NPORT-P
false
0001532203
XXXXXXXX
S000067956
C000217898
C000217897
C000217896
VANGUARD CHARLOTTE FUNDS
811-22619
0001532203
549300Z9BHDBGHMJLU94
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD TOTAL INTERNATIONAL BOND II INDEX FUND
S000067956
549300ROYBGCYUJI4283
2022-10-31
2022-01-31
N
96330220756.45
407562484.44
95922658272.01
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
626188570.97000000
AUD
CAD
CHF
CNY
COP
CZK
DKK
EUR
GBP
HKD
HUF
IDR
ILS
JPY
KRW
MXN
MYR
NOK
NZD
PEN
PLN
RUB
SEK
SGD
THB
USD
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
30417000.00000000
PA
22467735.59000000
0.023422761623
Long
DBT
NUSS
AU
Y
2
2027-08-20
Fixed
2.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEC4
6759000.00000000
PA
7887320.13000000
0.008222582935
Long
DBT
CORP
US
N
2
2026-10-27
Fixed
1.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
2934000.00000000
PA
3925091.04000000
0.004091933137
Long
DBT
CORP
GB
N
2
2026-11-13
Variable
2.25600000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
1100000.00000000
PA
1317827.47000000
0.001373843775
Long
DBT
CORP
US
N
2
2028-05-03
Fixed
1.75000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVRNMT
N/A
2300000.00000000
PA
2622633.84000000
0.002734112968
Long
DBT
CORP
FR
N
2
2029-01-04
Fixed
0.92700000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
18050000.00000000
PA
22340565.40000000
0.023290185866
Long
DBT
CORP
N/A
N
2
2025-09-15
Fixed
2.75000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
86682ZAJ5
4513000.00000000
PA
3604947.05000000
0.003758180929
Long
DBT
CORP
CA
N
2
2028-09-19
Variable
3.05000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
14781000.00000000
PA
15958299.02000000
0.016636631331
Long
DBT
CORP
US
N
2
2029-10-26
Variable
0.49500000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
564000.00000000
PA
421993.43000000
0.000439930916
Long
DBT
NUSS
AU
N
2
2027-09-20
Fixed
3.00000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
3467850000.00000000
PA
35494378.91000000
0.037003122671
Long
DBT
NUSS
JP
N
2
2055-03-20
Fixed
1.40000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
5867000.00000000
PA
7120203.96000000
0.007422859299
Long
DBT
CORP
GB
N
2
2026-09-25
Fixed
2.21300000
N
N
N
N
N
N
Givaudan Finance Europe BV
213800MGRS1DZVKTKA03
GIVAUDAN FIN EUR
N/A
4000000.00000000
PA
4751173.95000000
0.004953129985
Long
DBT
CORP
NL
N
2
2032-04-22
Fixed
1.62500000
N
N
N
N
N
N
GE Capital Canada Funding Co
0J5QMY71ANJ6F7HPJJ52
GEN ELEC CAP CAN
36158ZBK1
677000.00000000
PA
614579.77000000
0.000640703438
Long
DBT
CORP
CA
N
2
2037-10-22
Fixed
5.73000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5672482.42000000
0.005913600104
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
398895700.00000000
USD
2022-02-02
5672482.42000000
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
5000000.00000000
PA
6480437.76000000
0.006755898842
Long
DBT
CORP
SE
N
2
2027-12-08
Variable
1.37500000
N
N
N
N
N
N
N/A
N/A
NZD/USD FWD 20220202
N/A
1.00000000
NC
1171280.42000000
0.001221067515
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
130000000.00000000
NZD
86709265.50000000
USD
2022-02-02
1171280.42000000
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853CV9
3363000.00000000
PA
2731327.19000000
0.002847426498
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
3.50000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
20000000.00000000
PA
3264392.37000000
0.003403150443
Long
DBT
NUSS
CN
N
2
2031-05-24
Fixed
3.52000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
3300000.00000000
PA
3713077.33000000
0.003870907454
Long
DBT
CORP
AT
N
2
2170-09-01
Variable
2.87500000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
4197000.00000000
PA
4919398.52000000
0.005128505202
Long
DBT
CORP
NL
N
2
2024-04-02
Fixed
2.37500000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
4600000.00000000
PA
5274411.89000000
0.005498608967
Long
DBT
CORP
BE
N
2
2024-10-26
Fixed
1.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
3400000.00000000
PA
4043001.32000000
0.004214855377
Long
DBT
CORP
FR
N
2
2028-03-27
Fixed
1.75000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
6904000.00000000
PA
7823108.50000000
0.008155641889
Long
DBT
CORP
LU
N
2
2023-10-17
Fixed
0.12500000
N
N
N
N
N
N
Zurich Finance Ireland Designated Activity Co
549300E0FVHYR37EGX65
ZURICH FINANCE
N/A
6769000.00000000
PA
7871251.59000000
0.008205831376
Long
DBT
CORP
IE
N
2
2039-06-17
Fixed
1.62500000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
46127000.00000000
PA
46170462.60000000
0.048133009897
Long
DBT
NUSS
AT
Y
2
2040-10-20
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
1360695D9
2934000.00000000
PA
2362950.33000000
0.002463391207
Long
DBT
CORP
CA
N
2
2024-01-15
Fixed
3.29000000
N
N
N
N
N
N
South Eastern Power Networks PLC
213800H7NWVLCWAVKA15
EDF ENERGY
N/A
1287000.00000000
PA
2344840.27000000
0.002444511351
Long
DBT
CORP
GB
N
2
2031-11-12
Fixed
6.37500000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
11070TAF5
15221000.00000000
PA
12380034.45000000
0.012906267062
Long
DBT
NUSS
CA
N
2
2025-06-18
Fixed
2.85000000
N
N
N
N
N
N
Logicor 2019-1 UK PLC
635400V9BO1NJKELQ692
LOGICOR
N/A
3086000.00000000
PA
4139026.37000000
0.004314962121
Long
DBT
CORP
GB
N
2
2031-11-17
Fixed
1.87500000
N
N
N
N
N
N
Societe Fonciere Lyonnaise SA
969500B0S40FTUVKD182
SOCIETE FONCIERE
N/A
1800000.00000000
PA
1964288.23000000
0.002047783355
Long
DBT
CORP
FR
N
2
2028-04-21
Fixed
0.50000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAY9
859000.00000000
PA
659493.46000000
0.000687526254
Long
DBT
CORP
CA
N
2
2024-03-18
Fixed
1.22700000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
2182000.00000000
PA
2457615.22000000
0.002562079975
Long
DBT
CORP
DE
N
2
2026-05-20
Fixed
0.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
ZS6668397
500000000.00000000
PA
4081059.26000000
0.004254531028
Long
DBT
NUSS
JP
N
2
2049-05-31
Fixed
0.54200000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
1896000.00000000
PA
2478794.27000000
0.002584159274
Long
DBT
CORP
GB
N
2
2026-09-16
Fixed
1.37500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
20081000.00000000
PA
22963325.06000000
0.023939416894
Long
DBT
CORP
DE
N
2
2026-03-09
Fixed
0.37500000
N
N
N
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
TERNA RETE
N/A
4396000.00000000
PA
5117944.77000000
0.005335490969
Long
DBT
CORP
IT
N
2
2027-07-26
Fixed
1.37500000
N
N
N
N
N
N
City of Greater Sudbury Canada
N/A
GREATER SUDBURY
392362AC3
393000.00000000
PA
269249.20000000
0.000280694055
Long
DBT
NUSS
CA
N
2
2050-03-12
Fixed
2.41600000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
5000000.00000000
PA
3426218.26000000
0.003571854994
Long
DBT
CORP
AU
N
2
2029-09-24
Fixed
3.70000000
N
N
N
N
N
N
Galp Gas Natural Distribuicao SA
213800A9FKHWR4AHQG70
GALP GAS NATURAL
N/A
1300000.00000000
PA
1488823.83000000
0.001552108601
Long
DBT
CORP
PT
N
2
2023-09-19
Fixed
1.37500000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JW9
4288000.00000000
PA
3493584.71000000
0.003642084959
Long
DBT
NUSS
CA
N
2
2024-06-03
Fixed
3.20000000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
EAST JAPAN RAIL
N/A
391000.00000000
PA
420669.21000000
0.000438550408
Long
DBT
CORP
JP
N
2
2034-09-15
Fixed
0.77300000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BM1
3196000.00000000
PA
3897623.10000000
0.004063297629
Long
DBT
CORP
US
N
2
2027-09-17
Fixed
2.00000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
3400000.00000000
PA
4352013.37000000
0.004537002464
Long
DBT
CORP
FR
N
2
2038-03-21
Fixed
1.87500000
N
N
N
N
N
N
PostNL NV
724500Q41FHN0P1GPC53
POSTNL
N/A
2257000.00000000
PA
2546425.64000000
0.002654665420
Long
DBT
CORP
NL
N
2
2026-09-23
Fixed
0.62500000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
N/A
2345000.00000000
PA
2456625.76000000
0.002561048457
Long
DBT
CORP
US
N
2
2033-07-30
Fixed
0.90000000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREW
N/A
100000.00000000
PA
113196.82000000
0.000118008426
Long
DBT
CORP
DK
N
2
2023-09-06
Fixed
0.50000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT PIPELINES
N/A
1592000.00000000
PA
1681987.53000000
0.001753483025
Long
DBT
CORP
AU
N
2
2033-03-15
Fixed
1.25000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMARTCENTRS REIT
83179XAM0
904000.00000000
PA
713066.22000000
0.000743376208
Long
DBT
CORP
CA
N
2
2030-12-11
Fixed
3.64800000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220202
N/A
1.00000000
NC
-138196.27000000
-0.00014407051
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
40125065.14000000
USD
154000000.00000000
PEN
2022-02-02
-138196.27000000
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
300000000.00000000
PA
2898952.03000000
0.003022176493
Long
DBT
NUSS
JP
N
2
2035-07-31
Fixed
1.24000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DD1
904000.00000000
PA
881090.53000000
0.000918542652
Long
DBT
NUSS
CA
N
2
2041-06-10
Fixed
4.70000000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
4550000.00000000
PA
593100.28000000
0.000618310929
Long
DBT
NUSS
HK
N
2
2026-01-21
Fixed
1.68000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
9025000.00000000
PA
10942927.71000000
0.011408073866
Long
DBT
CORP
N/A
N
2
2036-04-04
Fixed
1.12500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
900000.00000000
PA
1023612.38000000
0.001067122615
Long
DBT
CORP
FR
N
2
2023-09-11
Fixed
0.75000000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AQ2
790000.00000000
PA
600398.20000000
0.000625919058
Long
DBT
CORP
CA
N
2
2028-03-31
Fixed
2.68600000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
776000.00000000
PA
896768.97000000
0.000934887529
Long
DBT
NUSS
ES
N
2
2024-09-30
Fixed
0.99700000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NSWTC-DOMESTIC
N/A
15163000.00000000
PA
11161906.66000000
0.011636360856
Long
DBT
NUSS
AU
N
2
2023-04-20
Fixed
4.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
84698000.00000000
PA
56234930.99000000
0.058625284164
Long
DBT
NUSS
AU
N
2
2032-05-21
Fixed
1.25000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
410338000000.00000000
PA
31648495.17000000
0.032993763663
Long
DBT
NUSS
ID
N
2
2036-05-15
Fixed
8.25000000
N
N
N
N
N
N
Muskrat Falls / Labrador Transmission Assets Funding Trust
N/A
MUSKRAT FALLS/LA
628153AC2
4382000.00000000
PA
4128266.63000000
0.004303745021
Long
DBT
NUSS
CA
Y
2
2048-12-01
Fixed
3.86000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
800000000.00000000
PA
7013555.79000000
0.007311677883
Long
DBT
CORP
GB
N
2
2025-05-30
Variable
0.82400000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
N/A
1219000.00000000
PA
911549.47000000
0.000950296297
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Sparebanken Vest Boligkreditt AS
5967007LIEEXZX6AO004
SPAREBANKEN V BO
N/A
4513000.00000000
PA
5171214.09000000
0.005391024584
Long
DBT
CORP
NO
N
2
2025-02-27
Fixed
0.75000000
N
N
N
N
N
N
Chancellor Masters & Scholars of The University of Cambridge/The
549300BHKNQHVK7MQW57
UNI OF CAMBRIDGE
N/A
406000.00000000
PA
763416.34000000
0.000795866538
Long
DBT
CORP
GB
N
2
2052-10-17
Fixed
3.75000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DL3
2821000.00000000
PA
2226242.47000000
0.002320872367
Long
DBT
NUSS
CA
N
2
2035-04-28
Fixed
2.95000000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAL9
3159000.00000000
PA
2492033.12000000
0.002597960862
Long
DBT
CORP
CA
N
2
2047-11-27
Fixed
3.55400000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
452000.00000000
PA
510974.37000000
0.000532694130
Long
DBT
CORP
DE
N
2
2023-09-13
Fixed
0.50000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
6400000.00000000
PA
7257494.95000000
0.007565986056
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
0.32500000
N
N
N
N
N
N
West Nippon Expressway Co Ltd
N/A
WEST NIPPON EXP
N/A
100000000.00000000
PA
872791.28000000
0.000909890630
Long
DBT
CORP
JP
N
2
2026-10-19
Fixed
0.20000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1011300000.00000000
PA
9869704.49000000
0.010289231624
Long
DBT
NUSS
JP
N
2
2027-12-20
Fixed
2.10000000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
INVESTOR AB
N/A
904000.00000000
PA
1076601.27000000
0.001122363880
Long
DBT
CORP
SE
N
2
2023-05-12
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
1000000.00000000
PA
1085817.90000000
0.001131972278
Long
DBT
CORP
DE
N
2
2032-02-17
Variable
1.37500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
5380000.00000000
PA
3992830.97000000
0.004162552458
Long
DBT
CORP
GB
N
2
2025-03-07
Fixed
4.00000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
5069000.00000000
PA
6238444.89000000
0.006503619689
Long
DBT
CORP
DE
N
2
2031-02-27
Fixed
2.00000000
N
N
N
N
N
N
Barry Callebaut Services NV
213800R1F1EJYM4ICO85
BARRY CALLE SVCS
N/A
1625000.00000000
PA
1902396.21000000
0.001983260518
Long
DBT
CORP
BE
N
2
2024-05-24
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-243642.27000000
-0.00025399866
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
730000000.00000000
MYR
174137067.34000000
USD
2022-02-04
-243642.27000000
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
6048000.00000000
PA
7026202.84000000
0.007324862515
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
OPB Finance Trust
N/A
OPB FINANCE TR
67103MAF3
2250000.00000000
PA
1818711.56000000
0.001896018722
Long
DBT
CORP
CA
N
2
2027-01-25
Fixed
2.98000000
N
N
N
N
N
N
WPP Finance 2013
549300L84EKSLWWPGI24
WPP FINANCE 2013
N/A
1293000.00000000
PA
1600690.18000000
0.001668730004
Long
DBT
CORP
GB
N
2
2046-09-14
Fixed
2.87500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
9900000.00000000
PA
11137235.57000000
0.011610641083
Long
DBT
CORP
DK
N
2
2025-08-27
Variable
0.50000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
8200000.00000000
PA
10006228.45000000
0.010431558747
Long
DBT
NUSS
FR
N
2
2037-05-29
Fixed
1.50000000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
109449000.00000000
PA
17122921.75000000
0.017850758161
Long
DBT
NUSS
DK
N
2
2023-11-15
Fixed
1.50000000
N
N
N
N
N
N
Aeroporti di Roma SpA
8156007259ABDEA3F444
AEROPORTI ROMA
N/A
1760000.00000000
PA
2021578.13000000
0.002107508451
Long
DBT
CORP
IT
N
2
2027-06-08
Fixed
1.62500000
N
N
N
N
N
N
Bunge Finance Europe BV
549300BIPDLRC1B3OO64
BUNGE FINANCE EU
N/A
7026000.00000000
PA
8047013.49000000
0.008389064309
Long
DBT
CORP
NL
N
2
2023-06-16
Fixed
1.85000000
N
N
N
N
N
N
Hammerson Ireland Finance DAC
63540093EUHUMTGSHN61
HAMMERSON IRLND
N/A
3586000.00000000
PA
3916924.49000000
0.004083419455
Long
DBT
CORP
IE
N
2
2027-06-03
Fixed
1.75000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
4700000.00000000
PA
5474485.80000000
0.005707187330
Long
DBT
CORP
ES
N
2
2031-05-09
Fixed
0.87500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
2300000.00000000
PA
2768323.89000000
0.002885995801
Long
DBT
CORP
NL
N
2
2039-04-23
Fixed
1.12500000
N
N
N
N
N
N
ELM BV for Swiss Reinsurance Co Ltd
N/A
SWISS RE
N/A
12649000.00000000
PA
14816192.92000000
0.015445978235
Long
DBT
CORP
NL
N
2
2170-09-01
Variable
2.60000000
N
N
N
N
N
N
Sagax Euro Mtn NL BV
549300M3FFATWSV78G84
SAGAX EURO MTN
N/A
5586000.00000000
PA
5970590.97000000
0.006224380222
Long
DBT
CORP
NL
N
2
2028-01-26
Fixed
0.75000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
2031000.00000000
PA
2350694.69000000
0.002450614622
Long
DBT
NUSS
CL
N
2
2029-02-01
Fixed
1.44000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
9030000.00000000
PA
9827237.95000000
0.010244959978
Long
DBT
CORP
US
N
2
2023-11-02
Fixed
0.50000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
1355000.00000000
PA
1620526.66000000
0.001689409665
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
2.37500000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
1250000.00000000
PA
960525.00000000
0.001001353608
Long
DBT
NUSS
SG
N
2
2031-07-04
Fixed
2.54500000
N
N
N
N
N
N
Vattenfall AB
549300T5RZ1HA5HZ3109
VATTENFALL AB
N/A
2257000.00000000
PA
4892259.00000000
0.005100212075
Long
DBT
CORP
SE
N
2
2039-04-15
Fixed
6.87500000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
MANULIFE FIN COR
56501RAH9
6061000.00000000
PA
4723782.67000000
0.004924574396
Long
DBT
CORP
CA
N
2
2030-05-12
Variable
2.23700000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
15000000.00000000
PA
9738130.57000000
0.010152064950
Long
DBT
NUSS
AU
Y
2
2031-03-10
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
221930.73000000
0.000231364240
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
200000000.00000000
USD
270500000.00000000
SGD
2022-02-04
221930.73000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
5000000.00000000
PA
6445175.17000000
0.006719137361
Long
DBT
CORP
CA
N
2
2026-09-09
Fixed
1.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
11451000.00000000
PA
12229576.40000000
0.012749413559
Long
DBT
CORP
DE
N
2
2034-09-29
Fixed
0.05000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
54000000.00000000
PA
6035977.22000000
0.006292545816
Long
DBT
CORP
SE
N
2
2026-06-17
Fixed
2.00000000
N
N
N
N
N
N
National Grid North America Inc
5Q3U0WRKWZZGRMPYFT08
NATL GRID NA INC
N/A
100000.00000000
PA
113701.15000000
0.000118534194
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
0.75000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
5235000.00000000
PA
6034778.19000000
0.006291295819
Long
DBT
CORP
DE
N
2
2025-01-20
Fixed
1.37500000
N
N
N
N
N
N
KKR Group Finance Co V LLC
549300CDHTQI6RR8MR96
KKR GR FIN CO
N/A
4513000.00000000
PA
5245991.93000000
0.005468980973
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
1.62500000
N
N
N
N
N
N
BUPA Finance PLC
ZIMCVQHUFZ8GVHENP290
BUPA FINANCE
N/A
5754000.00000000
PA
7774521.87000000
0.008104990009
Long
DBT
CORP
GB
N
2
2024-04-05
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5308610.52000000
-0.00553426126
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
556763000.00000000
USD
2022-03-02
-5308610.52000000
N
N
N
Muskrat Falls / Labrador Transmission Assets Funding Trust
N/A
MUSKRAT FALLS/LA
628153AA6
2392000.00000000
PA
2062442.56000000
0.002150109887
Long
DBT
NUSS
CA
Y
2
2029-06-01
Fixed
3.63000000
N
N
N
N
N
N
Flagship Finance PLC
213800H48GBZ7A3H5423
FLAGSHIP FINANCE
N/A
1154000.00000000
PA
1346037.21000000
0.001403252614
Long
DBT
CORP
GB
N
2
2061-07-14
Fixed
1.87500000
N
N
N
N
N
N
Affordable Housing Finance PLC
213800CUPSEPGZJDL997
AFFORDABLE HSG
N/A
2257000.00000000
PA
4050416.35000000
0.004222585594
Long
DBT
CORP
GB
N
2
2044-05-20
Fixed
3.80000000
N
N
N
N
N
N
Eaton Capital Unlimited Co
549300OLS85LSODKAF64
EATON CAPITAL
N/A
7562000.00000000
PA
8589887.09000000
0.008955013596
Long
DBT
CORP
IE
N
2
2025-05-14
Fixed
0.69700000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
N/A
8981000.00000000
PA
10484032.45000000
0.010929672549
Long
DBT
CORP
NO
N
2
2027-02-17
Fixed
1.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
10976000.00000000
PA
8268875.56000000
0.008620356971
Long
DBT
CORP
N/A
N
2
2029-05-25
Fixed
3.30000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
21894000.00000000
PA
24477913.35000000
0.025518385114
Long
DBT
CORP
N/A
N
2
2051-07-06
Fixed
0.70000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
12078935.00000000
PA
25182686.79000000
0.026253116045
Long
DBT
NUSS
DE
N
2
2040-07-04
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
17563.03000000
0.000018309573
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
148312500.00000000
ILS
46873518.54000000
USD
2022-02-02
17563.03000000
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4000000.00000000
PA
3969278.58000000
0.004137998937
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
GECINA
AR6504922
4000000.00000000
PA
4758862.39000000
0.004961145234
Long
DBT
CORP
FR
N
2
2030-03-14
Fixed
1.62500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
2392000.00000000
PA
2752317.91000000
0.002869309461
Long
DBT
CORP
GB
N
2
2025-06-26
Fixed
1.07700000
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
EMIRATES NBD
N/A
1410000.00000000
PA
1071998.55000000
0.001117565515
Long
DBT
CORP
AE
N
2
2028-02-09
Fixed
4.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
ZP3184121
2800000.00000000
PA
3665995.88000000
0.003821824734
Long
DBT
CORP
FR
N
2
2027-12-14
Fixed
1.87500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
FRANCE TELECOM
N/A
579000.00000000
PA
1027221.38000000
0.001070885021
Long
DBT
CORP
FR
N
2
2034-01-23
Fixed
5.62500000
N
N
N
N
N
N
Kennedy Wilson Europe Real Estate Ltd
213800WIL553Z1T6DZ52
KENNEDY WILSON E
QJ7003289
400000.00000000
PA
469208.68000000
0.000489153124
Long
DBT
CORP
JE
N
2
2025-11-12
Fixed
3.25000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
3656000.00000000
PA
4139638.63000000
0.004315600406
Long
DBT
CORP
FR
N
2
2170-04-04
Variable
1.75000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3709300000.00000000
PA
32411920.13000000
0.033789639188
Long
DBT
NUSS
JP
N
2
2028-03-20
Fixed
0.10000000
N
N
N
N
N
N
Lower Mattagami Energy LP
549300GKT6WU4LUC2K28
LOWER MATTAGAMI
548243AB0
2257000.00000000
PA
2206111.10000000
0.002299885282
Long
DBT
CORP
CA
N
2
2041-05-18
Fixed
5.13900000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
5976000.00000000
PA
6249363.32000000
0.006515002224
Long
DBT
NUSS
MX
N
2
2036-08-12
Fixed
2.25000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTL
N/A
2636000.00000000
PA
4576882.32000000
0.004771429819
Long
DBT
CORP
GB
N
2
2037-09-28
Fixed
5.12500000
N
N
N
N
N
N
General Motors Financial of Canada Ltd
5493001CSMJPUBB7NS44
GM FIN CAD
37045YAE4
2031000.00000000
PA
1631548.80000000
0.001700900318
Long
DBT
CORP
CA
N
2
2023-11-07
Fixed
3.25000000
N
N
N
N
N
N
East Nippon Expressway Co Ltd
3538001KIDW45H6JDO83
EAST NIPPON EXP
AZ0174443
580000000.00000000
PA
5014770.32000000
0.005227930929
Long
DBT
CORP
JP
N
2
2029-07-31
Fixed
0.14000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
N/A
1399000.00000000
PA
1548640.34000000
0.001614467705
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.50000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
11300000.00000000
PA
13205874.56000000
0.013767210790
Long
DBT
CORP
NL
N
2
2025-06-29
Fixed
1.80000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
7450000.00000000
PA
5668033.84000000
0.005908962430
Long
DBT
CORP
DE
N
2
2025-01-09
Fixed
4.25000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
AW5685606
904000.00000000
PA
1092299.69000000
0.001138729586
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
2.00000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6044300000.00000000
PA
54890946.99000000
0.057224172034
Long
DBT
NUSS
JP
N
2
2048-09-20
Fixed
0.90000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
7100000.00000000
PA
8031248.89000000
0.008372629610
Long
DBT
NUSS
FR
N
2
2023-04-27
Fixed
0.20000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
50000000.00000000
PA
59006049.78000000
0.061514193667
Long
DBT
NUSS
IT
N
2
2026-06-01
Fixed
1.60000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
15000000.00000000
PA
18941970.95000000
0.019747128875
Long
DBT
CORP
N/A
N
2
2026-12-14
Fixed
0.12500000
N
N
N
N
N
N
SP Manweb PLC
2138009ZFBGRSP57KS35
SP MANWEB
N/A
100000.00000000
PA
155263.47000000
0.000161863185
Long
DBT
CORP
GB
N
2
2027-09-20
Fixed
4.87500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHZ9
15840000.00000000
PA
12471658.24000000
0.013001785464
Long
DBT
NUSS
CA
Y
2
2031-12-15
Fixed
2.15000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
9929000.00000000
PA
11079321.25000000
0.011550265025
Long
DBT
CORP
FI
N
2
2027-01-18
Fixed
0.60000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZAM8
901000.00000000
PA
862600.24000000
0.000899266404
Long
DBT
CORP
CA
N
2
2036-02-14
Fixed
5.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBZ0
2506000.00000000
PA
1931165.61000000
0.002013252806
Long
DBT
CORP
CA
N
2
2046-06-06
Fixed
4.35000000
N
N
N
N
N
N
Holding d'Infrastructures de Transport SASU
9695004S3RCE0Q5V8G28
HOLDING D'INFRA
N/A
3000000.00000000
PA
3436092.08000000
0.003582148516
Long
DBT
CORP
FR
N
2
2029-09-18
Fixed
1.62500000
N
N
N
N
N
N
Juturna European Loan Conduit No 16 PLC
2138002G6EP1VAWYE654
JUTURNA EURO
N/A
1848476.43000000
PA
2933228.67000000
0.003057910115
Long
DBT
CORP
GB
N
2
2033-08-10
Fixed
5.06360000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
5000000.00000000
PA
4968229.10000000
0.005179411402
Long
DBT
CORP
CH
N
2
2040-01-30
Fixed
0.02000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
58137000.00000000
PA
67640603.20000000
0.070515772204
Long
DBT
NUSS
IT
Y
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3015000.00000000
PA
3321302.07000000
0.003462479178
Long
DBT
CORP
CH
N
2
2023-04-28
Fixed
1.12500000
N
N
N
N
N
N
CCEP Finance Ireland DAC
549300C3FJ5JIMZNEN16
CCEP FINANCE IRE
N/A
3562000.00000000
PA
3871861.57000000
0.004036441065
Long
DBT
CORP
IE
N
2
2029-09-06
Fixed
0.50000000
N
N
N
N
N
N
Nova Scotia Power Inc
5XLQXOZXQGDQ492ZD098
NOVA SCOTIA POWE
66988ZBC2
1494000.00000000
PA
1316701.81000000
0.001372670267
Long
DBT
CORP
CA
N
2
2043-07-20
Fixed
4.50000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAW3
2065000.00000000
PA
1518426.51000000
0.001582969589
Long
DBT
CORP
CA
N
2
2028-05-30
Fixed
2.07500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
3610000.00000000
PA
3849794.30000000
0.004013435792
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
0.62500000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ
N/A
6136000.00000000
PA
7538447.72000000
0.007858881160
Long
DBT
CORP
FI
N
2
2049-05-23
Variable
3.37500000
N
N
N
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
N/A
4513000.00000000
PA
5120194.87000000
0.005337836713
Long
DBT
CORP
NO
N
2
2024-11-20
Fixed
0.37500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1648000.00000000
PA
1906678.69000000
0.001987725032
Long
DBT
NUSS
RO
Y
2
2026-12-08
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
560803.44000000
0.000584641262
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
76000000.00000000
EUR
85946416.40000000
USD
2022-02-02
560803.44000000
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
VIRGIN MONEY
N/A
1455000.00000000
PA
2074649.18000000
0.002162835369
Long
DBT
CORP
GB
N
2
2030-12-11
Variable
5.12500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
EK0995556
40000000000.00000000
PA
34141624.22000000
0.035592867040
Long
DBT
NUSS
KR
N
2
2024-03-10
Fixed
3.50000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
2700000.00000000
PA
3170446.67000000
0.003305211435
Long
DBT
CORP
FR
N
2
2029-01-30
Fixed
1.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
100000.00000000
PA
111636.52000000
0.000116381803
Long
DBT
CORP
US
N
2
2024-12-04
Fixed
1.37500000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350BD6
770000000.00000000
PA
6679349.88000000
0.006963266031
Long
DBT
CORP
US
N
2
2027-08-10
Fixed
0.99200000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
ZS5393112
3390000.00000000
PA
3624397.47000000
0.003778458119
Long
DBT
CORP
CH
N
2
2029-05-08
Fixed
0.12500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBE1
576000.00000000
PA
975995.00000000
0.001017481184
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.87500000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TR
N/A
2753000.00000000
PA
2097649.55000000
0.002186813405
Long
DBT
NUSS
CA
N
2
2027-04-21
Fixed
1.55000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4387000.00000000
PA
4107905.55000000
0.004282518462
Long
DBT
NUSS
RO
Y
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
Region of Ile de France
969500X7E3U7ZNH95E23
ILE DE FRANCE
N/A
16800000.00000000
PA
19179059.60000000
0.019994295347
Long
DBT
NUSS
FR
N
2
2025-06-14
Fixed
0.50000000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP
N/A
722000.00000000
PA
970296.15000000
0.001011540096
Long
DBT
CORP
GB
N
2
2029-07-03
Fixed
2.00000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
4739000.00000000
PA
5427236.45000000
0.005657929573
Long
DBT
CORP
DE
N
2
2024-04-04
Fixed
1.12500000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
GREAT-WEST LIFEC
39138CAF3
4965000.00000000
PA
5077200.45000000
0.005293014749
Long
DBT
CORP
CA
N
2
2039-11-16
Fixed
5.99800000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220302
N/A
1.00000000
NC
36695.30000000
0.000038255090
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
85000000.00000000
PEN
22065886.14000000
USD
2022-03-02
36695.30000000
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
DEUTSCHE BOERSE
N/A
4513000.00000000
PA
5275779.97000000
0.005500035200
Long
DBT
CORP
DE
N
2
2028-03-26
Fixed
1.12500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
1731000.00000000
PA
2081060.41000000
0.002169519118
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
PHILIPS NV
N/A
3475000.00000000
PA
4056796.01000000
0.004229236431
Long
DBT
CORP
NL
N
2
2028-05-02
Fixed
1.37500000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
SOLVAY SA
ZR4026434
4000000.00000000
PA
4347881.34000000
0.004532694796
Long
DBT
CORP
BE
N
2
2029-09-06
Fixed
0.50000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
16184000.00000000
PA
17946698.99000000
0.018709551333
Long
DBT
CORP
NL
N
2
2026-01-11
None
0.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
5037707.90000000
0.005251843506
Long
DBT
CORP
N/A
N
2
2028-05-15
None
0.00000000
N
N
N
N
N
N
Deutsche Hypothekenbank AG
802UEDW6ZEY0W4YCVU89
DEUTSCHE HYP HAN
N/A
4500000.00000000
PA
5090624.02000000
0.005307008908
Long
DBT
CORP
DE
N
2
2024-05-17
Fixed
0.25000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
500000.00000000
PA
567413.76000000
0.000591532564
Long
DBT
CORP
FR
N
2
2024-12-11
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5217453.69000000
0.005439229671
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
556530000.00000000
USD
500000000.00000000
EUR
2022-02-02
5217453.69000000
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
389273.49000000
0.000405820164
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
49350000000.00000000
KRW
41317816.48000000
USD
2022-02-07
389273.49000000
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204AW8
2437000.00000000
PA
2763115.81000000
0.002880566343
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
0.62500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PDV2
32580000.00000000
PA
26204946.34000000
0.027318828326
Long
DBT
NUSS
CA
Y
2
2023-09-15
Fixed
2.35000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
6800000.00000000
PA
7987981.46000000
0.008327523031
Long
DBT
CORP
FR
N
2
2029-01-16
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
21759500000.00000000
PA
187641028.86000000
0.195617002531
Long
DBT
NUSS
JP
N
2
2041-03-20
Fixed
0.50000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
BALDER
N/A
1057000.00000000
PA
1164464.01000000
0.001213961363
Long
DBT
CORP
SE
N
2
2028-01-28
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2901889.48000000
0.003025238804
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
500000000.00000000
EUR
564973500.00000000
USD
2022-03-02
2901889.48000000
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
3543000.00000000
PA
3979951.10000000
0.004149125109
Long
DBT
CORP
GB
N
2
2027-03-13
Fixed
1.25000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
153500000.00000000
PA
1346062.15000000
0.001403278614
Long
DBT
NUSS
JP
N
2
2028-08-25
Fixed
0.24500000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KBB6
2264000.00000000
PA
1691564.13000000
0.001763466693
Long
DBT
CORP
CA
N
2
2030-12-09
Fixed
2.90000000
N
N
N
N
N
N
BCI QuadReal Realty
254900YMIAXSA3CWDD24
BCI QUADREAL REA
05554PAA1
5514000.00000000
PA
3989814.40000000
0.004159407664
Long
DBT
CORP
CA
N
2
2030-07-24
Fixed
1.74700000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
60000000.00000000
PA
9675735.35000000
0.010087017524
Long
DBT
NUSS
CN
N
2
2031-05-27
Fixed
3.02000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBF2
2483000.00000000
PA
2129237.11000000
0.002219743643
Long
DBT
CORP
CA
N
2
2042-04-25
Fixed
4.19000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
EK0521600
1900000.00000000
PA
2382858.47000000
0.002484145574
Long
DBT
CORP
FR
N
2
2026-02-05
Fixed
3.12500000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
7672000.00000000
PA
8559209.91000000
0.008923032434
Long
DBT
CORP
LU
N
2
2029-03-12
Fixed
1.75000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
1900000.00000000
PA
2194635.49000000
0.002287921883
Long
DBT
CORP
ES
N
2
2028-07-14
Variable
2.75000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AM8
1857000.00000000
PA
1455550.53000000
0.001517420968
Long
DBT
CORP
CA
N
2
2035-06-01
Fixed
3.65000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTW
N/A
4315000.00000000
PA
5092108.18000000
0.005308556155
Long
DBT
NUSS
PL
N
2
2028-04-30
Fixed
1.62500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
BH5287462
10099000.00000000
PA
12978032.18000000
0.013529683615
Long
DBT
CORP
GB
N
2
2032-04-07
Fixed
2.82200000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA
EK0566621
4152000.00000000
PA
4919861.23000000
0.005128987580
Long
DBT
CORP
FR
N
2
2024-02-10
Fixed
2.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2257000.00000000
PA
2584939.28000000
0.002694816143
Long
DBT
CORP
FR
N
2
2024-06-27
Fixed
1.00000000
N
N
N
N
N
N
Stagecoach Group PLC
4L663LRNTBQ008OK2N07
STAGECOACH GROUP
N/A
100000.00000000
PA
141554.22000000
0.000147571202
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
4.00000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910BH5
1593000.00000000
PA
1220235.87000000
0.001272103892
Long
DBT
CORP
CA
N
2
2028-11-08
Fixed
2.82900000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
1806000.00000000
PA
2080188.22000000
0.002168609854
Long
DBT
CORP
GB
N
2
2024-12-04
Variable
1.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
24000000.00000000
PA
25371552.15000000
0.026450009421
Long
DBT
CORP
CH
N
2
2030-02-26
None
0.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086TM6
5231000.00000000
PA
3961426.44000000
0.004129813029
Long
DBT
CORP
CA
N
2
2026-05-04
Fixed
1.58900000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220202
N/A
1.00000000
NC
2145954.09000000
0.002237171205
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
7684000000.00000000
MXN
374533295.64000000
USD
2022-02-02
2145954.09000000
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M76
85105000.00000000
PA
66040649.81000000
0.068847810308
Long
DBT
NUSS
CA
N
2
2023-11-01
Fixed
0.50000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
2300000.00000000
PA
2572316.86000000
0.002681657187
