0001752724-20-021187.txt : 20200211
0001752724-20-021187.hdr.sgml : 20200211
20200211164343
ACCESSION NUMBER: 0001752724-20-021187
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200211
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LAZARD FUNDS INC
CENTRAL INDEX KEY: 0000874964
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06312
FILM NUMBER: 20597398
BUSINESS ADDRESS:
STREET 1: 30 ROCKEFELLER PLAZA
CITY: NEW YORK
STATE: NY
ZIP: 10112
BUSINESS PHONE: 2126326000
MAIL ADDRESS:
STREET 1: 30 ROCKEFELLER PLAZA
CITY: NEW YORK
STATE: NY
ZIP: 10112
0000874964
S000056012
Lazard Real Assets and Pricing Opportunities Portfolio
C000176375
Institutional Shares
RALIX
C000176376
Open Shares
RALOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000874964
XXXXXXXX
S000056012
C000176375
C000176376
THE LAZARD FUNDS, INC.
811-06312
0000874964
FHQ86OSTXPK3IHDU6X52
30 ROCKEFELLER PLAZA
NEW YORK
10112
212-632-6000
Lazard Real Assets and Pricing Opportunities Portfolio
S000056012
549300DQMBWPVY0A8S07
2019-12-31
2019-12-31
N
17653730.54
69135.22
17584595.32
0
2872728.54
0
0
0
0
0
0
0
0
0
0
0
376715.68
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
65000.00000000
PA
59134.55000000
0.336286101123
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
0.98000000
0.000005573059
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
103685.00000000
HKD
13304.52000000
USD
2020-03-27
0.98
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
267.00000000
NS
USD
14778.45000000
0.084042025028
Long
EC
CORP
US
N
1
N
N
N
Fortress REIT Ltd
N/A
Fortress REIT Ltd
000000000
13487.00000000
NS
18573.03000000
0.105621026028
Long
EC
ZA
N
2
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
144.00000000
NS
USD
13073.76000000
0.074347801368
Long
EC
CORP
CA
N
1
N
N
N
Pennon Group PLC
213800V1CCTS41GWH423
Pennon Group PLC
000000000
12176.00000000
NS
165740.37000000
0.942531613516
Long
EC
CORP
GB
N
2
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
Metro Inc/CN
000000000
225.00000000
NS
9285.55000000
0.052805025256
Long
EC
CORP
CA
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
86.00000000
NS
USD
14596.78000000
0.083008904864
Long
EC
CORP
US
N
1
N
N
N
Henderson Land Development Co Ltd
529900SYQB7IVR9QGN76
Henderson Land Development Co Ltd
000000000
4000.00000000
NS
19643.07000000
0.111706124835
Long
EC
CORP
HK
N
2
N
N
N
NIPPON REIT Investment Corp
3538004O49OJ90PEXX85
NIPPON REIT Investment Corp
000000000
3.00000000
NS
13212.46000000
0.075136559923
Long
EC
JP
N
2
N
N
N
Universal Health Realty Income Trust
549300L4MWZL4IH6H172
Universal Health Realty Income Trust
91359E105
200.00000000
NS
USD
23472.00000000
0.133480467266
Long
EC
US
N
1
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MasTec Inc
576323109
302.00000000
NS
USD
19376.32000000
0.110189172098
Long
EC
CORP
US
N
1
N
N
N
Jardine Matheson Holdings Ltd
2138009KENVUNWOLPK41
Jardine Matheson Holdings Ltd
000000000
72.00000000
NS
USD
4003.59000000
0.022767598157
Long
EC
CORP
BM
N
2
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162103
219.00000000
NS
USD
15075.96000000
0.085733903599
Long
EC
CORP
US
N
1
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES SA
000000000
8499.00000000
NS
119497.16000000
0.679555928501
Long
EC
CORP
LU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
187.12000000
0.001064113200
N/A
DFE
SE
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
6425.69000000
USD
61671.33000000
SEK
2020-02-12
187.12
N
N
N
Italgas SpA
815600F25FF44EF1FA76
Italgas SpA
000000000
15962.00000000
NS
97628.34000000
0.555192418269
Long
EC
CORP
IT
N
2
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
43.00000000
NS
USD
12759.39000000
0.072560043423
Long
EC
CORP
US
N
1
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537101
1119.00000000
NS
USD
105756.69000000
0.601416683611
Long
EC
CORP
US
N
1
N
N
N
Allreal Holding AG
5067006XH174LA44H658
Allreal Holding AG
000000000
224.00000000
NS
44522.92000000
0.253192747343
Long
EC
CORP
CH
N
2
N
N
N
Stockland
N/A
Stockland
000000000
12599.00000000
NS
40924.72000000
0.232730519271
Long
EC
AU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED DKK / SOLD USD
000000000
1.00000000
NC
144.71000000
0.000822936197
N/A
DFE
DK
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
13633.26000000
USD
91455.28000000
DKK
2020-02-12
144.71
N
N
N
Invesco Office J-Reit Inc
353800L26AROSFHOI265
Invesco Office J-Reit Inc
000000000
105.00000000
NS
21769.66000000
0.123799607576
Long
EC
JP
N
2
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-142.37000000
-0.00080962909
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
51768.28000000
SEK
5408.57000000
USD
2020-02-12
-142.37
N
N
N
Longfor Group Holdings Ltd
254900UJX27B2F1JYR13
Longfor Group Holdings Ltd
000000000
5500.00000000
NS
25830.91000000
0.146895106369
Long
EC
CORP
KY
N
2
N
N
N
Catena AB
549300EMLM7AH5LDLY65
Catena AB
000000000
100.00000000
NS
4416.18000000
0.025113913170
Long
EC
CORP
SE
N
2
N
N
N
Keihanshin Building Co Ltd
N/A
Keihanshin Building Co Ltd
000000000
1100.00000000
NS
14411.59000000
0.081955767179
Long
EC
CORP
JP
N
2
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
Vonovia SE
000000000
843.00000000
NS
45383.83000000
0.258088566578
Long
EC
CORP
DE
N
2
N
N
N
F5 Networks Inc
N/A
F5 Networks Inc
315616102
153.00000000
NS
USD
21366.45000000
0.121506634705
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
369.00000000
NS
USD
33556.86000000
0.190831005145
Long
EC
CORP
US
N
1
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866108
387.00000000
NS
USD
56881.26000000
0.323472101375
Long
EC
CORP
US
N
1
N
N
N
Ryman Hospitality Properties Inc
529900GCCWW9SRMPJR11
Ryman Hospitality Properties Inc
78377T107
200.00000000
NS
USD
17332.00000000
0.098563542035
Long
EC
US
N
1
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
Capital Power Corp
000000000
414.00000000
NS
10964.12000000
0.062350709814
Long
EC
CORP
CA
N
1
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978V103
95.00000000
NS
USD
12573.25000000
0.071501503282
Long
EC
CORP
US
N
1
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272104
225.00000000
NS
USD
19356.75000000
0.110077881507
Long
EC
CORP
US
N
1
N
N
N
Salmar ASA
5967007LIEEXZXGDBK67
Salmar ASA
000000000
192.00000000
NS
9841.14000000
0.055964552046
Long
EC
CORP
NO
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-5389.87000000
-0.03065108921
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
301770.00000000
AUD
207189.76000000
USD
2020-03-27
-5389.87
N
N
N
CSL Ltd
529900ECSECK5ZDQTE14
CSL Ltd
000000000
348.00000000
NS
67536.75000000
0.384067695451
Long
EC
CORP
AU
N
2
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516106
72.00000000
NS
USD
12744.00000000
0.072472523638
Long
EC
CORP
US
N
1
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI Financial Corp
000000000
2006.00000000
NS
33537.61000000
0.190721534329
Long
EC
CORP
CA
N
1
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Long: 2ABGS1044 TRS USD R E ABGS1044 / Short: 2ABGS1044 TRS USD P F .00000 GS COMMODITY ABGS1044_1020
000000000
1891742.52000000
OU
Notional Amount
USD
13401.03000000
0.076208918977
N/A
DCO
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs Commodity i-Select Strategy
