
31792500.00000000
NS
27173738.73000000
0.486324083629
Long
EC
SG
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN MEAL FUTR DEC22
000000000
610.00000000
NC
USD
205239.65000000
0.003673141399
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Soybean Meal Futures
SMZ2 COMDTY
2022-12-14
24377760.35000000
USD
205239.65000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
000000000
629500.00000000
NS
10652321.02000000
0.190642896439
Long
EC
CORP
GB
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR23
000000000
423.00000000
NC
USD
-97281.94000000
-0.00174103942
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CSC Number 11 World Sugar Futures
SBH3 COMDTY
2023-02-28
8473358.74000000
USD
-97281.94000000
N
N
N
CapitaLand Integrated Commercial Trust
54930031292WUTXF0L29
CapitaLand Integrated Commercial Trust
000000000
24509440.00000000
NS
32598416.97000000
0.583408688006
Long
EC
SG
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
453275.00000000
NS
USD
19930501.75000000
0.356693022485
Long
EC
US
N
1
N
N
N
Industrial & Infrastructure Fund Investment Corp
353800WCHFY04YKYCI19
Industrial & Infrastructure Fund Investment Corp
000000000
8590.00000000
NS
9754547.90000000
0.174575593584
Long
EC
JP
N
2
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA Communications Corp
78410G104
463196.00000000
NS
USD
131848741.40000000
2.359675971575
Long
EC
US
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE NOV22
000000000
110.00000000
NC
USD
-550597.30000000
-0.00985395237
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Long
LME Nickel Futures
LMNM22 COMDTY
2022-11-14
14446897.30000000
USD
-550597.30000000
N
N
N
Mirvac Group
N/A
Mirvac Group
000000000
6631584.00000000
NS
8261056.14000000
0.147846808899
Long
EC
AU
N
2
N
N
N
Japan Airport Terminal Co Ltd
353800W9WEQSGUY2EO26
Japan Airport Terminal Co Ltd
000000000
277542.00000000
NS
11599124.03000000
0.207587679444
Long
EC
CORP
JP
N
2
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189T107
1606514.00000000
NS
USD
45271564.52000000
0.810217995706
Long
EC
CORP
US
N
1
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484101
319800.00000000
NS
USD
58903962.00000000
1.054194846959
Long
EC
US
N
1
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385101
248035.00000000
NS
11545698.41000000
0.206631529613
Long
EC
CORP
CA
N
1
N
N
N
Shopping Centres Australasia Property Group
N/A
Shopping Centres Australasia Property Group
000000000
5614000.00000000
NS
8465250.04000000
0.151501234677
Long
EC
AU
N
2
N
N
N
Vale SA
254900SMTWBX7RU2SR20
Vale SA
91912E105
1648191.00000000
NS
USD
21953904.12000000
0.392905533144
Long
EC
CORP
BR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
35000000.00000000
PA
USD
33702539.15000000
0.603168987196
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
840900.00000000
NS
12931575.35000000
0.231434348966
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RW0
25949547.49000000
PA
USD
20345306.76000000
0.364116721829
Long
DBT
UST
US
N
2
2047-02-15
Fixed
0.87500000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
1335310.00000000
NS
USD
33636458.90000000
0.601986359463
Long
EC
CORP
US
N
1
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
Fastighets AB Balder
000000000
2746440.00000000
NS
10990257.94000000
0.196690899792
Long
EC
CORP
SE
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828VS6
20000000.00000000
PA
USD
19698437.60000000
0.352539807272
Long
DBT
UST
US
N
2
2023-08-15
Fixed
2.50000000
N
N
N
N
N
N
Apple Hospitality REIT Inc
549300EVZAR0FBZO4F16
Apple Hospitality REIT Inc
03784Y200
37736.00000000
NS
USD
530568.16000000
0.009495494042
Long
EC
US
N
1
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
KC HRW WHEAT FUT DEC22
000000000
722.00000000
NC
USD
5362097.73000000
0.095964610935
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
KCBT Hard Red Winter Wheat Futures
KWN2 Comdty
2022-12-14
30431052.27000000
USD
5362097.73000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
50000000.00000000
PA
USD
49421072.00000000
0.884481071640
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
77753.00000000
NS
8056973.22000000
0.144194369312
Long
EC
CORP
ES
N
2