Long
DBT
CORP
IT
N
2
2028-01-17
Fixed
0.25000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
N/A
5000000.00000000
PA
5929383.84000000
0.006181421518
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
1.50000000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
7000000.00000000
PA
7373935.73000000
0.007687376333
Long
DBT
NUSS
BE
N
2
2037-06-22
Fixed
0.50000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
415000000.00000000
PA
547744633.18000000
0.571027370432
Long
DBT
NUSS
GB
N
2
2024-01-31
Fixed
0.12500000
N
N
N
N
N
N
Bayer Capital Corp BV
529900KEOKKPYZLTAU90
BAYER CAP CORPNV
N/A
6800000.00000000
PA
7681373.93000000
0.008007882671
Long
DBT
CORP
NL
N
2
2022-12-15
Fixed
0.62500000
N
N
N
N
N
N
Lower Mattagami Energy LP
549300GKT6WU4LUC2K28
LOWER MATTAGAMI
548243AG9
904000.00000000
PA
735427.95000000
0.000766688458
Long
DBT
CORP
CA
N
2
2024-06-20
Fixed
3.41600000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
2000000.00000000
PA
2213083.03000000
0.002307153565
Long
DBT
CORP
DE
N
2
2170-04-22
Variable
0.95000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4513000.00000000
PA
7849065.08000000
0.008182701794
Long
DBT
CORP
DE
N
2
2028-12-07
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
177098.71000000
0.000184626566
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
400000000.00000000
CAD
314852290.98000000
USD
2022-02-02
177098.71000000
N
N
N
WPP Finance SA
549300KWN0W6L03WNN80
WPP FINANCE
N/A
9547000.00000000
PA
11653996.29000000
0.012149367521
Long
DBT
CORP
FR
N
2
2027-05-19
Fixed
2.37500000
N
N
N
N
N
N
Cogeco Communications Inc
549300XHH6LJM6IAXV57
COGECO COMMUNICA
19239CAA4
1591000.00000000
PA
1190592.18000000
0.001241200151
Long
DBT
CORP
CA
N
2
2031-09-22
Fixed
2.99100000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
4558000.00000000
PA
5321924.01000000
0.005548140664
Long
DBT
CORP
NL
N
2
2027-01-29
Fixed
1.37500000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
MUNI FINANCE PLC
N/A
1850000.00000000
PA
1405285.52000000
0.001465019365
Long
DBT
NUSS
FI
N
2
2024-03-20
Fixed
5.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1353800000.00000000
PA
13720671.24000000
0.014303889703
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
2.00000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
2066750000.00000000
PA
23528684.42000000
0.024528807733
Long
DBT
NUSS
JP
N
2
2040-03-20
Fixed
2.30000000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECH
N/A
1600000.00000000
PA
1900515.24000000
0.001981299595
Long
DBT
CORP
DE
N
2
2032-06-24
Fixed
2.00000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
8574000.00000000
PA
10975520.46000000
0.011442052021
Long
DBT
CORP
N/A
N
2
2027-11-04
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468D4
4508000.00000000
PA
3606926.29000000
0.003760244299
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
3.00000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
3100000.00000000
PA
3502816.64000000
0.003651709307
Long
DBT
CORP
ES
N
2
2027-03-11
Variable
1.12500000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
1600000.00000000
PA
1850690.84000000
0.001929357331
Long
DBT
CORP
FR
N
2
2023-01-18
Fixed
2.87500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBV8
1535000.00000000
PA
1121337.21000000
0.001169001391
Long
DBT
CORP
CA
N
2
2051-09-21
Fixed
4.10000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
2240000.00000000
PA
1688714.10000000
0.001760495518
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
4.25000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
475000000.00000000
PA
4185142.94000000
0.004363038947
Long
DBT
NUSS
JP
N
2
2024-07-25
Fixed
0.61100000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
7537000.00000000
PA
8533023.04000000
0.008895732451
Long
DBT
CORP
DE
N
2
2024-04-02
None
0.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086QC1
6513000.00000000
PA
5212406.95000000
0.005433968411
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
2.94900000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
1355000.00000000
PA
1545989.52000000
0.001611704208
Long
DBT
NUSS
DE
N
2
2025-03-11
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-2504610.52000000
-0.00261107288
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
559567000.00000000
USD
2022-03-02
-2504610.52000000
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
905000.00000000
PA
666670.63000000
0.000695008501
Long
DBT
NUSS
CA
N
2
2025-08-26
Fixed
3.10000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AY4
3115000.00000000
PA
3604559.79000000
0.003757777208
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.62500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M50
80000000.00000000
PA
61827479.05000000
0.064455552174
Long
DBT
NUSS
CA
N
2
2024-10-01
Fixed
0.75000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
N/A
2586000.00000000
PA
2912553.63000000
0.003036356250
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
32600000.00000000
PA
35373161.76000000
0.036876752997
Long
DBT
NUSS
FR
N
2
2030-06-24
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220302
N/A
1.00000000
NC
-285905.17000000
-0.00029805801
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
346500000.00000000
SGD
256164962.84000000
USD
2022-03-02
-285905.17000000
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
1806000.00000000
PA
2021986.73000000
0.002107934419
Long
DBT
CORP
N/A
N
2
2026-10-07
Fixed
0.12500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
7898000.00000000
PA
10260282.30000000
0.010696411551
Long
DBT
NUSS
CH
N
2
2031-06-22
Fixed
2.25000000
N
N
N
N
N
N
Danica Pension Livsforsikrings AB
2138004VZX8CSGPTDX68
DANICA PENSION
N/A
1535000.00000000
PA
1899144.11000000
0.001979870183
Long
DBT
CORP
DK
N
2
2045-09-29
Variable
4.37500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
43231000.00000000
PA
50165541.58000000
0.052297905920
Long
DBT
NUSS
NL
Y
2
2026-07-15
Fixed
0.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
6860000.00000000
PA
7534322.55000000
0.007854580644
Long
DBT
CORP
N/A
N
2
2029-10-24
None
0.00000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
592791000000.00000000
PA
45765958.86000000
0.047711312097
Long
DBT
NUSS
ID
N
2
2029-05-15
Fixed
8.25000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
10800000.00000000
PA
11629162.97000000
0.012123478622
Long
DBT
CORP
DE
N
2
2029-12-14
Fixed
0.62500000
N
N
N
N
N
N
Action Logement Services
969500O2QYH3YW92C551
ACTION LOGEMENT
N/A
7400000.00000000
PA
7805884.12000000
0.008137685360
Long
DBT
NUSS
FR
N
2
2041-07-19
Fixed
0.75000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
300000.00000000
PA
371436.48000000
0.000387224965
Long
DBT
CORP
ES
N
2
2028-10-17
Fixed
2.31800000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
N/A
13719000.00000000
PA
15011290.75000000
0.015649369002
Long
DBT
CORP
CA
N
2
2029-06-08
Fixed
0.05000000
N
N
N
N
N
N
BMW Canada Inc
549300GR80F607MKF166
BMW CANADA INC
05590HBA4
1991000.00000000
PA
1507578.34000000
0.001571660301
Long
DBT
CORP
CA
N
2
2025-01-14
Fixed
0.99000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1355000.00000000
PA
1613552.20000000
0.001682138744
Long
DBT
CORP
DE
N
2
2031-03-28
Fixed
1.37500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAM7
2374000.00000000
PA
3140457.56000000
0.003273947591
Long
DBT
CORP
US
N
2
2034-10-15
Fixed
2.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2000000.00000000
PA
2262153.09000000
0.002358309424
Long
DBT
CORP
ES
N
2
2024-10-01
Fixed
0.62500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
79000.00000000
PA
129599.58000000
0.000135108411
Long
DBT
CORP
N/A
N
2
2028-12-07
Fixed
4.87500000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
BH6216189
5821000.00000000
PA
6710157.97000000
0.006995383667
Long
DBT
CORP
GB
N
2
2025-04-16
Fixed
1.25000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
363370000.00000000
PA
411757731.71000000
0.429260134286
Long
DBT
NUSS
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
400000000.00000000
PA
3934911.71000000
0.004102171250
Long
DBT
NUSS
JP
N
2
2034-07-31
Fixed
1.42700000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
1300000.00000000
PA
1562656.33000000
0.001629079466
Long
DBT
CORP
FR
N
2
2024-06-11
Fixed
3.12500000
N
N
N
N
N
N
Elia Transmission Belgium SA
549300A3EZXECDLW2V25
ELIA TRANS BE
N/A
6400000.00000000
PA
7441463.99000000
0.007757774986
Long
DBT
CORP
BE
N
2
2026-01-14
Fixed
1.37500000
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
COVIVIO
N/A
100000.00000000
PA
120556.59000000
0.000125681035
Long
DBT
CORP
FR
N
2
2028-02-20
Fixed
2.37500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
200000000.00000000
PA
1732555.61000000
0.001806200579
Long
DBT
CORP
JP
N
2
2028-10-31
Variable
0.36000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJP8
1806000.00000000
PA
1970545.51000000
0.002054306610
Long
DBT
CORP
US
N
2
2030-03-04
Fixed
0.80000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMP TOBACCO FIN
N/A
217000.00000000
PA
266644.60000000
0.000277978743
Long
DBT
CORP
GB
N
2
2026-02-26
Fixed
3.37500000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
6400000.00000000
PA
7471865.10000000
0.007789468343
Long
DBT
CORP
NL
N
2
2026-06-25
Fixed
1.75000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
19075000.00000000
PA
20817216.12000000
0.021702084257
Long
DBT
CORP
N/A
N
2
2031-10-15
Fixed
0.01000000
N
N
N
N
N
N
AMCO - Asset Management Co SpA
815600188E751D28E867
AMCO SPA
N/A
9342000.00000000
PA
11068603.62000000
0.011539091826
Long
DBT
CORP
IT
N
2
2027-07-17
Fixed
2.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
4952000.00000000
PA
5361862.47000000
0.005589776770
Long
DBT
CORP
GB
N
2
2032-05-12
Variable
1.10600000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
4513000.00000000
PA
5120023.00000000
0.005337657538
Long
DBT
CORP
IT
N
2
2024-09-19
Fixed
0.62500000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
ALSTOM S
N/A
4600000.00000000
PA
5108205.39000000
0.005325337602
Long
DBT
CORP
FR
N
2
2026-10-14
Fixed
0.25000000
N
N
N
N
N
N
Assura Financing PLC
549300YH2O3CNDZSO632
ASSURA FIN
N/A
1000000.00000000
PA
1250576.29000000
0.001303733979
Long
DBT
CORP
GB
N
2
2033-06-30
Fixed
1.62500000
N
N
N
N
N
N
Safran SA
969500UIC89GT3UL7L24
SAFRAN SA
N/A
1800000.00000000
PA
1980474.61000000
0.002064657762
Long
DBT
CORP
FR
N
2
2026-03-16
Fixed
0.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
8420000.00000000
PA
9249595.82000000
0.009642764271
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.40600000
N
N
N
N
N
N
PSA Tresorerie GIE
9695004TMMZ3JBKJO332
PSA TRESORERIE
N/A
1783000.00000000
PA
2836435.38000000
0.002957002475
Long
DBT
CORP
FR
N
2
2033-09-19
Fixed
6.00000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
15000000.00000000
PA
16765103.39000000
0.017477730175
Long
DBT
CORP
LU
N
2
2027-10-13
None
0.00000000
N
N
N
N
N
N
Groupe VYV
969500E0I6R1LLI4UF62
GROUPE VYV
N/A
1900000.00000000
PA
2207949.57000000
0.002301801899
Long
DBT
CORP
FR
N
2
2029-07-02
Fixed
1.62500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
1210000.00000000
PA
1139732.01000000
0.001188178091
Long
DBT
CORP
US
N
2
2041-01-15
Fixed
0.50000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
340000000.00000000
PA
36243939.84000000
0.037784544854
Long
DBT
CORP
SE
N
2
2025-06-11
Fixed
0.50000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
3791000.00000000
PA
4637399.21000000
0.004834519073
Long
DBT
CORP
MX
N
2
2073-09-06
Variable
6.37500000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
1381000.00000000
PA
1376407.76000000
0.001434914111
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
1.50000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
6800000.00000000
PA
7868287.13000000
0.008202740907
Long
DBT
CORP
FR
N
2
2031-01-15
Fixed
1.87500000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
45950KCQ1
1519000.00000000
PA
1182456.92000000
0.001232719089
Long
DBT
CORP
N/A
N
2
2024-09-13
Fixed
1.37500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
28326000.00000000
PA
61895169.08000000
0.064526119474
Long
DBT
NUSS
GB
N
2
2049-12-07
Fixed
4.25000000
N
N
N
N
N
N
Scentre Group Trust 1
549300SQ859FBKRKSI77
SCENTRE GRP TRST
N/A
3159000.00000000
PA
4556088.62000000
0.004749752250
Long
DBT
CORP
AU
N
2
2026-07-16
Fixed
3.87500000
N
N
N
N
N
N
Atco Ltd/Canada
5299005SPZ1QYL51JD25
ATCO LTD
046789AA1
461000.00000000
PA
386116.40000000
0.000402528877
Long
DBT
CORP
CA
N
2
2078-11-01
Variable
5.50000000
N
N
N
N
N
N
Transport for London
213800FGQ9DJHGRLQZ89
TFL
N/A
2612000.00000000
PA
4098429.12000000
0.004272639221
Long
DBT
CORP
GB
N
2
2045-05-15
Fixed
3.62500000
N
N
N
N
N
N
CGI Inc
549300WSRCZY73ZG3090
CGI INC
12532HAG9
6459000.00000000
PA
4841028.50000000
0.005046803943
Long
DBT
CORP
CA
N
2
2028-09-18
Fixed
2.10000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
3587000.00000000
PA
2648203.67000000
0.002760769684
Long
DBT
NUSS
NO
N
2
2023-04-17
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
NZD/USD FWD 20220202
N/A
1.00000000
NC
10692061.74000000
0.011146544448
N/A
DFE
N/A
N
2
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
404000000.00000000
NZD
276517800.00000000
USD
2022-02-02
10692061.74000000
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2252889.48000000
0.002348652050
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
500000000.00000000
EUR
564324500.00000000
USD
2022-03-02
2252889.48000000
N
N
N
Gazprom PJSC Via Gaz Capital SA
N/A
GAZPROM
N/A
1644000.00000000
PA
2191625.67000000
0.002284784126
Long
DBT
CORP
LU
N
2
2024-04-06
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
6944386.22000000
0.007239568153
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1020000000.00000000
AUD
728140117.20000000
USD
2022-02-02
6944386.22000000
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
3100000.00000000
PA
3783814.48000000
0.003944651397
Long
DBT
NUSS
BE
N
2
2044-04-11
Fixed
1.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
4600000.00000000
PA
5287720.71000000
0.005512483499
Long
DBT
CORP
FR
N
2
2029-03-21
Fixed
0.87500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BX5
2798000.00000000
PA
3234139.90000000
0.003371612044
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
1.70000000
N
N
N
N
N
N
Daimler Trucks Finance Canada Inc
54930098P2A2K13NYP58
DAIMLER TRCKS FI
233852AC6
2491000.00000000
PA
1949629.07000000
0.002032501084
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
1.85000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CT7
940000.00000000
PA
739062.59000000
0.000770477594
Long
DBT
CORP
CA
N
2
2049-02-08
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-1337184.63000000
-0.00139402374
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
55000000000.00000000
JPY
476706805.38000000
USD
2022-03-02
-1337184.63000000
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
10484000.00000000
PA
12324981.05000000
0.012848873532
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
1.57300000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
111000000.00000000
PA
958707.04000000
0.000999458373
Long
DBT
CORP
JP
N
2
2026-07-29
Fixed
0.36600000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
4105000.00000000
PA
4472601.37000000
0.004662716245
Long
DBT
CORP
DE
N
2
2035-07-16
Fixed
0.75000000
N
N
N
N
N
N
Bertelsmann SE & Co KGaA
5299001BUUGXAREGE533
BERTELSMANN SE
BH3422368
3700000.00000000
PA
4481392.66000000
0.004671881222
Long
DBT
CORP
DE
N
2
2028-04-01
Fixed
2.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
22043700000.00000000
PA
189467861.80000000
0.197521487845
Long
DBT
NUSS
JP
N
2
2041-09-20
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2590250000.00000000
PA
26287823.32000000
0.027405228121
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
2.20000000
N
N
N
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
RICHEMONT INT
N/A
6950000.00000000
PA
8599638.75000000
0.008965179765
Long
DBT
CORP
LU
N
2
2038-03-26
Fixed
2.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
89000000000.00000000
PA
65962946.16000000
0.068766803744
Long
DBT
NUSS
KR
N
2
2049-03-10
Fixed
2.00000000
N
N
N
N
N
N
Canton of Geneva Switzerland
N/A
CANTON OF GENEVA
N/A
1605000.00000000
PA
1907100.96000000
0.001988165251
Long
DBT
NUSS
CH
N
2
2029-07-30
Fixed
1.62500000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GL5
7437000.00000000
PA
5919017.70000000
0.006170614750
Long
DBT
NUSS
CA
N
2
2048-08-14
Fixed
3.10000000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER
N/A
1355000.00000000
PA
2305102.39000000
0.002403084351
Long
DBT
CORP
KY
N
2
2029-03-31
Fixed
6.19200000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
56000000.00000000
PA
6128861.25000000
0.006389378026
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
1.34200000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
1000000.00000000
PA
722658.20000000
0.000753375910
Long
DBT
CORP
GB
N
2
2029-06-26
Fixed
4.00000000
N
N
N
N
N
N
FLUVIUS System Operator CVBA
549300WSQWO0M3PK2J78
FLUVIUS
EK2459296
2600000.00000000
PA
3316643.85000000
0.003457622953
Long
DBT
CORP
BE
N
2
2029-05-07
Fixed
2.87500000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
75587000.00000000
PA
87847784.34000000
0.091581890996
Long
DBT
NUSS
PT
Y
2
2027-10-15
Fixed
0.70000000
N
N
N
N
N
N
Linde Inc/CT
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBL7
9274000.00000000
PA
10987550.23000000
0.011454593135
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
1.62500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
1900000.00000000
PA
2224290.02000000
0.002318836925
Long
DBT
CORP
ES
N
2
2026-04-13
Fixed
1.46000000
N
N
N
N
N
N
Zuercher Kantonalbank
165GRDQ39W63PHVONY02
ZUERCHER KBK
N/A
10000000.00000000
PA
10838070.47000000
0.011298759506
Long
DBT
CORP
CH
N
2
2028-01-25
Fixed
0.30000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
EURO BK RECON&DV
N/A
452000.00000000
PA
770216.08000000
0.000802955311
Long
DBT
CORP
N/A
N
2
2028-12-07
Fixed
5.62500000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
N/A
2934000.00000000
PA
5718483.40000000
0.005961556427
Long
DBT
CORP
SG
N
2
2040-07-26
Fixed
5.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5197453.69000000
0.005418379539
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
556550000.00000000
USD
500000000.00000000
EUR
2022-02-02
5197453.69000000
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
9720000.00000000
PA
11123891.16000000
0.011596729448
Long
DBT
CORP
DE
N
2
2025-11-20
Fixed
0.62500000
N
N
N
N
N
N
Groupe Bruxelles Lambert SA
549300KV0ZEHT2KVU152
GRP BRUXELLES
N/A
1300000.00000000
PA
1502560.28000000
0.001566428940
Long
DBT
CORP
BE
N
2
2024-05-23
Fixed
1.37500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
5419000.00000000
PA
6549323.11000000
0.006827712271
Long
DBT
NUSS
SI
N
2
2035-03-25
Fixed
1.50000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
70000000.00000000
PA
11350936.55000000
0.011833425756
Long
DBT
NUSS
CN
N
2
2028-01-11
Fixed
3.40000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ACY8
47532000.00000000
PA
37112360.39000000
0.038689878969
Long
DBT
NUSS
CA
N
2
2046-12-02
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2049953.69000000
0.002137090158
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
559697500.00000000
USD
500000000.00000000
EUR
2022-02-02
2049953.69000000
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-1860932.09000000
-0.00194003390
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
549950769.02000000
USD
3490537531.00000000
CNY
2022-02-08
-1860932.09000000
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
3600000.00000000
PA
4064768.31000000
0.004237547606
Long
DBT
CORP
ES
N
2
2023-10-20
Fixed
0.12500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
45389000.00000000
PA
53743285.73000000
0.056027727648
Long
DBT
NUSS
NL
Y
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
24110000.00000000
PA
25957879.42000000
0.027061259443
Long
DBT
CORP
N/A
N
2
2036-04-22
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2131532.42000000
0.002222136519
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
395354750.00000000
USD
2022-02-02
2131532.42000000
N
N
N
University of Toronto
N/A
UNIV OF TORONTO
383660AB3
26000.00000000
PA
28294.22000000
0.000029496909
Long
DBT
CORP
CA
N
2
2043-12-15
Fixed
5.84100000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZDK6
17629000.00000000
PA
17803892.05000000
0.018560674162
Long
DBT
NUSS
CA
N
2
2038-12-01
Fixed
5.00000000
N
N
N
N
N
N
Jyske Realkredit A/S
529900R9HQNZRT2OXB26
JYSKE REALKREDIT
N/A
10010000.00000000
PA
11362914.01000000
0.011845912336
Long
DBT
CORP
DK
N
2
2026-10-01
Fixed
0.50000000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
628957AG7
1806000.00000000
PA
1362829.78000000
0.001420758978
Long
DBT
CORP
CA
N
2
2030-05-29
Fixed
2.06300000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
120633000.00000000
PA
122692833.73000000
0.127908083387
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
N/A
900000.00000000
PA
1032975.31000000
0.001076883531
Long
DBT
CORP
FR
N
2
2022-12-12
Fixed
2.37500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
996400000.00000000
PA
11205400.28000000
0.011681703240
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
2.50000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS
N/A
6995000.00000000
PA
8136394.86000000
0.008482244973
Long
DBT
CORP
GB
N
2
2027-02-12
Fixed
2.12500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
4881000.00000000
PA
5581966.90000000
0.005819237081
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2260000.00000000
PA
2473984.06000000
0.002579144598
Long
DBT
CORP
CH
N
2
2030-04-30
Fixed
0.50000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
6147000.00000000
PA
6808447.76000000
0.007097851417
Long
DBT
CORP
DE
N
2
2025-02-12
None
0.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
278900000.00000000
PA
2438843.81000000
0.002542510657
Long
DBT
NUSS
JP
N
2
2028-01-31
Fixed
0.18500000
N
N
N
N
N
N
Lansforsakringar Hypotek AB
5493001P7BX1N0JAG961
LANSFORSAKRINGAR
N/A
189700000.00000000
PA
20490157.20000000
0.021361123189
Long
DBT
CORP
SE
N
2
2027-09-15
Fixed
1.00000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
N/A
7720000.00000000
PA
8610852.69000000
0.008976870371
Long
DBT
CORP
JP
N
2
2025-03-03
Fixed
0.01000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DS3
18338000.00000000
PA
15172275.35000000
0.015817196503
Long
DBT
NUSS
CA
N
2
2046-12-01
Fixed
3.30000000
N
N
N
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
KANSAI EL PW CO
N/A
80000000.00000000
PA
702570.52000000
0.000732434372
Long
DBT
CORP
JP
N
2
2027-05-25
Fixed
0.47000000
N
N
N
N
N
N
BUPA Finance PLC
ZIMCVQHUFZ8GVHENP290
BUPA FINANCE
N/A
2301000.00000000
PA
3407131.91000000
0.003551957349
Long
DBT
CORP
GB
N
2
2026-12-08
Fixed
5.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
50000000.00000000
PA
498041.88000000
0.000519211924
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
2.37000000
N
N
N
N
N
N
Aeroports de Montreal
549300KK0OFPB3OVOT20
AEROPORTS DE MON
007863AL7
3628000.00000000
PA
2604242.70000000
0.002714940084
Long
DBT
CORP
CA
N
2
2050-04-21
Fixed
3.03000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
N/A
2844000.00000000
PA
3168603.21000000
0.003303289615
Long
DBT
CORP
LU
N
2
2025-02-14
None
0.00000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
4750000.00000000
PA
3413297.37000000
0.003558384881
Long
DBT
NUSS
SG
N
2
2033-07-21
Fixed
1.86500000
N
N
N
N
N
N
N/A
N/A
HKD/USD FWD 20220207
N/A
1.00000000
NC
5348.82000000
0.000005576179
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
255000000.00000000
HKD
32709899.75000000
USD
2022-02-07
5348.82000000
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
5419000.00000000
PA
6147898.32000000
0.006409224296
Long
DBT
CORP
NL
N
2
2023-04-03
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
225650000.00000000
PA
2357478.18000000
0.002457686455
Long
DBT
NUSS
JP
N
2
2033-12-20
Fixed
2.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
9025000.00000000
PA
10218147.55000000
0.010652485798
Long
DBT
CORP
SE
N
2
2026-02-09
Fixed
0.37500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
2000000.00000000
PA
2359971.69000000
0.002460285955
Long
DBT
CORP
FR
N
2
2023-06-07
Fixed
4.00000000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
LONDON STOCK EX
N/A
3000000.00000000
PA
3871576.76000000
0.004036144149
Long
DBT
CORP
GB
N
2
2030-04-06
Fixed
1.62500000
N
N
N
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
CAPITAL POWER
14046ZAC3
1128000.00000000
PA
928387.97000000
0.000967850544
Long
DBT
CORP
CA
N
2
2024-09-18
Fixed
4.28400000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
2708000.00000000
PA
3067631.61000000
0.003198026061
Long
DBT
CORP
FI
N
2
2023-08-29
Fixed
0.37500000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
904000.00000000
PA
1021904.97000000
0.001065342629
Long
DBT
CORP
DE
N
2
2023-10-26
Fixed
0.12500000
N
N
N
N
N
N
Auckland Council
213800RWHTSELJS5LA96
AUCKLAND COUNCIL
N/A
4513000.00000000
PA
5156347.96000000
0.005375526547
Long
DBT
NUSS
NZ
N
2
2024-11-13
Fixed
0.62500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTI
N/A
500000.00000000
PA
561959.86000000
0.000585846837
Long
DBT
CORP
ES
N
2
2027-02-27
Fixed
1.00000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
3444000.00000000
PA
3653137.16000000
0.003808419434
Long
DBT
NUSS
MX
N
2
2030-01-17
Fixed
1.12500000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
78975000.00000000
PA
10040737.39000000
0.010467534543
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
2.25000000
N
N
N
N
N
N
Agence France Locale
969500NMI4UP00IO8G47
AGENCE FRANCE
N/A
7800000.00000000
PA
8758278.83000000
0.009130563088
Long
DBT
NUSS
FR
N
2
2026-06-20
Fixed
0.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
2000000.00000000
PA
2212162.25000000
0.002306193645
Long
DBT
CORP
US
N
2
2032-05-24
Variable
1.10200000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
5000000.00000000
PA
5442464.74000000
0.005673805165
Long
DBT
CORP
FR
N
2
2032-01-09
Fixed
0.50000000
N
N
N
N
N
N
Original Wempi Inc
N/A
WEST EDMONTON MA
952637AC0
520651.96000000
PA
412430.81000000
0.000429961822
Long
DBT
CORP
CA
N
2
2024-02-13
Fixed
4.05600000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
631000.00000000
PA
706608.28000000
0.000736643763
Long
DBT
CORP
N/A
N
2
2037-11-13
Fixed
0.50000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
7672000.00000000
PA
9584023.94000000
0.009991407778
Long
DBT
CORP
NL
N
2
2026-01-05
Fixed
3.87500000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
13336000.00000000
PA
8994168.70000000
0.009376479824
Long
DBT
NUSS
AU
Y
2
2031-08-21
Fixed
1.75000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
40000000.00000000
PA
42635578.55000000
0.044447870104
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
Fonterra Co-operative Group Ltd
549300NCQQ9E4O5JX172
FONTERRA CO-OP
N/A
100000.00000000
PA
76108.42000000
0.000079343526
Long
DBT
CORP
NZ
N
2
2027-11-02
Fixed
4.00000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
985000.00000000
PA
1143781.19000000
0.001192399387
Long
DBT
CORP
DE
N
2
2025-08-15
Fixed
1.62500000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
4565000.00000000
PA
5249329.20000000
0.005472460099
Long
DBT
CORP
DE
N
2
2040-04-16
Fixed
1.37500000
N
N
N
N
N
N
Alliander NV
724500XBZ9QOPTI11U82
ALLIANDER
N/A
3184000.00000000
PA
3488462.68000000
0.003636745209
Long
DBT
CORP
NL
N
2
2030-06-10
Fixed
0.37500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63306AGD2
4152000.00000000
PA
3293862.62000000
0.003433873371
Long
DBT
CORP
CA
N
2
2024-07-12
Fixed
2.54500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FM1
2121000.00000000
PA
1692256.49000000
0.001764188483
Long
DBT
CORP
US
N
2
2025-04-25
Variable
2.93200000
N
N
N
N
N
N
Bromford Housing Group Ltd
213800GKFIZBLASN3454
BROMFORD HOUSING
N/A
857000.00000000
PA
1317000.78000000
0.001372981945
Long
DBT
CORP
GB
N
2
2048-05-03
Fixed
3.12500000
N
N
N
N
N
N
Nederlandse Gasunie NV
724500MQFZSYSBC5H178
NEDERLANDSE GASU
N/A
1355000.00000000
PA
1462755.78000000
0.001524932488
Long
DBT
CORP
NL
N
2
2031-10-03
Fixed
0.37500000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
N/A
500000.00000000
PA
524976.15000000
0.000547291077
Long
DBT
NUSS
AT
N
2
2035-07-16
Fixed
0.10000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
452000.00000000
PA
533927.11000000
0.000556622511
Long
DBT
NUSS
CA
N
2
2024-01-22
Fixed
2.37500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAM3
1196000.00000000
PA
914900.15000000
0.000953789403
Long
DBT
NUSS
CA
N
2
2026-06-30
Fixed
1.35000000
N
N
N
N
N
N
Programa Cedulas TDA Fondo de Titulizacion de Activos
959800B2SA7684UFA098
PROGRAMA CEDULAS
N/A
9000000.00000000
PA
13481635.29000000
0.014054693158
Long
DBT
CORP
ES
N
2
2031-04-10
Fixed
4.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
381263000.00000000
PA
418665208.06000000
0.436461223658
Long
DBT
NUSS
DE
N
2
2036-05-15
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
026657AG1
3250000.00000000
PA
3704330.73000000
0.003861789067
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
0.75000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AB2
2528000.00000000
PA
2002075.77000000
0.002087177113
Long
DBT
CORP
CA
N
2
2044-07-22
Fixed
4.05000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
BH6216197
7000000.00000000
PA
8256553.93000000
0.008607511591
Long
DBT
CORP
GB
N
2
2030-04-16
Fixed
1.75000000
N
N
N
N
N
N
SATO Oyj
7437009ELUGUOA45V564
SATO-OYJ
N/A
7000000.00000000
PA
7867903.59000000
0.008202341064
Long
DBT
CORP
FI
N
2
2028-02-24
Fixed
1.37500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
66628000.00000000
PA
77413432.53000000
0.080704010840
Long
DBT
NUSS
NL
Y
2
2023-07-15
Fixed
1.75000000
N
N
N
N
N
N
Martlet Homes Ltd
2138001TCZGXYSUJLZ52
MARTLET HOM
N/A
2535000.00000000
PA
3794054.78000000
0.003955326977
Long
DBT
CORP
GB
N
2
2052-05-09
Fixed
3.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
150454410000.00000000
PA
108143671.99000000
0.112740486906
Long
DBT
NUSS
KR
N
2
2051-03-10
Fixed
1.87500000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TELIA CO AB
N/A
6955000.00000000
PA
7290626.03000000
0.007600525424
Long
DBT
CORP
SE
N
2
2030-11-27
Fixed
0.12500000
N
N
N
N
N
N
United Energy Distribution Pty Ltd
54930028EZKBY3VF2528
UNITED ENERGY D
N/A
1390000.00000000
PA
1033092.20000000
0.001077005390
Long
DBT
CORP
AU
N
2
2024-10-23
Fixed
3.85000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2650889.48000000
0.002763569658
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000000.00000000
EUR
564722500.00000000
USD
2022-03-02
2650889.48000000
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCB2
3774000.00000000
PA
2897625.33000000
0.003020793399
Long
DBT
CORP
CA
N
2
2047-09-16
Fixed
4.33000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
633000.00000000
PA
754269.76000000
0.000786331168
Long
DBT
CORP
NL
N
2
2027-05-28
Fixed
1.62500000
N
N
N
N
N
N
Basellandschaftliche Kantonalbank
529900TPRILCY8WVKI23
BASELLAND KANTBK
N/A
2710000.00000000
PA
2939045.52000000
0.003063974219
Long
DBT
CORP
CH
N
2
2023-03-23
None
0.00000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
124997000.00000000
PA
4471900.86000000
0.004661985958
Long
DBT
NUSS
TH
N
2
2037-12-12
Fixed
4.26000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
N/A
4965000.00000000
PA
5693235.69000000
0.005935235524
Long
DBT
CORP
FR
N
2
2024-03-08
Fixed
1.37500000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
100000.00000000
PA
111166.85000000
0.000115892169
Long
DBT
CORP
LU
N
2
2028-10-17
Fixed
1.12500000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
N/A
270700000.00000000
PA
2382239.27000000
0.002483500054
Long
DBT
NUSS
JP
N
2
2024-12-12
Fixed
0.46600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
9000000.00000000
PA
11602486.99000000
0.012095668738
Long
DBT
CORP
US
N
2
2029-06-02
Variable
1.66700000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAQ2
3701000.00000000
PA
3253626.35000000
0.003391926796
Long
DBT
CORP
CA
N
2
2030-04-09
Fixed
5.00000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
3300000.00000000
PA
4152078.19000000
0.004328568729
Long
DBT
CORP
ES
N
2
2025-02-25
Fixed
4.00000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
BERLIN LAND
N/A
6769000.00000000
PA
8043014.44000000
0.008384895273
Long
DBT
NUSS
DE
N
2
2032-05-19
Fixed
1.00000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
N/A
2767000.00000000
PA
3256783.08000000
0.003395217708
Long
DBT
CORP
US
N
2
2023-05-19
Fixed
3.87500000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
455000.00000000
PA
501929.74000000
0.000523265043
Long
DBT
CORP
CH
N
2
2024-04-15
Fixed
0.75000000
N
N
N
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
PHOENIX GRP
N/A
1219000.00000000
PA
1852977.06000000
0.001931740730
Long
DBT
CORP
GB
N
2
2031-04-28
Fixed
5.62500000
N
N
N
N
N
N
Kerry Group Financial Services Unltd Co
635400SE9OHFJ8SLDG45
KERRY GROUP FIN
N/A
4739000.00000000
PA
5691260.48000000
0.005933176355
Long
DBT
CORP
IE
N
2
2025-09-10
Fixed
2.37500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBA6
5416000.00000000
PA
6245351.41000000
0.006510819781
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
1.37500000
N
N
N
N
N
N
Diageo Finance PLC
BPF79TJMIH3DK8XCKI50
DIAGEO FIN PLC
N/A
386000.00000000
PA
437572.56000000
0.000456172261
Long
DBT
CORP
GB
N
2
2024-06-19
Fixed
0.50000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBP7
2944000.00000000
PA
2163616.16000000
0.002255584028
Long
DBT
CORP
CA
N
2
2050-02-16
Fixed
3.95000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
1535000.00000000
PA
1818452.35000000
0.001895748494
Long
DBT
NUSS
MX
N
2
2115-03-15
Fixed
4.00000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
10199000.00000000
PA
11540140.75000000
0.012030672374
Long
DBT
CORP
N/A
N
2
2024-11-21
Fixed
0.25000000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
ASAHI GROUP
N/A
3159000.00000000
PA
3537720.85000000
0.003688097175
Long
DBT
CORP
JP
N
2
2024-10-23
Fixed
0.15500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
56344ZCG2
432000.00000000
PA
449442.65000000
0.000468546908
Long
DBT
NUSS
CA
N
2
2031-03-05
Fixed
6.30000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
AN7859266
2257000.00000000
PA
2803321.21000000
0.002922480736
Long
DBT
NUSS
DE
N
2
2037-06-05
Fixed
1.37500000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
1444000.00000000