ABGS1044 INDEX
Wheat
875.78000000
USD
82317.28000000
USD
Coffee
593.34000000
USD
55770.17000000
USD
Crude Oil
2553.03000000
USD
239968.16000000
USD
Aluminum
690.71000000
USD
64922.46000000
USD
Kansas Wheat
299.31000000
USD
28133.58000000
USD
Lean Hogs
421.15000000
USD
39585.77000000
USD
Nickel
705.63000000
USD
66324.44000000
USD
Heating Oil
1254.80000000
USD
117942.83000000
USD
Zinc
487.21000000
USD
45794.21000000
USD
Live Cattle
764.83000000
USD
71889.12000000
USD
Corn
1685.93000000
USD
158466.31000000
USD
Bean Oil
577.18000000
USD
54251.45000000
USD
Soybeans
1347.24000000
USD
126631.81000000
USD
Natural Gas
444.13000000
USD
41745.19000000
USD
Sugar
839.53000000
USD
78910.50000000
USD
Gold
2.08000000
USD
195.20000000
USD
Cotton
24.97000000
USD
2346.78000000
USD
Gasoline
358.28000000
USD
33675.67000000
USD
Soy Meal
418.23000000
USD
39310.58000000
USD
Silver
1185.53000000
USD
111431.82000000
USD
Brent Crude
2452.38000000
USD
230507.95000000
USD
Copper
2382.97000000
USD
223983.36000000
USD
Y
equity-performance leg
2020-10-23
0
USD
-8562.07
USD
1891742.52
USD
21963.1
N
N
N
City Office REIT Inc
5493003J7157VP25NL57
City Office REIT Inc
178587101
1300.00000000
NS
USD
17576.00000000
0.099951120171
Long
EC
US
N
1
N
N
N
GLP J-Reit
353800E27V9KA51K2I90
GLP J-Reit
000000000
7.00000000
NS
8709.70000000
0.049530283987
Long
EC
JP
N
2
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002101
284.00000000
NS
USD
31935.80000000
0.181612368205
Long
EC
CORP
US
N
1
N
N
N
SPDR Gold Shares
549300SMREV46EHBHL79
SPDR Gold Shares
78463V107
3096.00000000
NS
USD
442418.40000000
2.515943028252
Long
EC
RF
US
N
1
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
Admiral Group PLC
000000000
1205.00000000
NS
36902.48000000
0.209856862375
Long
EC
CORP
GB
N
2
N
N
N
McGrath RentCorp
N/A
McGrath RentCorp
580589109
139.00000000
NS
USD
10639.06000000
0.060502160023
Long
EC
CORP
US
N
1
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
000000000
2974.00000000
NS
30629.34000000
0.174182797173
Long
EC
CORP
ES
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
684.10000000
0.003890336897
N/A
DFE
GB
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
20671.11000000
USD
16075.84000000
GBP
2020-02-12
684.1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-4831.77000000
-0.02747728857
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
130376.65000000
NZD
83146.37000000
USD
2020-02-12
-4831.77
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
5018.00000000
NS
39920.22000000
0.227018133050
Long
EC
CORP
IT
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
70.83000000
0.000402795735
N/A
DFE
CA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
4421.33000000
USD
5822.92000000
CAD
2020-02-12
70.83
N
N
N
Logan Property Holdings Co Ltd
549300NJ0E6Q0S1VOG90
Logan Property Holdings Co Ltd
000000000
14000.00000000
NS
23551.44000000
0.133932226311
Long
EC
CORP
KY
N
2
N
N
N
North West Co Inc/The
N/A
North West Co Inc/The
663278208
310.00000000
NS
6524.43000000
0.037103100078
Long
EC
CORP
CA
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-5475.69000000
-0.03113913001
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
574321.00000000
EUR
642682.43000000
USD
2020-03-27
-5475.69
N
N
N
Fraport AG Frankfurt Airport Services Worldwide
5299001ERX0K10IZUL40
Fraport AG Frankfurt Airport Services Worldwide
000000000
1238.00000000
NS
105223.85000000
0.598386531422
Long
EC
CORP
DE
N
2
N
N
N
Retail Value Inc
549300VO5RB7323N1Z31
Retail Value Inc
76133Q102
200.00000000
NS
USD
7360.00000000
0.041854815911
Long
EC
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
180.00000000
NS
USD
22408.20000000
0.127430854064
Long
EC
CORP
US
N
1
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494103
125.00000000
NS
USD
11380.00000000
0.064715734385
Long
EC
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417106
800.00000000
NS
USD
42896.00000000
0.243940785780
Long
EC
US
N
1
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
000000000
887.00000000
NS
70185.40000000
0.399130026723
Long
EC
CORP
CA
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP100
547.00000000
NS
USD
9386.52000000
0.053379221012
Long
EC
CORP
US
N
1
N
N
N
Community Healthcare Trust Inc
549300FATSRCMKOV9536
Community Healthcare Trust Inc
20369C106
200.00000000
NS
USD
8572.00000000
0.048747212227
Long
EC
CORP
US
N
1
N
N
N
West Japan Railway Co
N/A
West Japan Railway Co
000000000
300.00000000
NS
25905.29000000
0.147318090229
Long
EC
CORP
JP
N
2
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866F104
418.00000000
NS
USD
38685.90000000
0.219998807456
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-711.98000000
-0.00404888475
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
49084.57000000
AUD
33828.59000000
USD
2020-02-12
-711.98
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
0.23000000
0.000001307962
N/A
DFE
JP
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
595.47000000
USD
64603.00000000
JPY
2020-02-12
0.23
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846U101
137.00000000
NS
USD
11687.47000000
0.066464253440
Long
EC
CORP
US
N
1
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
000000000
13680.00000000
NS
171915.66000000
0.977649225765
Long
EC
CORP
GB
N
2
N
N
N
Agile Group Holdings Ltd
549300ZRISRT38EEYY07
Agile Group Holdings Ltd
000000000
10000.00000000
NS
15063.94000000
0.085665548315
Long
EC
CORP
KY
N
2
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
SOYBEAN OIL FUTR MAR20 XCBT 20200313
000000000
1.00000000
NC
USD
428.03000000
0.002434119137
N/A
DCO
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
Soybean Oil
BOH0 Comdty
2020-03-13
20433.97
USD
428.03
N
N
N
NEPI Rockcastle PLC
549300FMWM53K9ULYT15
NEPI Rockcastle PLC
000000000
948.00000000
NS
8378.85000000
0.047648807649
Long
EC
CORP
IM
N
2
N
N
N
Americold Realty Trust
549300R7N1V5YV8MWH02
Americold Realty Trust
03064D108
517.00000000
NS
USD
18126.02000000
0.103078971509
Long
EC
US
N
1
N
N
N
Outfront Media Inc
549300RZWDYU5722I639
Outfront Media Inc
69007J106
900.00000000
NS
USD
24138.00000000
0.137267873162
Long
EC
US
N
1
N
N
N
Sirius Real Estate Ltd
213800NURUF5W8QSK566
Sirius Real Estate Ltd
000000000
7012.00000000
NS
8248.46000000
0.046907306366
Long
EC
CORP
GG
N
2
N
N
N
Power Financial Corp
549300RD0SS3HPUKXF62
Power Financial Corp
000000000
978.00000000
NS
26314.98000000
0.149647913535
Long
EC
CORP
CA
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
117.00000000
NS
USD
34388.64000000
0.195561168023
Long
EC
CORP
US
N
1
N
N
N
Corp Inmobiliaria Vesta SAB de CV
4469000001BIRIFZJ959
Corp Inmobiliaria Vesta SAB de CV
000000000
8600.00000000
NS
15464.76000000
0.087944929744
Long
EC
CORP
MX
N
1
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936100
600.00000000
NS
USD
25410.00000000
0.144501477216
Long
EC
US
N
1
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844108
864.00000000
NS
USD
167728.32000000
0.953836678909
Long
EC
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
264.00000000
NS
13610.20000000
0.077398426021
Long
EC
CORP
SE
N
2
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
42.00000000
NS
USD
10124.94000000
0.057578464649
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-308.60000000