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
887063.00000000
NS
USD
71452924.65000000
1.278781637239
Long
EC
CORP
US
N
1
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
324652.00000000
NS
USD
43870224.76000000
0.785138440720
Long
EC
CORP
CA
N
1
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
Orsted AS
000000000
359582.00000000
NS
28588259.51000000
0.511639537235
Long
EC
CORP
DK
N
2
N
N
N
Granite Real Estate Investment Trust
549300A6I7CLE0ZC0396
Granite Real Estate Investment Trust
387437114
427597.00000000
NS
20637703.69000000
0.369349703218
Long
EC
CA
N
1
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE Group PLC/The
000000000
1859791.00000000
NS
17860726.61000000
0.319650585731
Long
EC
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YW4
33277000.00000000
PA
USD
33176919.42000000
0.593762054419
Long
DBT
UST
US
N
2
2022-12-15
Fixed
1.62500000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI Properties Inc
925652109
1424274.00000000
NS
USD
42514578.90000000
0.760876662202
Long
EC
US
N
1
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE AG
000000000
603300.00000000
NS
22056867.74000000
0.394748256689
Long
EC
CORP
DE
N
2
N
N
N
LUKOIL PJSC
549300LCJ1UJXHYBWI24
LUKOIL PJSC
000000000
91202.00000000
NS
0.00000000
0.000000
Long
EC
CORP
RU
N
3
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RF7
62765426.25000000
PA
USD
55849583.24000000
0.999531115690
Long
DBT
UST
US
N
2
2044-02-15
Fixed
1.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
186631.00000000
NS
15106222.68000000
0.270353666639
Long
EC
CORP
FR
N
2
N
N
N
Grupo Aeroportuario del Pacifico SAB de CV
4469000001BZ368XFI90
Grupo Aeroportuario del Pacifico SAB de CV
400506101
190890.00000000
NS
USD
24201034.20000000
0.433122063075
Long
EC
CORP
MX
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828R28
57500000.00000000
PA
USD
56700390.63000000
1.014757880339
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
1862786.00000000
NS
9995269.66000000
0.178883752667
Long
EC
CORP
NO
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G JAN23
000000000
141.00000000
NC
USD
52895.34000000
0.000946659493
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
ICE Gas Oil Futures
QSF3 COMDTY
2023-01-12
12457329.66000000
USD
52895.34000000
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
671000.00000000
NS
11518554.29000000
0.206145735611
Long
EC
FR
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128285W6
61691396.71000000
PA
USD
58011601.13000000
1.038224406282
Long
DBT
UST
US
N
2
2029-01-15
Fixed
0.87500000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RioCan Real Estate Investment Trust
766910103
1886600.00000000
NS
25430551.27000000
0.455126534683
Long
EC
CA
N
1
N
N
N
Activia Properties Inc
353800RPGYN3ML8CXV54
Activia Properties Inc
000000000
4630.00000000
NS
13544921.17000000
0.242411301635
Long
EC
JP
N
2
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
6731979.00000000
NS
52941907.47000000
0.947492904519
Long
EC
CORP
AU
N
2
N
N
N
Glencore PLC
2138002658CPO9NBH955
Glencore PLC
000000000
9543992.00000000
NS
50250298.17000000
0.899321600625
Long
EC
CORP
JE
N
2
N
N
N
Commodities Exchange Center
N/A
COPPER FUTURE DEC22
000000000
303.00000000
NC
USD
-428976.17000000
-0.00767731834
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Copper Futures
HGZ2 COMDTY
2022-12-28
26278663.67000000
USD
-428976.17000000
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
362567.00000000
NS
USD
11069170.51000000
0.198103185516
Long
EC
CORP
US
N
1
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
982022.00000000
NS
USD
66365046.76000000
1.187724695201
Long
EC
US
N
1
N
N
N
SIG Group AG
5493004Z6P7TSVB1L042
SIG Group AG
000000000
1247100.00000000
NS
25283471.83000000
0.452494277319
Long
EC
CORP
CH
N
2
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375102
614245.00000000
NS
66335880.91000000
1.187202718619
Long
EC
CORP
CA
N
1
N
N
N
Commodities Exchange Center
N/A
SILVER FUTURE DEC22
000000000
239.00000000
NC
USD
158343.62000000
0.002833850603
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Silver Futures
SIN2 COMDTY
2022-12-28
22593261.38000000
USD
158343.62000000
N
N
N