PA
1636426.59000000
0.001705985446
Long
DBT
NUSS
CN
N
2
2023-05-28
Fixed
0.75000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
20000.00000000
PA
24496.80000000
0.000025538074
Long
DBT
CORP
DE
N
2
2030-11-06
Fixed
1.62500000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
N/A
3128000.00000000
PA
4442710.22000000
0.004631554525
Long
DBT
NUSS
IL
N
2
2049-01-16
Fixed
2.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
N/A
2093000.00000000
PA
3581967.88000000
0.003734224993
Long
DBT
CORP
NO
N
2
2041-04-10
Fixed
4.25000000
N
N
N
N
N
N
Wesfarmers Ltd
5493003L32ZX9557ST85
WESFARMERS LTD
N/A
6000000.00000000
PA
6514262.99000000
0.006791161866
Long
DBT
CORP
AU
N
2
2033-10-21
Fixed
0.95400000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
4600000.00000000
PA
4932324.12000000
0.005141980225
Long
DBT
CORP
FR
N
2
2031-11-03
Fixed
0.01000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
2257000.00000000
PA
2629688.80000000
0.002741467811
Long
DBT
NUSS
NL
N
2
2035-10-17
Fixed
0.87500000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GRU0
2476000.00000000
PA
1850532.38000000
0.001929192135
Long
DBT
CORP
CA
N
2
2026-01-19
Fixed
1.10000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
27000000000.00000000
PA
17780269.35000000
0.018536047343
Long
DBT
NUSS
KR
N
2
2039-09-10
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220202
N/A
1.00000000
NC
12214.56000000
0.000012733758
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
75981682.00000000
MXN
3694491.57000000
USD
2022-02-02
12214.56000000
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
4152000.00000000
PA
4766353.64000000
0.004968954912
Long
DBT
CORP
NL
N
2
2025-04-03
Fixed
0.87500000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
124925000.00000000
PA
38186662.29000000
0.039809845742
Long
DBT
NUSS
IL
N
2
2030-03-31
Fixed
1.00000000
N
N
N
N
N
N
South Coast British Columbia Transportation Authority
5493004X8NYYAND33669
TRANSLINK
83740TAE7
2420000.00000000
PA
1954881.19000000
0.002037976454
Long
DBT
NUSS
CA
N
2
2025-06-04
Fixed
3.05000000
N
N
N
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
4197000.00000000
PA
4986977.51000000
0.005198956742
Long
DBT
CORP
DE
N
2
2039-04-18
Fixed
1.00000000
N
N
N
N
N
N
EnBW International Finance BV
724500CNCIO1ZTJ0X675
ENBW
N/A
7000000.00000000
PA
7343005.23000000
0.007655131084
Long
DBT
CORP
NL
N
2
2033-03-01
Fixed
0.50000000
N
N
N
N
N
N
Notting Hill Genesis
21380056VIC699RDGA46
NOTTING HILL GEN
N/A
219000.00000000
PA
277983.05000000
0.000289799151
Long
DBT
CORP
GB
N
2
2036-06-03
Fixed
2.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
261800000.00000000
PA
2311637.13000000
0.002409896860
Long
DBT
NUSS
JP
N
2
2025-05-30
Fixed
0.50900000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
203100000.00000000
PA
1783917.41000000
0.001859745593
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
0.70000000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAP4
1128000.00000000
PA
894886.06000000
0.000932924583
Long
DBT
CORP
CA
N
2
2026-12-16
Fixed
3.48400000
N
N
N
N
N
N
Scentre Group Trust 1
549300SQ859FBKRKSI77
SCENTRE GRP TRST
N/A
1759000.00000000
PA
2064149.83000000
0.002151889727
Long
DBT
CORP
AU
N
2
2024-07-16
Fixed
2.25000000
N
N
N
N
N
N
Canton of Geneva Switzerland
N/A
CANTON OF GENEVA
EJ0125355
725000.00000000
PA
871963.33000000
0.000909027487
Long
DBT
NUSS
CH
N
2
2032-03-05
Fixed
1.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAM9
9386000.00000000
PA
6963513.39000000
0.007259508353
Long
DBT
NUSS
CA
N
2
2027-09-08
Fixed
1.05000000
N
N
N
N
N
N
Daimler Canada Finance Inc
549300G6QKWRPOX3M965
DAIMLER CANADA
23384NBL0
1630000.00000000
PA
1303644.93000000
0.001359058384
Long
DBT
CORP
CA
N
2
2024-03-13
Fixed
2.97000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
10174000.00000000
PA
10740707.74000000
0.011197258221
Long
DBT
CORP
N/A
N
2
2040-06-15
Fixed
0.25000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
100000.00000000
PA
117516.78000000
0.000122512013
Long
DBT
CORP
FR
N
2
2026-01-19
Fixed
1.62500000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FV3
4513000.00000000
PA
3690159.90000000
0.003847015883
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
3.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
30183000.00000000
PA
31234548.37000000
0.032562221411
Long
DBT
NUSS
DE
N
2
2035-10-12
None
0.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
15202000.00000000
PA
17925200.87000000
0.018687139402
Long
DBT
CORP
NL
N
2
2025-01-27
Fixed
1.96600000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BK5
1964000.00000000
PA
3300867.63000000
0.003441176140
Long
DBT
CORP
US
N
2
2042-07-31
Fixed
3.60000000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TELIA CO AB
N/A
5461000.00000000
PA
6657805.13000000
0.006940805488
Long
DBT
CORP
SE
N
2
2034-02-20
Fixed
2.12500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
4332000.00000000
PA
3349232.14000000
0.003491596459
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.00000000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
SUMMIT INDUSTRIA
866120AB4
410000.00000000
PA
309452.25000000
0.000322605999
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
1.82000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
900000.00000000
PA
1035594.18000000
0.001079613720
Long
DBT
CORP
FR
N
2
2024-09-16
Fixed
1.00000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
44316000.00000000
PA
59715363.79000000
0.062253658171
Long
DBT
NUSS
IT
Y
2
2040-03-01
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
284284.64000000
0.000296368600
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
256192236.60000000
USD
346500000.00000000
SGD
2022-02-04
284284.64000000
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
500000.00000000
PA
668519.01000000
0.000696935449
Long
DBT
NUSS
FR
N
2
2026-10-07
Fixed
4.25000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KPN NV
N/A
1652000.00000000
PA
2453991.29000000
0.002558302005
Long
DBT
CORP
NL
N
2
2026-11-18
Fixed
5.00000000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
5500000.00000000
PA
5067159.58000000
0.005282547076
Long
DBT
NUSS
FR
N
2
2060-10-15
Fixed
0.70000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCT9
1191000.00000000
PA
1514710.92000000
0.001579096062
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.62500000
N
N
N
N
N
N
FLUVIUS System Operator CVBA
549300WSQWO0M3PK2J78
FLUVIUS
N/A
1400000.00000000
PA
1651971.69000000
0.001722191315
Long
DBT
CORP
BE
N
2
2023-10-09
Fixed
2.87500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
5000000.00000000
PA
43680.17000000
0.000045536863
Long
DBT
NUSS
JP
N
2
2027-05-31
Fixed
0.11000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEW9
42142000.00000000
PA
36832499.20000000
0.038398121844
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
3.50000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
25800000.00000000
PA
28745321.38000000
0.029967185957
Long
DBT
NUSS
FR
N
2
2029-06-29
Fixed
0.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
3200000.00000000
PA
4060839.42000000
0.004233451713
Long
DBT
CORP
NL
N
2
2038-04-26
Fixed
1.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
110000000000.00000000
PA
89297917.88000000
0.093093664717
Long
DBT
NUSS
KR
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
4513000.00000000
PA
5151400.02000000
0.005370368287
Long
DBT
NUSS
DE
N
2
2025-06-13
Fixed
0.50000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GC4
3486000.00000000
PA
2824726.79000000
0.002944796194
Long
DBT
NUSS
CA
N
2
2029-06-02
Fixed
2.85000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
N/A
4783000.00000000
PA
5465596.38000000
0.005697920051
Long
DBT
NUSS
CA
N
2
2025-04-18
Fixed
0.62500000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
N/A
3959000.00000000
PA
4189686.92000000
0.004367776076
Long
DBT
CORP
US
N
2
2030-09-09
Fixed
0.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
4965000.00000000
PA
5618906.42000000
0.005857746773
Long
DBT
CORP
CA
N
2
2024-01-29
Fixed
0.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
14665000.00000000
PA
15909479.51000000
0.016585736672
Long
DBT
CORP
CH
N
2
2024-06-14
None
0.00000000
N
N
N
N
N
N
Banco Santander Totta SA
549300URJH9VSI58CS32
BANCO SAN TOTTA
N/A
4200000.00000000
PA
4972394.87000000
0.005183754244
Long
DBT
CORP
PT
N
2
2027-09-26
Fixed
1.25000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DK0
8609000.00000000
PA
7263570.05000000
0.007572319388
Long
DBT
NUSS
CA
N
2
2043-12-01
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
1548865.21000000
0.001614702133
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
172963870000.00000000
KRW
144996873.11000000
USD
2022-02-07
1548865.21000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
5000000.00000000
PA
5582078.72000000
0.005819353654
Long
DBT
CORP
DE
N
2
2026-05-18
Fixed
0.12500000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
N/A
11600000.00000000
PA
13370754.92000000
0.013939099646
Long
DBT
CORP
FR
N
2
2025-04-02
Fixed
1.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AX6
1908000.00000000
PA
2182399.48000000
0.002275165763
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
1.12500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
10933000.00000000
PA
9854867.89000000
0.010273764371
Long
DBT
NUSS
DE
N
2
2121-01-10
Fixed
0.95000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3697453.69000000
0.003854619707
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
558050000.00000000
USD
500000000.00000000
EUR
2022-02-02
3697453.69000000
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
2198242.89000000
0.002291682621
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
475737392.96000000
USD
55000000000.00000000
JPY
2022-02-02
2198242.89000000
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
200000.00000000
PA
222423.44000000
0.000231877894
Long
DBT
CORP
FR
N
2
2170-04-25
Variable
2.87500000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-408910.71000000
-0.00042629209
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
101814083050.00000000
COP
25374858.70000000
USD
2022-02-02
-408910.71000000
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DR0
823000.00000000
PA
657898.56000000
0.000685863561
Long
DBT
NUSS
CA
N
2
2048-08-01
Fixed
3.20000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
4600000.00000000
PA
5234786.20000000
0.005457298926
Long
DBT
CORP
FR
N
2
2024-09-04
Fixed
0.50000000
N
N
N
N
N
N
University of Western Ontario/The
549300LB21L42P0HSR70
UNIV OF WESTERN
959070AA1
36000.00000000
PA
35055.86000000
0.000036545963
Long
DBT
CORP
CA
N
2
2047-05-24
Fixed
4.79800000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
65300000000.00000000
PA
15407232.78000000
0.016062141164
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
49129000.00000000
PA
91818053.35000000
0.095720922464
Long
DBT
NUSS
NL
Y
2
2042-01-15
Fixed
3.75000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
14896000.00000000
PA
20330463.24000000
0.021194641189
Long
DBT
NUSS
PT
Y
2
2027-04-14
Fixed
4.12500000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AP1
1591000.00000000
PA
1208302.26000000
0.001259663026
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3747453.69000000
0.003906745035
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
558000000.00000000
USD
500000000.00000000
EUR
2022-02-02
3747453.69000000
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
3069000.00000000
PA
3473430.22000000
0.003621073771
Long
DBT
CORP
FI
N
2
2024-02-26
Fixed
0.37500000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
7675000.00000000
PA
12721899.58000000
0.013262663701
Long
DBT
NUSS
FR
N
2
2028-12-07
Fixed
5.25000000
N
N
N
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
ELIA SYSTEM OP
N/A
1500000.00000000
PA
1740651.99000000
0.001814641109
Long
DBT
CORP
BE
N
2
2170-12-05
Variable
2.75000000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
3562000.00000000
PA
3738437.88000000
0.003897345994
Long
DBT
NUSS
DE
N
2
2051-03-10
Fixed
0.37500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
7700000.00000000
PA
8699331.74000000
0.009069110361
Long
DBT
CORP
NL
N
2
2025-09-15
Fixed
0.37500000
N
N
N
N
N
N
EP Infrastructure AS
315700I4J1M1NKGWWY89
EP INFRASTRUCTUR
N/A
17908000.00000000
PA
20213652.87000000
0.021072865612
Long
DBT
CORP
CZ
N
2
2028-10-09
Fixed
2.04500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
14025000.00000000
PA
14993685.59000000
0.015631015507
Long
DBT
CORP
US
N
2
2031-10-26
Variable
0.65400000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
4600000.00000000
PA
5260312.90000000
0.005483910678
Long
DBT
CORP
ES
N
2
2026-03-27
Fixed
1.12500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BV0
3610000.00000000
PA
3953709.12000000
0.004121767673
Long
DBT
CORP
US
N
2
2036-05-09
Fixed
2.00000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
261054000.00000000
PA
28930175.11000000
0.030159897182
Long
DBT
NUSS
NO
Y
2
2029-09-06
Fixed
1.75000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
6800000.00000000
PA
7896993.94000000
0.008232667945
Long
DBT
CORP
FR
N
2
2034-05-06
Fixed
0.87500000
N
N
N
N
N
N
Fonterra Co-operative Group Ltd
549300NCQQ9E4O5JX172
FONTERRA CO-OP
N/A
687000.00000000
PA
783531.49000000
0.000816836714
Long
DBT
CORP
NZ
N
2
2024-11-08
Fixed
0.75000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
12800000.00000000
PA
15174925.85000000
0.015819959666
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
1.12500000
N
N
N
N
N
N
Royal Schiphol Group NV
724500XSMG4AYQ8NDK42
ROYAL SCHIPHOL
N/A
16246000.00000000
PA
19784410.79000000
0.020625377930
Long
DBT
CORP
NL
N
2
2029-04-06
Fixed
2.00000000
N
N
N
N
N
N
Home Group Ltd
213800SCCZEJE1KGQ163
NORTH HOUSING
N/A
904000.00000000
PA
1329527.28000000
0.001386040904
Long
DBT
CORP
GB
N
2
2043-03-27
Fixed
3.12500000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
4600000.00000000
PA
5651235.00000000
0.005891449530
Long
DBT
NUSS
FR
N
2
2031-01-13
Fixed
1.50000000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AP4
813000.00000000
PA
662532.10000000
0.000690694056
Long
DBT
CORP
CA
N
2
2027-06-21
Fixed
3.91700000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
5400000.00000000
PA
6245416.09000000
0.006510887211
Long
DBT
CORP
FR
N
2
2026-05-04
Fixed
1.75000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
SUNCORP-METWAY
N/A
1200000.00000000
PA
872927.29000000
0.000910032421
Long
DBT
CORP
AU
N
2
2023-09-13
Fixed
3.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
4513000.00000000
PA
4978518.67000000
0.005190138346
Long
DBT
CORP
SE
N
2
2029-11-12
Fixed
0.62500000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
100000.00000000
PA
112514.39000000
0.000117296989
Long
DBT
CORP
FR
N
2
2023-10-24
None
0.00000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
636500000.00000000
PA
30108634.61000000
0.031388448936
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2345000.00000000
PA
2501393.40000000
0.002607719015
Long
DBT
CORP
CH
N
2
2028-03-13
None
0.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
5000000.00000000
PA
5943718.51000000
0.006196365506
Long
DBT
CORP
FR
N
2
2028-09-27
Fixed
2.12500000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
N/A
925000.00000000
PA
1044634.33000000
0.001089038136
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
0.37500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29290ZAQ3
1463000.00000000
PA
1191162.59000000
0.001241794807
Long
DBT
CORP
CA
N
2
2025-09-11
Fixed
3.31000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
1820000.00000000
PA
2826809.90000000
0.002946967849
Long
DBT
CORP
GB
N
2
2028-12-07
Fixed
5.75000000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
9367000.00000000
PA
10180982.90000000
0.010613741407
Long
DBT
NUSS
DE
N
2
2041-05-06
Fixed
0.50000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
5419000.00000000
PA
6140505.69000000
0.006401517431
Long
DBT
CORP
LU
N
2
2024-01-18
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2256300000.00000000
PA
21628186.36000000
0.022547526048
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
2.10000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
177305000.00000000
PA
20105101.17000000
0.020959699754
Long
DBT
NUSS
NO
Y
2
2023-05-24
Fixed
2.00000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BN7
9974000.00000000
PA
11575832.59000000
0.012067881352
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
1.12500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
3000000.00000000
PA
3377686.59000000
0.003521260410
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
30140000.00000000
PA
21806729.33000000
0.022733658264
Long
DBT
NUSS
AU
N
2
2029-10-22
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
6769000.00000000
PA
9330991.16000000
0.009727619446
Long
DBT
CORP
NL
N
2
2025-10-10
Fixed
2.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
9647000.00000000
PA
10595642.53000000
0.011046026789
Long
DBT
CORP
NL
N
2
2041-10-18
Fixed
1.62500000
N
N
N
N
N
N
Hydro Ottawa Holding Inc
254900K14153NMZ1WD12
HYDRO OTTAWA HOL
44882CAC8
948000.00000000
PA
777766.15000000
0.000810826309
Long
DBT
CORP
CA
N
2
2043-05-14
Fixed
3.99100000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
N/A
4076000.00000000
PA
5209659.74000000
0.005431104427
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
0.75000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
01306ZCV1
6641000.00000000
PA
5424203.60000000
0.005654767807
Long
DBT
NUSS
CA
N
2
2029-09-20
Fixed
2.90000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
70000000.00000000
PA
12013710.48000000
0.012524371922
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
OESTER KONTROLBK
N/A
2035000.00000000
PA
2659253.62000000
0.002772289329
Long
DBT
CORP
AT
N
2
2030-02-25
Fixed
2.87500000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
792512000.00000000
PA
892135338.79000000
0.930056938434
Long
DBT
NUSS
FR
N
2
2027-02-25
None
0.00000000
N
N
N
N
N
N
Stedin Holding NV
724500R5IP6TFKTNRU48
STEDIN HOLDING
N/A
20250000.00000000
PA
23182794.86000000
0.024168215599
Long
DBT
CORP
NL
N
2
2025-10-24
Fixed
0.87500000
N
N
N
N
N
N
Lendlease Finance Ltd
5493002EE2IQRQ3JUP44
LENDLEASE FIN
N/A
790000.00000000
PA
548025.21000000
0.000571319873
Long
DBT
CORP
AU
N
2
2031-03-31
Fixed
3.70000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAE1
1500000.00000000
PA
1209212.29000000
0.001260611738
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
3.54000000
N
N
N
N
N
N
NorteGas Energia Distribucion SA
959800K24LB8NMVR7K61
NORTEGAS ENERGIA
N/A
100000.00000000
PA
112767.31000000
0.000117560659
Long
DBT
CORP
ES
N
2
2022-09-28
Fixed
0.91800000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
11282000.00000000
PA
12834878.20000000
0.013380444653
Long
DBT
CORP
FI
N
2
2030-06-09
Variable
1.62500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DF4
2711000.00000000
PA
2930577.25000000
0.003055145992
Long
DBT
CORP
US
N
2
2029-03-09
Fixed
0.12500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
100000.00000000
PA
117911.14000000
0.000122923136
Long
DBT
CORP
NL
N
2
2029-10-03
Fixed
1.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAS6
18770000.00000000
PA
13727869.90000000
0.014311394353
Long
DBT
NUSS
CA
N
2
2052-12-02
Fixed
2.55000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
31588000.00000000
PA
41285718.10000000
0.043040631737
Long
DBT
NUSS
PT
Y
2
2034-04-18
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
6769000.00000000
PA
7635632.61000000
0.007960197045
Long
DBT
CORP
GB
N
2
2027-11-08
Fixed
0.83100000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
8500000.00000000
PA
9887071.39000000
0.010307336731
Long
DBT
CORP
FR
N
2
2028-09-11
Fixed
0.87500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
128752000.00000000
PA
83768040.64000000
0.087328731447
Long
DBT
NUSS
AU
N
2
2031-11-21
Fixed
1.00000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHX4
20005000.00000000
PA
15112596.77000000
0.015754981192
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.10000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
2257000.00000000
PA
2565048.81000000
0.002674080197
Long
DBT
CORP
N/A
N
2
2023-06-13
Fixed
0.75000000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
AQ8883326
15000000.00000000
PA
17064301.24000000
0.017789645895
Long
DBT
CORP
NO
N
2
2025-01-30
Fixed
0.50000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
2300000.00000000
PA
2844680.74000000
0.002965598317
Long
DBT
NUSS
FR
N
2
2034-01-16
Fixed
1.45000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
LOBLAW CO LTD
539481AN1
3853000.00000000
PA
2866284.63000000
0.002988120514
Long
DBT
CORP
CA
N
2
2030-05-07
Fixed
2.28400000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
SNAM
N/A
3610000.00000000
PA
3877495.64000000
0.004042314620
Long
DBT
CORP
IT
N
2
2034-09-12
Fixed
1.00000000
N
N
N
N
N
N
ASTM SpA
8156003F2286CFA55E20
AUTOSTRADA TORIN
N/A
2882000.00000000
PA
3243423.13000000
0.003381289872
Long
DBT
CORP
IT
N
2
2028-02-08
Fixed
1.62500000
N
N
N
N
N
N
General Motors Financial of Canada Ltd
5493001CSMJPUBB7NS44
GM FIN CAD
37045YAF1
2257000.00000000
PA
1912572.55000000
0.001993869419
Long
DBT
CORP
CA
N
2
2024-05-14
Fixed
5.95000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
4513000.00000000
PA
5621754.58000000
0.005860715998
Long
DBT
NUSS
DE
N
2
2030-10-24
Fixed
1.62500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
315900000.00000000
PA
2764545.54000000
0.002882056846
Long
DBT
NUSS
JP
N
2
2023-03-24
Fixed
0.68000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
6798000.00000000
PA
9710811.82000000
0.010123584974
Long
DBT
CORP
BE
N
2
2040-04-02
Fixed
3.70000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
3237800000.00000000
PA
35427595.14000000
0.036933500153
Long
DBT
NUSS
JP
N
2
2054-03-20
Fixed
1.70000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
N/A
4513000.00000000
PA
5109597.79000000
0.005326789188
Long
DBT
NUSS
KR
N
2
2024-03-26
Fixed
0.37500000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
1280000.00000000
PA
975356.94000000
0.001016816003
Long
DBT
CORP
AU
N
2
2028-08-21
Fixed
4.20000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
15749000.00000000
PA
18235504.21000000
0.019010632668
Long
DBT
NUSS
CA
N
2
2027-05-04
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
1066202.05000000
0.001111522625
N/A
DFE
N/A
N
2
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
72000000.00000000
AUD
51974136.00000000
USD
2022-02-02
1066202.05000000
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GM3
4466000.00000000
PA
3545414.81000000
0.003696118178
Long
DBT
NUSS
CA
N
2
2027-08-14
Fixed
2.35000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
2634122.35000000
0.002746089815
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
184459240000.00000000
KRW
155615843.42000000
USD
2022-02-07
2634122.35000000
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
100000.00000000
PA
115683.24000000
0.000120600535
Long
DBT
CORP
FR
N
2
2023-03-01
Fixed
2.50000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
7040000.00000000
PA
4735775.28000000
0.004937076771
Long
DBT
NUSS
AU
N
2
2034-10-24
Fixed
2.00000000
N
N
N
N
N
N
A2Dominion Housing Group Ltd
213800V1D2GGHDUSZ454
A2DOMINION HOUSI
N/A
2798000.00000000
PA
4025609.47000000
0.004196724259
Long
DBT
CORP
GB
N
2
2028-11-15
Fixed
3.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
N/A
3155000.00000000
PA
3435502.46000000
0.003581533833
Long
DBT
CORP
US
N
2
2033-10-14
Fixed
0.75000000
N
N
N
N
N
N
Liberty Living Finance PLC
635400BGCBXWHVIUMJ26
LIBERTY LIV FIN
N/A
904000.00000000
PA
1237604.51000000
0.001290210813
Long
DBT
CORP
GB
N
2
2024-11-28
Fixed
2.62500000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
9025000.00000000
PA
10260403.43000000
0.010696537830
Long
DBT
NUSS
DE
N
2
2025-04-17
Fixed
0.37500000
N
N
N
N
N
N
Blend Funding PLC
213800Y8TMLUT9SN1E94
BLEND FND PLC
AU4140540
2500000.00000000
PA
3937097.03000000
0.004104449460
Long
DBT
CORP
GB
N
2
2049-09-21
Fixed
3.45900000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
2700000.00000000
PA
3149672.40000000
0.003283554122
Long
DBT
CORP
FR
N
2
2023-06-28
Fixed
2.60000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BU1
4693000.00000000
PA
5398969.04000000
0.005628460613
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
1.30000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
4513000.00000000
PA
4854388.68000000
0.005060732018
Long
DBT
CORP
US
N
2
2032-06-26
Fixed
0.83500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEK5
25148000.00000000
PA
24078999.80000000
0.025102515123
Long
DBT
NUSS
CA
N
2
2043-12-01
Fixed
4.25000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XBL9
3159000.00000000
PA
3716103.21000000
0.003874061954
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.62500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
6769000.00000000
PA
7783697.14000000
0.008114555288
Long
DBT
NUSS
DE
N
2
2031-07-21
Fixed
0.62500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBL7
400000.00000000
PA
389646.04000000
0.000406208550
Long
DBT
CORP
CA
N
2
2037-02-26
Fixed
6.17000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
QZ6982248
1830000.00000000
PA
1908762.38000000
0.001989897292
Long
DBT
CORP
CH
N
2
2036-10-14
Fixed
0.25000000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
22140000.00000000
PA
23577740.06000000
0.024579948559
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.00000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
74779.28000000
0.000077957889
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
9000000000.00000000
KRW
7538951.25000000
USD
2022-02-07
74779.28000000
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
N/A
5708000.00000000
PA
6376376.87000000
0.006647414682
Long
DBT
CORP
US
N
2
2030-02-25
Fixed
0.95000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
N/A
3282000.00000000
PA
3580590.97000000
0.003732789556
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
0.87500000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
N/A
3000000.00000000
PA
3473387.37000000
0.003621029100
Long
DBT
CORP
FR
N
2
2023-07-01
Fixed
2.50000000
N
N
N
N
N
N
National Housing Finance and Investment Corp
254900BEME245Y10BH15
NATIONAL HOUSING
N/A
1320000.00000000
PA
951418.76000000
0.000991860293
Long
DBT
NUSS
AU
N
2
2029-03-28
Fixed
2.38000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
9050000.00000000
PA
9500204.75000000
0.009904025723
Long
DBT
NUSS
DE
N
2
2035-03-09
Fixed
0.05000000
N
N
N
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
AGEAS
N/A
4800000.00000000
PA
5802404.41000000
0.006049044630
Long
DBT
CORP
BE
N
2
2049-07-02
Variable
3.25000000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQW9
1484000.00000000
PA
1306203.23000000
0.001361725429
Long
DBT
NUSS
CA
N
2
2034-05-01
Fixed
4.05000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
458182EG3
3300000.00000000
PA
2488715.84000000
0.002594502576
Long
DBT
CORP
N/A
N
2
2026-06-29
Fixed
1.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
50000000.00000000
PA
66693436.89000000
0.069528345118
Long
DBT
NUSS
GB
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709AF9
11745000.00000000
PA
8632001.68000000
0.008998918332
Long
DBT
NUSS
CA
N
2
2031-06-18
Fixed
1.55000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
1920952.01000000
0.002002605061
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
412660000000.00000000
KRW
344161530.57000000
USD
2022-02-07
1920952.01000000
N
N
N
N/A
N/A
CHF/USD FWD 20220202
N/A
1.00000000
NC
13575735.59000000
0.014152793338
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
710269264.00000000
CHF
780105904.81000000
USD
2022-02-02
13575735.59000000
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
13504000.00000000
PA
15552569.77000000
0.016213655928
Long
DBT
CORP
SE
N
2
2025-04-15
Fixed
1.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
31588000.00000000
PA
35815585.63000000
0.037337982782
Long
DBT
NUSS
AT
Y
2
2024-07-15
None
0.00000000
N
N
N
N
N
N
Diageo Finance PLC
BPF79TJMIH3DK8XCKI50
DIAGEO FIN PLC
N/A
6769000.00000000
PA
8696735.52000000
0.009066403784
Long
DBT
CORP
GB
N
2
2032-03-27
Fixed
2.50000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
100000.00000000
PA
113457.82000000
0.000118280521
Long
DBT
CORP
GB
N
2
2024-01-30
Fixed
0.50000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
4000000.00000000
PA
4613522.07000000
0.004809626998
Long
DBT
CORP
FR
N
2
2027-09-15
Fixed
0.75000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
1530190000.00000000
PA
4671545.61000000
0.004870116919
Long
DBT
NUSS
HU
N
2
2023-08-23
Fixed
1.50000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
1963000.00000000
PA
3072831.97000000
0.003203447470
Long
DBT
CORP
GB
N
2
2034-11-24
Fixed
6.00000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UV5
6420000.00000000
PA
4937506.52000000
0.005147382911
Long
DBT
NUSS
CA
N
2
2030-06-02
Fixed
2.05000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBA1
3546000.00000000
PA
2455720.56000000
0.002560104780
Long
DBT
CORP
CA
N
2
2050-03-09
Fixed
3.05000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
9931000.00000000
PA
10958685.54000000
0.011424501507
Long
DBT
CORP
NL
N
2
2033-10-18
Fixed
1.12500000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
1355000.00000000
PA
1554951.61000000
0.001621047245
Long
DBT
NUSS
DE
N
2
2023-01-20
Fixed
1.75000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
24324000.00000000
PA
17135226.76000000
0.017863586214
Long
DBT
NUSS
SG
N
2
2050-03-01
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
31210.96000000
0.000032537630
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
252875000.00000000
PLN
61992643.99000000
USD
2022-02-02
31210.96000000
N
N
N
Land Baden-Wuerttemberg
5299005LOAAELUENZ090
LAND BADEN-WUERT
N/A
14441000.00000000
PA
15537522.45000000
0.016197968999
Long
DBT
NUSS
DE
N
2
2032-07-09
Fixed
0.01000000
N
N
N
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
CENVOUS ENERGY
15135UAU3
2766000.00000000
PA
2228911.62000000
0.002323654973
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
3.60000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
GAS NAT FENOSA F
N/A
2300000.00000000
PA
2723414.57000000
0.002839177540
Long
DBT
CORP
NL
N
2
2028-01-29
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
DT PFANDBRIEFBAN
N/A
9100000.00000000
PA
10176689.44000000
0.010609265447
Long
DBT
CORP
DE
N
2
2025-10-16
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
176950.88000000
0.000184472452
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2011611500000.00000000
IDR
140020986.32000000
USD
2022-02-03
176950.88000000
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
N/A
6695000.00000000
PA
12443090.82000000
0.012972003741
Long
DBT
CORP
US
N
2
2034-03-27
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
3565000.00000000
PA
4053746.41000000
0.004226057203
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
0.75000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
7400000.00000000
PA
8488179.06000000
0.008848982308
Long
DBT
CORP
FR
N
2
2026-10-13
Fixed
1.00000000
N
N
N
N
N
N
Sobeys Inc
549300VL84UPTQX2XR75
SOBEYS INC
833577AE9
2257000.00000000
PA
1846715.52000000
0.001925213034
Long
DBT
CORP
CA
N
2
2023-08-08
Fixed
4.70000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
N/A
406000.00000000
PA
547213.25000000
0.000570473399
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.25000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
6600000.00000000
PA
7577018.59000000
0.007899091545
Long
DBT
CORP
NL
N
2
2025-02-14
Fixed
1.12500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAE1
834000.00000000
PA
666861.85000000
0.000695207849
Long
DBT
NUSS
CA
N
2
2023-04-23
Fixed
2.60000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAK9
2301000.00000000
PA
1830458.67000000
0.001908265161
Long
DBT
CORP
CA
N
2
2048-02-28
Fixed
3.48500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
80000000000.00000000
PA
60194833.68000000
0.062753508674
Long
DBT
NUSS
KR
N
2
2030-06-10
Fixed
1.37500000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
4391000.00000000
PA
4712159.65000000
0.004912457322
Long
DBT
CORP
FR
N
2
2170-09-04
Variable
2.00000000
N
N
N
N
N
N
Auckland Council
213800RWHTSELJS5LA96
AUCKLAND COUNCIL
N/A
100000.00000000
PA
73514.55000000
0.000076639400
Long
DBT
NUSS
NZ
N
2
2026-03-09
Fixed
3.50000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
14576000.00000000
PA
16819849.04000000
0.017534802874
Long
DBT
CORP
DE
N
2
2027-05-18
Fixed
0.62500000
N
N
N
N
N
N
Arkea Home Loans SFH SA
9695003L69OAFQ15LD18
ARKEA HL
N/A
20000.00000000
PA
23046.67000000
0.000024026304
Long
DBT
CORP
FR
N
2
2027-10-05
Fixed
0.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323AAY0
36787000.00000000
PA
31499526.05000000
0.032838462379
Long
DBT
NUSS
CA
N
2
2043-06-02
Fixed
3.50000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
45950KCN8
867000.00000000
PA
691308.76000000
0.000720693913
Long
DBT
CORP
N/A
N
2
2023-07-19
Fixed
2.37500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1037900000.00000000
PA
9130984.78000000
0.009519111484
Long
DBT
NUSS
JP
N
2
2025-02-25
Fixed
0.44800000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
811658000.00000000
PA
24068990.92000000
0.025092080800
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3160000.00000000
PA
3646899.17000000
0.003801916289
Long
DBT
CORP
CH
N
2
2026-06-17
Fixed
1.62500000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
3000000.00000000
PA
3200972.68000000
0.003337035000
Long
DBT
CORP
JP
N
2
2033-04-12
Fixed
0.84300000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
4500000.00000000
PA
5082579.67000000
0.005298622621
Long
DBT
CORP
NL
N
2
2030-06-03
Fixed
0.87500000
N
N
N
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
WINTERSHALL FIN
N/A
6200000.00000000
PA
6857526.05000000
0.007149015856
Long
DBT
CORP
NL
N
2
2028-09-25
Fixed
1.33200000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
10000000.00000000
PA
11241120.53000000
0.011718941835
Long
DBT
NUSS
DE
N
2
2025-03-10
None
0.00000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
5000000.00000000
PA
5567488.47000000
0.005804143223
Long
DBT
CORP
FR
N
2
2025-12-01
None
0.00000000
N
N
N
N
N
N
Buzzi Unicem SpA
5299003DX5YLKSVJ6K59
BUZZI UNICEM
N/A
587000.00000000
PA
672802.31000000
0.000701400818
Long
DBT
CORP
IT
N
2
2023-04-28
Fixed
2.12500000
N
N
N
N
N
N