-0.00175494513
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
51869.00000000
CAD
39710.09000000
USD
2020-03-27
-308.6
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W103
891.00000000
NS
USD
79423.74000000
0.451666578358
Long
EC
US
N
1
N
N
N
Scandinavian Tobacco Group A/S
5299003KG4JS99TRML67
Scandinavian Tobacco Group A/S
000000000
747.00000000
NS
9116.02000000
0.051840942791
Long
EC
CORP
DK
N
2
N
N
N
United Utilities Group PLC
2138002IEYQAOC88ZJ59
United Utilities Group PLC
000000000
14198.00000000
NS
178336.36000000
1.014162434532
Long
EC
CORP
GB
N
2
N
N
N
Great Portland Estates PLC
213800JMEDD2Q4N1MC42
Great Portland Estates PLC
000000000
3049.00000000
NS
34775.30000000
0.197760024425
Long
EC
GB
N
2
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
East Japan Railway Co
000000000
200.00000000
NS
18052.78000000
0.102662470597
Long
EC
CORP
JP
N
2
N
N
N
Aon PLC
VVT2B79I2Z4U3R6BY589
Aon PLC
000000000
396.00000000
NS
USD
82482.84000000
0.469063054901
Long
EC
CORP
GB
N
1
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166104
799.00000000
NS
USD
24129.80000000
0.137221241438
Long
EC
US
N
1
N
N
N
Eutelsat Communications SA
549300EFWH9UR17YSK05
Eutelsat Communications SA
000000000
6123.00000000
NS
99596.69000000
0.566386022467
Long
EC
CORP
FR
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-181.95000000
-0.00103471246
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
857663.00000000
HKD
109862.43000000
USD
2020-03-27
-181.95
N
N
N
Northland Power Inc
549300IT8CIDW8V5KX72
Northland Power Inc
666511100
3269.00000000
NS
68473.91000000
0.389397132853
Long
EC
CORP
CA
N
1
N
N
N
Nobina AB
549300MBXCR8ZQJIFP95
Nobina AB
000000000
1329.00000000
NS
9144.42000000
0.052002447787
Long
EC
CORP
SE
N
2
N
N
N
Iron Mountain Inc
SQL3F6CKNNBM3SQGHX24
Iron Mountain Inc
46284V101
400.00000000
NS
USD
12748.00000000
0.072495270820
Long
EC
US
N
1
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN Group NV
000000000
266.00000000
NS
10114.67000000
0.057520061257
Long
EC
CORP
NL
N
2
N
N
N
Nippon Building Fund Inc
52990053R8NL2MB32172
Nippon Building Fund Inc
000000000
3.00000000
NS
21982.94000000
0.125012487350
Long
EC
JP
N
2
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275R102
243.00000000
NS
USD
11654.28000000
0.066275508693
Long
EC
CORP
US
N
1
N
N
N
International Consolidated Airlines Group SA
959800TZHQRUSH1ESL13
International Consolidated Airlines Group SA
000000000
1659.00000000
NS
13776.71000000
0.078345334363
Long
EC
CORP
ES
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-1056.11000000
-0.00600588174
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
389996.47000000
SEK
40761.88000000
USD
2020-02-12
-1056.11
N
N
N
Transurban Group
549300ZR71SUQ4VUTM79
Transurban Group
000000000
11687.00000000
NS
122543.35000000
0.696878988512
Long
EC
CORP
AU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
876.78000000
0.004986068681
N/A
DFE
NZ
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
17858.38000000
USD
27764.03000000
NZD
2020-02-12
876.78
N
N
N
Kohl's Corp
549300JF6LPRTRJ0FH50
Kohl's Corp
500255104
136.00000000
NS
USD
6929.20000000
0.039404944349
Long
EC
CORP
US
N
1
N
N
N
CHARTER HALL LONG WALE REIT RI EXP 08JAN20 RTS
N/A
CHARTER HALL LONG WALE REIT RI EXP 08JAN20 RTS
000000000
122.00000000
NS
12.84000000
0.000073018456
N/A
DE
AU
N
1
N/A
N/A
Charter Hall Long Wale REIT
Charter Hall Long Wale REIT
2020-01-08
XXXX
12.84000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
000000000
1123.00000000
NS
62984.17000000
0.358178103355
Long
EC
CORP
CA
N
1
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
305.00000000
NS
USD
30899.55000000
0.175719426223
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
50.00000000
NS
USD
11401.50000000
0.064838000491
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
593.00000000
NS
USD
35491.05000000
0.201830348405
Long
EC
CORP
US
N
1
N
N
N
Mapletree Commercial Trust
549300BF18K4IC5LZ208
Mapletree Commercial Trust
000000000
5700.00000000
NS
10130.15000000
0.057608092854
Long
EC
SG
N
2
N
N
N
KWG Group Holdings Ltd
549300LK82ZOM9ZE7H90
KWG Group Holdings Ltd
000000000
8500.00000000
NS
11936.07000000
0.067877990836
Long
EC
CORP
KY
N
2
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
219.00000000
NS
USD
14057.61000000
0.079942755259
Long
EC
CORP
US
N
1
N
N
N
BCE Inc
5493001I9203PRB5KR45
BCE Inc
000000000
1070.00000000
NS
49571.60000000
0.281903558756
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828PP9
872844.28000000
PA
USD
880914.12000000
5.009578576983
Long
DBT
UST
US
N
2
2021-01-15
Fixed
1.13000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED NZD / SOLD USD
000000000
1.00000000
NC
517.33000000
0.002941949988
N/A
DFE
NZ
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
8902.21000000
USD
13959.01000000
NZD
2020-02-12
517.33
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
Merlin Properties Socimi SA
000000000
1036.00000000
NS
14888.30000000
0.084666719529
Long
EC
ES
N
2
N
N
N
Unibail-Rodamco-Westfield
N/A
Unibail-Rodamco-Westfield
000000000
264.00000000
NS
41710.32000000
0.237198065926
Long
EC
FR
N
2
N
N
N
Premier Investment Corp
N/A
Premier Investment Corp
000000000
11.00000000
NS
15564.19000000
0.088510367834
Long
EC
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-17.71000000
-0.00010071315
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1528.89000000
EUR
1700.00000000
USD
2020-01-15
-17.71
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
Nasdaq Inc
631103108
98.00000000
NS
USD
10495.80000000
0.059687469680
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-429.95000000
-0.00244503778
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
48162.00000000
CAD
36728.66000000
USD
2020-03-27
-429.95
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
000000000
1536.00000000
NS
170642.51000000
0.970409081896
Long
EC
CORP
FR
N
2
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
140.00000000
NS
USD
10557.40000000
0.060037776291
Long
EC
CORP
US
N
1
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340102
190.00000000
NS
USD
13364.60000000
0.076001749012
Long
EC
CORP
US
N
1
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161N101
349.00000000
NS
USD
15910.91000000
0.090482093619
Long
EC
CORP
US
N
1
N
N
N
Atco Ltd/Canada
5299005SPZ1QYL51JD25
Atco Ltd/Canada
000000000
2528.00000000
NS
96891.58000000
0.551002614713
Long
EC
CORP
CA
N
1
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
Equinix Inc
29444U700
96.00000000
NS
USD
56035.20000000
0.318660731056
Long
EC
US
N
1
N
N
N
SWEDEN I/L BOND
ERE94C0BSULG2RM19605
Sweden Inflation Linked Bond
000000000
185000.00000000
PA
39023.55000000
0.221918954004
Long
DBT
NUSS
SE
N
2
2028-12-01
Fixed
3.50000000
N
N
N
N
N
N
Charles River Laboratories International Inc
549300BSQ0R4UZ5KX287
Charles River Laboratories International Inc
159864107
111.00000000
NS
USD
16956.36000000
0.096427354121
Long
EC
CORP
US
N
1
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP COM (NON CANADIAN
87971M996
176.00000000
NS
6814.74000000
0.038754033720
Long
EC
CORP
CA
N
1
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818108
928.00000000
NS
USD
167773.12000000
0.954091447354
Long
EC
CORP
US
N
1
N
N
N
Snam SpA