EastGroup Properties Inc
31TIGQQZC4P6JMHKSW85
EastGroup Properties Inc
277276101
310373.00000000
NS
USD
44799238.82000000
0.801764857714
Long
EC
US
N
1
N
N
N
Apartment Income REIT Corp
N/A
Apartment Income REIT Corp
03750L109
299571.00000000
NS
USD
11569432.02000000
0.207056286260
Long
EC
US
N
1
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
473884.00000000
NS
10235988.86000000
0.183191865935
Long
EC
CORP
DE
N
2
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
181514.00000000
NS
USD
28147375.98000000
0.503749114763
Long
EC
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
2110298.00000000
NS
17607848.42000000
0.315124864952
Long
EC
GB
N
2
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
8006138.00000000
NS
82173984.72000000
1.470654745532
Long
EC
CORP
GB
N
2
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
503742.00000000
NS
USD
14386871.52000000
0.257479553247
Long
EC
US
N
1
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
5774163.00000000
NS
34652759.86000000
0.620174936235
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
57500000.00000000
PA
USD
55828906.25000000
0.999161062886
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
Canadian Pacific Railway Ltd
N/A
Canadian Pacific Railway Ltd
13645T100
490300.00000000
NS
32729259.78000000
0.585750360983
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828N71
104618650.70000000
PA
USD
99857685.02000000
1.787137119527
Long
DBT
UST
US
N
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300L0I14L7I0VLX84
Healthcare Realty Trust Inc
42226K105
1306178.00000000
NS
USD
27233811.30000000
0.487399192868
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828H45
107529506.54000000
PA
USD
102899296.74000000
1.841572361110
Long
DBT
UST
US
N
2
2025-01-15
Fixed
0.25000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
168734.00000000
NS
USD
95982648.56000000
1.717786207819
Long
EC
US
N
1
N
N
N
Commodities Exchange Center
N/A
GOLD 100 OZ FUTR DEC22
000000000
680.00000000
NC
USD
-6847357.38000000
-0.12254606685
N/A
DCO
US
N
1
Commodities Exchange Center
N/A
Long
COMEX Gold 100 Troy Ounces Future
GCZ2 Comdty
2022-12-28
120543357.38000000
USD
-6847357.38000000
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
274900.00000000
NS
USD
17274716.00000000
0.309162846972
Long
EC
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
000000000
351986.00000000
NS
USD
29063484.02000000
0.520144554768
Long
EC
CORP
BM
N
1
N
N
N
London Metal Exchange
213800NB8G5VRT1DXC91
LME NICKEL FUTURE NOV22
000000000
-25.00000000
NC
USD
27614.77000000
0.000494217150
N/A
DCO
GB
N
1
London Metal Exchange
213800NB8G5VRT1DXC91
Short
LME Nickel Futures
LMNM22 COMDTY
2022-11-14
-3185864.77000000
USD
27614.77000000
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
1894985.00000000
NS
43017604.01000000
0.769879222655
Long
EC
CORP
ES
N
2
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR JUL23
000000000
375.00000000
NC
USD
-3505154.78000000
-0.06273119806
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
NYBOT CTN Number 2 Cotton Futures
CTN3 COMDTY
2023-07-07
18557654.78000000
USD
-3505154.78000000
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
673400.00000000
NS
USD
34505016.00000000
0.617530787851
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
74636118.13000000
PA
USD
72523371.89000000
1.297939261379
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
856518.00000000
NS
14540375.07000000
0.260226781887
Long
EC
CORP
CA
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
WTI CRUDE FUTURE NOV22
000000000
365.00000000
NC
USD
-4857142.39000000
-0.08692750546
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
NYMEX Light Sweet Crude Oil Futures
CLX2 COMDTY
2022-10-20
33870992.39000000
USD
-4857142.39000000
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
169580.00000000
NS
USD
17354817.20000000
0.310596405419
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
42500000.00000000
PA
USD
41298046.88000000
0.739104581970
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.37500000
N
N
N
N
N
N
2022-10-27
DEUTSCHE DWS MARKET TRUST
Diane Kenneally
Diane Kenneally
Treasurer and Chief Financial Officer