FortisBC Energy Inc
JSP0TNC596XKLBPR0Y26
FORTISBC ENERGY
34959ZAJ1
700000.00000000
PA
492351.14000000
0.000513279290
Long
DBT
CORP
CA
N
2
2049-08-09
Fixed
2.82000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
14802000.00000000
PA
17155957.26000000
0.017885197896
Long
DBT
NUSS
PL
N
2
2027-05-10
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1128150000.00000000
PA
12296943.82000000
0.012819644536
Long
DBT
NUSS
JP
N
2
2035-03-20
Fixed
2.30000000
N
N
N
N
N
N
East Nippon Expressway Co Ltd
3538001KIDW45H6JDO83
EAST NIPPON EXP
N/A
600000000.00000000
PA
5210124.09000000
0.005431588515
Long
DBT
CORP
JP
N
2
2025-06-20
Fixed
0.07000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
836980000.00000000
PA
34755598.75000000
0.036232939512
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
Euronext NV
724500QJ4QSZ3H9QU415
EURONEXT NV
N/A
3000000.00000000
PA
3436320.59000000
0.003582386739
Long
DBT
CORP
NL
N
2
2029-06-12
Fixed
1.12500000
N
N
N
N
N
N
FortisAlberta Inc
N/A
FORTISALBERTA
34957EAB7
14000.00000000
PA
14312.98000000
0.000014921375
Long
DBT
CORP
CA
N
2
2034-10-31
Fixed
6.22000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
5934000.00000000
PA
6615554.52000000
0.006896758950
Long
DBT
NUSS
DE
N
2
2027-02-11
None
0.00000000
N
N
N
N
N
N
BMW International Investment BV
724500J951RJJFEW5X49
BMW INTL INV BV
N/A
59000.00000000
PA
79687.11000000
0.000083074334
Long
DBT
CORP
NL
N
2
2023-09-11
Fixed
1.87500000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
4000000.00000000
PA
4274350.17000000
0.004456038069
Long
DBT
CORP
DE
N
2
2029-07-19
Fixed
0.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
3836000.00000000
PA
4538675.18000000
0.004731598625
Long
DBT
CORP
FR
N
2
2024-05-20
Fixed
2.37500000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
4000000.00000000
PA
4675318.58000000
0.004874050265
Long
DBT
CORP
DE
N
2
2026-04-01
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3705110.52000000
-0.00386260200
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
500000000.00000000
EUR
558366500.00000000
USD
2022-03-02
-3705110.52000000
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
6950000.00000000
PA
7789212.61000000
0.008120305202
Long
DBT
NUSS
CA
N
2
2027-04-06
Fixed
0.25000000
N
N
N
N
N
N
Daimler Canada Finance Inc
549300G6QKWRPOX3M965
DAIMLER CANADA
23384NBP1
2695000.00000000
PA
2142829.77000000
0.002233914080
Long
DBT
CORP
CA
N
2
2023-08-21
Fixed
2.54000000
N
N
N
N
N
N
UNITE USAF II PLC
213800FRHC61OX6TZL02
UNITE USAF II
N/A
722000.00000000
PA
992786.94000000
0.001034986892
Long
DBT
CORP
GB
N
2
2028-06-30
Fixed
3.37400000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
2257000.00000000
PA
2654349.55000000
0.002767176804
Long
DBT
NUSS
PL
N
2
2025-09-09
Fixed
1.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
3610000.00000000
PA
4192051.49000000
0.004370241156
Long
DBT
CORP
IT
N
2
2023-08-30
Fixed
2.12500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
500769CG7
10000000.00000000
PA
118110.58000000
0.000123131053
Long
DBT
CORP
DE
N
2
2037-06-20
Fixed
2.60000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
4281000.00000000
PA
4568724.91000000
0.004762925665
Long
DBT
CORP
DE
N
2
2051-05-29
Fixed
1.12500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
7672000.00000000
PA
8610611.85000000
0.008976619294
Long
DBT
NUSS
CH
N
2
2030-05-27
Fixed
0.50000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KAT8
4513000.00000000
PA
3680644.31000000
0.003837095818
Long
DBT
CORP
CA
N
2
2024-01-31
Fixed
4.35000000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
976000.00000000
PA
1348471.82000000
0.001405790711
Long
DBT
CORP
JE
N
2
2026-03-26
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2518282.42000000
0.002625325929
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
350000000.00000000
EUR
395741500.00000000
USD
2022-02-02
2518282.42000000
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
4513000.00000000
PA
5121999.34000000
0.005339717885
Long
DBT
CORP
DE
N
2
2025-02-27
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2495500000.00000000
PA
24971964.11000000
0.026033436270
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
2.10000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
026657AS5
2934000.00000000
PA
3742652.30000000
0.003901739554
Long
DBT
CORP
US
N
2
2026-11-25
Fixed
0.75000000
N
N
N
N
N
N
State of Schleswig-Holstein Germany
529900QC5O0RTEVUB539
LAND SCHLES-HOLS
ZS1341883
904000.00000000
PA
1016790.50000000
0.001060010761
Long
DBT
NUSS
DE
N
2
2028-04-18
Fixed
0.25000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
9759000.00000000
PA
10719202.10000000
0.011174838451
Long
DBT
CORP
DE
N
2
2029-04-20
Fixed
0.01000000
N
N
N
N
N
N
Housing New Zealand Ltd
254900JDUJGPMP204P63
HOUSING NZ LTD
N/A
980000.00000000
PA
602625.87000000
0.000628241419
Long
DBT
NUSS
NZ
N
2
2030-04-24
Fixed
2.18300000
N
N
N
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
MERLIN PROPERTIE
N/A
100000.00000000
PA
114508.95000000
0.000119376330
Long
DBT
CORP
ES
N
2
2023-04-25
Fixed
2.22500000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
N/A
4000000.00000000
PA
4289770.20000000
0.004472113551
Long
DBT
CORP
CH
N
2
2031-03-31
Fixed
0.50000000
N
N
N
N
N
N
City of Ottawa Ontario
5493007HQAUURLO7D125
OTTAWA CITY OF
689551FE4
1104000.00000000
PA
892505.34000000
0.000930442667
Long
DBT
NUSS
CA
N
2
2047-11-10
Fixed
3.25000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
1379900000.00000000
PA
16487894.87000000
0.017188738476
Long
DBT
NUSS
JP
N
2
2051-03-20
Fixed
2.20000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
904000.00000000
PA
1221273.18000000
0.001273185295
Long
DBT
CORP
GB
N
2
2024-10-16
Fixed
2.25000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
29880000.00000000
PA
33315302.88000000
0.034731421626
Long
DBT
CORP
DE
N
2
2026-08-24
Fixed
0.01000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
33807000.00000000
PA
10631901.21000000
0.011083826701
Long
DBT
NUSS
IL
N
2
2024-10-31
Fixed
0.40000000
N
N
N
N
N
N
N/A
N/A
CHF/USD FWD 20220202
N/A
1.00000000
NC
-88120.59000000
-0.00009186629
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
5058362.74000000
USD
4605442.00000000
CHF
2022-02-02
-88120.59000000
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
31895000.00000000
PA
7241361.40000000
0.007549166724
Long
DBT
NUSS
MY
N
2
2050-06-15
Fixed
4.06500000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
2536000.00000000
PA
2959167.25000000
0.003084951254
Long
DBT
NUSS
CL
N
2
2025-01-30
Fixed
1.62500000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
BAA FUNDING LTD
N/A
5731000.00000000
PA
10565394.28000000
0.011014492790
Long
DBT
CORP
JE
N
2
2043-05-13
Fixed
5.87500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
25338000.00000000
PA
29140005.17000000
0.030378646395
Long
DBT
CORP
N/A
N
2
2023-03-15
Fixed
1.62500000
N
N
N
N
N
N
FLUVIUS System Operator CVBA
549300WSQWO0M3PK2J78
FLUVIUS
N/A
5200000.00000000
PA
5605722.86000000
0.005844002825
Long
DBT
CORP
BE
N
2
2031-11-24
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4032032.42000000
0.004203420226
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
397255250.00000000
USD
2022-02-02
4032032.42000000
N
N
N
Incommunities Treasury PLC
213800W3PLVL7K9KWD05
INCOMMUNITIES
N/A
1399000.00000000
PA
2197686.85000000
0.002291102946
Long
DBT
CORP
GB
N
2
2049-03-21
Fixed
3.25000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
BAA FUNDING LTD
N/A
2588000.00000000
PA
4148282.94000000
0.004324612156
Long
DBT
CORP
JE
N
2
2028-12-03
Fixed
6.75000000
N
N
N
N
N
N
York University
N/A
YORK UNIVERSITY
987172AA1
779000.00000000
PA
882530.31000000
0.000920043632
Long
DBT
CORP
CA
N
2
2042-03-07
Fixed
6.48000000
N
N
N
N
N
N
Agence France Locale
969500NMI4UP00IO8G47
AGENCE FRANCE
N/A
4500000.00000000
PA
5118875.31000000
0.005336461063
Long
DBT
NUSS
FR
N
2
2024-06-20
Fixed
0.50000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
4600000.00000000
PA
5082175.34000000
0.005298201104
Long
DBT
CORP
DE
N
2
2032-07-06
Fixed
1.37500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
228690000.00000000
PA
253854288.50000000
0.264644759718
Long
DBT
NUSS
ES
Y
2
2032-04-30
Fixed
0.70000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
AP4112193
4830000.00000000
PA
5257163.50000000
0.005480627408
Long
DBT
CORP
CH
N
2
2026-09-18
Fixed
0.25000000
N
N
N
N
N
N
Imerys SA
54930075MZSSIB2TGC64
IMERYS SA
N/A
200000.00000000
PA
234229.17000000
0.000244185445
Long
DBT
CORP
FR
N
2
2024-12-10
Fixed
2.00000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT PIPELINES
N/A
4524000.00000000
PA
5604969.20000000
0.005843217130
Long
DBT
CORP
AU
N
2
2036-03-15
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
10400000.00000000
PA
11240931.16000000
0.011718744416
Long
DBT
CORP
FR
N
2
2029-09-21
Variable
0.50000000
N
N
N
N
N
N
European Bank for Reconstruction & Development
549300HTGDOVDU6OGK19
EURO BK RECON&DV
N/A
4513000.00000000
PA
5094542.55000000
0.005311094001
Long
DBT
CORP
N/A
N
2
2024-10-17
None
0.00000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
49611000.00000000
PA
11869471.41000000
0.012374001746
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
2.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
7221000.00000000
PA
8229069.01000000
0.008578858382
Long
DBT
CORP
DE
N
2
2025-11-13
Fixed
0.50000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS
N/A
14348000.00000000
PA
15732743.23000000
0.016401487941
Long
DBT
CORP
SG
N
2
2029-05-25
Fixed
0.10000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
9200000.00000000
PA
10665586.67000000
0.011118944013
Long
DBT
CORP
FR
N
2
2023-03-10
Fixed
2.75000000
N
N
N
N
N
N
Canada Post Corp
549300O6E8FEF6XJHA57
CANADA POST CORP
13521JAC5
4020000.00000000
PA
3389949.64000000
0.003534044720
Long
DBT
NUSS
CA
N
2
2025-07-16
Fixed
4.08000000
N
N
N
N
N
N
Samhallsbyggnadsbolaget i Norden AB
549300HX9MRFY47AH564
SAMHALLSBYGG
N/A
2708000.00000000
PA
3116403.69000000
0.003248871274
Long
DBT
CORP
SE
N
2
2025-01-14
Fixed
1.75000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
33867000.00000000
PA
44958481.97000000
0.046869512146
Long
DBT
NUSS
FR
Y
2
2039-06-25
Fixed
1.75000000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
PANASONIC CORP
N/A
900000000.00000000
PA
7882790.93000000
0.008217861214
Long
DBT
CORP
JP
N
2
2026-09-18
Fixed
0.47000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
EK0995796
1768000.00000000
PA
2084034.06000000
0.002172619167
Long
DBT
CORP
NL
N
2
2024-04-03
Fixed
2.37500000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
4017000.00000000
PA
5402531.40000000
0.005632174396
Long
DBT
CORP
LU
N
2
2029-10-16
Fixed
3.00000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
3927944.00000000
PA
5503390.60000000
0.005737320773
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
N/A
2257000.00000000
PA
2541021.71000000
0.002649031788
Long
DBT
CORP
US
N
2
2027-11-18
Fixed
0.75000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3905000.00000000
PA
3938582.20000000
0.004105997760
Long
DBT
CORP
CH
N
2
2036-02-15
None
0.00000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
4750000.00000000
PA
3541152.34000000
0.003691674525
Long
DBT
NUSS
SG
N
2
2026-09-16
Fixed
2.03500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
36557000.00000000
PA
41468500.71000000
0.043231183806
Long
DBT
CORP
DE
N
2
2024-10-04
Fixed
0.12500000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
100000.00000000
PA
125801.21000000
0.000131148586
Long
DBT
CORP
JE
N
2
2026-04-01
Fixed
3.75000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
853000.00000000
PA
1004052.05000000
0.001046730843
Long
DBT
CORP
FR
N
2
2024-02-26
Fixed
2.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
31000000000.00000000
PA
24969056.08000000
0.026030404629
Long
DBT
NUSS
KR
N
2
2038-09-10
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
-839194.01000000
-0.00087486525
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
8420750000.00000000
HUF
25767288.86000000
USD
2022-02-02
-839194.01000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
3836000.00000000
PA
7771435.75000000
0.008101772709
Long
DBT
CORP
N/A
N
2
2044-03-07
Fixed
4.50000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
2671000.00000000
PA
2919588.46000000
0.003043690106
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0338
N/A
48470000.00000000
PA
61969056.86000000
0.064603147969
Long
DBT
NUSS
BE
Y
2
2047-06-22
Fixed
1.60000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
6138000.00000000
PA
7040588.00000000
0.007339859139
Long
DBT
CORP
FR
N
2
2170-05-05
Variable
2.70800000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAS9
6911000.00000000
PA
8098713.87000000
0.008442962294
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.95000000
N
N
N
N
N
N
Crh Finance UK PLC
549300MQJDHXCWSM5880
CRH FINANCE
N/A
2573000.00000000
PA
3899586.97000000
0.004065344977
Long
DBT
CORP
GB
N
2
2029-12-02
Fixed
4.12500000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAJ0
1633000.00000000
PA
1110139.52000000
0.001157327726
Long
DBT
CORP
CA
N
2
2051-02-21
Fixed
2.94700000
N
N
N
N
N
N
Zurich Finance Australia Ltd
5493000MG51V5MO6LH60
ZURICH FIN AUSTR
N/A
230000.00000000
PA
167017.99000000
0.000174117349
Long
DBT
CORP
AU
N
2
2023-05-31
Fixed
3.47700000
N
N
N
N
N
N
Granite REIT Holdings LP
549300U7OUNKR0J06L17
GRANITE REIT HLD
387427AK3
2064000.00000000
PA
1502501.56000000
0.001566367724
Long
DBT
CORP
CA
N
2
2030-12-18
Fixed
2.37800000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220302
N/A
1.00000000
NC
1386676.99000000
0.001445619851
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2327020000.00000000
CNY
366229146.99000000
USD
2022-03-02
1386676.99000000
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AN6
2500000.00000000
PA
1937534.91000000
0.002019892843
Long
DBT
CORP
CA
N
2
2023-12-01
Fixed
1.20000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
3159000.00000000
PA
3704549.15000000
0.003862016771
Long
DBT
CORP
NL
N
2
2023-09-05
Fixed
2.50000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
26068000.00000000
PA
20767426.91000000
0.021650178679
Long
DBT
NUSS
SG
N
2
2029-07-01
Fixed
2.87500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
5000000.00000000
PA
6247331.05000000
0.006512883569
Long
DBT
CORP
FR
N
2
2027-12-07
Fixed
1.25000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAE6
1084000.00000000
PA
978237.71000000
0.001019819224
Long
DBT
CORP
CA
N
2
2041-11-08
Fixed
4.46200000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
4061000.00000000
PA
4642271.64000000
0.004839598613
Long
DBT
CORP
DE
N
2
2025-05-28
Fixed
0.62500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216BQ2
2550000.00000000
PA
3043458.37000000
0.003172825299
Long
DBT
CORP
US
N
2
2035-03-09
Fixed
1.62500000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
2000000.00000000
PA
2279122.14000000
0.002375999770
Long
DBT
CORP
BE
N
2
2023-10-18
Fixed
0.75000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5017300000.00000000
PA
39986843.36000000
0.041686546307
Long
DBT
NUSS
JP
N
2
2046-06-20
Fixed
0.30000000
N
N
N
N
N
N
City of Winnipeg Canada
549300EMTXVHLF48QI47
WINNIPEG CANADA
975026HB4
2377000.00000000
PA
2277905.94000000
0.002374731873
Long
DBT
NUSS
CA
N
2
2051-11-15
Fixed
4.30000000
N
N
N
N
N
N
Aeroporti di Roma SpA
8156007259ABDEA3F444
AEROPORTI ROMA
EC8584343
49000.00000000
PA
68084.16000000
0.000070978183
Long
DBT
CORP
IT
N
2
2023-02-20
Fixed
5.44100000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
370000000.00000000
PA
2855364.72000000
0.002976736436
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
1.10800000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
N/A
4355000.00000000
PA
5008128.42000000
0.005221006705
Long
DBT
CORP
DE
N
2
2034-07-05
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
695311.09000000
0.000724866368
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
80000000.00000000
GBP
108285920.00000000
USD
2022-02-02
695311.09000000
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
ZS0521865
1067900000.00000000
PA
9262776.97000000
0.009656505706
Long
DBT
NUSS
JP
N
2
2029-04-25
Fixed
0.10000000
N
N
N
N
N
N
Bazalgette Finance Plc
213800ZGSE4AQTG77U19
BAZALGETTE FIN
N/A
542000.00000000
PA
748479.95000000
0.000780295253
Long
DBT
CORP
GB
N
2
2027-11-29
Fixed
2.37500000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
8200000.00000000
PA
9874208.01000000
0.010293926573
Long
DBT
CORP
FR
N
2
2031-03-24
Fixed
1.25000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
3300000.00000000
PA
4190730.66000000
0.004368864182
Long
DBT
NUSS
FR
N
2
2038-06-28
Fixed
1.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
6104000.00000000
PA
6932455.40000000
0.007227130195
Long
DBT
CORP
DK
N
2
2023-05-22
Fixed
0.87500000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
37875000.00000000
PA
9936198.76000000
0.010358552336
Long
DBT
NUSS
PE
N
2
2029-02-12
Fixed
5.94000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
9929000.00000000
PA
11236989.01000000
0.011714634698
Long
DBT
NUSS
DE
N
2
2023-04-17
Fixed
0.20000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
2438000.00000000
PA
4301813.70000000
0.004484668979
Long
DBT
CORP
GB
N
2
2046-06-04
Fixed
4.62500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
6318000.00000000
PA
7216597.38000000
0.007523350071
Long
DBT
CORP
CA
N
2
2025-06-06
Fixed
0.62500000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB FINANCE LTD
N/A
1637000.00000000
PA
1865312.13000000
0.001944600122
Long
DBT
CORP
NZ
N
2
2024-10-18
Fixed
0.62500000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
24368000.00000000
PA
5989078.02000000
0.006243653092
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
1715000.00000000
PA
1966763.19000000
0.002050363517
Long
DBT
CORP
NL
N
2
2024-09-16
Fixed
1.00000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAQ2
6904000.00000000
PA
7561269.73000000
0.007882673255
Long
DBT
CORP
LU
N
2
2049-07-02
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-4653.01000000
-0.00000485079
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
13000000.00000000
CNY
2036627.97000000
USD
2022-02-08
-4653.01000000
N
N
N
Myriad Capital Plc
213800M9SF74JBO6GS73
MYRIAD CAPITAL P
EJ9725296
100000.00000000
PA
179856.42000000
0.000187501496
Long
DBT
CORP
GB
N
2
2043-12-20
Fixed
4.75000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
680489000.00000000
PA
23414170.27000000
0.024409425981
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
Red Electrica Financiaciones SAU
9598006P00EGK6U2SG18
RED ELECTRICA FI
N/A
100000.00000000
PA
115863.11000000
0.000120788051
Long
DBT
CORP
ES
N
2
2025-04-24
Fixed
1.12500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFB4
23433000.00000000
PA
19057633.16000000
0.019867707487
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
2.75000000
N
N
N
N
N
N
SANEF SA
969500U2ZH7ARB744A12
SAN
N/A
900000.00000000
PA
1002826.38000000
0.001045453074
Long
DBT
CORP
FR
N
2
2028-10-19
Fixed
0.95000000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
7267000.00000000
PA
7996253.73000000
0.008336146927
Long
DBT
CORP
LU
N
2
2031-10-17
Fixed
1.50000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
1952000.00000000
PA
1271595.03000000
0.001325646153
Long
DBT
NUSS
AU
N
2
2030-11-20
Fixed
1.25000000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
463404000.00000000
PA
72196803.88000000
0.075265641278
Long
DBT
NUSS
DK
N
2
2027-11-15
Fixed
0.50000000
N
N
N
N
N
N
Bayer Capital Corp BV
529900KEOKKPYZLTAU90
BAYER CAP CORPNV
N/A
100000.00000000
PA
116235.54000000
0.000121176312
Long
DBT
CORP
NL
N
2
2026-06-26
Fixed
1.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
4181000.00000000
PA
5618936.74000000
0.005857778382
Long
DBT
CORP
FR
N
2
2025-07-07
Fixed
1.75000000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AH7
1644000.00000000
PA
1473906.30000000
0.001536556978
Long
DBT
CORP
CA
N
2
2049-06-21
Fixed
4.74600000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
26087550000.00000000
PA
220420188.77000000
0.229789491597
Long
DBT
NUSS
JP
N
2
2041-06-20
Fixed
0.40000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
15105750000.00000000
PA
131391160.26000000
0.136976145810
Long
DBT
NUSS
JP
N
2
2030-06-20
Fixed
0.10000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
2685000.00000000
PA
3032061.40000000
0.003160943883
Long
DBT
CORP
DE
N
2
2026-09-28
Fixed
0.25000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
98762000.00000000
PA
101574300.69000000
0.105891874265
Long
DBT
NUSS
IT
Y
2
2045-04-30
Fixed
1.50000000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECH CO
23355LAH9
7363000.00000000
PA
8486305.53000000
0.008847029140
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
5855000.00000000
PA
6314287.11000000
0.006582685700
Long
DBT
NUSS
IT
N
2
2032-06-01
Fixed
0.95000000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AE2
2257000.00000000
PA
1778273.11000000
0.001853861373
Long
DBT
CORP
CA
N
2
2027-04-08
Fixed
3.11300000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
N/A
7961000.00000000
PA
8916828.90000000
0.009295852576
Long
DBT
CORP
CA
N
2
2025-03-18
Fixed
0.01000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
400000.00000000
PA
290904.10000000
0.000303269431
Long
DBT
CORP
AU
N
2
2023-04-25
Fixed
3.25000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
5000000.00000000
PA
6539656.38000000
0.006817634642
Long
DBT
CORP
JE
N
2
2028-03-16
Fixed
2.62500000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
METRO INC
59162NAG4
1182000.00000000
PA
964676.68000000
0.001005681762
Long
DBT
CORP
CA
N
2
2047-12-04
Fixed
4.27000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
5010000.00000000
PA
5799019.77000000
0.006045516121
Long
DBT
CORP
AU
N
2
2027-09-05
Fixed
1.12500000
N
N
N
N
N
N
Aspire Defence Finance PLC
213800EQV9JHWCGV7H79
ASPIRE DEFENCE
EF3482512
2901008.86000000
PA
4856047.72000000
0.005062461578
Long
DBT
CORP
GB
N
2
2040-03-31
Fixed
4.67400000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
N/A
4513000.00000000
PA
5281646.11000000
0.005506150689
Long
DBT
CORP
AU
N
2
2023-09-15
Fixed
2.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
467549000.00000000
PA
530846693.01000000
0.553411157043
Long
DBT
NUSS
DE
N
2
2028-11-15
None
0.00000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
30787000.00000000
PA
39142515.33000000
0.040806328801
Long
DBT
NUSS
PT
Y
2
2026-07-21
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220302
N/A
1.00000000
NC
-3564169.95000000
-0.00371567053
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
2500000000.00000000
SEK
264609906.78000000
USD
2022-03-02
-3564169.95000000
N
N
N
CSS FSCC Partnership
N/A
CSS FSCC PART
12644MAA6
5240.74000000
PA
5347.63000000
0.000005574939
Long
DBT
CORP
CA
N
2
2042-07-31
Fixed
6.91500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
5500000.00000000
PA
6245120.97000000
0.006510579546
Long
DBT
CORP
FR
N
2
2023-02-10
Fixed
0.62500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63306AHB5
2779000.00000000
PA
2148775.53000000
0.002240112574
Long
DBT
CORP
CA
N
2
2026-11-04
Fixed
2.23700000
N
N
N
N
N
N
Region of Ile de France
969500X7E3U7ZNH95E23
ILE DE FRANCE
N/A
2300000.00000000
PA
2636162.81000000
0.002748217008
Long
DBT
NUSS
FR
N
2
2027-04-23
Fixed
0.62500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
7171000.00000000
PA
8330751.34000000
0.008684862878
Long
DBT
CORP
GB
N
2
2170-06-22
Variable
3.25000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
4558000.00000000
PA
5261308.39000000
0.005484948483
Long
DBT
CORP
DE
N
2
2025-09-08
Fixed
0.87500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
BVN0Z8UM9
50000.00000000
PA
72153.07000000
0.000075220048
Long
DBT
CORP
FR
N
2
2030-04-26
Fixed
4.62500000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
4513000.00000000
PA
5261788.44000000
0.005485448938
Long
DBT
CORP
DE
N
2
2034-04-17
Fixed
0.87500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
2030000.00000000
PA
1519065.08000000
0.001583635303
Long
DBT
NUSS
NL
N
2
2029-05-02
Fixed
3.30000000
N
N
N
N
N
N
Enagas Financiaciones SA
213800H2FQSU5E19V152
ENAGAS FIN SA
N/A
100000.00000000
PA
118347.09000000
0.000123377617
Long
DBT
CORP
ES
N
2
2028-05-05
Fixed
1.37500000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
5000000.00000000
PA
5836432.37000000
0.006084519002
Long
DBT
CORP
NL
N
2
2023-07-07
Fixed
3.37500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
BG0130305
4513000.00000000
PA
4903952.76000000
0.005112402896
Long
DBT
CORP
SE
N
2
2030-02-18
Fixed
0.50000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
GRAND CITY PROP
N/A
400000.00000000
PA
450682.53000000
0.000469839491
Long
DBT
CORP
LU
N
2
2170-10-24
Variable
2.50000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
1012000.00000000
PA
1167759.20000000
0.001217396620
Long
DBT
CORP
JP
Y
2
2023-09-15
Fixed
1.94000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
6366000.00000000
PA
1578351.10000000
0.001645441367
Long
DBT
NUSS
MY
N
2
2024-05-22
Fixed
4.44400000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2505000.00000000
PA
2955101.88000000
0.003080713079
Long
DBT
CORP
FR
N
2
2023-09-26
Fixed
2.87500000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
WOLTERS KLUWER N
N/A
1500000.00000000
PA
1633025.23000000
0.001702439506
Long
DBT
CORP
NL
N
2
2028-03-30
Fixed
0.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
4810000.00000000
PA
3725320.30000000
0.003883670831
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.60000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
9100000.00000000
PA
10325457.26000000
0.010764356874
Long
DBT
NUSS
FR
N
2
2024-05-11
Fixed
0.37500000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
6769000.00000000
PA
7772475.75000000
0.008102856916
Long
DBT
CORP
DE
N
2
2027-02-23
Fixed
0.62500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
20000000.00000000
PA
22190447.30000000
0.023133686763
Long
DBT
CORP
DE
N
2
2029-06-15
None
0.00000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
35000000.00000000
PA
39560268.62000000
0.041241839345
Long
DBT
NUSS
FI
Y
2
2026-09-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
21601058.24000000
0.022519244805
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
1505000000.00000000
EUR
1712460893.85000000
USD
2022-02-02
21601058.24000000
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
TELENOR
N/A
1084000.00000000
PA
1311462.87000000
0.001367208638
Long
DBT
CORP
NO
N
2
2025-05-22
Fixed
2.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
4539600000.00000000
PA
39835743.44000000
0.041529023650
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.30000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
4353000.00000000
PA
5292439.91000000
0.005517403296
Long
DBT
CORP
N/A
N
2
2034-08-08
Fixed
1.20000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAQ4
3339000.00000000
PA
2596872.81000000
0.002707256926
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
3.31000000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
1128000.00000000
PA
1220183.71000000
0.001272049515
Long
DBT
NUSS
KZ
N
2
2026-09-30
Fixed
0.60000000
N
N
N
N
N
N
Eutelsat SA
549300MCOOY1V7P2PG30
EUTELSAT SA
N/A
1400000.00000000
PA
1568792.08000000
0.001635476026
Long
DBT
CORP
FR
N
2
2028-10-13
Fixed
1.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
5375000.00000000
PA
6403228.54000000
0.006675407724
Long
DBT
CORP
CH
N
2
2026-03-30
Fixed
2.50000000
N
N
N
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICA
N/A
4513000.00000000
PA
5183861.53000000
0.005404209624
Long
DBT
CORP
DE
N
2
2030-05-29
Fixed
1.50000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1004698000.00000000
PA
32245374.18000000
0.033616013943
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
100000.00000000
PA
113173.21000000
0.000117983813
Long
DBT
CORP
FR
N
2
2023-04-11
Fixed
0.25000000
N
N
N
N
N
N
Rl Finance Bonds No 3 PLC
213800A838TK57XOB584
RL FINANCE NO3
N/A
1444000.00000000
PA
2237261.22000000
0.002332359486
Long
DBT
CORP
GB
N
2
2028-11-13
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220204
N/A
1.00000000
NC
-4832.11000000
-0.00000503750
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
136581720000.00000000
KRW
113280019.91000000
USD
2022-02-04
-4832.11000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAZ8
100000.00000000
PA
139239.45000000
0.000145158039
Long
DBT
CORP
GB
N
2
2033-01-17
Fixed
3.25000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
68986000.00000000
PA
79726088.99000000
0.083114970358
Long
DBT
NUSS
AT
Y
2
2029-02-20
Fixed
0.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
100000.00000000
PA
121911.75000000
0.000127093798
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
N/A
2257000.00000000
PA
2551140.90000000
0.002659581110
Long
DBT
CORP
US
N
2
2024-04-09
Fixed
0.37500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
1355000.00000000
PA
1560510.96000000
0.001626842904
Long
DBT
NUSS
MX
N
2
2024-03-06
Fixed
1.62500000
N
N
N
N
N
N
WPP Finance SA
549300KWN0W6L03WNN80
WPP FINANCE
N/A
100000.00000000
PA
121665.54000000
0.000126837122
Long
DBT
CORP
FR
N
2
2026-09-22
Fixed
2.25000000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
ZR4572569
6000000.00000000
PA
6793522.86000000
0.007082292111
Long
DBT
CORP
JE
N
2
2024-09-11
Fixed
0.62500000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827GA9
3616000.00000000
PA
2838512.35000000
0.002959167730
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
2.10000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AZ2
2483000.00000000
PA
2793135.73000000
0.002911862306
Long
DBT
CORP
US
N
2
2027-12-05
Fixed
0.62500000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
ATLAS COPCO AB
N/A
2031000.00000000
PA
2348287.01000000
0.002448104600
Long
DBT
CORP
SE
N
2
2023-02-28
Fixed
2.50000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
2832000.00000000
PA
2185084.47000000
0.002277964882
Long
DBT
NUSS
NO
N
2
2024-07-15
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3717941.68000000
0.003875978571
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
450000000.00000000
EUR
509290650.00000000
USD
2022-02-02
3717941.68000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDE8
3069000.00000000
PA
3969626.75000000
0.004138361906
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
1.50000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ ENVIRON
EJ8635017
1400000.00000000
PA
1647485.19000000
0.001717514109
Long
DBT
CORP
FR
N
2
2023-10-09
Fixed
2.75000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
1367000.00000000
PA
1686821.93000000
0.001758522918
Long
DBT
CORP
GB
N
2
2028-04-07
Fixed
2.51900000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1806000.00000000
PA
2165131.89000000
0.002257164187
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
3.00000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL (ENTNZENEL)
EG5612957
1355000.00000000
PA
2485749.73000000
0.002591410387
Long
DBT
CORP
IT
N
2
2037-06-22
Fixed
5.75000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
1810000.00000000
PA
1374187.38000000
0.001432599351
Long
DBT
CORP
DE
N
2
2024-04-08
Fixed
4.75000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
99280000.00000000
PA
4753029.77000000
0.004955064690
Long
DBT
NUSS
CZ
N
2
2024-05-25
Fixed
5.70000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
3594000.00000000
PA
4177540.13000000
0.004355112968
Long
DBT
CORP
NL
N
2
2026-06-09
Fixed
1.37500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
106750000.00000000
PA
128108478.94000000
0.133553929017
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
3752000.00000000
PA
6425772.94000000
0.006698910409
Long
DBT
CORP
JE
N
2
2039-01-23
Fixed
5.75000000
N
N
N
N
N
N
Proximus SADP
549300CWRXC5EP004533
PROXIMUS SADP
N/A
1500000.00000000
PA
1772075.80000000
0.001847400637
Long
DBT
CORP
BE
N
2
2024-04-04
Fixed
2.37500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
500000.00000000
PA
577828.71000000
0.000602390217
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
7800000.00000000
PA
9760680.68000000
0.010175573587
Long
DBT
CORP
ES
N
2
2025-02-17
Fixed
3.87500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
54662000.00000000
PA
76341587.31000000
0.079586605172
Long
DBT
NUSS
IT
Y
2
2046-09-01
Fixed
3.25000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
N/A
1076000.00000000
PA
1430110.15000000
0.001490899205
Long
DBT
CORP
US
N
2
2027-01-14
Fixed
1.87500000
N
N
N
N
N
N
OPB Finance Trust
N/A
OPB FINANCE TR
67103MAE6
13087000.00000000
PA
10589211.98000000
0.011039322899
Long
DBT
CORP
CA
N
2
2026-02-02
Fixed
2.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCJ9
2301000.00000000
PA
2749457.89000000
0.002866327872
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.45000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
7202000.00000000
PA
9244910.67000000
0.009637879971
Long
DBT
NUSS
NL
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
7361000.00000000
PA
8591918.57000000
0.008957131427
Long
DBT
CORP
GB
N
2
2030-11-24
Fixed
1.62500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
5162000.00000000
PA
7060234.47000000
0.007360340713
Long
DBT
CORP
GB
N
2
2026-07-03
Fixed
2.27400000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
6100000.00000000
PA
7167933.63000000
0.007472617793
Long
DBT
CORP
FR
N
2
2024-04-29
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-2005110.52000000
-0.00209034086
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
500000000.00000000
EUR
560066500.00000000
USD
2022-03-02
-2005110.52000000
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AF3
2888000.00000000
PA
3234630.09000000
0.003372123071
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.87500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
12640000.00000000
PA
13542855.98000000
0.014118516129
Long
DBT
CORP
CH
N
2
2028-09-06
Fixed
0.12500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1895300000.00000000
PA
19870891.42000000
0.020715534554
Long
DBT
NUSS
JP
N
2
2045-06-20
Fixed
1.60000000
N
N
N
N
N
N
TotalEnergies Capital Canada Ltd
5299005IX98ZZ9LSGK46
TOTAL CAP CANADA
N/A
7200000.00000000
PA
8829180.23000000
0.009204478263
Long
DBT
CORP
CA
N
2
2029-09-18
Fixed
2.12500000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852PH8
3159000.00000000
PA
2572312.21000000
0.002681652339
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
4069363.63000000
0.004242338258