8156002278562044AF79
Snam SpA
000000000
33750.00000000
NS
177830.89000000
1.011287929940
Long
EC
CORP
IT
N
2
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
000000000
1270.00000000
NS
22433.72000000
0.127575981088
Long
EC
CORP
LU
N
2
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
736.00000000
NS
USD
109634.56000000
0.623469337820
Long
EC
US
N
1
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556102
214.00000000
NS
USD
69522.18000000
0.395358430119
Long
EC
CORP
US
N
1
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
39000.00000000
NS
40409.67000000
0.229801535176
Long
EC
CORP
KY
N
2
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
702.00000000
NS
USD
77858.82000000
0.442767198125
Long
EC
CORP
US
N
1
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807102
131.00000000
NS
USD
45060.07000000
0.256247409621
Long
EC
CORP
US
N
1
N
N
N
Essex Property Trust Inc
549300TR2H2VEFX0NC60
Essex Property Trust Inc
297178105
218.00000000
NS
USD
65587.48000000
0.372982595313
Long
EC
US
N
1
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106L109
659.00000000
NS
USD
75099.64000000
0.427076305330
Long
EC
CORP
US
N
1
N
N
N
Citycon OYJ
549300P8N0P6KDGTJ206
Citycon OYJ
000000000
833.00000000
NS
8749.15000000
0.049754628075
Long
EC
CORP
FI
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-115.36000000
-0.00065602874
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
5848.21000000
AUD
4000.00000000
USD
2020-02-12
-115.36
N
N
N
Waters Corp
5T547R1474YC9HOD8Q74
Waters Corp
941848103
66.00000000
NS
USD
15420.90000000
0.087695506887
Long
EC
CORP
US
N
1
N
N
N
Spark New Zealand Ltd
529900HUN51H3Y7QBB66
Spark New Zealand Ltd
000000000
2743.00000000
NS
8001.07000000
0.045500449992
Long
EC
CORP
NZ
N
2
N
N
N
Vicinity Centres
N/A
Vicinity Centres
000000000
7543.00000000
NS
13204.76000000
0.075092771597
Long
EC
AU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
211.36000000
0.001201961126
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
10042.74000000
USD
14571.80000000
AUD
2020-02-12
211.36
N
N
N
Severn Trent PLC
213800RPBXRETY4A4C59
Severn Trent PLC
000000000
5369.00000000
NS
179182.76000000
1.018975738362
Long
EC
CORP
GB
N
2
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R Real Estate Investment Trust
000000000
700.00000000
NS
11374.23000000
0.064682921574
Long
EC
CA
N
1
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc
000000000
300.00000000
NS
16750.75000000
0.095258092069
Long
EC
CORP
JP
N
2
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
1043.00000000
NS
USD
159745.88000000
0.908442173919
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED AUD / SOLD USD
000000000
1.00000000
NC
307.75000000
0.001750111358
N/A
DFE
AU
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
10176.82000000
USD
14899.30000000
AUD
2020-02-12
307.75
N
N
N
Poste Italiane SpA
815600354DEDBD0BA991
Poste Italiane SpA
000000000
1493.00000000
NS
16945.02000000
0.096362865858
Long
EC
CORP
IT
N
2
N
N
N
JHSF Participacoes SA
N/A
JHSF Participacoes SA
000000000
5300.00000000
NS
9407.35000000
0.053497676965
Long
EC
CORP
BR
N
2
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
225.00000000
NS
USD
19921.50000000
0.113289499345
Long
EC
CORP
US
N
1
N
N
N
IQVIA Holdings Inc
549300W3R20NM4KQPH86
IQVIA Holdings Inc
46266C105
98.00000000
NS
USD
15141.98000000
0.086109345847
Long
EC
CORP
US
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
88819.87000000
PA
111543.91000000
0.634327421075
Long
DBT
NUSS
IT
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
190.00000000
NS
USD
55856.20000000
0.317642794636
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-306.06000000
-0.00174050067
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
21918.00000000
GBP
28844.00000000
USD
2020-03-27
-306.06
N
N
N
China Vanke Co Ltd
529900E66UJ2DWY7KW55
China Vanke Co Ltd
000000000
1900.00000000
NS
8110.83000000
0.046124632682
Long
EC
CORP
CN
N
2
N
N
N
Charter Hall Group
N/A
Charter Hall Group
000000000
4256.00000000
NS
33143.85000000
0.188482301678
Long
EC
AU
N
2
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
148658.38000000
PA
206163.82000000
1.172411512737
Long
DBT
NUSS
FR
N
2
2027-07-25
Fixed
1.85000000
N
N
N
N
N
N
Aldar Properties PJSC
N/A
Aldar Properties PJSC
000000000
37312.00000000
NS
21947.70000000
0.124812084671
Long
EC
CORP
AE
N
2
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
000000000
447.00000000
NS
42349.83000000
0.240834828606
Long
EC
CORP
CH
N
2
N
N
N
Raytheon Co
YR6K3WJN0KKLUPZSNL57
Raytheon Co
755111507
147.00000000
NS
USD
32301.78000000
0.183693621673
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343V104
199.00000000
NS
USD
12218.60000000
0.069484681209
Long
EC
CORP
US
N
1
N
N
N
Brixmor Property Group Inc
5299007UXW6Y0W2EGZ95
Brixmor Property Group Inc
11120U105
1000.00000000
NS
USD
21610.00000000
0.122891653784
Long
EC
US
N
1
N
N
N
DENMARK I/L GOVT BOND
549300PTO6LS1PTM6607
Denmark I/L Government Bond
000000000
558802.40000000
PA
89483.37000000
0.508873638384
Long
DBT
NUSS
DK
N
2
2023-11-15
Fixed
0.10000000
N
N
N
N
N
N
IA FINANCIAL CORP INC
549300ZXLJVHQAIXV215
iA Financial Corp Inc
000000000
408.00000000
NS
22411.64000000
0.127450416641
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-1745.94000000
-0.00992880398
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
143530.48000000
CAD
108982.32000000
USD
2020-02-12
-1745.94
N
N
N
Cramo Oyj
549300JQ6ZV7IP4H4D05
Cramo Oyj
000000000
838.00000000
NS
12445.61000000
0.070775640687
Long
EC
CORP
FI
N
2
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
580135101
86.00000000
NS
USD
16994.46000000
0.096644021035
Long
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
1100.00000000
NS
USD
67166.00000000
0.381959315967
Long
EC
CORP
US
N
1
N
N
N
Empire Co Ltd
549300TX0ZUSTEF7C719
Empire Co Ltd
000000000
323.00000000
NS
7576.59000000
0.043086518979
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828K33
710400.06000000
PA
USD
709539.81000000
4.035007898037
Long
DBT
UST
US
N
2
2020-04-15
Fixed
0.13000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
202.00000000
NS
USD
25898.42000000
0.147279021943
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-336.48000000
-0.00191349299
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
29737.00000000
AUD
20589.30000000
USD
2020-02-12
-336.48
N
N
N
Japan Prime Realty Investment Corp
353800NJOQJAY1ODEX72
Japan Prime Realty Investment Corp
000000000
2.00000000
NS
8784.00000000
0.049952812903
Long
EC
JP
N
2
N
N
N
Dillard's Inc
529900FGYKMWL6019P91
Dillard's Inc
254067101
146.00000000
NS
USD
10728.08000000
0.061008398571
Long
EC
CORP
US
N
1
N
N
N
Nyfosa AB
5493000YR2B83SILCJ50
Nyfosa AB
000000000
2469.00000000
NS
21354.15000000
0.121436687119
Long
EC
CORP
SE
N
2
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121101
570.00000000
NS
USD
78580.20000000
0.446869538764
Long
EC
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD HKD
000000000
1.00000000
NC
-30.11000000
-0.00017122941
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
160198.00000000
HKD
20524.45000000
USD
2020-03-27
-30.11
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
000000000
51.00000000
NS
23947.28000000
0.136183287498
Long
EC
CORP
CA
N
1
N
N
N
Sella Capital Real Estate Ltd
N/A
Sella Capital Real Estate Ltd
000000000
5602.00000000
NS
16440.35000000
0.093492910702
Long
EC
IL
N
2
N
N
N
Sabra Health Care REIT Inc
549300E3BC7GU7TAZ621
Sabra Health Care REIT Inc
78573L106
400.00000000
NS
USD
8536.00000000
0.048542487584
Long
EC
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
000000000
379.00000000
NS
29373.19000000
0.167039328830
Long
EC
CORP
CA
N
1
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
Centene Corp
15135B101
221.00000000
NS
USD
13894.27000000
0.079013874059
Long
EC
CORP
US
N
1
N
N
N
Firstgroup PLC
549300DEJZCPWA4HKM93
Firstgroup PLC
000000000
5268.00000000
NS
8751.76000000
0.049769470611
Long
EC
CORP
GB
N
2
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
105000.00000000
PA
95525.04000000
0.543231380999
Long
DBT
NUSS
NZ
N
2
2030-09-20
Fixed
3.00000000
N
N
N
N
N
N
TSY 0 3/4% 2034 I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt Inflation Linked
000000000
54149.68000000
PA
106672.61000000
0.606625333473
Long
DBT
NUSS
GB
N
2
2034-03-22
Fixed
0.75000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
76.00000000
NS
USD
27855.52000000
0.158408649690
Long
EC
CORP
US
N
1
N
N
N
TransAlta Corp
GJZNVO2UY6DNFNIYH321
TransAlta Corp
000000000
1429.00000000
NS
10212.25000000
0.058074978776
Long
EC
CORP
CA
N
1
N
N
N
WW Grainger Inc
549300TWZSP6O1IH2V34
WW Grainger Inc
384802104
55.00000000
NS
USD
18618.60000000
0.105880173306
Long
EC
CORP
US
N
1
N
N
N
Tupperware Brands Corp
G8NWFN4YP7CR6FOP4886
Tupperware Brands Corp
899896104
1129.00000000
NS
USD
9686.82000000
0.055086965743
Long
EC
CORP
US
N
1
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
Aroundtown SA
000000000
2836.00000000
NS
25396.90000000
0.144426980193
Long
EC
CORP
LU
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
142.00000000
NS
USD
19407.14000000
0.110364439140
Long
EC
CORP
US
N
1
N
N
N
Mapletree Industrial Trust
549300R7WZFHXNKDJF41
Mapletree Industrial Trust
000000000
28200.00000000
NS
54534.12000000
0.310124395856
Long
EC
SG
N
2
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
472.00000000
NS
USD
40374.88000000
0.229603691556
Long
EC
CORP
US
N
1
N
N
N
Gaming and Leisure Properties Inc
5493006GWRDBCZYWTM57
Gaming and Leisure Properties Inc
36467J108
300.00000000
NS
USD
12915.00000000
0.073444965692
Long
EC
US
N
1
N
N
N
Cboe Global Markets Inc
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503M108
115.00000000
NS
USD
13800.00000000
0.078477779834
Long
EC
CORP
US
N
1
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
Klepierre SA
000000000
195.00000000
NS
7412.47000000
0.042153202078
Long
EC
FR
N
2
N
N
N
Country Garden Holdings Co Ltd
549300MGHLPT1EFHGF84
Country Garden Holdings Co Ltd
000000000
9000.00000000
NS
14461.95000000
0.082242154208
Long
EC
CORP
KY
N
2
N
N
N
Keppel DC REIT
N/A
Keppel DC REIT
000000000
6500.00000000
NS
10053.33000000
0.057171233213
Long
EC
SG
N
2
N
N
N
Deutsche EuroShop AG
529900Y9QTEFHFEKQ736
Deutsche EuroShop AG
000000000
1083.00000000
NS
32097.35000000
0.182531070041
Long
EC
CORP
DE
N
2
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664100
491.00000000
NS
USD
20096.63000000
0.114285427866
Long
EC
CORP
US
N
1
N
N
N
Pinnacle West Capital Corp
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484101
91.00000000
NS
USD
8183.63000000
0.046538631404
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
196.00000000
NS
USD
21365.96000000
0.121503848176
Long
EC
CORP
US
N
1
N
N
N
ASTM SpA
8156003F2286CFA55E20
ASTM SpA
000000000
1505.00000000
NS
45536.33000000
0.258955802913
Long
EC
CORP
IT
N
2
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312106
121.00000000
NS
USD
14164.26000000
0.080549252014
Long
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
285.00000000
NS
USD
33179.70000000
0.188686173302
Long
EC
CORP
US
N
1
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718109
749.00000000
NS
USD
93550.10000000
0.532000300817
Long
EC
CORP
US
N
1
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
758849103
300.00000000
NS
USD
18927.00000000
0.107633981081
Long
EC
US
N
1
N
N
N
Manulife US Real Estate Investment Trust
254900OMIOIPNIC1T502
Manulife US Real Estate Investment Trust
000000000
25700.00000000
NS
USD
25708.92000000
0.146201374169
Long
EC
SG
N
2
N
N
N
Link REIT
529900XUE70U36QX5M62
Link REIT
000000000
8500.00000000
NS
90239.63000000
0.513174334454
Long
EC
HK
N
2
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
160.00000000
NS
USD
46984.00000000
0.267188406357
Long
EC
CORP
US
N
1
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
Sun Life Financial Inc
000000000
229.00000000
NS
10441.72000000
0.059379927771
Long
EC
CORP
CA
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
000000000
241.00000000
NS
21801.45000000
0.123980390809
Long
EC
CORP
CA
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-195.05000000
-0.00110920948
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
6216.74000000
NZD
4000.00000000
USD
2020-02-12
-195.05
N
N
N
Ferguson PLC
213800DU1LGY3R2S2X42
Ferguson PLC
000000000
99.00000000
NS
8994.80000000
0.051151589424
Long
EC
CORP
JE
N
2
N
N
N
Shenzhen Investment Ltd
529900QMH55P3EJRQC98
Shenzhen Investment Ltd
000000000
40000.00000000
NS
16024.41000000
0.091127544924
Long
EC
CORP
HK
N
2
N
N
N
Dai-ichi Life Holdings Inc
549300ZUFXI7JXZVTZ25
Dai-ichi Life Holdings Inc
000000000
500.00000000
NS
8234.48000000
0.046827804963
Long
EC
CORP
JP
N
2
N
N
N
LendLease Group
N/A
LendLease Group
000000000
547.00000000
NS
6769.79000000
0.038498412256
Long
EC
CORP
AU
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1241.36000000
0.007059360635
N/A
DFE
XX
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
111971.02000000
USD
100767.67000000
EUR
2020-01-15
1241.36
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
292.00000000
NS
USD
67107.44000000
0.381626297215
Long
EC
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD MXN
000000000
1.00000000
NC
-17.66000000
-0.00010042881
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
14304.27000000
MXN
736.18000000
USD
2020-02-12
-17.66
N
N
N
CK Asset Holdings Ltd
5299006GJZSGP78B8S35
CK Asset Holdings Ltd
000000000
1000.00000000
NS
7247.34000000
0.041214141514
Long
EC
CORP
KY
N
2
N
N
N
Mitsubishi Estate Co Ltd
353800KOFMRGOXSJ5Z65
Mitsubishi Estate Co Ltd
000000000
2900.00000000
NS
55439.91000000
0.315275438479
Long
EC
CORP
JP
N
2
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
495.65000000
0.002818660259
N/A
DFE
CA
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
20242.71000000
USD
26881.91000000
CAD
2020-02-12
495.65
N
N
N
Vulcan Materials Co
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160109
150.00000000
NS
USD
21598.50000000
0.122826255634
Long
EC
CORP
US
N
1
N
N
N
Japan Real Estate Investment Corp
3538003YAIR3CBGJJ928
Japan Real Estate Investment Corp
000000000
2.00000000
NS
13268.46000000
0.075455020479
Long
EC
JP
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081103
875.00000000
NS
USD
34282.50000000
0.194957571534
Long
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
434.00000000
NS
USD
38157.28000000
0.216992653544
Long
EC
CORP
US
N
1
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408103
2355.00000000
NS
USD
170407.80000000
0.969074334091