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
820000000.00000000
CAD
649153507.78000000
USD
2022-02-02
4069363.63000000
N
N
N
Holding d'Infrastructures de Transport SASU
9695004S3RCE0Q5V8G28
HOLDING D'INFRA
N/A
2000000.00000000
PA
2372474.57000000
0.002473320290
Long
DBT
CORP
FR
N
2
2025-03-24
Fixed
2.25000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
45372000.00000000
PA
51785207.05000000
0.053986417789
Long
DBT
NUSS
FR
N
2
2026-11-25
Fixed
0.25000000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
344459000.00000000
PA
90738848.13000000
0.094595843948
Long
DBT
NUSS
DK
N
2
2039-11-15
Fixed
4.50000000
N
N
N
N
N
N
Bank of Thailand Bond
N/A
BANK OF THAILAND
N/A
50000000.00000000
PA
1501935.28000000
0.001565777374
Long
DBT
NUSS
TH
N
2
2023-09-28
Fixed
0.65000000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS
N/A
4600000.00000000
PA
5431446.45000000
0.005662318526
Long
DBT
CORP
ES
N
2
2023-06-20
Fixed
3.75000000
N
N
N
N
N
N
Credit Agricole Assurances SA
969500K2MUPSI57XK083
CRDT AGR ASSR
N/A
2300000.00000000
PA
3021765.36000000
0.003150210194
Long
DBT
CORP
FR
N
2
2048-09-27
Variable
4.75000000
N
N
N
N
N
N
Bayerische Landesbank
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBK
N/A
247000.00000000
PA
280601.56000000
0.000292528965
Long
DBT
CORP
DE
N
2
2022-07-11
Fixed
2.00000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1057060000.00000000
PA
34357266.08000000
0.035817675092
Long
DBT
NUSS
TH
N
2
2067-06-17
Fixed
3.60000000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
N/A
11205000.00000000
PA
8038151.76000000
0.008379825898
Long
DBT
CORP
N/A
N
2
2027-01-13
Fixed
2.60000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
45950KCV0
2400000.00000000
PA
1807223.88000000
0.001884042740
Long
DBT
CORP
N/A
N
2
2025-09-16
Fixed
0.62500000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
N/A
9929000.00000000
PA
10934954.39000000
0.011399761627
Long
DBT
CORP
SG
N
2
2031-11-20
Fixed
0.50000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
N/A
11959000.00000000
PA
13753373.31000000
0.014337981825
Long
DBT
CORP
CH
N
2
2026-09-01
Fixed
1.25000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
10500000.00000000
PA
11900102.63000000
0.012405934994
Long
DBT
NUSS
FR
N
2
2025-06-23
Fixed
0.37500000
N
N
N
N
N
N
McGill University
N/A
MCGILL UNIVERS
78032C8Y0
30000.00000000
PA
25994.47000000
0.000027099405
Long
DBT
CORP
CA
N
2
2056-01-29
Fixed
3.97500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
2890000.00000000
PA
2095903.52000000
0.002184993157
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.50000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BE5
1547000.00000000
PA
1695726.23000000
0.001767805709
Long
DBT
CORP
US
N
2
2032-05-05
Fixed
0.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RDY5
5163000.00000000
PA
4264003.97000000
0.004445252088
Long
DBT
CORP
US
N
2
2047-05-25
Fixed
4.85000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
879100000.00000000
PA
7709929.30000000
0.008037651832
Long
DBT
NUSS
JP
N
2
2027-03-25
Fixed
0.21000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BG7
2028000.00000000
PA
1622678.72000000
0.001691653201
Long
DBT
CORP
CA
N
2
2023-07-12
Fixed
3.04000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
586700000.00000000
PA
5166743.88000000
0.005386364361
Long
DBT
NUSS
JP
N
2
2023-07-31
Fixed
0.91100000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148QT3
9735000.00000000
PA
10332415.69000000
0.010771611083
Long
DBT
NUSS
CA
N
2
2032-06-01
Fixed
6.25000000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA BOND CO LTD
EJ7337912
1304000.00000000
PA
1932685.31000000
0.002014837103
Long
DBT
CORP
JE
N
2
2043-07-02
Fixed
6.26900000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
200000000.00000000
PA
1745137.99000000
0.001819317793
Long
DBT
CORP
GB
N
2
2023-05-30
Fixed
0.65000000
N
N
N
N
N
N
Society of Lloyd's
213800O2FTUPFGPH3J11
SOCIETY LLOYD'S
N/A
3159000.00000000
PA
4613150.72000000
0.004809239863
Long
DBT
CORP
GB
N
2
2047-02-07
Variable
4.87500000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
METRO INC
59162NAF6
4790000.00000000
PA
3882589.77000000
0.004047625284
Long
DBT
CORP
CA
N
2
2027-12-06
Fixed
3.39000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3610000.00000000
PA
4028952.45000000
0.004200209338
Long
DBT
CORP
CH
N
2
2024-02-14
Fixed
1.37500000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
100000.00000000
PA
135073.62000000
0.000140815134
Long
DBT
CORP
NL
N
2
2023-09-04
Fixed
2.00000000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
2300000.00000000
PA
2679410.92000000
0.002793303447
Long
DBT
NUSS
IT
N
2
2023-09-27
Fixed
2.12500000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
EJ3722562
3000000.00000000
PA
4174796.05000000
0.004352252246
Long
DBT
CORP
AU
N
2
2024-09-25
Fixed
3.25000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
RABOBK 4.125 7/14/2025
BVN118BQ6
9025000.00000000
PA
11509571.76000000
0.011998804002
Long
DBT
CORP
NL
N
2
2025-07-14
Fixed
4.12500000
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORP TREAS
N/A
2000000.00000000
PA
2113774.29000000
0.002203623552
Long
DBT
CORP
GB
N
2
2029-07-27
Fixed
0.37500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
12400000.00000000
PA
13951031.23000000
0.014544041503
Long
DBT
CORP
ES
N
2
2026-07-09
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
1884567.68000000
0.001964674159
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
117687920000.00000000
KRW
99489331.48000000
USD
2022-02-07
1884567.68000000
N
N
N
Deutsche Kreditbank AG
529900K16YGKC8BES892
DEUTSCHE KREDIT
N/A
800000.00000000
PA
911155.35000000
0.000949885424
Long
DBT
CORP
DE
N
2
2027-03-19
Fixed
0.50000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK
BJ3264311
9513000.00000000
PA
10705206.44000000
0.011160247883
Long
DBT
CORP
FI
N
2
2027-05-14
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
7816900000.00000000
PA
67617917.11000000
0.070492121807
Long
DBT
NUSS
JP
N
2
2048-12-20
Fixed
0.70000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
29332000.00000000
PA
33739051.31000000
0.035173182142
Long
DBT
CORP
DE
N
2
2027-09-15
Fixed
0.50000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
2781513000.00000000
PA
34363729.70000000
0.035824413458
Long
DBT
NUSS
RU
N
2
2024-07-17
Fixed
7.40000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
20510000.00000000
PA
29489825.31000000
0.030743336184
Long
DBT
CORP
LU
N
2
2048-07-10
Fixed
1.80000000
N
N
N
N
N
N
Affinity Sutton Capital Markets PLC
213800CIN9MC8IN3GK94
AFFINITY SUTTON
N/A
677000.00000000
PA
1178377.61000000
0.001228466382
Long
DBT
CORP
GB
N
2
2042-10-08
Fixed
4.25000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
5867000.00000000
PA
6633179.32000000
0.006915132920
Long
DBT
CORP
LU
N
2
2023-07-17
None
0.00000000
N
N
N
N
N
N
Edmonton Regional Airports Authority
N/A
EDMONTON REGION
281204AA5
177385.48000000
PA
161426.57000000
0.000168288257
Long
DBT
CORP
CA
N
2
2030-11-01
Fixed
7.21400000
N
N
N
N
N
N
Nova Scotia Power Inc
5XLQXOZXQGDQ492ZD098
NOVA SCOTIA POWE
66988ZBE8
2284000.00000000
PA
1768009.69000000
0.001843161690
Long
DBT
CORP
CA
N
2
2049-04-05
Fixed
3.57100000
N
N
N
N
N
N
Sydbank AS
GP5DT10VX1QRQUKVBK64
SYDBANK A/S
N/A
4513000.00000000
PA
5177460.50000000
0.005397536508
Long
DBT
CORP
DK
N
2
2023-09-18
Fixed
1.37500000
N
N
N
N
N
N
Ivanhoe Cambridge II Inc
N/A
IVANHOE CAMB II
46578WAA2
1149000.00000000
PA
917078.54000000
0.000956060389
Long
DBT
CORP
CA
N
2
2023-06-27
Fixed
2.90900000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2490203.68000000
0.002596053659
Long
DBT
CORP
CH
N
2
2033-04-25
Fixed
0.62500000
N
N
N
N
N
N
Amprion GmbH
529900ZIV0ETYHYZM863
AMPRION GMBH
N/A
5600000.00000000
PA
5808242.76000000
0.006055131149
Long
DBT
CORP
DE
N
2
2033-09-23
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
137126.38000000
0.000142955149
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
44000000000.00000000
JPY
382485635.06000000
USD
2022-02-02
137126.38000000
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
2301500000.00000000
PA
20335702.42000000
0.021200103068
Long
DBT
NUSS
JP
N
2
2025-05-23
Fixed
0.55300000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368DCV4
5416000.00000000
PA
4267614.14000000
0.004449015714
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.37000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
9500000.00000000
PA
10787829.72000000
0.011246383194
Long
DBT
CORP
ES
N
2
2023-03-18
Fixed
0.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
1806000.00000000
PA
1983781.17000000
0.002068104872
Long
DBT
CORP
US
N
2
2026-09-14
None
0.00000000
N
N
N
N
N
N
National Express Group PLC
213800A8IQEMY8PA5X34
NATIONAL EXPRESS
N/A
2257000.00000000
PA
3069462.93000000
0.003199935224
Long
DBT
CORP
GB
N
2
2023-11-11
Fixed
2.50000000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZBA5
1354000.00000000
PA
1026762.22000000
0.001070406344
Long
DBT
CORP
CA
N
2
2051-05-12
Fixed
4.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2650232.42000000
0.002762884669
N/A
DFE
N/A
N
2
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
350000000.00000000
EUR
395873450.00000000
USD
2022-02-02
2650232.42000000
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
47285000.00000000
PA
32015738.08000000
0.033376616804
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
Japan Housing Finance Agency
N/A
JPN HOUSING FIN
N/A
1900000000.00000000
PA
16501562.74000000
0.017202987320
Long
DBT
NUSS
JP
N
2
2026-10-20
Fixed
0.07500000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN
N/A
1015000.00000000
PA
1174139.42000000
0.001224048041
Long
DBT
CORP
GB
N
2
2026-03-11
Fixed
1.62500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
EF0667370
3208000.00000000
PA
5098308.22000000
0.005315019737
Long
DBT
CORP
NL
N
2
2029-08-30
Fixed
4.55000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
56000000.00000000
PA
15094653.66000000
0.015736275382
Long
DBT
NUSS
PE
N
2
2028-08-12
Fixed
6.35000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
13904000.00000000
PA
9029160.73000000
0.009412959245
Long
DBT
NUSS
AU
Y
2
2032-08-20
Fixed
1.50000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
433581000.00000000
PA
513830127.60000000
0.535671276063
Long
DBT
NUSS
IT
Y
2
2025-07-01
Fixed
1.85000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1470000.00000000
PA
1381866.22000000
0.001440604592
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
60000000.00000000
PA
9891420.90000000
0.010311871124
Long
DBT
NUSS
CN
N
2
2031-03-01
Fixed
3.66000000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
GREAT-WEST LIFEC
N/A
100000.00000000
PA
118342.39000000
0.000123372717
Long
DBT
CORP
CA
N
2
2026-12-07
Fixed
1.75000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
2257000.00000000
PA
2579150.71000000
0.002688781520
Long
DBT
CORP
SE
N
2
2025-10-30
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-195988.75000000
-0.00020431955
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
2593530000.00000000
THB
77698287.87000000
USD
2022-02-02
-195988.75000000
N
N
N
Wessex Water Services Finance PLC
213800B9BFRCA1YMEI57
WESSEX WATER FIN
N/A
1586000.00000000
PA
1813867.38000000
0.001890968633
Long
DBT
CORP
GB
N
2
2036-01-12
Fixed
1.25000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
2135000.00000000
PA
2746203.19000000
0.002862934826
Long
DBT
NUSS
DE
N
2
2040-06-12
Fixed
1.50000000
N
N
N
N
N
N
Groupe des Assurances du Credit Mutuel SADIR
96950090CGKLVXEKWF10
GACM
N/A
2600000.00000000
PA
2805904.20000000
0.002925173520
Long
DBT
CORP
FR
N
2
2042-04-21
Variable
1.85000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
1490000.00000000
PA
1958694.44000000
0.002041951792
Long
DBT
CORP
AT
N
2
2170-12-09
Variable
6.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
6400000.00000000
PA
56643.54000000
0.000059051261
Long
DBT
NUSS
JP
N
2
2025-07-31
Fixed
0.55700000
N
N
N
N
N
N
Teranet Holdings LP
549300WKILNGLP1C7131
TERANET HOLDINGS
880789AC6
1532000.00000000
PA
1391833.48000000
0.001450995526
Long
DBT
CORP
CA
N
2
2040-12-17
Fixed
5.75400000
N
N
N
N
N
N
Blackstone Holdings Finance Co LLC
549300D2L6J4NC1QVZ22
BLACKSTONE HLDGS
N/A
402000.00000000
PA
457787.14000000
0.000477246094
Long
DBT
CORP
US
N
2
2026-10-05
Fixed
1.00000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
EJ8417945
5055000.00000000
PA
7332374.20000000
0.007644048165
Long
DBT
CORP
BE
N
2
2025-09-24
Fixed
4.00000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
48536000.00000000
PA
54729811.18000000
0.057056186896
Long
DBT
CORP
N/A
N
2
2025-03-14
None
0.00000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
18028000.00000000
PA
23300310.24000000
0.024290726153
Long
DBT
CORP
N/A
N
2
2036-11-17
Fixed
1.62500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
4000000.00000000
PA
4409359.24000000
0.004596785910
Long
DBT
CORP
NL
N
2
2029-02-20
Fixed
0.25000000
N
N
N
N
N
N
Bank of New Zealand
N7LGVZM7X4UQ66T7LT74
BANK NEW ZEALAND
N/A
1000000.00000000
PA
618722.34000000
0.000645022095
Long
DBT
CORP
NZ
N
2
2026-06-08
Fixed
1.88400000
N
N
N
N
N
N
State of Brandenburg
967600V011J0F1GJ4789
LAND BRANDENBURG
N/A
4513000.00000000
PA
5156655.21000000
0.005375846857
Long
DBT
NUSS
DE
N
2
2036-08-08
Fixed
0.75000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBV7
1850000.00000000
PA
1267764.11000000
0.001321652394
Long
DBT
CORP
CA
N
2
2050-03-07
Fixed
2.84000000
N
N
N
N
N
N
Adif Alta Velocidad
959800D5SDA4R1CG7K10
ADIF ALTA VELOCI
N/A
5500000.00000000
PA
6690808.10000000
0.006975211300
Long
DBT
NUSS
ES
N
2
2024-05-27
Fixed
3.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1174000.00000000
PA
1425553.83000000
0.001486149211
Long
DBT
CORP
N/A
N
2
2028-12-07
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FA33
13043000.00000000
PA
9798640.59000000
0.010215147042
Long
DBT
CORP
CA
N
2
2028-03-08
Fixed
1.88800000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KM9
4785000.00000000
PA
3625942.49000000
0.003780068813
Long
DBT
NUSS
CA
N
2
2025-09-02
Fixed
0.80000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
22677000.00000000
PA
39231073.70000000
0.040898651483
Long
DBT
NUSS
AT
Y
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-151146.33000000
-0.00015757103
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1340320000.00000000
THB
40104126.15000000
USD
2022-02-02
-151146.33000000
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
124567.54000000
0.000129862476
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
400000000.00000000
CAD
314799759.81000000
USD
2022-02-02
124567.54000000
N
N
N
Brookfield Renewable Partners ULC
549300459XW8D7IBW569
BROOKFIELD RENEW
11282ZAP3
1760000.00000000
PA
1473723.60000000
0.001536366512
Long
DBT
CORP
CA
N
2
2049-11-05
Fixed
4.29000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SCOTTISH & SOUTH
N/A
1368000.00000000
PA
2505705.56000000
0.002612214470
Long
DBT
CORP
GB
N
2
2028-11-20
Fixed
8.37500000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
65950000.00000000
PA
8426716.73000000
0.008784907426
Long
DBT
NUSS
HK
N
2
2023-10-23
Fixed
0.51000000
N
N
N
N
N
N
Stedin Holding NV
724500R5IP6TFKTNRU48
STEDIN HOLDING
N/A
2257000.00000000
PA
2501633.79000000
0.002607969623
Long
DBT
CORP
NL
N
2
2029-11-14
Fixed
0.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
174583000.00000000
PA
120402102.17000000
0.125519980720
Long
DBT
NUSS
AU
N
2
2024-11-21
Fixed
0.25000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
1004000.00000000
PA
1499653.28000000
0.001563398374
Long
DBT
CORP
GB
N
2
2050-06-04
Variable
5.12500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
43349000.00000000
PA
47167762.91000000
0.049172702007
Long
DBT
CORP
N/A
N
2
2041-07-04
Fixed
0.45000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
7654000.00000000
PA
8365599.33000000
0.008721192136
Long
DBT
CORP
DE
N
2
2033-05-19
Fixed
0.25000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAP1
1042000.00000000
PA
896644.54000000
0.000934757810
Long
DBT
CORP
CA
N
2
2044-11-21
Fixed
4.05400000
N
N
N
N
N
N
Porterbrook Rail Finance Ltd
635400LZ2CNQFYRJYT65
PORTERBROOK RAIL
EI2740831
1355000.00000000
PA
2234775.59000000
0.002329768201
Long
DBT
CORP
JE
N
2
2026-10-20
Fixed
7.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
871000.00000000
PA
1055766.70000000
0.001100643705
Long
DBT
CORP
FR
N
2
2170-11-07
Variable
3.94100000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4506791.68000000
0.004698359867
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
450000000.00000000
EUR
510079500.00000000
USD
2022-02-02
4506791.68000000
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
-1246475.51000000
-0.00129945888
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
11052234375.00000000
HUF
33674533.26000000
USD
2022-02-02
-1246475.51000000
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
2469000.00000000
PA
2745927.76000000
0.002862647688
Long
DBT
NUSS
PH
N
2
2025-04-28
Fixed
0.25000000
N
N
N
N
N
N
Greater Gabbard OFTO PLC
549300YN81Q8RKMHHI03
GREATER GABBARD
N/A
294895.34000000
PA
440435.14000000
0.000459156520
Long
DBT
CORP
GB
N
2
2032-11-29
Fixed
4.13700000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
180722000.00000000
PA
204761031.89000000
0.213464717907
Long
DBT
NUSS
AT
Y
2
2025-04-20
None
0.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
35769000.00000000
PA
41828498.42000000
0.043606483779
Long
DBT
CORP
DE
N
2
2028-06-28
Fixed
0.75000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087A61
10024000.00000000
PA
7918498.68000000
0.008255086777
Long
DBT
NUSS
CA
N
2
2023-06-01
Fixed
1.50000000
N
N
N
N
N
N
Finnvera Oyj
743700T69OBBJO7TCA15
FINNVERA PLC
N/A
2934000.00000000
PA
3342543.30000000
0.003484623299
Long
DBT
NUSS
FI
N
2
2026-04-13
Fixed
0.50000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
29090000.00000000
PA
21035398.45000000
0.021929540766
Long
DBT
NUSS
NZ
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
de Volksbank NV
724500A1FNICHSDF2I11
VOLKSBANK NV
N/A
3000000.00000000
PA
3237048.58000000
0.003374644362
Long
DBT
CORP
NL
N
2
2028-03-03
Fixed
0.37500000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
N/A
2257000.00000000
PA
2714556.25000000
0.002829942683
Long
DBT
NUSS
IL
N
2
2029-01-16
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
-921388.91000000
-0.00096055397
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
26790797.36000000
USD
2000000000.00000000
RUB
2022-02-01
-921388.91000000
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M84
27968000.00000000
PA
21555480.94000000
0.022471730171
Long
DBT
NUSS
CA
N
2
2027-03-01
Fixed
1.25000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
N/A
2708000.00000000
PA
3016805.67000000
0.003145039685
Long
DBT
CORP
LU
N
2
2049-09-18
Fixed
1.80000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
300000.00000000
PA
353242.88000000
0.000368258017
Long
DBT
CORP
FR
N
2
2023-07-17
Fixed
3.12500000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1219000.00000000
PA
1396160.13000000
0.001455506087
Long
DBT
CORP
DE
N
2
2031-07-11
Fixed
0.87500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469US2
9521000.00000000
PA
7766363.18000000
0.008096484521
Long
DBT
NUSS
CA
N
2
2050-03-05
Fixed
3.20000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
79000.00000000
PA
57545.55000000
0.000059991613
Long
DBT
CORP
AU
N
2
2023-05-09
Fixed
3.35000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
4600000.00000000
PA
5277320.89000000
0.005501641619
Long
DBT
CORP
NL
N
2
2024-05-22
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3944075.47000000
0.004111724530
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
275000000.00000000
EUR
312905175.00000000
USD
2022-02-02
3944075.47000000
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
1400000.00000000
PA
1578301.41000000
0.001645389565
Long
DBT
CORP
ES
N
2
2024-10-02
Fixed
0.37500000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
3600000.00000000
PA
4190182.57000000
0.004368292794
Long
DBT
NUSS
IT
N
2
2025-04-09
Fixed
1.50000000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
CRD MUTUEL ARKEA
N/A
9000000.00000000
PA
11360434.44000000
0.011843327368
Long
DBT
CORP
FR
N
2
2029-02-09
Fixed
3.50000000
N
N
N
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
904000.00000000
PA
1025011.17000000
0.001068580863
Long
DBT
NUSS
DK
N
2
2024-02-16
Fixed
0.25000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
N/A
2437000.00000000
PA
2597544.97000000
0.002707957657
Long
DBT
CORP
US
N
2
2037-11-06
Fixed
1.87500000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-179
N/A
16192000.00000000
PA
18399932.37000000
0.019182050103
Long
DBT
NUSS
DE
N
2
2024-04-05
None
0.00000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
32800000.00000000
PA
34363289.24000000
0.035823954276
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
0.10000000
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
BANKINTER SA
N/A
3700000.00000000
PA
4260043.61000000
0.004441123387
Long
DBT
CORP
ES
N
2
2025-02-05
Fixed
1.00000000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
N/A
341600000.00000000
PA
3010937.74000000
0.003138922329
Long
DBT
NUSS
JP
N
2
2025-09-11
Fixed
0.42500000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
GECINA
N/A
1100000.00000000
PA
1258117.05000000
0.001311595271
Long
DBT
CORP
FR
N
2
2029-01-30
Fixed
1.00000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
7900000.00000000
PA
8639224.82000000
0.009006448503
Long
DBT
CORP
CH
N
2
2030-09-20
Fixed
0.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ABN3
42215000.00000000
PA
33872407.37000000
0.035312206709
Long
DBT
NUSS
CA
N
2
2023-06-02
Fixed
2.85000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
3732000.00000000
PA
4334457.32000000
0.004518700167
Long
DBT
CORP
GB
N
2
2026-03-10
Fixed
1.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DS6
2387000.00000000
PA
2624399.66000000
0.002735953847
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
9800000.00000000
PA
10966763.87000000
0.011432923219
Long
DBT
CORP
FR
N
2
2049-12-09
Fixed
2.00000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
6800000.00000000
PA
7781508.19000000
0.008112273294
Long
DBT
CORP
AT
N
2
2026-04-17
Fixed
0.62500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
1850000.00000000
PA
2178775.27000000
0.002271387500
Long
DBT
CORP
NL
N
2
2023-11-29
Fixed
2.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
4300000.00000000
PA
8534191.58000000
0.008896950661
Long
DBT
CORP
FR
N
2
2114-01-23
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
NZD/USD FWD 20220202
N/A
1.00000000
NC
191268.91000000
0.000199399092
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
7239139.00000000
NZD
4954510.17000000
USD
2022-02-02
191268.91000000
N
N
N
Kering SA
549300VGEJKB7SVUZR78
KERING
N/A
4300000.00000000
PA
5021626.49000000
0.005235078531
Long
DBT
CORP
FR
N
2
2026-05-10
Fixed
1.25000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
1522000000.00000000
PA
13146995.79000000
0.013705829286
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.04000000
N
N
N
N
N
N
Regie Autonome des Transports Parisiens
969500K59E47ULNCAQ69
R.A.T.P.
N/A
1400000.00000000
PA
1625725.24000000
0.001694829218
Long
DBT
NUSS
FR
N
2
2027-05-25
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1997453.69000000
0.002082358564
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
559750000.00000000
USD
500000000.00000000
EUR
2022-02-02
1997453.69000000
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
4116124.00000000
PA
7560444.16000000
0.007881812593
Long
DBT
NUSS
DE
N
2
2042-07-04
Fixed
3.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
15144850000.00000000
PA
128690546.58000000
0.134160738347
Long
DBT
NUSS
JP
N
2
2040-09-20
Fixed
0.40000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
3610000.00000000
PA
4080827.97000000
0.004254289907
Long
DBT
CORP
GB
N
2
2024-03-25
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
139786.31000000
0.000145728144
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
44000000000.00000000
JPY
382488294.99000000
USD
2022-02-02
139786.31000000
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX GROUP LTD
87262KAB1
2576000.00000000
PA
2098510.54000000
0.002187710993
Long
DBT
CORP
CA
N
2
2023-10-03
Fixed
4.46100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
9973000.00000000
PA
11668815.03000000
0.012164816155
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.77600000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866FZ5
3159000.00000000
PA
2980447.35000000
0.003107135898
Long
DBT
NUSS
CA
N
2
2037-03-26
Fixed
4.55000000
N
N
N
N
N
N
Hamburg Commercial Bank AG
TUKDD90GPC79G1KOE162
HSH NORDBANK AG
N/A
4878000.00000000
PA
5526308.76000000
0.005761213106
Long
DBT
CORP
DE
N
2
2023-04-27
Fixed
0.37500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBE9
1000000.00000000
PA
856670.97000000
0.000893085101
Long
DBT
CORP
CA
N
2
2051-12-22
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5207610.52000000
-0.00542896810
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
500000000.00000000
EUR
556864000.00000000
USD
2022-03-02
-5207610.52000000
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
2886900000.00000000
PA
25127544.49000000
0.026195629836
Long
DBT
NUSS
JP
N
2
2023-02-01
Fixed
0.10000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8807300000.00000000
PA
76366775.83000000
0.079612864369
Long
DBT
NUSS
JP
N
2
2048-06-20
Fixed
0.70000000
N
N
N
N
N
N
Scottish Widows Ltd
549300ZT0RVWCG8T4L55
SCOTTISH WIDOWS
EJ6286110
2000000.00000000
PA
3834340.93000000
0.003997325552
Long
DBT
CORP
GB
N
2
2043-06-16
Fixed
7.00000000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AD4
637000.00000000
PA
499851.54000000
0.000521098506
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
3.39400000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
UV8561036
6947000.00000000
PA
8061026.84000000
0.008403673318
Long
DBT
CORP
IT
N
2
2024-01-18
Fixed
1.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEF6
32890000.00000000
PA
34044828.02000000
0.035491956367
Long
DBT
NUSS
CA
N
2
2041-12-01
Fixed
5.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
24820000.00000000
PA
28077547.10000000
0.029271026893
Long
DBT
CORP
N/A
N
2
2023-12-15
Fixed
0.05000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
16684000.00000000
PA
18071001.65000000
0.018839137671
Long
DBT
CORP
DE
N
2
2041-06-17
Fixed
0.50000000
N
N
N
N
N
N
First Nations Finance Authority
549300L0OY1XOUXDPF41
FIRST NATIONS FA
32117DAC8
1510000.00000000
PA
1127351.28000000
0.001175271098
Long
DBT
NUSS
CA
N
2
2030-06-16
Fixed
1.71000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
2528000.00000000
PA
3137572.01000000
0.003270939386
Long
DBT
CORP
US
N
2
2026-02-19
Fixed
3.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
8200000.00000000
PA
9241787.79000000
0.009634624348
Long
DBT
CORP
NL
N
2
2028-05-05
Variable
0.87500000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
225700000.00000000
PA
1991503.61000000
0.002076155567
Long
DBT
NUSS
JP
N
2
2025-09-19
Fixed
0.45600000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
6952000.00000000
PA
4419663.76000000
0.004607528439
Long
DBT
NUSS
AU
N
2
2037-11-20
Fixed
2.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EH2
1535000.00000000
PA
1770631.03000000
0.001845894454
Long
DBT
CORP
US
N
2
2027-03-06
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3034882.42000000
0.003163884815
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
396258100.00000000
USD
2022-02-02
3034882.42000000
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FNR6
11001000.00000000
PA
8714024.38000000
0.009084427534
Long
DBT
CORP
CA
N
2
2024-12-02
Fixed
2.49600000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREW
N/A
4513000.00000000
PA
5068276.22000000
0.005283711180
Long
DBT
CORP
DK
N
2
2029-07-01
Fixed
0.87500000
N
N
N
N
N
N
Circle Anglia Social Housing PLC
213800LLT17R5JUEIB78
CIRCLE ANGLIA
N/A
2190000.00000000
PA
4921135.73000000
0.005130316255
Long
DBT
CORP
GB
N
2
2038-11-12
Fixed
7.25000000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
175540000.00000000
PA
19406567.99000000
0.020231474335
Long
DBT
NUSS
SE
Y
2
2029-11-12
Fixed
0.75000000
N
N
N
N
N
N
Mohawk Capital Finance SA
549300IXL8ST9Z2BTY31
MOHAWK CAPITAL
BJ9477552
1300000.00000000
PA
1527024.28000000
0.001591932821
Long
DBT
CORP
LU
N
2
2027-06-12
Fixed
1.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
5100000.00000000
PA
5869402.91000000
0.006118891006
Long
DBT
NUSS
CA
N
2
2025-01-15
Fixed
0.87500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARMACEU
N/A
9386000.00000000
PA
12127180.40000000
0.012642665057
Long
DBT
CORP
JP
N
2
2030-11-21
Fixed
3.00000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
126081000.00000000
PA
142540702.70000000
0.148599616886
Long
DBT
CORP
LU
N
2
2024-04-19
None
0.00000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBX1
3654000.00000000
PA
2956964.61000000
0.003082654988
Long
DBT
CORP
CA
N
2
2047-02-27
Fixed
4.45000000
N
N
N
N
N
N
Vier Gas Transport GmbH
529900AGED6PJE9AVL37
VIER GAS TRANSPO
N/A
5190000.00000000
PA
6346360.45000000
0.006616122368
Long
DBT
CORP
DE
N
2
2025-06-12
Fixed
2.87500000
N
N
N
N
N
N
Aegon Bank NV
549300772D1G8JPIUR96
AEGON BANK
N/A
4600000.00000000
PA
5205991.85000000
0.005427280627
Long
DBT
CORP
NL
N
2
2056-11-21
Fixed
0.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
5551000.00000000
PA
6502055.31000000
0.006778435280
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
1.75000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
45126000.00000000
PA
10985816.08000000
0.011452785272
Long
DBT
NUSS
MY
N
2
2023-04-20
Fixed
3.75700000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
2031000.00000000
PA
2448274.82000000
0.002552342547
Long
DBT
CORP
BE
N
2
2024-09-25
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5023501.92000000
0.005237033679
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
350000000.00000000
EUR
398246719.50000000
USD
2022-02-02
5023501.92000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KF7
4000000.00000000
PA
4296370.69000000
0.004478994606
Long
DBT
CORP
US
N
2
2032-02-11
Fixed
0.65000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
7538000.00000000
PA
7561020.96000000
0.007882413911
Long
DBT
NUSS
CA
N
2
2041-01-18
Fixed
0.25000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
QZ4683434
1121000.00000000
PA
1266643.42000000
0.001320484067
Long
DBT
CORP
FR
N
2
2023-09-15
Fixed
0.50000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
657000.00000000
PA
994847.42000000
0.001037134956
Long
DBT
CORP
ES
N
2
2026-02-02
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3650610.52000000
-0.00380578539
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
558421000.00000000
USD
2022-03-02
-3650610.52000000
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
N/A
4721000.00000000
PA
5100910.25000000
0.005317732370
Long
DBT
NUSS
PE
N
2
2036-11-17
Fixed
1.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
100000.00000000
PA
113692.81000000
0.000118525499
Long
DBT
CORP
US
N
2
2023-10-26
Fixed
0.75000000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV
N/A
6000000.00000000
PA
6764693.55000000
0.007052237366
Long
DBT
CORP
NL
N
2
2025-02-26
Fixed
0.37500000
N
N
N
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
WOLTERS KLUWER-C
N/A
2257000.00000000
PA
2623230.81000000
0.002734735314
Long
DBT
CORP
NL
N
2
2023-03-21
Fixed
2.87500000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ INTL FUND/LN
N/A
6769000.00000000
PA
7714080.51000000
0.008041979495
Long
DBT
CORP
NZ
N
2
2025-07-03
Fixed
0.62500000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
813000.00000000
PA
910068.34000000
0.000948752209
Long
DBT
NUSS
DE
N
2
2026-04-14
None
0.00000000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
2586000.00000000
PA
3264119.41000000
0.003402865880
Long
DBT
CORP
GB
N
2
2029-09-15
Variable
1.50000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
2100000.00000000
PA
2559126.20000000
0.002667905837
Long
DBT
CORP
FR
N
2
2032-02-03
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
7859085.65000000
0.008193148304
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
1690000000.00000000
CAD
1337361772.98000000
USD
2022-02-02
7859085.65000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
4000000.00000000
PA
4182456.87000000
0.004360238702
Long
DBT
CORP
LU
N
2
2170-07-15
Variable
1.62500000
N
N
N
N
N
N
South Eastern Power Networks PLC
213800H7NWVLCWAVKA15
EDF ENERGY
N/A
212000.00000000
PA
327462.27000000
0.000341381562
Long
DBT
CORP
GB
N
2
2026-06-05
Fixed
5.50000000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
4513000.00000000
PA
5332305.85000000
0.005558963800
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866FR3
1806000.00000000
PA
1836072.11000000
0.001914117209
Long
DBT
NUSS
CA
N
2
2034-01-27
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4477541.68000000
0.004667866550
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
450000000.00000000
EUR
510050250.00000000
USD
2022-02-02
4477541.68000000
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
N/A
5641000.00000000
PA
7052045.66000000
0.007351803825
Long
DBT
CORP
CZ
N
2
2028-06-05
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-782192.47000000
-0.00081544077
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
191500000000.00000000
COP
47713965.37000000
USD
2022-02-02
-782192.47000000
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
EAST JAPAN RAIL
N/A
586000.00000000
PA
629690.47000000
0.000656456442
Long
DBT
CORP
JP
N
2
2039-09-15
Fixed
1.10400000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
3300000.00000000
PA
3825455.99000000
0.003988062944
Long
DBT
NUSS
FR
N
2
2023-04-05
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-225347.43000000
-0.00023492617
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1688810000.00000000
THB
50496500.13000000
USD
2022-02-02
-225347.43000000
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
6254000.00000000
PA
6681573.59000000
0.006965584263
Long
DBT
NUSS
CL
N
2
2036-07-26
Fixed
1.30000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
2600000.00000000
PA
3110907.31000000
0.003243141261
Long
DBT
CORP
DE
N
2
2170-10-24
Variable
4.75000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT PIPELINES
N/A
452000.00000000
PA
643920.34000000
0.000671291175
Long
DBT
CORP
AU
N
2
2024-11-26
Fixed
4.25000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
2800000.00000000
PA
3078768.79000000
0.003209636644
Long
DBT
CORP
NL
N
2
2027-10-07
Fixed
0.62500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
ZS6668488
90000000.00000000
PA
14721250.52000000
0.015347000161
Long
DBT
NUSS
CN
N
2
2029-05-23
Fixed
3.29000000
N
N
N
N
N
N
Original Wempi Inc
N/A
WEST EDMONTON MA
952637AA4
776000.00000000
PA
616434.34000000
0.000642636840
Long
DBT
CORP
CA
N
2
2024-02-13
Fixed
4.30900000
N
N
N
N
N
N
Moody's Corp
549300GCEDD8YCF5WU84
MOODY'S CORP
615369AF2
1359000.00000000
PA
1604291.93000000
0.001672484852
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.75000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
300000.00000000
PA
397543.72000000
0.000414441933
Long
DBT
CORP
NL
N
2
2033-03-22
Fixed
3.30000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
6769000.00000000
PA
7499396.33000000
0.007818169830
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
0.01000000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
1391000.00000000
PA
1780614.32000000
0.001856302100
Long
DBT
CORP
LU
N
2
2034-10-17
Fixed
2.62500000
N
N
N
N
N
N
Enagas Financiaciones SA
213800H2FQSU5E19V152
ENAGAS FIN SA
N/A
2400000.00000000
PA
2776190.49000000
0.002894196783
Long
DBT
CORP
ES
N
2
2025-02-06
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
1630752.24000000
0.001700069899
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
137978582.23000000
USD
44185295323.00000000
HUF
2022-02-02
1630752.24000000
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
4513000.00000000
PA
6165905.75000000
0.006427997160
Long
DBT
CORP
BE
N
2
2037-05-25
Fixed
2.85000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
5456000.00000000
PA
6214635.40000000
0.006478798140
Long
DBT
CORP
IT
N
2
2026-06-16
Variable
1.25000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GS0
2149000.00000000
PA
1668106.67000000
0.001739012137
Long
DBT
NUSS
CA
N
2
2052-08-14
Fixed
2.90000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
2000000.00000000
PA
1440980.76000000
0.001502231887
Long
DBT
CORP
GB
N
2
2025-06-28
Variable
2.90000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
38331592.71000000
0.039960936655
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
441320000000.00000000
JPY
3873287134.76000000
USD
2022-02-02
38331592.71000000
N
N
N
Free State of Saxony
5299000O7UMNSOGRRW53
SACHSEN FREISTAT
N/A
19729000.00000000
PA
21650520.35000000
0.022570809379
Long
DBT
NUSS
DE
N
2
2029-11-05
Fixed
0.01000000
N
N
N
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
39191ZAX7
1399000.00000000
PA
1384223.75000000
0.001443062332
Long
DBT
CORP
CA
N
2
2041-02-25
Fixed
5.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4997453.69000000
0.005209878229
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
556750000.00000000
USD
500000000.00000000
EUR
2022-02-02
4997453.69000000
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853ED7
2043000.00000000
PA
1592455.14000000
0.001660144921
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
2.30000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0338
N/A
23465000.00000000
PA
27035972.22000000
0.028185178254
Long
DBT
NUSS
BE
Y
2
2024-10-22
Fixed
0.50000000
N
N
N
N
N
N
Reliance LP
N/A
RELIANCE LP
759480AM8
1591000.00000000
PA
1211083.24000000
0.001262562216
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
2.67000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3610000.00000000
PA
3952807.61000000
0.004120827843
Long
DBT
CORP
CH
N
2
2026-01-26
Fixed
0.37500000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
4000000.00000000
PA
4319781.60000000
0.004503400633
Long
DBT
CORP
LU
N
2
2028-09-23
None
0.00000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBZ6
5957000.00000000
PA
4800516.74000000
0.005004570167
Long
DBT
CORP
CA
N
2
2025-03-12
Fixed
3.35000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746TC5
900000.00000000
PA
707517.32000000
0.000737591443
Long
DBT
CORP
US
N
2
2026-05-01
Variable
2.56800000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
4000000.00000000
PA
5317259.63000000
0.005543278017
Long
DBT
CORP
LU
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
GRAND CITY PROP
N/A
5400000.00000000
PA
6203366.44000000
0.006467050175
Long
DBT
CORP
LU
N
2
2026-08-03
Fixed
1.37500000
N
N
N
N
N
N
Northern Gas Networks Finance PLC
213800KZQUVA8TJZFL60
NORTHERN GAS
EF1611385
59000.00000000
PA
90743.81000000
0.000094601016
Long
DBT
CORP
GB
N
2
2027-06-30
Fixed
4.87500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
2186000.00000000
PA
1643956.78000000
0.001713835718
Long
DBT
CORP
US
N
2
2028-06-09
Fixed
2.47000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
7000000.00000000
PA
8111722.98000000
0.008456524377
Long
DBT
CORP
AT
N
2
2024-04-09
Fixed
1.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
7152000.00000000
PA
8469047.42000000
0.008829037448
Long
DBT
CORP
NL
N
2
2031-02-28
Fixed
1.25000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
N/A
18735000.00000000
PA
20438281.90000000
0.021307042849
Long
DBT
CORP
US
N
2
2028-03-17
Fixed
0.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
10000000.00000000
PA
11208905.59000000
0.011685357549
Long
DBT
CORP
N/A
N
2
2027-06-17
None
0.00000000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220202
N/A
1.00000000
NC
-386203.27000000
-0.00040261944
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
33662142.00000000
PEN
8354339.96000000
USD
2022-02-02
-386203.27000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10653150000.00000000
PA
103035604.21000000
0.107415292764
Long
DBT
NUSS
JP
N
2
2035-03-20
Fixed
1.20000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
2803000.00000000
PA
2952574.26000000
0.003078078019
Long
DBT
CORP
DE
N
2
2036-04-15
Fixed
0.62500000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
N/A
7499000.00000000
PA
10561005.43000000
0.011009917385
Long
DBT
CORP
GB
N
2
2026-01-14
Fixed
3.62500000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
CIE DE ST GOBAIN
N/A
5300000.00000000
PA
6432493.44000000
0.006705916574
Long
DBT
CORP
FR
N
2
2031-03-15
Fixed
1.87500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
216200000.00000000
PA
1895450.84000000
0.001976019924
Long
DBT
NUSS
JP
N
2
2028-02-25
Fixed
0.24000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3159000.00000000
PA
3445163.10000000
0.003591605114
Long
DBT
NUSS
RO
N
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
Credito Emiliano SpA
8156004B244AA70DE787
CREDITO EMILIANO
N/A
4513000.00000000
PA
5185539.24000000
0.005405958647
Long
DBT
CORP
IT
N
2
2024-01-17
Fixed
1.12500000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
13600000.00000000
PA
14471288.32000000
0.015086412929
Long
DBT
CORP
BE
N
2
2029-01-14
Variable
0.12500000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
4600000.00000000
PA
5143218.75000000
0.005361839259
Long
DBT
CORP
BE
N
2
2026-09-14
Fixed
0.12500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
3322567000.00000000
PA
32778613.20000000
0.034171919117
Long
DBT
NUSS
RU
N
2
2035-07-18
Fixed
6.10000000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
3159000.00000000
PA
4549784.78000000
0.004743180455
Long
DBT
CORP
AT
N
2
2032-05-18
Fixed
3.37500000
N
N
N
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
OVERSEA-CHINESE
N/A
930000.00000000
PA
1052483.57000000
0.001097221020
Long
DBT
CORP
SG
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
80000000.00000000
PA
13082393.90000000
0.013638481392
Long
DBT
NUSS
CN
N
2
2027-12-03
Fixed
3.28000000
N
N
N
N
N
N
State of Brandenburg
967600V011J0F1GJ4789
LAND BRANDENBURG
N/A
15547000.00000000
PA
17230391.57000000
0.017962796153
Long
DBT
NUSS
DE
N
2
2028-06-26
Fixed
0.01000000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTI
N/A
1400000.00000000
PA
1958896.27000000
0.002042162201
Long
DBT
CORP
ES
N
2
2026-11-27
Fixed
3.37500000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZAY9
1628000.00000000
PA
1331095.53000000
0.001387675815
Long
DBT
CORP
CA
N
2
2042-09-10
Fixed
3.80500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
7401000.00000000
PA
9446478.53000000
0.009848015787
Long
DBT
CORP
BE
N
2
2036-03-17
Fixed
2.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
2572200000.00000000
PA
22467335.53000000
0.023422344558
Long
DBT
NUSS
JP
N
2
2028-04-25
Fixed
0.18000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
10000000.00000000
PA
2416624.54000000
0.002519346923
Long
DBT
NUSS
MY
N
2
2023-05-15
Fixed
3.15100000
N
N
N
N
N
N
Digital Stout Holding LLC
549300N335X1857YDM81
DIGITAL STOUT HO
N/A
993000.00000000
PA
1417294.32000000
0.001477538618
Long
DBT
CORP
US
N
2
2025-01-17
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3672453.69000000
0.003828557043
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
558075000.00000000
USD
500000000.00000000
EUR
2022-02-02
3672453.69000000
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
4600000.00000000
PA
5283831.89000000
0.005508429379
Long
DBT
CORP
FR
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
N/A
15344000.00000000
PA
17346007.46000000
0.018083326476
Long
DBT
NUSS
AT
N
2
2024-10-18
Fixed
0.25000000
N
N
N
N
N
N
Robert Bosch Investment Nederland BV
72450009QLIV38GTKN14
ROBERT BOSCH INV
N/A
400000.00000000
PA
514790.47000000
0.000536672439
Long
DBT
CORP
NL
N
2
2028-05-24
Fixed
2.62500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCH1
2366000.00000000
PA
1723867.80000000
0.001797143481
Long
DBT
CORP
CA
N
2
2051-09-15
Fixed
3.10000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
282000.00000000
PA
380867.18000000
0.000397056531
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
2.12500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
891160QY2
4750000.00000000
PA
3807441.79000000
0.003969283022
Long
DBT
CORP
CA
N
2
2029-07-25
Variable
3.22400000
N
N
N
N
N
N
Santander Consumer Bank AS
549300A08LH2961IPN13
SANTANDER CONSUM
N/A
5000000.00000000
PA
5510165.54000000
0.005744383693
Long
DBT
CORP
NO
N
2
2026-04-14
Fixed
0.12500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
80000000000.00000000
PA
65467142.26000000
0.068249924928
Long
DBT
NUSS
KR
N
2
2031-12-10
Fixed
2.37500000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
N/A
226100000.00000000
PA
1990921.31000000
0.002075548515
Long
DBT
NUSS
JP
N
2
2024-03-18
Fixed
0.64500000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
2300000.00000000
PA
2610227.33000000
0.002721179100
Long
DBT
CORP
FR
N
2
2024-09-30
Fixed
0.37500000
N
N
N
N
N
N
TriSummit Utilities Inc
5493002OUQ05FKTI7O39
ALTAGAS CANADA
02091ZAB4
820000.00000000
PA
660555.14000000
0.000688633063
Long
DBT
CORP
CA
N
2
2026-04-06
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
148658.70000000
0.000154977669
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2288522750000.00000000
IDR
159243124.29000000
USD
2022-02-03
148658.70000000
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAB1
1490000.00000000
PA
1641682.66000000
0.001711464933
Long
DBT
CORP
LU
N
2
2028-03-18
Fixed
0.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
N/A
4513000.00000000
PA
5108442.82000000
0.005325585124
Long
DBT
CORP
CA
N
2
2024-01-11
Fixed
0.25000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AJ5
2483000.00000000
PA
2063828.62000000
0.002151554864
Long
DBT
CORP
CA
N
2
2033-06-01
Fixed
4.15000000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
2400000.00000000
PA
2834496.76000000
0.002954981451
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
2.95000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
13000000.00000000
PA
13832948.44000000
0.014420939420
Long
DBT
NUSS
FI
Y
2
2036-04-15
Fixed
0.12500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
62000000.00000000
PA
67532694.54000000
0.070403276719
Long
DBT
NUSS
IT
Y
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AF2
525000.00000000
PA
652027.51000000
0.000679742953
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
2.37500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
56344ZPH6
3069000.00000000
PA
2625610.57000000
0.002737216229
Long
DBT
NUSS
CA
N
2
2025-09-05
Fixed
4.40000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
400000.00000000
PA
272078.41000000
0.000283643525
Long
DBT
CORP
US
N
2
2028-03-23
Fixed
2.35000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHS5
15395000.00000000
PA
11332122.46000000
0.011813811944
Long
DBT
NUSS
CA
Y
2
2031-03-15
Fixed
1.40000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
48284000.00000000
PA
11743813.17000000
0.012243002207
Long
DBT
NUSS
MY
N
2
2035-05-31
Fixed
4.25400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
6092000.00000000
PA
7025229.94000000
0.007323848261
Long
DBT
CORP
US
N
2
2026-10-23
Variable
1.34200000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1503531.58000000
0.001567441527
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
170954461.29000000
USD
153501357.00000000
EUR
2022-02-02
1503531.58000000
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
10398000.00000000
PA
11844880.50000000
0.012348365561
Long
DBT
CORP
DE
N
2
2026-04-22
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
43358.81000000
0.000045201843
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
3260389.53000000
USD
110000000.00000000
THB
2022-02-02
43358.81000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
4600000.00000000
PA
5104220.44000000
0.005321183265
Long
DBT
CORP
ES
N
2
2026-10-04
Fixed
0.30000000
N
N
N
N
N
N
THFC Funding No 3 PLC
2138003VKRGBYNDTVV92
THFC FUNDING 3
N/A
5937000.00000000
PA
11525661.66000000
0.012015577828
Long
DBT
CORP
GB
N
2
2043-10-11
Fixed
5.20000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
6700000.00000000
PA
7580230.88000000
0.007902440379
Long
DBT
CORP
FR
N
2
2023-03-21
Fixed
0.50000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DG4
2136000.00000000
PA
1744407.67000000
0.001818556430
Long
DBT
NUSS
CA
N
2
2023-09-29
Fixed
3.90000000
N
N
N
N
N
N
Algonquin Power Co
549300U14HGDC7PUZF92
ALGONQUIN PWR CO
01585PAJ4
1023000.00000000
PA
882339.69000000
0.000919844910
Long
DBT
CORP
CA
N
2
2029-01-29
Fixed
4.60000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
12411000.00000000
PA
16671477.39000000
0.017380124456
Long
DBT
CORP
N/A
N
2
2024-12-15
Fixed
1.37500000
N
N
N
N
N
N
Gazprom PJSC Via Gaz Capital SA
N/A
GAZPROM
N/A
100000.00000000
PA
112818.14000000
0.000117613650
Long
DBT
CORP
LU
N
2
2024-01-24
Fixed
2.94900000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
2031000.00000000
PA
2373121.10000000
0.002473994302
Long
DBT
CORP
AU
N
2
2027-02-26
Fixed
1.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
045167FA6
4718000.00000000
PA
3544577.74000000
0.003695245527
Long
DBT
CORP
N/A
N
2
2026-02-10
Fixed
0.75000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
N/A
4513000.00000000
PA
4999499.90000000
0.005212011416
Long
DBT
CORP
US
N
2
2027-01-23
Fixed
0.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GKV5
7130000.00000000
PA
5649969.84000000
0.005890130592
Long
DBT
CORP
CA
N
2
2023-06-09
Fixed
2.43000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
7400000.00000000
PA
8420903.46000000
0.008778847054
Long
DBT
CORP
FR
N
2
2025-07-17
Fixed
0.75000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBM7
4603000.00000000
PA
5136786.97000000
0.005355134086
Long
DBT
CORP
US
N
2
2028-12-03
Fixed
1.00000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
55100000000.00000000
PA
14735298.89000000
0.015361645679
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
Sanctuary Capital PLC
213800A6T7362M7XHO44
SANCTUARY CAPITA
N/A
452000.00000000
PA
607255.42000000
0.000633067755
Long
DBT
CORP
GB
N
2
2050-04-14
Fixed
2.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
6453000.00000000
PA
8619772.55000000
0.008986169384
Long
DBT
CORP
CH
N
2
2025-09-12
Variable
2.12500000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN
N/A
100000.00000000
PA
116245.86000000
0.000121187071
Long
DBT
CORP
GB
N
2
2025-09-18
Fixed
1.62500000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBQ5
2708000.00000000
PA
2056290.71000000
0.002143696543
Long
DBT
CORP
CA
N
2
2028-01-27
Fixed
2.35000000
N
N
N
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
BANCO BPM SPA
N/A
6769000.00000000
PA
7792119.28000000
0.008123335424
Long
DBT
CORP
IT
N
2
2025-01-23
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3279532.42000000
0.003418934044
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
350000000.00000000
EUR
396502750.00000000
USD
2022-02-02
3279532.42000000
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
215558000000.00000000
PA
15264541.48000000
0.015913384548
Long
DBT
NUSS
ID
N
2
2048-05-15
Fixed
7.37500000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
2257000.00000000
PA
2715016.22000000
0.002830422205
Long
DBT
CORP
FR
N
2
2023-10-20
Fixed
3.90000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
21029000.00000000
PA
5374368.79000000
0.005602814691
Long
DBT
NUSS
MY
N
2
2037-04-07
Fixed
4.76200000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
7900000.00000000
PA
9537021.69000000
0.009942407624
Long
DBT
CORP
CH
N
2
2033-08-02
Fixed
1.50000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
13000000.00000000
PA
14312586.46000000
0.014920965200
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.01000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
AP9082656
100000000.00000000
PA
873092.02000000
0.000910204153
Long
DBT
NUSS
JP
N
2
2027-12-17
Fixed
0.15500000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
3065000.00000000
PA
3638048.93000000
0.003792689856
Long
DBT
NUSS
AT
Y
2
2024-10-21
Fixed
1.65000000
N
N
N
N
N
N
Teranet Holdings LP
549300WKILNGLP1C7131
TERANET HOLDINGS
880789AQ5
3800000.00000000
PA
3074238.12000000
0.003204913391
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
3.54400000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAD3
3610000.00000000
PA
2867665.97000000
0.002989560570
Long
DBT
CORP
CA
N
2
2029-09-13
Fixed
2.97700000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SPA
N/A
12602000.00000000
PA
13083933.08000000
0.013640085998
Long
DBT
CORP
IT
N
2
2032-10-28
Fixed
0.62500000
N
N
N
N
N
N
National Housing Finance and Investment Corp
254900BEME245Y10BH15
NATIONAL HOUSING
N/A
400000.00000000
PA
259882.05000000
0.000270928740
Long
DBT
NUSS
AU
N
2
2032-06-29
Fixed
1.41000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
8653000.00000000
PA
9900733.60000000
0.010321579675
Long
DBT
CORP
GB
N
2
2024-07-03
Fixed
0.90000000
N
N
N
N
N
N
Aquarius & Investments PLC for Zurich Insurance Co Ltd
N/A
AQUA + INV (ZURI
N/A
2430000.00000000
PA
2901542.00000000
0.003024876553
Long
DBT
CORP
IE
N
2
2043-10-02
Variable
4.25000000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
4600000.00000000
PA
5326847.18000000
0.005553273101
Long
DBT
CORP
NL
N
2
2023-09-17
Fixed
1.75000000
N
N
N
N
N
N
Lansforsakringar Hypotek AB
5493001P7BX1N0JAG961
LANSFORSAKRINGAR
N/A
72300000.00000000
PA
7960096.06000000
0.008298452319
Long
DBT
CORP
SE
N
2
2024-09-18
Fixed
1.50000000
N
N
N
N
N
N
Altarea SCA
969500ICGCY1PD6OT783
ALTAREA
N/A
4600000.00000000
PA
5351838.49000000
0.005579326705
Long
DBT
CORP
FR
N
2
2024-07-05
Fixed
2.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
270800000.00000000
PA
2364532.51000000
0.002465040640
Long
DBT
NUSS
JP
N
2
2027-08-31
Fixed
0.15500000
N
N
N
N
N
N
La Banque Postale Home Loan SFH SA
969500D5PFMTWUYSUF61
LA BANQUE POST H
N/A
5700000.00000000
PA
6526787.04000000
0.006804218270
Long
DBT
CORP
FR
N
2
2027-06-23
Fixed
0.62500000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAN9
867000.00000000
PA
684895.56000000
0.000714008110
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
2.60800000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
4000000.00000000
PA
4362917.15000000
0.004548369726
Long
DBT
CORP
FI
N
2
2031-03-19
Fixed
0.50000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0346
N/A
15795000.00000000
PA
19497394.92000000
0.020326162005
Long
DBT
NUSS
BE
Y
2
2033-04-22
Fixed
1.25000000
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT FIN
N/A
2588000.00000000
PA
3725295.04000000
0.003883644497
Long
DBT
CORP
GB
N
2
2026-01-16
Fixed
3.62500000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
THOMSON REUTERS
884903BW4
8692000.00000000
PA
6793303.84000000
0.007082063781
Long
DBT
CORP
CA
N
2
2025-05-14
Fixed
2.23900000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAF4
13796000.00000000
PA
11033991.20000000
0.011503008151
Long
DBT
NUSS
CA
N
2
2024-09-08
Fixed
2.30000000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
3700000.00000000
PA
4358880.29000000
0.004544161273
Long
DBT
CORP
FR
N
2
2031-02-21
Fixed
1.37500000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
MYLAN NV
N/A
5000000.00000000
PA
5881100.19000000
0.006131085497
Long
DBT
CORP
US
N
2
2024-11-22
Fixed
2.25000000
N
N
N
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
N/A
4800000.00000000
PA
5022414.05000000
0.005235899567
Long
DBT
CORP
FR
N
2
2031-01-18
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
1397719.40000000
0.001457131636
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
818790090000.00000000
KRW
680013030.70000000
USD
2022-03-03
1397719.40000000
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
676900000.00000000
PA
5895837.23000000
0.006146448958
Long
DBT
NUSS
JP
N
2
2027-05-21
Fixed
0.11000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BM9
452000.00000000
PA
512337.86000000
0.000534115577
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
0.75000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
1558000.00000000
PA
1797137.68000000
0.001873527811
Long
DBT
CORP
AT
N
2
2026-12-14
Fixed
1.00000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
N/A
7027000.00000000
PA
8148323.25000000
0.008494680398
Long
DBT
CORP
FR
N
2
2026-04-10
Fixed
1.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
7356000.00000000
PA
8503843.10000000
0.008865312172
Long
DBT
CORP
US
N
2
2023-05-02
Fixed
2.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
4600000.00000000
PA
5159486.70000000
0.005378798704
Long
DBT
CORP
FR
N
2
2029-04-17
Variable
1.12500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
3454000.00000000
PA
4362737.10000000
0.004548182023
Long
DBT
CORP
GB
N
2
2037-11-20
Fixed
2.87500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1600000000.00000000
PA
14909334.72000000
0.015543079172
Long
DBT
NUSS
JP
N
2
2036-01-31
Fixed
0.93400000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
N/A
3475000.00000000
PA
4003755.62000000
0.004173941477
Long
DBT
CORP
CH
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
17840950000.00000000
PA
155481336.74000000
0.162090312696
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
2166000.00000000
PA
3284021.59000000
0.003423614033
Long
DBT
CORP
GB
N
2
2029-11-26
Fixed
4.00000000
N
N
N
N
N
N
Holding d'Infrastructures des Metiers de l'Environnement
969500I3QVK40XEORU25
HOLDING D'INFRAS
N/A
3230000.00000000
PA
3562296.12000000
0.003713717055
Long
DBT
CORP
FR
N
2
2025-09-16
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1897453.69000000
0.001978107909
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
559850000.00000000
USD
500000000.00000000
EUR
2022-02-02
1897453.69000000
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
254617000.00000000
PA
298163754.07000000
0.310837668014
Long
DBT
NUSS
DE
N
2
2028-02-15
Fixed
0.50000000
N
N
N
N
N
N
Wales & West Utilities Finance PLC
213800PMB3SYMEH5NH78
WALES & WEST
N/A
2257000.00000000
PA
3794758.71000000
0.003956060828
Long
DBT
CORP
GB
N
2
2030-03-29
Fixed
5.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
N/A
2892000.00000000
PA
4141461.02000000
0.004317500259
Long
DBT
CORP
US
N
2
2035-09-19
Fixed
4.12500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
330000000.00000000
PA
3229817.94000000
0.003367106373
Long
DBT
NUSS
JP
N
2
2027-10-20
Fixed
2.34000000
N
N
N
N
N
N
Eutelsat SA
549300MCOOY1V7P2PG30
EUTELSAT SA
N/A
1800000.00000000
PA
2083497.35000000
0.002172059644
Long
DBT
CORP
FR
N
2
2025-10-02
Fixed
2.00000000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
5400000.00000000
PA
6557550.97000000
0.006836289869
Long
DBT
CORP
BE
N
2
2026-05-11
Fixed
3.12500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
6891000.00000000
PA
8923107.03000000
0.009302397567
Long
DBT
NUSS
DE
N
2
2038-02-22
Fixed
1.65000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RQ6
1859000.00000000
PA
1515548.38000000
0.001579969120
Long
DBT
CORP
US
N
2
2025-05-21
Fixed
3.87400000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
13200000.00000000
PA
13840173.64000000
0.014428471738
Long
DBT
CORP
FR
N
2
2031-01-14
Fixed
0.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
3700000.00000000
PA
4299867.51000000
0.004482640063
Long
DBT
CORP
FR
N
2
2027-07-07
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-743928.81000000
-0.00077555066
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
985960000.00000000
CNY
154073101.75000000
USD
2022-02-08
-743928.81000000
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
1819810000.00000000
PA
4737606.44000000
0.004938985767
Long
DBT
NUSS
HU
N
2
2029-05-23
Fixed
2.00000000
N
N
N
N
N
N
United Utilities Water Finance PLC
213800313INX42GDLR44
UNITED UTIL W FI
N/A
904000.00000000
PA
1189871.05000000
0.001240448368
Long
DBT
CORP
GB
N
2
2033-07-03
Fixed
2.00000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
14300000.00000000
PA
16355966.69000000
0.017051202484
Long
DBT
CORP
IT
N
2
2025-06-25
Variable
1.25000000
N
N
N
N
N
N
Santander Consumer Bank AS
549300A08LH2961IPN13
SANTANDER CONSUM
N/A
12600000.00000000
PA
14300967.09000000
0.014908851930
Long
DBT
CORP
NO
N
2
2023-03-01
Fixed
0.75000000
N
N
N
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
IBERDROLA FIN SA
N/A
100000.00000000
PA
115072.97000000
0.000119964325
Long
DBT
CORP
ES
N
2
2025-03-07
Fixed
1.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
13011000.00000000
PA
14257362.93000000
0.014863394308
Long
DBT
CORP
N/A
N
2
2030-01-31
Fixed
0.02500000
N
N
N
N
N
N
Firmenich Productions Participations SAS
635400DX7HXMEAP36T24
FIRMENICH
N/A
4513000.00000000
PA
5373453.01000000
0.005601859984
Long
DBT
CORP
FR
N
2
2030-04-30
Fixed
1.75000000
N
N
N
N
N
N
Samhallsbyggnadsbolaget i Norden AB
549300HX9MRFY47AH564
SAMHALLSBYGG
N/A
8513000.00000000
PA
9271806.25000000
0.009665918790
Long
DBT
CORP
SE
N
2
2027-08-12
Fixed
1.00000000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SNCF SA
N/A
250000.00000000
PA
315632.62000000
0.000329049075
Long
DBT
NUSS
FR
N
2
2025-02-19
Fixed
4.12500000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
17000000.00000000
PA
4316000.45000000
0.004499458759
Long
DBT
NUSS
MY
N
2
2035-10-31
Fixed
4.78600000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
7027100000.00000000
PA
55865872.44000000
0.058240538206
Long
DBT
NUSS
JP
N
2
2049-12-20
Fixed
0.40000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
215734000.00000000
PA
167574999.99000000
0.174698035905
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
Newfoundland & Labrador Hydro
54930010KSPD8P06YF46
NEWFLD & LAB HYD
651329BA1
904000.00000000
PA
940367.09000000
0.000980338855
Long
DBT
NUSS
CA
N
2
2031-08-27
Fixed
6.65000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG
N/A
313000.00000000
PA
356757.37000000
0.000371921896
Long
DBT
CORP
DE
N
2
2026-02-03
Fixed
0.87500000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
AEGON NV
EI0799706
406000.00000000
PA
864445.18000000
0.000901189766
Long
DBT
CORP
NL
N
2
2039-12-16
Fixed
6.62500000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
SODEXO SA
N/A
3610000.00000000
PA
4753352.14000000
0.004955400763
Long
DBT
CORP
FR
N
2
2028-06-26
Fixed
1.75000000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
3586000.00000000
PA
3680827.78000000
0.003837287087
Long
DBT
CORP
LU
N
2
2031-01-14
Fixed
0.87500000
N
N
N
N
N
N
Clover LP
54930041L1MJLN5X9F27
CLOVER LP
18914LAB6
615494.50000000
PA
501662.13000000
0.000522986058
Long
DBT
CORP
CA
N
2
2034-06-30
Fixed
4.21600000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
4513000.00000000
PA
5137769.98000000
0.005356158881
Long
DBT
CORP
DE
N
2
2028-02-14
Fixed
0.37500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
6235000.00000000
PA
4552680.72000000
0.004746199492
Long
DBT
CORP
AU
N
2
2024-02-08
Fixed
3.10000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBA0
400000.00000000
PA
330150.90000000
0.000344184477
Long
DBT
CORP
CA
N
2
2052-11-14
Fixed
3.85700000
N
N
N
N
N
N
TriSummit Utilities Inc
5493002OUQ05FKTI7O39
ALTAGAS CANADA
02091ZAA6
677000.00000000
PA
575765.24000000
0.000600239036
Long
DBT
CORP
CA
N
2
2028-12-05
Fixed
4.26000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBX3
1355000.00000000
PA
1034552.92000000
0.001078528200
Long
DBT
CORP
CA
Y
2
2032-05-25
Fixed
2.59000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
22600000.00000000
PA
198888.76000000
0.000207342835
Long
DBT
NUSS
JP
N
2
2023-09-15
Fixed
0.80100000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
60000000.00000000
PA
64541972.67000000
0.067285429566
Long
DBT
NUSS
FR
N
2
2032-05-25
Fixed
0.00000000
N
N
N
N
N
N
HSBC SFH France SA
969500HCJLWDO4YCYT40
HSBC SFH
N/A
1200000.00000000
PA
1398721.69000000
0.001458176530
Long
DBT
CORP
FR
N
2
2023-10-16
Fixed
2.00000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
5800000.00000000
PA
6581853.67000000
0.006861625593
Long
DBT
CORP
FR
N
2
2024-02-21
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
2323962.97000000
0.002422746629
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
993000000.00000000
SEK
108816551.51000000
USD
2022-02-02
2323962.97000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
451250000.00000000
PA
4325185.76000000
0.004509034505
Long
DBT
NUSS
JP
N
2
2027-03-20
Fixed
2.00000000
N
N
N
N
N
N
Free State of Bavaria
529900HHAI6YR14M3S54
BAYERN FREISTAAT
N/A
4437000.00000000
PA
4916718.30000000
0.005125711055
Long
DBT
NUSS
DE
N
2
2030-04-03
Fixed
0.15000000
N
N
N
N
N
N
City of Ottawa Ontario
5493007HQAUURLO7D125
OTTAWA CITY OF
689551DF3
857000.00000000
PA
833184.08000000
0.000868599864
Long
DBT
NUSS
CA
N
2
2042-07-14
Fixed
4.60000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
4513000.00000000
PA
5223403.49000000
0.005445432376
Long
DBT
CORP
AU
N
2
2029-02-19
Fixed
0.87500000
N
N
N
N
N
N
Vantage Towers AG
213800BBQO965UPQ7J59
VANTAGE TOWERS
N/A
2000000.00000000
PA
2204227.09000000
0.002297921189
Long
DBT
CORP
DE
N
2
2025-03-31
None
0.00000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
5000000.00000000
PA
5834756.18000000
0.006082771563
Long
DBT
CORP
FR
N
2
2027-01-06
Fixed
1.25000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
2641000.00000000
PA
2930897.46000000
0.003055479813
Long
DBT
CORP
LU
N
2
2029-10-17
Fixed
0.05000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
846857000.00000000
PA
9572169.77000000
0.009979049728
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
13538000.00000000
PA
15305539.31000000
0.015956125055
Long
DBT
CORP
N/A
N
2
2023-10-16
None
0.00000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
100000.00000000
PA
113669.98000000
0.000118501699
Long
DBT
CORP
LU
N
2
2025-01-07
Fixed
1.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
7300000.00000000
PA
9486203.47000000
0.009889429297
Long
DBT
CORP
FR
N
2
2027-02-11
Fixed
1.12500000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAQ6
1035000.00000000
PA
792197.79000000
0.000825871388
Long
DBT
CORP
CA
N
2
2051-10-18
Fixed
3.27000000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
628957AJ1
1700000.00000000
PA
1271778.54000000
0.001325837464
Long
DBT
CORP
CA
N
2
2026-02-09
Fixed
0.93700000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
65913000.00000000
PA
16144058.26000000
0.016830286556
Long
DBT
NUSS
MY
N
2
2029-07-09
Fixed
4.13000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
509950000.00000000
PA
5144444.99000000
0.005363117622
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.80000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAM1
1309000.00000000
PA
1470361.35000000
0.001532861345
Long
DBT
CORP
LU
N
2
2025-07-02
Fixed
0.25000000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
9477000.00000000
PA
10936112.93000000
0.011400969413
Long
DBT
CORP
NL
N
2
2025-11-11
Fixed
1.00000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBU3
1851000.00000000
PA
1506477.66000000
0.001570512835
Long
DBT
CORP
CA
N
2
2047-11-18
Fixed
3.72000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
2595000.00000000
PA
3014844.45000000
0.003142995100
Long
DBT
CORP
NL
N
2
2023-05-22
Fixed
2.37500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
8495000.00000000
PA
10107661.86000000
0.010537303742
Long
DBT
CORP
FR
N
2
2024-05-21
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2089882.42000000
0.002178716121
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
395313100.00000000
USD
2022-02-02
2089882.42000000
N
N
N
Optus Finance Pty Ltd
254900UAM2PKZZ3FLH23
OPTUS FINANCE
N/A
200000.00000000
PA
145637.58000000
0.000151828131
Long
DBT
CORP
AU
N
2
2023-09-06
Fixed
3.25000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
4400000.00000000
PA
5072736.85000000
0.005288361416
Long
DBT
CORP
FR
N
2
2036-10-13
Fixed
1.87500000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
6800000.00000000
PA
8162939.67000000
0.008509918112
Long
DBT
NUSS
IT
N
2
2027-04-20
Fixed
2.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2460561.61000000
0.002565151606
Long
DBT
CORP
CH
N
2
2024-03-25
Fixed
0.12500000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
46370000.00000000
PA
28122354.78000000
0.029317739193
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.50000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
498189000000.00000000
PA
37531107.46000000
0.039126425535
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
698800000.00000000
PA
30329612.51000000
0.031618819845
Long
DBT
NUSS
CZ
N
2
2023-10-25
Fixed
0.45000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
1952000.00000000
PA
2189957.31000000
0.002283044850
Long
DBT
CORP
LU
N
2
2024-11-12
None
0.00000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1458000.00000000
PA
1501922.89000000
0.001565764457
Long
DBT
NUSS
RO
Y
2
2029-12-02
Fixed
1.37500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
2663000.00000000
PA
3264893.08000000
0.003403672436