Long
EC
CORP
US
N
1
N
N
N
TSY 1 7/8% 2022 I/L GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt Inflation Linked
000000000
70607.50000000
PA
105348.31000000
0.599094310007
Long
DBT
NUSS
GB
N
2
2022-11-22
Fixed
1.88000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429109
359.00000000
NS
USD
17741.78000000
0.100893877152
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-332.90000000
-0.00189313426
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
27489.63000000
NZD
18217.10000000
USD
2020-02-12
-332.9
N
N
N
Jardine Cycle & Carriage Ltd
254900WEP6OCEXFWML09
Jardine Cycle & Carriage Ltd
000000000
1000.00000000
NS
22380.62000000
0.127274012240
Long
EC
CORP
SG
N
2
N
N
N
Novo Nordisk A/S
549300DAQ1CVT6CXN342
Novo Nordisk A/S
000000000
177.00000000
NS
10265.94000000
0.058380302834
Long
EC
CORP
DK
N
2
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
66000.00000000
PA
68057.84000000
0.387031027791
Long
DBT
NUSS
AU
N
2
2025-09-20
Fixed
3.00000000
N
N
N
N
N
N
State Street Global Advisors
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
2470533.03000000
NS
USD
2470533.03000000
14.04941646390
Long
STIV
RF
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-116.00000000
-0.00065966829
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
12884.64000000
GBP
17000.00000000
USD
2020-02-12
-116
N
N
N
Extra Space Storage Inc
N/A
Extra Space Storage Inc
30225T102
447.00000000
NS
USD
47212.14000000
0.268485791915
Long
EC
US
N
1
N
N
N
Advance Residence Investment Corp
N/A
Advance Residence Investment Corp
000000000
8.00000000
NS
25359.76000000
0.144215772603
Long
EC
JP
N
2
N
N
N
Invincible Investment Corp
N/A
Invincible Investment Corp
000000000
68.00000000
NS
38737.08000000
0.220289857657
Long
EC
JP
N
2
N
N
N
LondonMetric Property PLC
213800OCERWWPQDURL87
LondonMetric Property PLC
000000000
4720.00000000
NS
14851.04000000
0.084454829524
Long
EC
GB
N
2
N
N
N
ICE Futures Europe
549300UF4R84F48NCH34
LOW SU GASOIL G MAR20 IFEU 20200312
000000000
1.00000000
NC
USD
472.16000000
0.002685077429
N/A
DCO
GB
N
1
ICE Futures Europe
549300UF4R84F48NCH34
Long
Low Sulfur Gas Oil
QSH0 Comdty
2020-03-12
60652.84
USD
472.16
N
N
N
Hufvudstaden AB
213800UEV5ZAFFVQ4J85
Hufvudstaden AB
000000000
404.00000000
NS
7987.06000000
0.045420777985
Long
EC
CORP
SE
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD DKK
000000000
1.00000000
NC
-1046.56000000
-0.00595157284
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
696108.66000000
DKK
103823.95000000
USD
2020-02-12
-1046.56
N
N
N
Auto Trader Group PLC
213800QLK9BZILB1DI86
Auto Trader Group PLC
000000000
1682.00000000
NS
13292.93000000
0.075594176369
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810FR4
252552.75000000
PA
USD
281448.77000000
1.600541638168
Long
DBT
UST
US
N
2
2025-01-15
Fixed
2.38000000
N
N
N
N
N
N
Ashtead Group PLC
2138007UTBN8X9K1A235
Ashtead Group PLC
000000000
245.00000000
NS
7840.15000000
0.044585330838
Long
EC
CORP
GB
N
2
N
N
N
Hera SpA
8156009414FD99443B48
Hera SpA
000000000
19548.00000000
NS
85698.34000000
0.487348946282
Long
EC
CORP
IT
N
2
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
Rogers Communications Inc
000000000
327.00000000
NS
16237.31000000
0.092338263716
Long
EC
CORP
CA
N
1
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759100
828.00000000
NS
USD
74213.64000000
0.422037804393
Long
EC
CORP
US
N
1
N
N
N
Hudson Pacific Properties Inc
N/A
Hudson Pacific Properties Inc
444097109
233.00000000
NS
USD
8772.45000000
0.049887130413
Long
EC
US
N
1
N
N
N
Segro PLC
213800XC35KGM9NFC641
Segro PLC
000000000
5029.00000000
NS
60030.24000000
0.341379707110
Long
EC
GB
N
2
N
N
N
Powerlong Real Estate Holdings Ltd
549300R3K12EPXCGDP22
Powerlong Real Estate Holdings Ltd
000000000
30000.00000000
NS
20040.14000000
0.113964180780
Long
EC
CORP
KY
N
2
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
126961.20000000
PA
144060.08000000
0.819240234867
Long
DBT
NUSS
IT
N
2
2022-05-15
Fixed
0.10000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
000000000
59.00000000
NS
14467.44000000
0.082273374716
Long
EC
CORP
DE
N
2
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457108
383.00000000
NS
USD
50337.69000000
0.286260156028
Long
EC
CORP
US
N
1
N
N
N
Macerich Co/The
529900PSWCB5KI0JYU46
Macerich Co/The
554382101
326.00000000
NS
USD
8775.92000000
0.049906863594
Long
EC
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-5139.38000000
-0.02922660377
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
120012.18000000
GBP
154285.26000000
USD
2020-02-12
-5139.38
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
000000000
659.00000000
NS
12702.39000000
0.072235896071
Long
EC
CORP
SG
N
2
N
N
N
Essential Properties Realty Trust Inc
N/A
Essential Properties Realty Trust Inc
29670E107
1072.00000000
NS
USD
26596.32000000
0.151247836620
Long
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
270.00000000
NS
USD
50733.00000000
0.288508203212
Long
EC
CORP
US
N
1
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040Q104
300.00000000
NS
USD
24534.00000000
0.139519844236
Long
EC
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-2595.17000000
-0.01475820144
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
70054.79000000
NZD
44677.79000000
USD
2020-02-12
-2595.17
N
N
N
Brookfield Property REIT Inc
549300K1JD1LDRNBET48
Brookfield Property REIT Inc
11282X103
400.00000000
NS
USD
7378.00000000
0.041957178233
Long
EC
US
N
1
N
N
N
Nippon Accommodations Fund Inc
N/A
Nippon Accommodations Fund Inc
000000000
4.00000000
NS
25276.09000000
0.143739958412
Long
EC
JP
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI Corp
000000000
400.00000000
NS
11899.92000000
0.067672413174
Long
EC
CORP
JP
N
2
N
N
N
Pennsylvania Real Estate Investment Trust
5493001GPBXRIG8WJO70
Pennsylvania Real Estate Investment Trust
709102107
1400.00000000
NS
USD
7462.00000000
0.042434869066
Long
EC
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
1163.00000000
NS
USD
105216.61000000
0.598345359021
Long
EC
CORP
US
N
1
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142103
358.00000000
NS
USD
42544.72000000
0.241943128208
Long
EC
CORP
US
N
1
N
N
N
Park Hotels & Resorts Inc
5493005UZ5TQN0H6HS73
Park Hotels & Resorts Inc
700517105
952.00000000
NS
USD
24628.24000000
0.140055767857
Long
EC
US
N
1
N
N
N
MCUBS MidCity Investment Corp
353800WZPKHG2SQS1P32
MCUBS MidCity Investment Corp
000000000
27.00000000
NS
29323.05000000
0.166754192896
Long
EC
JP
N
2
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250P103
385.00000000
NS
USD
13270.95000000
0.075469180600
Long
EC
US
N
1
N
N
N
CANADIAN GOVERNMENT RRB
4BFD7AQU0A75QLAHK410
Canadian Government Real Return Bond
135087VS0
41990.67000000
PA
41023.80000000
0.233293966983
Long
DBT
NUSS
CA
N
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Ferrovial SA
95980020140005757903
Ferrovial SA
000000000
5677.00000000
NS
172222.72000000
0.979395413234
Long
EC
CORP
ES
N
2
N
N
N
NTT DOCOMO Inc
353800TVPXCGWDZIIU09
NTT DOCOMO Inc
000000000
1100.00000000
NS
30739.89000000
0.174811472431
Long
EC
CORP
JP
N
2
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-10980.91000000
-0.06244619111
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
507208.00000000
GBP