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
2.87500000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
25958950000.00000000
PA
226664311.93000000
0.236299030920
Long
DBT
NUSS
JP
N
2
2025-09-20
Fixed
0.10000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
8456000.00000000
PA
9158038.52000000
0.009547315185
Long
DBT
CORP
GB
N
2
2028-07-20
Fixed
0.12500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
1441750000.00000000
PA
12726757.47000000
0.013267728083
Long
DBT
NUSS
JP
N
2
2025-09-20
Fixed
0.40000000
N
N
N
N
N
N
NIE Finance PLC
2138009A8DWW2RUSXJ76
NIE FINANCE
N/A
1557000.00000000
PA
2139572.00000000
0.002230517834
Long
DBT
CORP
GB
N
2
2025-10-27
Fixed
2.50000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
6868000.00000000
PA
7497413.31000000
0.007816102519
Long
DBT
NUSS
SA
Y
2
2030-03-03
Fixed
0.62500000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
4753000.00000000
PA
5818593.32000000
0.006065921675
Long
DBT
CORP
JP
Y
2
2028-09-17
Fixed
3.20100000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
700000.00000000
PA
497042.98000000
0.000518170564
Long
DBT
CORP
DE
N
2
2024-07-24
Fixed
1.50000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
96681000.00000000
PA
102456432.92000000
0.106811502897
Long
DBT
NUSS
NL
Y
2
2038-01-15
None
0.00000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AE6
904000.00000000
PA
728160.53000000
0.000759112125
Long
DBT
CORP
CA
N
2
2026-04-24
Fixed
3.20000000
N
N
N
N
N
N
Regional Municipality of Peel Ontario
2549003LRU44O50JKS66
PEEL REG ONTARIO
705464DQ5
3150000.00000000
PA
3192482.56000000
0.003328183994
Long
DBT
NUSS
CA
N
2
2040-06-29
Fixed
5.10000000
N
N
N
N
N
N
First Abu Dhabi Bank PJSC
2138002Y3WMK6RZS8H90
FIRST ABU DHABI
N/A
3047000.00000000
PA
3364667.25000000
0.003507687662
Long
DBT
CORP
AE
N
2
2026-02-16
Fixed
0.12500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9100000.00000000
PA
88876.37000000
0.000092654198
Long
DBT
NUSS
JP
N
2
2027-06-20
Fixed
2.30000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
16150000.00000000
PA
18046759.32000000
0.018813864883
Long
DBT
NUSS
SA
Y
2
2024-03-03
None
0.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
8000000.00000000
PA
9043224.30000000
0.009427620609
Long
DBT
NUSS
NL
N
2
2023-07-11
Fixed
0.05000000
N
N
N
N
N
N
RMPA Services PLC
894500HR4WSN0TNS0D12
RMPA SERVS PLC
N/A
605621.10000000
PA
1017925.38000000
0.001061193880
Long
DBT
CORP
GB
N
2
2038-09-30
Fixed
5.33700000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
42500000.00000000
PA
47632606.18000000
0.049657304163
Long
DBT
CORP
N/A
N
2
2026-12-15
Fixed
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06369ZCG7
5664000.00000000
PA
4273422.17000000
0.004455070623
Long
DBT
CORP
CA
N
2
2031-07-22
Variable
1.92800000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4210882.42000000
0.004389872524
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
397434100.00000000
USD
2022-02-02
4210882.42000000
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
54200000.00000000
PA
7175928.32000000
0.007480952310
Long
DBT
NUSS
HK
N
2
2029-01-17
Fixed
1.97000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
2300000.00000000
PA
2599127.00000000
0.002709606934
Long
DBT
CORP
FR
N
2
2027-04-09
Fixed
0.37500000
N
N
N
N
N
N
2i Rete Gas SpA
549300RV0WBR05UTDI91
2I RETE GAS SPA
N/A
2708000.00000000
PA
3246456.69000000
0.003384452379
Long
DBT
CORP
IT
N
2
2024-07-16
Fixed
3.00000000
N
N
N
N
N
N
Isle of Man Government International Bond
N/A
ISLE OF MAN
N/A
1332000.00000000
PA
1601352.05000000
0.001669420008
Long
DBT
NUSS
IM
N
2
2051-09-14
Fixed
1.62500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
35000000000.00000000
PA
27772150.15000000
0.028952648571
Long
DBT
NUSS
KR
N
2
2037-09-10
Fixed
2.25000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
3000000.00000000
PA
3279736.78000000
0.003419147091
Long
DBT
CORP
AU
N
2
2031-05-13
Variable
0.76600000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4028800000.00000000
PA
45106582.03000000
0.047023907429
Long
DBT
NUSS
JP
N
2
2039-09-20
Fixed
2.20000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
67399000.00000000
PA
44930753.77000000
0.046840605316
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
AXA Home Loan SFH SA
969500AIOJG7FHMDYZ30
AXA HOME LOAN
N/A
4600000.00000000
PA
5017955.75000000
0.005231251760
Long
DBT
CORP
FR
N
2
2029-10-16
Fixed
0.01000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
N/A
4229000.00000000
PA
5281349.58000000
0.005505841555
Long
DBT
CORP
US
N
2
2027-12-08
Fixed
0.62500000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAD3
2505000.00000000
PA
1987896.19000000
0.002072394808
Long
DBT
CORP
CA
N
2
2044-03-25
Fixed
4.81000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
2500000.00000000
PA
2690993.58000000
0.002805378446
Long
DBT
CORP
FR
N
2
2170-05-11
Variable
1.37500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
BH5287488
8000000.00000000
PA
9439158.76000000
0.009840384878
Long
DBT
CORP
NL
N
2
2028-04-07
Fixed
1.50000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
OESTER KONTROLBK
N/A
13820000.00000000
PA
16117574.07000000
0.016802676615
Long
DBT
CORP
AT
N
2
2024-11-22
Fixed
2.62500000
N
N
N
N
N
N
Labrador-Island Link Funding Trust
N/A
LABRADOR-ISLAND
505443AB7
3011000.00000000
PA
2828378.22000000
0.002948602833
Long
DBT
NUSS
CA
Y
2
2045-12-01
Fixed
3.86000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
4603000.00000000
PA
5488941.82000000
0.005722257826
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
400864000.00000000
PA
434449135.89000000
0.452916071881
Long
DBT
NUSS
FR
N
2
2031-11-25
None
0.00000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
212000.00000000
PA
242395.08000000
0.000252698459
Long
DBT
CORP
DE
N
2
2031-10-06
Fixed
0.87500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
120000000.00000000
PA
20334521.12000000
0.021198871555
Long
DBT
NUSS
CN
N
2
2027-08-24
Fixed
4.24000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
400000000.00000000
PA
3500691.69000000
0.003649494033
Long
DBT
NUSS
JP
N
2
2038-05-31
Fixed
0.53800000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
5400000.00000000
PA
5760963.99000000
0.006005842721
Long
DBT
CORP
NL
N
2
2029-02-18
Variable
0.25000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
4061000.00000000
PA
5460245.12000000
0.005692341328
Long
DBT
CORP
FR
N
2
2022-06-14
Fixed
1.00000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
3400000.00000000
PA
3965471.47000000
0.004134030000
Long
DBT
CORP
FR
N
2
2028-01-18
Fixed
1.25000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
EJ8615555
904000.00000000
PA
1065212.24000000
0.001110490742
Long
DBT
CORP
DE
N
2
2023-10-09
Fixed
2.75000000
N
N
N
N
N
N
NSW Electricity Networks Finance Pty Ltd
5493009VPYKFFK7UXM97
NSW ELECTRICITY
N/A
590000.00000000
PA
395865.88000000
0.000412692774
Long
DBT
CORP
AU
N
2
2029-04-23
Fixed
2.73200000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
026657AD8
2301000.00000000
PA
2618174.36000000
0.002729463931
Long
DBT
CORP
US
N
2
2022-11-10
Fixed
1.37500000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
629000.00000000
PA
499780.55000000
0.000521024499
Long
DBT
CORP
GB
N
2
2024-12-12
Fixed
2.87500000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
7267000.00000000
PA
8308178.39000000
0.008661330429
Long
DBT
CORP
FR
N
2
2025-06-03
Fixed
1.25000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
AU5739852
2396000.00000000
PA
3578659.22000000
0.003730775694
Long
DBT
CORP
GB
N
2
2051-10-20
Variable
5.62500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
2079000.00000000
PA
4423111.57000000
0.004611122804
Long
DBT
CORP
US
N
2
2038-06-25
Fixed
6.80000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
2166000.00000000
PA
4272534.52000000
0.004454145242
Long
DBT
NUSS
CH
N
2
2064-06-25
Fixed
2.00000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
ZR5213932
4000000.00000000
PA
4422217.80000000
0.004610191043
Long
DBT
CORP
NL
N
2
2029-09-18
Fixed
1.12500000
N
N
N
N
N
N
Student Finance PLC
2138006VU27RQZF3WZ61
STUDENT FINANCE
N/A
677000.00000000
PA
908613.66000000
0.000947235696
Long
DBT
CORP
GB
N
2
2029-09-30
Fixed
2.66630000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
3923000.00000000
PA
7586634.07000000
0.007909115746
Long
DBT
CORP
GB
N
2
2058-05-20
Variable
6.87500000
N
N
N
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
THALES SA
N/A
3000000.00000000
PA
3295850.09000000
0.003435945322
Long
DBT
CORP
FR
N
2
2026-03-26
None
0.00000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0353
N/A
49657000.00000000
PA
43967824.05000000
0.045836744771
Long
DBT
NUSS
BE
Y
2
2071-06-22
Fixed
0.65000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
6200000.00000000
PA
7585345.56000000
0.007907772466
Long
DBT
CORP
NL
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
Southern Gas Networks PLC
549300SPX8573VZ2SK79
SOUTHERN GAS NET
EH3443791
82000.00000000
PA
160247.92000000
0.000167059506
Long
DBT
CORP
GB
N
2
2040-05-15
Fixed
6.37500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
9206000.00000000
PA
10527364.00000000
0.010974845974
Long
DBT
NUSS
DE
N
2
2027-02-16
Fixed
0.50000000
N
N
N
N
N
N
NE Property BV
7245006AG9J70KOIJH36
NE PROPERTY
N/A
2708000.00000000
PA
3065642.86000000
0.003195952776
Long
DBT
CORP
NL
N
2
2026-10-09
Fixed
1.87500000
N
N
N
N
N
N
Tasmanian Public Finance Corp
254900YGZAI23JWAJW51
TASMANIAN PUBFIN
N/A
3976000.00000000
PA
2754305.89000000
0.002871381944
Long
DBT
NUSS
AU
N
2
2032-01-22
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
23728316.39000000
0.024736925370
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
5870000000.00000000
EUR
6618643422.70000000
USD
2022-02-02
23728316.39000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-409973.29000000
-0.00042739984
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
39732295.05000000
USD
35000000.00000000
EUR
2022-02-02
-409973.29000000
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
900000.00000000
PA
1086871.07000000
0.001133070214
Long
DBT
CORP
FR
N
2
2030-10-02
Fixed
2.00000000
N
N
N
N
N
N
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
529900ICA8XQYGIKR372
BAWAG PSK
N/A
12000000.00000000
PA
12663871.52000000
0.013202169068
Long
DBT
CORP
AT
N
2
2041-03-25
Fixed
0.37500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
2008000.00000000
PA
2604712.89000000
0.002715430261
Long
DBT
CORP
N/A
N
2
2029-12-21
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
270800000.00000000
PA
2380965.23000000
0.002482171858
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.80000000
N
N
N
N
N
N
Granite REIT Holdings LP
549300U7OUNKR0J06L17
GRANITE REIT HLD
387427AH0
904000.00000000
PA
717737.10000000
0.000748245631
Long
DBT
CORP
CA
N
2
2027-06-04
Fixed
3.06200000
N
N
N
N
N
N
Hera SpA
8156009414FD99443B48
HERA SPA
N/A
4513000.00000000
PA
5106911.65000000
0.005323988869
Long
DBT
CORP
IT
N
2
2027-07-05
Fixed
0.87500000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
5100000.00000000
PA
5804275.16000000
0.006050994900
Long
DBT
CORP
FR
N
2
2026-01-28
Fixed
0.50000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AK2
1618000.00000000
PA
1346578.22000000
0.001403816620
Long
DBT
CORP
CA
N
2
2039-01-10
Fixed
4.35000000
N
N
N
N
N
N
Ottawa MacDonald-Cartier International Airport Authority
2549008095NAOCVM4L78
OTTAWA MACDONALD
689561AD0
531845.25000000
PA
407847.55000000
0.000425183744
Long
DBT
CORP
CA
N
2
2045-06-09
Fixed
3.93300000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
4000000.00000000
PA
4573642.73000000
0.004768052525
Long
DBT
CORP
LU
N
2
2026-07-13
Fixed
1.50000000
N
N
N
N
N
N
Hannover Finance Luxembourg SA
529900VD3JJO5FDXEH22
HANNOVER FINANCE
N/A
2900000.00000000
PA
3461455.76000000
0.003608590318
Long
DBT
CORP
LU
N
2
2043-06-30
Variable
5.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
451300000.00000000
PA
3969187.81000000
0.004137904309
Long
DBT
NUSS
JP
N
2
2023-11-30
Fixed
0.66900000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
EG2525376
700000.00000000
PA
1089394.88000000
0.001135701303
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
3943000.00000000
PA
5393490.00000000
0.005622748678
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
2.62500000
N
N
N
N
N
N
Covivio
969500P8M3W2XX376054
FONCIERE REGIONS
N/A
100000.00000000
PA
118737.12000000
0.000123784225
Long
DBT
CORP
FR
N
2
2026-05-20
Fixed
1.87500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
59103000.00000000
PA
44165562.94000000
0.046042888860
Long
DBT
NUSS
AU
N
2
2027-05-20
Fixed
3.00000000
N
N
N
N
N
N
Argenta Spaarbank NV
A6NZLYKYN1UV7VVGFX65
ARGENTA SPBNK
N/A
6400000.00000000
PA
7223623.91000000
0.007530675275
Long
DBT
CORP
BE
N
2
2026-10-13
Fixed
1.00000000
N
N
N
N
N
N
Blend Funding PLC
213800Y8TMLUT9SN1E94
BLEND FND PLC
N/A
1245000.00000000
PA
1806116.33000000
0.001882888112
Long
DBT
CORP
GB
N
2
2056-04-05
Fixed
2.92200000
N
N
N
N
N
N
AMCO - Asset Management Co SpA
815600188E751D28E867
AMCO SPA
N/A
3952000.00000000
PA
4279350.70000000
0.004461251154
Long
DBT
CORP
IT
N
2
2028-04-20
Fixed
0.75000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
904000.00000000
PA
1098658.05000000
0.001145358218
Long
DBT
CORP
DE
N
2
2024-12-11
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
637000.00000000
PA
1230968.34000000
0.001283292563
Long
DBT
CORP
US
N
2
2038-01-18
Fixed
6.87500000
N
N
N
N
N
N
Korea Gas Corp
988400TFZILHBD5M3R71
KOREA GAS CORP
N/A
1810000.00000000
PA
1956979.27000000
0.002040163716
Long
DBT
NUSS
KR
N
2
2023-11-28
None
0.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
11150000.00000000
PA
19709698.53000000
0.020547489910
Long
DBT
CORP
FR
N
2
2034-06-02
Fixed
6.12500000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
3610000.00000000
PA
4126964.71000000
0.004302387761
Long
DBT
NUSS
NO
N
2
2026-04-20
Fixed
0.62500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
914500000.00000000
PA
7904807.52000000
0.008240813653
Long
DBT
NUSS
JP
N
2
2030-10-25
Fixed
0.12500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
133977000.00000000
PA
151702335.54000000
0.158150679175
Long
DBT
NUSS
NL
Y
2
2027-01-15
None
0.00000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAD2
1684000.00000000
PA
1441997.35000000
0.001503291689
Long
DBT
CORP
CA
N
2
2044-06-02
Fixed
4.20000000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
8100000.00000000
PA
12438461.53000000
0.012967177676
Long
DBT
CORP
JE
N
2
2028-03-02
Fixed
6.12500000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
4000000.00000000
PA
4316033.32000000
0.004499493026
Long
DBT
CORP
LU
N
2
2032-05-12
Fixed
0.37500000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BM4
1770000.00000000
PA
1323299.29000000
0.001379548183
Long
DBT
CORP
CA
N
2
2026-02-23
Fixed
1.18000000
N
N
N
N
N
N
Annington Funding PLC
549300KK63W8VZIONZ83
ANNINGTON FND PL
N/A
3295000.00000000
PA
4523653.67000000
0.004715938602
Long
DBT
CORP
GB
N
2
2034-07-12
Fixed
3.68500000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAJ0
2000000.00000000
PA
1520785.75000000
0.001585429112
Long
DBT
CORP
CA
N
2
2026-04-09
Fixed
1.63000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
1355000.00000000
PA
1573933.29000000
0.001640835771
Long
DBT
CORP
CH
N
2
2025-10-30
Fixed
2.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64953BAU2
4981000.00000000
PA
3773461.64000000
0.003933858493
Long
DBT
CORP
US
N
2
2028-04-17
Fixed
2.00000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
28079000.00000000
PA
16045939.70000000
0.016727997314
Long
DBT
NUSS
NZ
N
2
2028-05-15
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
302134.55000000
0.000314977248
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
22000000.00000000
GBP
29889552.00000000
USD
2022-02-02
302134.55000000
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
27969000.00000000
PA
48477545.01000000
0.050538158432
Long
DBT
NUSS
FR
N
2
2035-04-25
Fixed
4.75000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
MERCK
N/A
5000000.00000000
PA
5676377.77000000
0.005917661032
Long
DBT
CORP
DE
N
2
2080-09-09
Variable
1.62500000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAC5
2000000.00000000
PA
1586654.60000000
0.001654097820
Long
DBT
CORP
CA
N
2
2024-04-04
Fixed
2.46000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
42253000.00000000
PA
31663643.74000000
0.033009556147
Long
DBT
NUSS
AU
N
2
2030-02-20
Fixed
3.00000000
N
N
N
N
N
N
IMMOFINANZ AG
5299000DUMZ99SBBX121
IMMOFINANZ
N/A
500000.00000000
PA
569947.65000000
0.000594174161
Long
DBT
CORP
AT
N
2
2027-10-15
Fixed
2.50000000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
4600000.00000000
PA
5328440.44000000
0.005554934085
Long
DBT
CORP
FR
N
2
2025-06-04
Fixed
1.12500000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAP4
2586000.00000000
PA
2027030.56000000
0.002113192645
Long
DBT
CORP
CA
N
2
2029-05-24
Fixed
3.10000000
N
N
N
N
N
N
Roche Finance Europe BV
724500MMYDP2MJLGB718
ROCHE FINANCE EU
N/A
282000.00000000
PA
323691.04000000
0.000337450030
Long
DBT
CORP
NL
N
2
2025-02-25
Fixed
0.87500000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
SUMMIT INDUSTRIA
866120AC2
1000000.00000000
PA
761193.96000000
0.000793549692
Long
DBT
CORP
CA
N
2
2027-01-12
Fixed
2.25000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
2979000.00000000
PA
2257267.77000000
0.002353216446
Long
DBT
CORP
N/A
N
2
2024-03-06
Fixed
4.75000000
N
N
N
N
N
N
GELF Bond Issuer I SA
213800L6LMHEP8TLAY43
GELF BOND ISSUER
QZ8081296
1000000.00000000
PA
1169750.54000000
0.001219472605
Long
DBT
CORP
LU
N
2
2026-10-20
Fixed
1.62500000
N
N
N
N
N
N
Vesteda Finance BV
72450072M9HBDGD2GH67
VESTEDA FINANC
N/A
1806000.00000000
PA
2107795.15000000
0.002197390259
Long
DBT
CORP
NL
N
2
2027-05-24
Fixed
1.50000000
N
N
N
N
N
N
EnBW International Finance BV
724500CNCIO1ZTJ0X675
ENBW
BH6216486
17082000.00000000
PA
19362403.77000000
0.020185432846
Long
DBT
CORP
NL
N
2
2025-04-17
Fixed
0.62500000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAK2
3610000.00000000
PA
2919799.18000000
0.003043909783
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
3.54600000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
1076000.00000000
PA
1384192.13000000
0.001443029368
Long
DBT
CORP
GB
N
2
2028-10-12
Fixed
1.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
100000.00000000
PA
119212.33000000
0.000124279635
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
1.25000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAR0
1801000.00000000
PA
1312637.77000000
0.001368433479
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.95000000
N
N
N
N
N
N
Statnett SF
5967007LIEEXZXHAI017
STATNETT SF
N/A
208000.00000000
PA
237688.16000000
0.000247791464
Long
DBT
CORP
NO
N
2
2025-03-08
Fixed
0.87500000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
8800000.00000000
PA
10144156.83000000
0.010575349987
Long
DBT
CORP
FR
N
2
2025-04-01
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-1754610.52000000
-0.00182919296
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
560317000.00000000
USD
2022-03-02
-1754610.52000000
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
BALDER
N/A
4061000.00000000
PA
4714514.34000000
0.004914912102
Long
DBT
CORP
SE
N
2
2026-01-23
Fixed
1.87500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAJ0
2433000.00000000
PA
1933924.45000000
0.002016128915
Long
DBT
NUSS
CA
N
2
2024-06-03
Fixed
2.15000000
N
N
N
N
N
N
Traton Finance Luxembourg SA
529900BRKIE6LKIEXD84
TRATON FIN LUX
N/A
6000000.00000000
PA
6702114.22000000
0.006986998005
Long
DBT
CORP
LU
N
2
2024-06-14
None
0.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
N/A
1084000.00000000
PA
1231209.62000000
0.001283544099
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
1.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
N/A
5518000.00000000
PA
6304727.94000000
0.006572720203
Long
DBT
CORP
NO
N
2
2026-05-22
Fixed
0.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
388100000.00000000
PA
3669069.68000000
0.003825029191
Long
DBT
NUSS
JP
N
2
2026-03-20
Fixed
2.10000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
50000000.00000000
PA
7914044.79000000
0.008250443568
Long
DBT
NUSS
CN
N
2
2027-05-14
Fixed
2.87000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
4180000.00000000
PA
4403080.24000000
0.004590240011
Long
DBT
CORP
CH
N
2
2031-07-15
Fixed
0.12500000
N
N
N
N
N
N
AG Insurance SA
G05OZ4J4E05KDATL0J93
AG INSURANCE
N/A
1000000.00000000
PA
1224110.59000000
0.001276143313
Long
DBT
CORP
BE
N
2
2047-06-30
Variable
3.50000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
633000.00000000
PA
910573.51000000
0.000949278852
Long
DBT
CORP
NL
N
2
2023-12-06
Fixed
5.62500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
5300000.00000000
PA
6085599.07000000
0.006344276920
Long
DBT
CORP
FR
N
2
2025-01-23
Fixed
1.12500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
2483000.00000000
PA
2840683.22000000
0.002961430876
Long
DBT
CORP
IT
N
2
2028-09-19
Fixed
1.12500000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA
N/A
4600000.00000000
PA
5162136.78000000
0.005381561429
Long
DBT
CORP
FR
N
2
2025-05-27
Fixed
0.12500000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAU9
800000.00000000
PA
604283.49000000
0.000629969499
Long
DBT
CORP
CA
N
2
2031-06-30
Fixed
2.41100000
N
N
N
N
N
N
Mountain View Partners GP
5493000LE2PFR6X4RR93
MOUNTAIN VIEW PT
N/A
23000.00000000
PA
19082.86000000
0.000019894006
Long
DBT
CORP
CA
N
2
2051-03-31
Fixed
3.97400000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
2528000.00000000
PA
2809877.05000000
0.002929315242
Long
DBT
NUSS
MX
N
2
2045-03-06
Fixed
3.00000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823ZAB8
19000.00000000
PA
20060.13000000
0.000020912817
Long
DBT
CORP
CA
N
2
2039-11-23
Fixed
6.40000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
N/A
857000.00000000
PA
986364.09000000
0.001028291029
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
1.12500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
41306000.00000000
PA
54002835.57000000
0.056298310058
Long
DBT
NUSS
ES
Y
2
2033-07-30
Fixed
2.35000000
N
N
N
N
N
N
Cajamar Caja Rural SCC
635400CE9HHFB55PEY43
CAJAMAR
N/A
6800000.00000000
PA
7747630.99000000
0.008076956091
Long
DBT
CORP
ES
N
2
2023-06-18
Fixed
0.87500000
N
N
N
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
KYUSHU EL PWR CO
N/A
82000000.00000000
PA
720627.80000000
0.000751259205
Long
DBT
CORP
JP
N
2
2029-05-25
Fixed
0.43000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAG8
2000000.00000000
PA
1600732.09000000
0.001668773696
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
3.57000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED A/S
N/A
20218000.00000000
PA
23950412.50000000
0.024968462020
Long
DBT
CORP
DK
N
2
2029-11-26
Fixed
1.50000000
N
N
N
N
N
N
PSA Banque France SA
969500JK1O192KI3E882
PSA BANQUE FRANC
N/A
3000000.00000000
PA
3397613.45000000
0.003542034292
Long
DBT
CORP
FR
N
2
2024-06-21
Fixed
0.62500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
117485000.00000000
PA
130655003.62000000
0.136208697687
Long
DBT
NUSS
ES
N
2
2027-01-31
Fixed
0.00000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
EJ8145801
8349000.00000000
PA
9781211.60000000
0.010196977206
Long
DBT
CORP
DE
N
2
2023-09-12
Fixed
2.50000000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
N/A
100000.00000000
PA
113960.10000000
0.000118804151
Long
DBT
CORP
DE
N
2
2025-09-25
Fixed
0.50000000
N
N
N
N
N
N
Helvetia Europe SA
549300KW3XYA7W477U50
HELVETIA EUROPE
N/A
12757000.00000000
PA
14817271.66000000
0.015447102829
Long
DBT
CORP
LU
N
2
2041-09-30
Variable
2.75000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
13771400000.00000000
PA
119792571.62000000
0.124884541127
Long
DBT
NUSS
JP
N
2
2023-08-01
Fixed
0.00500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
90300000.00000000
PA
793196.75000000
0.000826912811
Long
DBT
NUSS
JP
N
2
2023-10-25
Fixed
0.68000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
6769000.00000000
PA
7713336.02000000
0.008041203360
Long
DBT
CORP
DE
N
2
2026-06-09
Fixed
0.50000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
28204000.00000000
PA
21201937.78000000
0.022103159109
Long
DBT
NUSS
AU
Y
2
2026-07-21
Fixed
3.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2842950000.00000000
PA
27986977.59000000
0.029176607585
Long
DBT
NUSS
JP
N
2
2032-06-20
Fixed
1.50000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
5419000.00000000
PA
6171697.43000000
0.006434035024
Long
DBT
CORP
DE
N
2
2026-05-11
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-290257.45000000
-0.00030259529
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
75666948593.00000000
COP
18871916.35000000
USD
2022-02-02
-290257.45000000
N
N
N
Novo Nordisk Finance Netherlands BV
549300X0PCJ6M2JZQW91
NOVO NORDISK FIN
N/A
7355000.00000000
PA
8252470.88000000
0.008603254985
Long
DBT
CORP
NL
N
2
2024-06-04
None
0.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
48175000.00000000
PA
67872570.95000000
0.070757600104
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV
N/A
3600000.00000000
PA
4105250.54000000
0.004279750596
Long
DBT
CORP
NL
N
2
2055-09-11
Fixed
0.62500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4513000.00000000
PA
5547288.05000000
0.005783084153
Long
DBT
CORP
DE
N
2
2037-06-15
Fixed
1.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
10800000.00000000
PA
12242369.63000000
0.012762750585
Long
DBT
CORP
FR
N
2
2025-04-28
Fixed
0.62500000
N
N
N
N
N
N
Eika Boligkreditt AS
549300T7MMTBQXCJOQ79
EIKA BOLIGKREDIT
N/A
722000.00000000
PA
817623.12000000
0.000852377461
Long
DBT
CORP
NO
N
2
2025-02-26
Fixed
0.37500000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
5900000.00000000
PA
6523173.60000000
0.006800451235
Long
DBT
CORP
LU
N
2
2171-01-17
Variable
2.12500000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAP6
1828000.00000000
PA
1447095.22000000
0.001508606252
Long
DBT
CORP
CA
N
2
2023-06-01
Fixed
2.56000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
4513000.00000000
PA
5839524.59000000
0.006087742661
Long
DBT
CORP
N/A
N
2
2027-07-22
Fixed
0.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
43914000.00000000
PA
53854139.61000000
0.056143293545
Long
DBT
NUSS
IT
Y
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ
N/A
200000.00000000
PA
237789.75000000
0.000247897373
Long
DBT
CORP
FR
N
2
2030-09-17
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-833739.98000000
-0.00086917939
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3924500000.00000000
RUB
49564283.91000000
USD
2022-03-01
-833739.98000000
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
3000000.00000000
PA
3292689.37000000
0.003432650251
Long
DBT
CORP
DK
N
2
2031-05-15
Variable
1.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
N/A
5270000.00000000
PA
5732605.96000000
0.005976279289
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
0.40000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
N/A
4513000.00000000
PA
5046680.51000000
0.005261197511
Long
DBT
CORP
US
N
2
2026-02-26
Fixed
0.85000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4739000.00000000
PA
8890794.85000000
0.009268711908
Long
DBT
CORP
DE
N
2
2032-06-07
Fixed
5.75000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
4478000.00000000
PA
5012792.28000000
0.005225868809
Long
DBT
CORP
NL
N
2
2024-06-17
None
0.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
13092000.00000000
PA
14426664.33000000
0.015039892127
Long
DBT
CORP
NL
N
2
2027-06-17
Fixed
0.37500000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
PANASONIC CORP
N/A
200000000.00000000
PA
1753711.85000000
0.001828256098
Long
DBT
CORP
JP
N
2
2023-09-20
Fixed
0.30000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
4513000.00000000
PA
3464423.52000000
0.003611684228
Long
DBT
NUSS
AU
N
2
2023-10-16
Fixed
6.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
22983000.00000000
PA
26831414.10000000
0.027971925073
Long
DBT
NUSS
AT
Y
2
2023-10-20
Fixed
1.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
27076000.00000000
PA
31066754.45000000
0.032387295149
Long
DBT
CORP
N/A
N
2
2025-04-04
Fixed
0.50000000
N
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
DT PFANDBRIEFBAN
N/A
2753000.00000000
PA
3490703.11000000
0.003639080872
Long
DBT
CORP
DE
N
2
2028-05-29
Fixed
2.37500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
9025000.00000000
PA
10386148.03000000
0.010827627400
Long
DBT
CORP
US
N
2
2027-05-24
Fixed
1.50000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
1941000.00000000
PA
2199180.93000000
0.002292660534
Long
DBT
NUSS
DE
N
2
2023-02-16
Fixed
0.37500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
1806000.00000000
PA
2296867.44000000
0.002394499361
Long
DBT
NUSS
SI
N
2
2024-09-09
Fixed
4.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
5300000.00000000
PA
3512794.52000000
0.003662111312
Long
DBT
CORP
US
N
2
2039-11-04
Fixed
3.50000000
N
N
N
N
N
N
Land Securities Capital Markets PLC
213800ZNMO2OSVLXAK89
LAND SECURITIES
N/A
452000.00000000
PA
610622.00000000
0.000636577437
Long
DBT
CORP
GB
N
2
2026-02-08
Fixed
1.97400000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
100000.00000000
PA
140250.29000000
0.000146211846
Long
DBT
CORP
AU
N
2
2023-09-19
Fixed
5.00000000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREW
N/A
4000000.00000000
PA
4427163.68000000
0.004615347155
Long
DBT
CORP
DK
N
2
2027-06-30
Fixed
0.37500000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
52270000.00000000
PA
39419337.61000000
0.041094917843
Long
DBT
NUSS
SG
N
2
2024-02-01
Fixed
2.00000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148RY1
4047000.00000000
PA
3240366.98000000
0.003378103816
Long
DBT
NUSS
CA
N
2
2024-02-22
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
924091.32000000
0.000963371258
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
400000000.00000000
CAD
315599283.59000000
USD
2022-02-02
924091.32000000
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEV CAN
30216BHL9
1885000.00000000
PA
1484009.50000000
0.001547089631
Long
DBT
NUSS
CA
N
2
2024-07-31
Fixed
1.65000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
2536000.00000000
PA
2874774.09000000
0.002996970832
Long
DBT
CORP
DE
N
2
2027-04-09
Fixed
0.50000000
N
N
N
N
N
N
Iren SpA
8156001EBD33FD474E60
IREN SPA
QZ9796751
2077000.00000000
PA
2366593.23000000
0.002467188954
Long
DBT
CORP
IT
N
2
2024-11-04
Fixed
0.87500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
6400000.00000000
PA
7020985.11000000
0.007319422998
Long
DBT
CORP
FR
N
2
2030-01-15
Fixed
0.62500000
N
N
N
N
N
N
British Columbia Ferry Services Inc
549300GCCHUAZ2PJN216
BRITISH COL FER
110574AK6
2257000.00000000
PA
1594693.95000000
0.001662478895
Long
DBT
CORP
CA
N
2
2049-10-15
Fixed
2.79400000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
1355000.00000000
PA
1534379.58000000
0.001599600769
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
0.05000000
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK
N/A
5145000.00000000
PA
5838878.35000000
0.006087068952
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
0.75000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
500110000.00000000
PA
19326692.26000000
0.020148203363
Long
DBT
NUSS
CZ
N
2
2031-03-13
Fixed
1.20000000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
METRO INC
59162NAJ8
2033000.00000000
PA
1433820.21000000
0.001494766967
Long
DBT
CORP
CA
N
2
2050-02-28
Fixed
3.41300000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
6452000.00000000
PA
6762904.91000000
0.007050372697
Long
DBT
CORP
NL
N
2
2033-06-20
Fixed
1.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BE8
4418000.00000000
PA
3549647.78000000
0.003700531077
Long
DBT
CORP
GB
N
2
2023-12-05
Fixed
3.19600000
N
N
N
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
N/A
27000000.00000000
PA
29731713.32000000
0.030995506020
Long
DBT
CORP
NO
N
2
2028-05-12
Fixed
0.01000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
9000000.00000000
PA
9690784.11000000
0.010102705955
Long
DBT
CORP
CA
N
2
2031-01-27
Fixed
0.01000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
SODEXO SA
N/A
586000.00000000
PA
667198.25000000
0.000695558548
Long
DBT
CORP
FR
N
2
2027-04-14
Fixed
0.75000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DB0
2257000.00000000
PA
2162041.94000000
0.002253942894
Long
DBT
NUSS
CA
N
2
2040-12-01
Fixed
4.50000000
N
N
N
N
N
N
Swedbank Hypotek AB
549300TJREQ7GHIXWR36
SWEDBANK HYPOTEK
N/A
180400000.00000000
PA
19461400.52000000
0.020288637607
Long
DBT
CORP
SE
N
2
2023-12-20
Fixed
1.00000000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUES
N/A
1700000.00000000
PA
1999476.47000000
0.002084467326
Long
DBT
CORP
FR
N
2
2027-06-07
Fixed
1.37500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
6482000.00000000
PA
7049509.52000000
0.007349159882
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.45000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0334
N/A
95787000.00000000
PA
111620955.96000000
0.116365578238
Long
DBT
NUSS
BE
Y
2
2025-06-22
Fixed
0.80000000
N
N
N
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP
N/A
7391000.00000000
PA
8153861.07000000
0.008500453612
Long
DBT
CORP
NL
N
2
2026-02-23
Fixed
0.25000000
N
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
REPSOL INTL FIN
N/A
4600000.00000000
PA
5622531.61000000
0.005861526057
Long
DBT
CORP
NL
N
2
2026-12-10
Fixed
2.25000000
N
N
N
N
N
N
Polski Koncern Naftowy ORLEN SA
259400VVMM70CQREJT74
PKN ORLEN
N/A
1000000.00000000
PA
1114792.92000000
0.001162178926
Long
DBT
CORP
PL
N
2
2028-05-27
Fixed
1.12500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
30000000.00000000
PA
4952687.60000000
0.005163209286
Long
DBT
NUSS
CN
N
2
2030-10-20
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
312173.25000000
0.000325442659
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
435066898.23000000
USD
6262788000000.00000000
IDR
2022-02-03
312173.25000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAW3
1084000.00000000
PA
1228576.57000000
0.001280799127
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.00000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
4000000.00000000
PA
4393009.89000000
0.004579741605
Long
DBT
CORP
ES
N
2
2027-03-24
Variable
0.12500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
8000000.00000000
PA
9244736.24000000
0.009637698127
Long
DBT
CORP
IT
N
2
2026-05-18
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-2056610.52000000