663585.30000000
USD
2020-03-27
-10980.91
N
N
N
CF Industries Holdings Inc
529900CG8YAQFZ2JMV97
CF Industries Holdings Inc
125269100
385.00000000
NS
USD
18379.90000000
0.104522735186
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-14826.23000000
-0.08431374012
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
708066.33000000
EUR
780685.61000000
USD
2020-01-15
-14826.23
N
N
N
Charter Hall Long Wale REIT
N/A
Charter Hall Long Wale REIT
000000000
1830.00000000
NS
7075.31000000
0.040235842060
Long
EC
AU
N
2
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
76.00000000
NS
USD
9101.76000000
0.051759849085
Long
EC
CORP
US
N
1
N
N
N
Ventas Inc
ORQTRC074CWLT3DKHT41
Ventas Inc
92276F100
700.00000000
NS
USD
40418.00000000
0.229848906184
Long
EC
US
N
1
N
N
N
Global Net Lease Inc
549300NUYANCT5SU8Z65
Global Net Lease Inc
379378201
700.00000000
NS
USD
14196.00000000
0.080729750907
Long
EC
US
N
1
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332102
26.00000000
NS
USD
30974.06000000
0.176143149366
Long
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
180.00000000
NS
USD
36808.20000000
0.209320711282
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
509.00000000
NS
USD
74247.83000000
0.422232235936
Long
EC
CORP
US
N
1
N
N
N
STORE Capital Corp
5493004EA6C9IHDZ7N66
STORE Capital Corp
862121100
200.00000000
NS
USD
7448.00000000
0.042355253928
Long
EC
US
N
1
N
N
N
Societa Iniziative Autostradali e Servizi SpA
8156008C15C8E327D019
Societa Iniziative Autostradali e Servizi SpA
000000000
1831.00000000
NS
30688.40000000
0.174518659323
Long
EC
CORP
IT
N
2
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property Trust
133131102
200.00000000
NS
USD
21220.00000000
0.120673803484
Long
EC
US
N
1
N
N
N
Cimpress PLC
549300X1IFD75XISOR81
Cimpress PLC
000000000
81.00000000
NS
USD
10187.37000000
0.057933491300
Long
EC
CORP
IE
N
1
N
N
N
KAR Auction Services Inc
5493004HKD20LBSG7D03
KAR Auction Services Inc
48238T109
1688.00000000
NS
USD
36781.52000000
0.209168987574
Long
EC
CORP
US
N
1
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J107
100.00000000
NS
USD
16487.00000000
0.093758199719
Long
EC
US
N
1
N
N
N
Teck Resources Ltd
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
000000000
910.00000000
NS
15781.60000000
0.089746734074
Long
EC
CORP
CA
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
COTTON NO.2 FUTR MAR20 IFUS 20200309
000000000
1.00000000
NC
USD
1915.88000000
0.010895218031
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Cotton
CTH0 Comdty
2020-03-09
32609.12
USD
1915.88
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368103
318.00000000
NS
USD
43740.90000000
0.248745559417
Long
EC
CORP
US
N
1
N
N
N
Times China Holdings Ltd
2549000KTINB9ZPZP710
Times China Holdings Ltd
000000000
4000.00000000
NS
8001.26000000
0.045501530483
Long
EC
CORP
KY
N
2
N
N
N
HD Supply Holdings Inc
549300B7Z7O7RWEXS689
HD Supply Holdings Inc
40416M105
319.00000000
NS
USD
12830.18000000
0.072962611686
Long
EC
CORP
US
N
1
N
N
N
Hanesbrands Inc
GX5LWVWZLL5S4W1L2F20
Hanesbrands Inc
410345102
607.00000000
NS
USD
9013.95000000
0.051260491560
Long
EC
CORP
US
N
1
N
N
N
Mitsui Fudosan Co Ltd
353800ND4ZKNZDYKMF33
Mitsui Fudosan Co Ltd
000000000
1000.00000000
NS
24423.93000000
0.138893898639
Long
EC
CORP
JP
N
2
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585A102
545.00000000
NS
USD
32836.25000000
0.186733043339
Long
EC
CORP
US
N
1
N
N
N
Daiwa House Industry Co Ltd
N/A
Daiwa House Industry Co Ltd
000000000
700.00000000
NS
21687.06000000
0.123329878256
Long
EC
CORP
JP
N
2
N
N
N
Gecina SA
9695003E4MMA10IBTR26
Gecina SA
000000000
158.00000000
NS
28321.02000000
0.161055853061
Long
EC
FR
N
2
N
N
N
CIFI Holdings Group Co Ltd
549300WGKSV867C0JF48
CIFI Holdings Group Co Ltd
000000000
24000.00000000
NS
20309.04000000
0.115493360128
Long
EC
CORP
KY
N
2
N
N
N
Power Assets Holdings Ltd
254900JOWYUW1ZX4DF47
Power Assets Holdings Ltd
000000000
19500.00000000
NS
142578.91000000
0.810817123768
Long
EC
CORP
HK
N
2
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
374.00000000
NS
USD
13819.30000000
0.078587534990
Long
EC
CORP
US
N
1
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
300.00000000
NS
USD
35922.00000000
0.204281072986
Long
EC
US
N
1
N
N
N
SPAIN I/L BOND
9598007A56S18711AH60
Spain Government Inflation Linked Bond
000000000
70000.00000000
PA
89709.05000000
0.510157034424
Long
DBT
NUSS
ES
N
2
2024-11-30
Fixed
1.80000000
N
N
N
N
N
N
Atlas Arteria Ltd
N/A
Atlas Arteria Ltd
000000000
15835.00000000
NS
87065.07000000
0.495121260487
Long
EC
CORP
AU
N
2
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
161.00000000
NS
USD
12826.87000000
0.072943788393
Long
EC
CORP
US
N
1
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055102
422.00000000
NS
USD
22323.80000000
0.126950888512
Long
EC
CORP
US
N
1
N
N
N
Scentre Group
N/A
Scentre Group
000000000
10320.00000000
NS
27783.68000000
0.158000110291
Long
EC
AU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-7504.53000000
-0.04267672848
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
720606.00000000
EUR
805745.60000000
USD
2020-03-27
-7504.53
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-56.83000000
-0.00032318059
N/A
DFE
US
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
1774.18000000
GBP
2300.00000000
USD
2020-02-12
-56.83
N
N
N
China Aoyuan Group Ltd
549300YSOKQO5QD6MP25
China Aoyuan Group Ltd
000000000
7000.00000000
NS
11440.56000000
0.065060126729
Long
EC
CORP
KY
N
2
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810PZ5
481813.08000000
PA
USD
580602.01000000
3.301764979144
Long
DBT
UST
US
N
2
2029-01-15
Fixed
2.50000000
N
N
N
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
403.00000000
NS
23187.05000000
0.131860014848
Long
EC
CORP
NL
N
2
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508104
61.00000000
NS
USD
7825.69000000
0.044503099773
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
836.77000000
0.004758539987
N/A
DFE
GB
N
2
HSBC Bank USA, National Association
1IE8VN30JCEQV1H4R804
32853.28000000
USD
25361.30000000
GBP
2020-02-12
836.77
N
N
N
Mid-America Apartment Communities Inc
549300FQZKFR5YNSHZ21
Mid-America Apartment Communities Inc
59522J103
400.00000000
NS
USD
52744.00000000
0.299944349245
Long
EC
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
179.00000000
NS
USD
9123.63000000
0.051884219306
Long
EC
CORP
US
N
1
N
N
N
United Urban Investment Corp
353800GYZWBD7BDCN841
United Urban Investment Corp
000000000
15.00000000
NS
28146.66000000
0.160064303373
Long
EC
JP
N
2
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
Great-West Lifeco Inc
000000000
886.00000000
NS
22693.28000000
0.129052045765
Long
EC
CORP
CA
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
298.00000000
NS
USD
10730.98000000
0.061024890278
Long
EC
CORP
US
N
1
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626P403
1390.00000000
NS
44112.20000000
0.250857066638
Long
EC
CORP
CA
N
1
N
N
N
Terna Rete Elettrica Nazionale SpA
8156009E94ED54DE7C31
Terna Rete Elettrica Nazionale SpA
000000000
27722.00000000
NS
185487.05000000
1.054826947248
Long
EC
CORP
IT
N
2
N
N
N
Douglas Emmett Inc
N/A
Douglas Emmett Inc
25960P109
400.00000000
NS
USD
17560.00000000
0.099860131441
Long
EC
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
430.00000000
NS
USD
15144.60000000
0.086124245252
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
167.00000000
NS
USD
14662.60000000
0.083383209753
Long
EC
CORP
US
N
1
N
N
N
Equity LifeStyle Properties Inc
529900PEQG66LENB6798
Equity LifeStyle Properties Inc
29472R108
1226.00000000
NS
USD
86298.14000000
0.490759886307
Long
EC
US
N
1
N
N
N
Seven & i Holdings Co Ltd
52990037G8JRM3TWGY86
Seven & i Holdings Co Ltd
000000000
400.00000000
NS
14635.50000000
0.083229097591
Long
EC
CORP
JP
N
2
N
N
N
AGL Energy Ltd
549300QAZ8A74DEDXO80
AGL Energy Ltd
000000000
2149.00000000
NS
31019.68000000
0.176402580983
Long
EC
CORP
AU
N
2
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
Roche Holding AG
000000000
259.00000000
NS
83982.84000000
0.477593248361
Long
EC
CORP
CH
N
2
N
N
N
CANADIAN GOVERNMENT RRB
4BFD7AQU0A75QLAHK410
Canadian Government Real Return Bond
135087YK4
76142.12000000
PA
77978.02000000
0.443445064165
Long
DBT
NUSS
CA
N
2
2041-12-01
Fixed
2.00000000
N
N
N
N
N
N
Imperial Brands PLC
549300DFVPOB67JL3A42
Imperial Brands PLC
000000000
1442.00000000
NS
35730.54000000
0.203192279093
Long
EC
CORP
GB
N
2
N
N
N
Industrial Buildings Corp Ltd
N/A
Industrial Buildings Corp Ltd
000000000
3014.00000000
NS
8234.90000000
0.046830193417
Long
EC
CORP
IL
N
2
N
N
N
Shimao Property Holdings Ltd
254900WTJ6B5CU69ZD26
Shimao Property Holdings Ltd
000000000
6500.00000000
NS
25241.72000000
0.143544503246
Long
EC
CORP
KY
N
2
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
518439104
57.00000000
NS
USD
11772.78000000
0.066949393976
Long
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
576.00000000
NS
USD
52387.20000000
0.297915300560
Long
EC
CORP
US
N
1
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-393.88000000
-0.00223991506
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
32231.86000000
CAD
24471.76000000
USD
2020-02-12
-393.88
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
218.00000000
NS
USD
30389.20000000
0.172817170068
Long
EC
CORP
US
N
1
N
N
N
Life Storage Inc
W9EE01AFDDF9DQCQZC68
Life Storage Inc
53223X107
100.00000000
NS
USD
10828.00000000
0.061576623191
Long
EC
US
N
1
N
N
N
IDP Education Ltd
N/A
IDP Education Ltd
000000000
1080.00000000
NS
13044.04000000
0.074178789802
Long
EC
CORP
AU
N
2
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-2896.27000000
-0.01647049560
N/A
DFE
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
68060.78000000
GBP
87515.93000000
USD
2020-02-12
-2896.27
N
N
N
Mettler-Toledo International Inc
5493000BD5GJNUDIUG10
Mettler-Toledo International Inc
592688105
30.00000000
NS
USD
23798.40000000
0.135336637363
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
226.00000000
NS
USD
10194.86000000
0.057976085400
Long
EC
CORP
US
N
1
N
N
N
Deutsche Lufthansa AG
529900PH63HYJ86ASW55
Deutsche Lufthansa AG
000000000
656.00000000
NS
12072.25000000
0.068652418667
Long
EC
CORP
DE
N
2
N
N
N
Sunac China Holdings Ltd
549300OLARYHDXP3WK18
Sunac China Holdings Ltd
000000000
3000.00000000
NS
17978.31000000
0.102238974925
Long
EC
CORP
KY
N
2
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
300.00000000
NS
USD
14373.00000000
0.081736313736
Long
EC
CORP
CA
N
1
N
N
N
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T306
1191.00000000
NS
USD
31216.11000000
0.177519638251
Long
EC
US
N
1
N
N
N
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
SUGAR 11 (WORLD) MAR20 IFUS 20200228
000000000
2.00000000
NC
USD
574.16000000
0.003265130584
N/A
DCO
US
N
1
ICE Futures U.S., Inc.
5493004R83R1LVX2IL36
Long
Sugar
SBH0 Comdty
2020-02-28
29486.64
USD
574.16
N
N
N
Reit 1 Ltd
N/A
Reit 1 Ltd
000000000
1433.00000000
NS
8569.41000000
0.048732483426
Long
EC
IL
N
2
N
N
N
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-105.91000000
-0.00060228852
N/A
DFE
US
N
2
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
8710.96000000
CAD
6614.26000000
USD
2020-02-12
-105.91
N
N
N
Agnico Eagle Mines Ltd
YGE0EUBRF7IJOB3QRX76
Agnico Eagle Mines Ltd
008474108
260.00000000
NS
USD
16018.60000000
0.091094504641
Long
EC
CORP
CA
N
1
N
N
N
New York Mercantile Exchange
5493008GFNDTXFPHWI47
NATURAL GAS FUTR MAR20 XNYM 20200226
000000000
5.00000000
NC
USD
-5717.60000000
-0.03251482275
N/A
DCO
US
N
1
New York Mercantile Exchange
5493008GFNDTXFPHWI47
Long
Natural Gas
NGH20 Comdty
2020-02-26
113617.6
USD
-5717.6
N
N
N
SPAIN I/L BOND
9598007A56S18711AH60
Spain Government Inflation Linked Bond
000000000
115000.10000000
PA
132862.38000000
0.755561203327
Long
DBT
NUSS
ES
N
2
2021-11-30
Fixed
0.30000000
N
N
N
N
N
N
Azrieli Group Ltd
N/A
Azrieli Group Ltd
000000000
498.00000000
NS
36430.29000000
0.207171614342
Long
EC
CORP
IL
N
2
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830109
106.00000000
NS
USD
41274.28000000
0.234718395555
Long
EC
CORP
US
N
1
N
N
N
Cracker Barrel Old Country Store Inc
8P4PHQIUWPIECBFBW745
Cracker Barrel Old Country Store Inc
22410J106
67.00000000
NS
USD
10300.58000000
0.058577293435
Long
EC
CORP
US
N
1
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
Woolworths Group Ltd
000000000
2078.00000000
NS
52873.88000000
0.300682950263
Long
EC
CORP
AU
N
2
N
N
N
Goodman Group
N/A
Goodman Group
000000000
620.00000000
NS
5828.12000000
0.033143327406
Long
EC
AU
N
2
N
N
N
Atlantia SpA
8156008DEC771409C487
Atlantia SpA
000000000
7354.00000000
NS
171547.43000000
0.975555177007
Long
EC
CORP
IT
N
2
N
N
N
Howden Joinery Group PLC
213800KC1LJOJTY3JP45
Howden Joinery Group PLC
000000000
1242.00000000
NS
11131.92000000
0.063304954122
Long
EC
CORP
GB
N
2
N
N
N
Agree Realty Corp
N/A
Agree Realty Corp
008492100
200.00000000
NS
USD
14034.00000000
0.079808490014
Long
EC
US
N
1
N
N
N
Medical Properties Trust Inc
254900U6E39J1MQCCY14
Medical Properties Trust Inc
58463J304
1100.00000000
NS
USD
23221.00000000
0.132053081560
Long
EC
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
19.00000000
NS
USD
6189.44000000
0.035198080407
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109104
600.00000000
NS
USD
44178.00000000
0.251231257791
Long
EC
US
N
1
N
N
N
Equity Residential
5493008RACSH5EP3PI59
Equity Residential
29476L107
400.00000000
NS
USD
32368.00000000
0.184070201281
Long
EC
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
117.00000000
NS
USD
25550.46000000
0.145300244532
Long
EC
CORP
US
N
1
N
N
N
Orix JREIT Inc
N/A
Orix JREIT Inc
000000000
7.00000000
NS
15178.17000000
0.086315150981
Long
EC
JP
N
2
N
N
N
Derwent London PLC
213800BXKQ9KZNUR1M61
Derwent London PLC
000000000
295.00000000
NS
15756.53000000
0.089604166108
Long
EC
GB
N
2
N
N
N
Yuexiu Property Co Ltd
529900GASK6R1FD08W10
Yuexiu Property Co Ltd
000000000
34000.00000000
NS
7867.07000000
0.044738419376
Long
EC
CORP
HK
N
2
N
N
N
Nippon Prologis REIT Inc
353800PHBMSDLAFURY41
Nippon Prologis REIT Inc
000000000
8.00000000
NS
20380.44000000
0.115899397336
Long
EC
JP
N
2
N
N
N
S-Oil Corp
988400QTUXYDN8W3MZ32
S-Oil Corp
000000000
267.00000000
NS
21863.64000000
0.124334052630
Long
EC
CORP
KR
N
2
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
Manulife Financial Corp
000000000
772.00000000
NS
15671.26000000
0.089119253044
Long
EC
CORP
CA
N
1
N
N
N
2020-01-15
THE LAZARD FUNDS, INC.
Christopher Snively
Christopher Snively
Senior Vice President