-0.00214402994
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
500000000.00000000
EUR
560015000.00000000
USD
2022-03-02
-2056610.52000000
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
10279200000.00000000
PA
86087210.27000000
0.089746480988
Long
DBT
NUSS
JP
N
2
2061-03-20
Fixed
0.70000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
42000000000.00000000
PA
31263005.72000000
0.032591888385
Long
DBT
NUSS
KR
N
2
2046-03-10
Fixed
2.00000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
5013000.00000000
PA
5962782.76000000
0.006216240111
Long
DBT
CORP
JP
N
2
2026-03-17
Fixed
2.65200000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
56344ZPV5
3701000.00000000
PA
3008805.42000000
0.003136699372
Long
DBT
NUSS
CA
N
2
2052-09-05
Fixed
3.15000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
N/A
948000.00000000
PA
699158.87000000
0.000728877704
Long
DBT
NUSS
CA
N
2
2026-12-14
Fixed
3.10000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
36711000.00000000
PA
27446768.07000000
0.028613435620
Long
DBT
NUSS
SG
N
2
2023-02-01
Fixed
1.75000000
N
N
N
N
N
N
Community Finance Co 1 PLC
213800VZPKVQ7LLB8E76
COM FINANCE 1
N/A
247000.00000000
PA
415916.94000000
0.000433596136
Long
DBT
CORP
GB
N
2
2034-07-31
Fixed
5.01700000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VBX1
2000000.00000000
PA
3276241.54000000
0.003415503280
Long
DBT
CORP
US
N
2
2034-02-17
Fixed
4.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
35000000.00000000
PA
38808479.24000000
0.040458093988
Long
DBT
NUSS
IT
Y
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
38512000.00000000
PA
45084145.28000000
0.047000516970
Long
DBT
CORP
DE
N
2
2029-01-15
Fixed
0.75000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
9673000.00000000
PA
11245711.36000000
0.011723727805
Long
DBT
NUSS
DE
N
2
2049-07-30
Fixed
0.80000000
N
N
N
N
N
N
Santander Consumer Bank AG
5299002CRNX7K6KOL397
SANTAN CONS BANK
N/A
6700000.00000000
PA
7520791.49000000
0.007840474425
Long
DBT
CORP
DE
N
2
2024-10-15
Fixed
0.25000000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
2257000.00000000
PA
2819867.96000000
0.002939730831
Long
DBT
NUSS
ES
N
2
2030-03-12
Fixed
2.08000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
80000000.00000000
PA
763177.96000000
0.000795618025
Long
DBT
NUSS
JP
N
2
2026-03-19
Fixed
2.45000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KAY7
6000.00000000
PA
5032.84000000
0.000005246768
Long
DBT
CORP
CA
N
2
2028-11-02
Fixed
4.40000000
N
N
N
N
N
N
Argentum Netherlands BV for Zurich Insurance Co Ltd
N/A
ARGENTUM NET
N/A
904000.00000000
PA
1080197.82000000
0.001126113307
Long
DBT
CORP
NL
N
2
2049-02-19
Variable
2.75000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
1876000.00000000
PA
1470553.91000000
0.001533062090
Long
DBT
NUSS
AU
N
2
2037-11-20
Fixed
3.50000000
N
N
N
N
N
N
Nova Scotia Power Inc
5XLQXOZXQGDQ492ZD098
NOVA SCOTIA POWE
66988ZBD0
500000.00000000
PA
390239.70000000
0.000406827445
Long
DBT
CORP
CA
N
2
2045-05-01
Fixed
3.61200000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTI
N/A
3300000.00000000
PA
3958788.80000000
0.004127063272
Long
DBT
CORP
ES
N
2
2027-09-27
Fixed
2.37500000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
5500000.00000000
PA
6482283.69000000
0.006757823236
Long
DBT
NUSS
FR
N
2
2024-01-17
Fixed
2.37500000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
GREAT-WEST LIFEC
39138CAJ5
1400000.00000000
PA
959484.33000000
0.001000268703
Long
DBT
CORP
CA
N
2
2050-07-08
Fixed
2.98100000
N
N
N
N
N
N
3i Group PLC
35GDVHRBMFE7NWATNM84
3I GROUP PLC
EC1986149
2257000.00000000
PA
3852578.95000000
0.004016338808
Long
DBT
CORP
GB
N
2
2032-12-03
Fixed
5.75000000
N
N
N
N
N
N
ABB Finance BV
5493004JXXFB454B6L79
ABB FINANCE BV
N/A
2651000.00000000
PA
2799163.41000000
0.002918146202
Long
DBT
CORP
NL
N
2
2030-01-19
Fixed
0.00000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
10204550000.00000000
PA
88915024.95000000
0.092694496328
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
0.10000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
TELENOR
N/A
7311000.00000000
PA
8307887.05000000
0.008661026705
Long
DBT
CORP
NO
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
3593000.00000000
PA
5170854.44000000
0.005390649647
Long
DBT
CORP
GB
N
2
2028-01-20
Fixed
3.25000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
AX9932192
456000.00000000
PA
514995.65000000
0.000536886340
Long
DBT
CORP
NO
N
2
2024-04-09
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
-171837.89000000
-0.00017914212
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
148750000.00000000
PLN
36276063.89000000
USD
2022-02-02
-171837.89000000
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
2300000.00000000
PA
2621382.44000000
0.002732808376
Long
DBT
CORP
DE
N
2
2027-04-01
Fixed
0.50000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
MANULIFE FIN COR
56501RAJ5
4904000.00000000
PA
3771452.03000000
0.003931763462
Long
DBT
CORP
CA
N
2
2035-05-13
Variable
2.81800000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
4938000.00000000
PA
5631044.19000000
0.005870400478
Long
DBT
CORP
FR
N
2
2024-05-26
Fixed
0.75000000
N
N
N
N
N
N
DWR Cymru Financing UK PLC
213800GDOFO2ED5PNC85
DWR CYMRU
N/A
98000.00000000
PA
162845.54000000
0.000169767542
Long
DBT
CORP
GB
N
2
2028-03-31
Fixed
6.01500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
140000000.00000000
PA
1232175.55000000
0.001284551087
Long
DBT
NUSS
JP
N
2
2023-07-28
Fixed
0.92200000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
3044000.00000000
PA
3446288.21000000
0.003592778048
Long
DBT
CORP
FI
N
2
2023-05-11
Fixed
0.25000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
1309000.00000000
PA
1529509.92000000
0.001594524117
Long
DBT
NUSS
PL
N
2
2028-10-25
Fixed
1.00000000
N
N
N
N
N
N
Fidelity International Ltd
N/A
FIDELITY INTL
N/A
1237000.00000000
PA
1498544.31000000
0.001562242265
Long
DBT
CORP
BM
N
2
2026-11-04
Fixed
2.50000000
N
N
N
N
N
N
SP Distribution PLC
213800V3K259FGE7VX47
SP DISTRIBUTION
N/A
587000.00000000
PA
926854.64000000
0.000966252037
Long
DBT
CORP
GB
N
2
2026-07-17
Fixed
5.87500000
N
N
N
N
N
N
Platform HG Financing PLC
213800UCFCI3SEDD1530
PLATFORM HG FIN
N/A
2252000.00000000
PA
2529183.63000000
0.002636690512
Long
DBT
CORP
GB
N
2
2055-08-10
Fixed
1.62500000
N
N
N
N
N
N
Gazprom PJSC via Gaz Finance PLC
N/A
GAZPROM PJSC
N/A
4769000.00000000
PA
4891550.68000000
0.005099473646
Long
DBT
CORP
GB
Y
2
2028-11-17
Fixed
1.85000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
1084000.00000000
PA
2090076.82000000
0.002178918784
Long
DBT
CORP
GB
N
2
2040-01-27
Fixed
5.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
ZP3535157
1100000.00000000
PA
1195906.12000000
0.001246739968
Long
DBT
CORP
FR
N
2
2030-01-17
Fixed
0.75000000
N
N
N
N
N
N
Brisa-Concessao Rodoviaria SA
529900O4HQ501ZCXL896
BRISA CONCESSAO
N/A
100000.00000000
PA
114941.49000000
0.000119827256
Long
DBT
CORP
PT
N
2
2023-03-22
Fixed
2.00000000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ INTL FUND/LN
N/A
2301000.00000000
PA
2604395.22000000
0.002715099088
Long
DBT
CORP
NZ
N
2
2023-05-13
Fixed
0.50000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services Nederland BV
54930007FVPKN1NNHV37
RECKITT BEN TSY
N/A
5547000.00000000
PA
6222063.07000000
0.006486541534
Long
DBT
CORP
NL
N
2
2030-05-19
Fixed
0.75000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
BERLIN LAND
N/A
18050000.00000000
PA
20727556.08000000
0.021608613077
Long
DBT
NUSS
DE
N
2
2026-03-20
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-405279.27000000
-0.00042250629
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
87500000.00000000
SGD
64361519.02000000
USD
2022-02-04
-405279.27000000
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
4304000.00000000
PA
6898589.89000000
0.007191825179
Long
DBT
CORP
MX
N
2
2041-08-07
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
1171231.47000000
0.001221016484
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
178143302.09000000
USD
731812685.00000000
PLN
2022-02-02
1171231.47000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1811282.42000000
0.001888273795
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
350000000.00000000
EUR
395034500.00000000
USD
2022-02-02
1811282.42000000
N
N
N
Credit Agricole Assurances SA
969500K2MUPSI57XK083
CRDT AGR ASSR
N/A
1300000.00000000
PA
1574868.03000000
0.001641810244
Long
DBT
CORP
FR
N
2
2171-01-13
Variable
4.25000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
10785000.00000000
PA
11846104.47000000
0.012349641558
Long
DBT
NUSS
DE
N
2
2030-03-11
Fixed
0.01000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
891145T79
5672000.00000000
PA
4601439.28000000
0.004797030610
Long
DBT
CORP
CA
N
2
2024-07-24
Fixed
3.22600000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
10244000.00000000
PA
11587935.83000000
0.012080499059
Long
DBT
CORP
FI
N
2
2022-09-04
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220302
N/A
1.00000000
NC
1885561.61000000
0.001965710337
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
3490537531.00000000
CNY
549150447.35000000
USD
2022-03-02
1885561.61000000
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
52847000.00000000
PA
85450846.86000000
0.089083067962
Long
DBT
NUSS
ES
Y
2
2037-01-31
Fixed
4.20000000
N
N
N
N
N
N
Mapfre SA
95980020140005693107
MAPFRE
N/A
500000.00000000
PA
591389.43000000
0.000616527357
Long
DBT
CORP
ES
N
2
2026-05-19
Fixed
1.62500000
N
N
N
N
N
N
Nissan Canada Inc
2549009CAAU9H0OI9I95
NISSAN CANADA
65479EAB0
5771000.00000000
PA
4409271.45000000
0.004596694388
Long
DBT
CORP
CA
N
2
2025-09-22
Fixed
2.10300000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6303400000.00000000
PA
52611584.44000000
0.054847921635
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
6184000.00000000
PA
5788717.68000000
0.006034776125
Long
DBT
CORP
LU
N
2
2052-01-18
Fixed
0.05000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
N/A
450000.00000000
PA
936437.20000000
0.000976241919
Long
DBT
CORP
US
N
2
2050-02-12
Fixed
5.12500000
N
N
N
N
N
N
Hella GmbH & Co KGaA
529900PLX4ADJFWIY024
HELLA GMBH&CO KG
N/A
282000.00000000
PA
320755.70000000
0.000334389919
Long
DBT
CORP
DE
N
2
2024-05-17
Fixed
1.00000000
N
N
N
N
N
N
Bundesschatzanweisungen
N/A
BUNDESSCHATZANW
N/A
342153000.00000000
PA
387985046.18000000
0.404476953797
Long
DBT
NUSS
DE
N
2
2023-09-15
None
0.00000000
N
N
N
N
N
N
La Banque Postale SA
96950066U5XAAIRCPA78
LA BANQUE POSTAL
N/A
1000000.00000000
PA
1119355.70000000
0.001166935654
Long
DBT
CORP
FR
N
2
2026-06-17
Variable
0.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
4300000.00000000
PA
4729537.69000000
0.004930574042
Long
DBT
CORP
ES
N
2
2027-02-04
Fixed
0.50000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
4600000.00000000
PA
5554828.87000000
0.005790945507
Long
DBT
CORP
FR
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
LEGRAND SA
N/A
100000.00000000
PA
114171.30000000
0.000119024328
Long
DBT
CORP
FR
N
2
2024-07-06
Fixed
0.75000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
2618000.00000000
PA
3004596.88000000
0.003132311941
Long
DBT
CORP
GB
N
2
2024-05-26
Fixed
1.12500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
63102000.00000000
PA
97554416.65000000
0.101701118804
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85000000
N
N
N
N
N
N
National Grid North America Inc
5Q3U0WRKWZZGRMPYFT08
NATL GRID NA INC
N/A
100000.00000000
PA
114350.86000000
0.000119211521
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
1.00000000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
13000000.00000000
PA
15492194.27000000
0.016150714074
Long
DBT
CORP
NL
N
2
2170-02-12
Variable
3.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
8801100000.00000000
PA
83186677.19000000
0.086722656240
Long
DBT
NUSS
JP
N
2
2035-12-20
Fixed
1.00000000
N
N
N
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
FIRST CAP REALTY
31943BBW9
4513000.00000000
PA
3692391.64000000
0.003849342487
Long
DBT
CORP
CA
N
2
2025-07-31
Fixed
4.32300000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBX5
2366000.00000000
PA
1899277.72000000
0.001980009472
Long
DBT
CORP
CA
N
2
2023-07-19
Fixed
3.69000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591DP4
633000.00000000
PA
1143421.89000000
0.001192024815
Long
DBT
USGA
US
N
2
2032-06-07
Fixed
5.62500000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
ESSITY AB
N/A
5184000.00000000
PA
5437055.43000000
0.005668165924
Long
DBT
CORP
SE
N
2
2031-02-08
Fixed
0.25000000
N
N
N
N
N
N
UNITE Group PLC/The
213800BBUUWVDH9YI827
UNITE GROUP
AU7595815
1196000.00000000
PA
1707711.06000000
0.001780299973
Long
DBT
CORP
GB
N
2
2028-10-15
Fixed
3.50000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAF8
1355000.00000000
PA
1121725.96000000
0.001169406665
Long
DBT
CORP
CA
N
2
2027-06-15
Fixed
4.24000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
40000000.00000000
PA
6646407.19000000
0.006928923061
Long
DBT
NUSS
CN
N
2
2029-05-20
Fixed
3.86000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
785180000.00000000
PA
28426169.03000000
0.029634467540
Long
DBT
NUSS
TH
N
2
2029-06-22
Fixed
4.87500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
12928000.00000000
PA
14942564.13000000
0.015577721050
Long
DBT
NUSS
DE
N
2
2029-02-15
Fixed
0.25000000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA
N/A
4875000.00000000
PA
5726138.42000000
0.005969536836
Long
DBT
CORP
IT
N
2
2025-11-10
Fixed
1.37500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
31588000.00000000
PA
37139267.67000000
0.038717929985
Long
DBT
CORP
LU
N
2
2035-04-10
Fixed
0.87500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
98372000.00000000
PA
112712287.26000000
0.117503298272
Long
DBT
NUSS
NL
Y
2
2025-07-15
Fixed
0.25000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2300000.00000000
PA
2779249.03000000
0.002897385331
Long
DBT
CORP
FR
N
2
2025-09-11
Fixed
3.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
25000000000.00000000
PA
20548119.04000000
0.021421548787
Long
DBT
NUSS
KR
N
2
2027-12-10
Fixed
2.37500000
N
N
N
N
N
N
City of Vancouver
549300WQBP3HPFWQXI92
VANCOUVER CITY
921577RF1
578000.00000000
PA
508121.04000000
0.000529719514
Long
DBT
NUSS
CA
N
2
2052-10-18
Fixed
3.70000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
4266000.00000000
PA
4835240.45000000
0.005040769863
Long
DBT
CORP
DE
N
2
2031-08-20
Fixed
0.87500000
N
N
N
N
N
N
Sanctuary Capital PLC
213800A6T7362M7XHO44
SANCTUARY CAPITA
N/A
1857000.00000000
PA
3742649.32000000
0.003901736448
Long
DBT
CORP
GB
N
2
2047-04-26
Fixed
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
1264000.00000000
PA
1675114.15000000
0.001746317481
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
3.37500000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTERNATIONAL FL
N/A
4498000.00000000
PA
5285393.94000000
0.005510057827
Long
DBT
CORP
US
N
2
2026-09-25
Fixed
1.80000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GG5
1945000.00000000
PA
1444450.65000000
0.001505849270
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.05000000
N
N
N
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
OVERSEA-CHINESE
N/A
1500000.00000000
PA
1140983.09000000
0.001189482350
Long
DBT
CORP
SG
N
2
2170-02-24
Variable
4.00000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
211387000.00000000
PA
22271626.42000000
0.023218316528
Long
DBT
NUSS
NO
Y
2
2031-09-17
Fixed
1.25000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
8747000.00000000
PA
6180817.51000000
0.006443542768
Long
DBT
NUSS
SG
N
2
2051-10-01
Fixed
1.87500000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
5000000.00000000
PA
4924779.38000000
0.005134114784
Long
DBT
NUSS
PT
Y
2
2052-04-12
Fixed
1.00000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
16684000.00000000
PA
21061353.86000000
0.021956599451
Long
DBT
CORP
N/A
N
2
2026-12-15
Fixed
0.12500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
90000000000.00000000
PA
72415037.74000000
0.075493151508
Long
DBT
NUSS
KR
N
2
2026-09-10
Fixed
1.75000000
N
N
N
N
N
N
CRH Finance DAC
549300C4ROP5J6I59W35
CRH FINANCE
N/A
4896000.00000000
PA
5704992.48000000
0.005947492055
Long
DBT
CORP
IE
N
2
2023-04-03
Fixed
3.12500000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBE5
2257000.00000000
PA
1999790.43000000
0.002084794631
Long
DBT
CORP
CA
N
2
2041-11-15
Fixed
4.45000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
4061000.00000000
PA
4705081.73000000
0.004905078544
Long
DBT
CORP
US
N
2
2026-07-24
Variable
1.50000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
5000000.00000000
PA
5768106.37000000
0.006013288699
Long
DBT
CORP
FR
N
2
2028-01-11
Fixed
0.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGB2
4783000.00000000
PA
3941415.51000000
0.004108951504
Long
DBT
CORP
US
N
2
2025-11-25
Fixed
4.00000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
857000.00000000
PA
972722.32000000
0.001014069394
Long
DBT
CORP
LU
N
2
2024-01-17
Fixed
0.20000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
5188000.00000000
PA
5800762.95000000
0.006047333398
Long
DBT
CORP
N/A
N
2
2029-06-20
Fixed
0.12500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
8287000.00000000
PA
10877216.89000000
0.011339569905
Long
DBT
CORP
LU
N
2
2047-05-31
Fixed
1.37500000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CS9
2000000.00000000
PA
1602414.98000000
0.001670528120
Long
DBT
CORP
CA
N
2
2029-02-08
Fixed
3.00000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BD3
1264000.00000000
PA
1030399.99000000
0.001074198743
Long
DBT
CORP
CA
N
2
2029-06-14
Fixed
4.23000000
N
N
N
N
N
N
Land Baden-Wuerttemberg
5299005LOAAELUENZ090
LAND BADEN-WUERT
AR9244922
4513000.00000000
PA
5249917.24000000
0.005473073134
Long
DBT
NUSS
DE
N
2
2028-04-05
Fixed
0.80000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5297453.69000000
0.005522630195
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
556450000.00000000
USD
500000000.00000000
EUR
2022-02-02
5297453.69000000
N
N
N
Government of the Northwest Territories
549300MHKRYWVMMSH566
GOVT OF THE NWT
667915AB8
452000.00000000
PA
293425.04000000
0.000305897527
Long
DBT
NUSS
CA
N
2
2051-09-29
Fixed
2.20000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AL0
3430000.00000000
PA
2696675.90000000
0.002811302301
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
2.80000000
N
N
N
N
N
N
Telereal Secured Finance PLC
213800OMYN4NJ6W4AD35
TELEREAL SECURED
N/A
1175502.40000000
PA
1682505.74000000
0.001754023262
Long
DBT
CORP
GB
N
2
2033-12-10
Fixed
4.01000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
3994000.00000000
PA
4859243.94000000
0.005065793658
Long
DBT
NUSS
IT
N
2
2025-11-15
Fixed
2.50000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
7586000.00000000
PA
8323286.09000000
0.008677080306
Long
DBT
CORP
US
N
2
2026-09-10
Fixed
0.36600000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
4600000.00000000
PA
5805003.47000000
0.006051754167
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
1.87500000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
85800000.00000000
PA
755876.83000000
0.000788006549
Long
DBT
NUSS
JP
N
2
2024-03-19
Fixed
0.69000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
MICHELIN
N/A
4000000.00000000
PA
4183768.61000000
0.004361606199
Long
DBT
CORP
FR
N
2
2032-11-02
Fixed
0.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718EX3
3159000.00000000
PA
3708505.90000000
0.003866141709
Long
DBT
CORP
US
N
2
2029-10-25
Fixed
1.25000000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
9600000.00000000
PA
12798772.65000000
0.013342804380
Long
DBT
NUSS
ES
N
2
2026-09-15
Fixed
4.30000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
AT5926676
20000000.00000000
PA
3484174.16000000
0.003632274399
Long
DBT
NUSS
CN
N
2
2048-07-23
Fixed
3.97000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
GRAND CITY PROP
N/A
2500000.00000000
PA
2622939.73000000
0.002734431861
Long
DBT
CORP
LU
N
2
2028-01-11
Fixed
0.12500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
25357000.00000000
PA
28363894.69000000
0.029569546133
Long
DBT
CORP
DE
N
2
2027-12-15
None
0.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
11767000.00000000
PA
13322331.64000000
0.013888618059
Long
DBT
NUSS
AT
Y
2
2023-07-15
None
0.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
63517000.00000000
PA
66171046.76000000
0.068983749983
Long
DBT
NUSS
FR
Y
2
2044-06-25
Fixed
0.50000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
4100000.00000000
PA
4398888.69000000
0.004585870293
Long
DBT
CORP
FR
N
2
2041-10-24
Fixed
1.25000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
1084000.00000000
PA
1317091.88000000
0.001373076918
Long
DBT
CORP
GB
N
2
2043-07-05
Variable
6.12500000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
N/A
17148000.00000000
PA
19872399.66000000
0.020717106904
Long
DBT
CORP
GB
N
2
2026-03-02
Variable
1.75000000
N
N
N
N
N
N
MMS USA Holdings Inc
5493006U67P2Y34N2G08
MMS USA HLDGS
N/A
6100000.00000000
PA
6981162.74000000
0.007277907916
Long
DBT
CORP
US
N
2
2028-06-13
Fixed
1.25000000
N
N
N
N
N
N
Yorkshire Water Services Finance Ltd
213800SPVHJCCUH13862
YORKS WATER FIN
EG4572640
350000.00000000
PA
651329.31000000
0.000679015074
Long
DBT
CORP
GB
N
2
2037-05-28
Variable
5.50000000
N
N
N
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
KYUSHU EL PWR CO
N/A
33000000.00000000
PA
286731.46000000
0.000298919426
Long
DBT
CORP
JP
N
2
2024-08-23
Fixed
0.17000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
N/A
4381000.00000000
PA
4600870.22000000
0.004796437362
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-170175.75000000
-0.00017740933
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
42000000000.00000000
JPY
364798855.26000000
USD
2022-02-02
-170175.75000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
13921529.84000000
0.014513286110
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
970000000.00000000
EUR
1103711590.00000000
USD
2022-02-02
13921529.84000000
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HBC5
10878000.00000000
PA
8366734.78000000
0.008722375850
Long
DBT
CORP
CA
N
2
2030-07-21
Variable
2.01000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
20983000.00000000
PA
24702659.09000000
0.025752684021
Long
DBT
CORP
N/A
N
2
2028-01-14
Fixed
0.87500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
5000000.00000000
PA
5515251.40000000
0.005749685735
Long
DBT
CORP
FR
N
2
2031-12-04
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
6599300000.00000000
PA
63785744.03000000
0.066497056252
Long
DBT
NUSS
JP
N
2
2034-12-20
Fixed
1.20000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
DONG A/S
EI2033872
452000.00000000
PA
919060.78000000
0.000958126887
Long
DBT
CORP
DK
N
2
2040-04-09
Fixed
5.75000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAM5
4137000.00000000
PA
3361648.12000000
0.003504540199
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
3.84000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
16929000.00000000
PA
18164214.20000000
0.018936312365
Long
DBT
CORP
N/A
N
2
2046-05-02
Fixed
0.45000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
900000000.00000000
PA
7795026.85000000
0.008126366585
Long
DBT
CORP
FR
N
2
2024-10-10
Fixed
0.25000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
59340000.00000000
PA
14556526.62000000
0.015175274416
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
5416000.00000000
PA
6393029.08000000
0.006664774720
Long
DBT
CORP
GB
N
2
2026-03-27
Fixed
1.75000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
72032000.00000000
PA
106445438.42000000
0.110970067278
Long
DBT
NUSS
ES
Y
2
2046-10-31
Fixed
2.90000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
13475000.00000000
PA
10210259.33000000
0.010644262277
Long
DBT
CORP
DE
N
2
2025-02-27
Fixed
4.00000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
3281000.00000000
PA
3426803.92000000
0.003572465548
Long
DBT
CORP
FR
N
2
2171-01-25
Variable
2.12500000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP ASSURANCES
N/A
3200000.00000000
PA
3674785.93000000
0.003830988419
Long
DBT
CORP
FR
N
2
2051-06-30
Variable
2.50000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
722000.00000000
PA
828391.29000000
0.000863603349
Long
DBT
CORP
NL
N
2
2033-10-24
Fixed
1.25000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333EE2
452000.00000000
PA
431734.41000000
0.000450085952
Long
DBT
NUSS
CA
N
2
2028-04-17
Fixed
6.15000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
7200000.00000000
PA
8459874.42000000
0.008819474535
Long
DBT
CORP
US
N
2
2029-11-28
Fixed
1.50000000
N
N
N
N
N
N
Shinkin Central Bank
549300V8G2QIKUZN3A81
SHINKIN CENTRAL
AS1406550
200000000.00000000
PA
1738833.16000000
0.001812744966
Long
DBT
CORP
JP
N
2
2023-04-27
Fixed
0.11000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
N/A
6720000.00000000
PA
5182935.14000000
0.005403243856
Long
DBT
CORP
US
N
2
2029-01-26
Fixed
2.19200000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
6698278Z3
4584000.00000000
PA
4386046.14000000
0.004572481850
Long
DBT
NUSS
CA
N
2
2042-06-01
Fixed
4.40000000
N
N
N
N
N
N
Holcim Sterling Finance Netherlands BV
529900KU5LFL22MEGK07
HOLCIM STRLNG
N/A
282000.00000000
PA
385593.65000000
0.000401983907
Long
DBT
CORP
NL
N
2
2032-05-12
Fixed
3.00000000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827FL6
904000.00000000
PA
929824.68000000
0.000969348323
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
5.80000000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AF9
1977000.00000000
PA
1510666.11000000
0.001574879321
Long
DBT
CORP
CA
N
2
2030-02-21
Fixed
3.11700000
N
N
N
N
N
N
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
529900ICA8XQYGIKR372
BAWAG PSK
N/A
3300000.00000000
PA
3606924.49000000
0.003760242423
Long
DBT
CORP
AT
N
2
2027-09-03
Fixed
0.37500000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
542000.00000000
PA
643478.46000000
0.000670830512
Long
DBT
CORP
NL
N
2
2025-10-13
Fixed
1.87500000
N
N
N
N
N
N
Cogeco Communications Inc
549300XHH6LJM6IAXV57
COGECO CABLE
19238VAJ4
1016000.00000000
PA
817227.83000000
0.000851965369
Long
DBT
CORP
CA
N
2
2023-05-26
Fixed
4.17500000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQT6
677000.00000000
PA
598197.34000000
0.000623624647
Long
DBT
NUSS
CA
N
2
2032-05-31
Fixed
4.00000000
N
N
N
N
N
N
Together Housing Finance PLC
213800FJW1TYLLKRV519
TGHR HSG FIN PLC
N/A
1400000.00000000
PA
2506052.34000000
0.002612575991
Long
DBT
CORP
GB
N
2
2042-12-17
Fixed
4.50000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851AU6
5190000.00000000
PA
6503981.37000000
0.006780443210
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
2.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
405809000.00000000
PA
476554983.23000000
0.496811693727
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.75000000
N
N
N
N
N
N
United Overseas Bank Ltd
IO66REGK3RCBAMA8HR66
UNITED OVERSEAS
N/A
5641000.00000000
PA
6409001.51000000
0.006681426083
Long
DBT
CORP
SG
N
2
2025-01-16
Fixed
0.50000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PGU1
38480000.00000000
PA
30918306.90000000
0.032232537605
Long
DBT
NUSS
CA
Y
2
2023-12-15
Fixed
2.55000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8587750000.00000000
PA
68553251.63000000
0.071467214175
Long
DBT
NUSS
JP
N
2
2049-06-20
Fixed
0.40000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAL7
2708000.00000000
PA
2113078.08000000
0.002202897749
Long
DBT
CORP
CA
N
2
2029-12-11
Fixed
2.43000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
124660000.00000000
PA
143990853.51000000
0.150111408611
Long
DBT
NUSS
DE
N
2
2028-08-15
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220302
N/A
1.00000000
NC
-149183.88000000
-0.00015552517
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
714875000.00000000
PLN
174667469.06000000
USD
2022-03-02
-149183.88000000
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06369ZCE2
2578000.00000000
PA
2047821.93000000
0.002134867785
Long
DBT
CORP
CA
N
2
2029-09-17
Variable
2.88000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
452000.00000000
PA
337399.78000000
0.000351741482
Long
DBT
CORP
N/A
N
2
2027-07-27
Fixed
3.30000000
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
BANK OF IRELAND
N/A
6860000.00000000
PA
7860091.92000000
0.008194197347
Long
DBT
CORP
IE
N
2
2023-08-29
Fixed
1.37500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
4100000.00000000
PA
4133236.11000000
0.004308925737
Long
DBT
CORP
FR
N
2
2049-07-01
Fixed
1.75000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
4513000.00000000
PA
5169466.92000000
0.005389203148
Long
DBT
NUSS
DE
N
2
2025-01-20
Fixed
0.62500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
N/A
4477000.00000000
PA
5085610.25000000
0.005301782020
Long
DBT
CORP
US
N
2
2024-11-02
Fixed
0.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
9700000.00000000
PA
13962579.58000000
0.014556080733
Long
DBT
CORP
FR
N
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
4288000.00000000
PA
6456008.88000000
0.006730431575
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.62500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
580135CD1
6513000.00000000
PA
5270592.79000000
0.005494627531
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1568032.42000000
0.001634684075
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
394791250.00000000
USD
2022-02-02
1568032.42000000
N
N
N
Oversea-Chinese Banking Corp Ltd
5493007O3QFXCPOGWK22
OVERSEA-CHINESE
N/A
4513000.00000000
PA
5139594.22000000
0.005358060663
Long
DBT
CORP
SG
N
2
2025-04-18
Fixed
0.62500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051ED5
30650000.00000000
PA
24605785.76000000
0.025651692940
Long
DBT
NUSS
CA
N
2
2050-06-01
Fixed
3.10000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
N/A
857000.00000000
PA
936884.32000000
0.000976708044
Long
DBT
CORP
NL
N
2
2026-09-27
Fixed
0.62500000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
5000000.00000000
PA
5615189.61000000
0.005853871974
Long
DBT
CORP
DE
N
2
2023-07-12
None
0.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
50000000000.00000000
PA
41129282.46000000
0.042877546557
Long
DBT
NUSS
KR
N
2
2024-12-10
Fixed
1.87500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5846000000.00000000
PA
51077687.66000000
0.053248824188
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
0.10000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
7800000.00000000
PA
9018908.88000000
0.009402271624
Long
DBT
CORP
FR
N
2
2024-11-26
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5259110.52000000
-0.00548265718
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000000.00000000
EUR
556812500.00000000
USD
2022-03-02
-5259110.52000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8543150000.00000000
PA
93168388.36000000
0.097128655563
Long
DBT
NUSS
JP
N
2
2042-09-20
Fixed
1.90000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2710000.00000000
PA
2947459.63000000
0.003072745984
Long
DBT
CORP
CH
N
2
2034-05-15
Fixed
0.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
5175000.00000000
PA
5577527.49000000
0.005814608967
Long
DBT
NUSS
CA
N
2
2029-06-28
Fixed
0.25000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
18365000.00000000
PA
26150225.79000000
0.027261781794
Long
DBT
CORP
N/A
N
2
2046-11-02
Fixed
1.80000000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
16952000.00000000
PA
18428381.76000000
0.019211708778
Long
DBT
NUSS
ES
N
2
2031-04-30
Fixed
0.42000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
49900000.00000000
PA
13041039.58000000
0.013595369243
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
Digital Stout Holding LLC
549300N335X1857YDM81
DIGITAL STOUT HO
N/A
3138000.00000000
PA
4412224.25000000
0.004599772701
Long
DBT
CORP
US
N
2
2029-07-19
Fixed
3.30000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
9567000.00000000
PA
11542625.83000000
0.012033263087
Long
DBT
NUSS
SK
N
2
2027-01-21
Fixed
1.37500000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
59000.00000000
PA
77997.48000000
0.000081312884
Long
DBT
NUSS
PL
N
2
2046-10-25
Fixed
2.00000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
4861000.00000000
PA
5576536.86000000
0.005813576229
Long
DBT
NUSS
MX
N
2
2025-01-15
Fixed
1.37500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
2100000.00000000
PA
2335135.88000000
0.002434394461
Long
DBT
CORP
FR
N
2
2170-10-15
Variable
1.75000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
AW8745126
8383000.00000000
PA
9713550.20000000
0.010126439753
Long
DBT
NUSS
CA
N
2
2029-02-06
Fixed
0.87500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
17000000.00000000
PA
17487567.67000000
0.018230903923
Long
DBT
NUSS
DE
N
2
2052-08-15
Fixed
0.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBG7
4332000.00000000
PA
3523666.14000000
0.003673445047
Long
DBT
CORP
CA
N
2
2028-03-01
Fixed
3.62500000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
SODEXO SA
N/A
217000.00000000
PA
266450.20000000
0.000277776080
Long
DBT
CORP
FR
N
2
2026-06-24
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
-872355.90000000
-0.00090943674
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
340405131.91000000
USD
409395040000.00000000
KRW
2022-02-07
-872355.90000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
908400000.00000000
PA
10014780.84000000
0.010440474670
Long
DBT
NUSS
JP
N
2
2034-06-20
Fixed
2.50000000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
DOLLARAMA INC.
25675TAM9
2391000.00000000
PA
1818324.13000000
0.001895614824
Long
DBT
CORP
CA
N
2
2026-07-08
Fixed
1.87100000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
15604000.00000000
PA
17679123.47000000
0.018430602100
Long
DBT
CORP
SE
N
2
2026-03-13
Fixed
0.37500000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAM4
2783000.00000000
PA
2280549.79000000
0.002377488104
Long
DBT
NUSS
CA
N
2
2025-11-05
Fixed
3.00000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823ZAF9
74000.00000000
PA
58900.48000000
0.000061404136
Long
DBT
CORP
CA
N
2
2027-06-07
Fixed
2.85000000
N
N
N
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SPA
N/A
16404000.00000000
PA
17837406.43000000
0.018595613123
Long
DBT
CORP
IT
N
2
2029-04-06
Fixed
0.50000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
20926000.00000000
PA
25701857.60000000
0.026794355017
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
28438000.00000000
PA
20616746.22000000
0.021493093072
Long
DBT
NUSS
AU
N
2
2022-07-15
Fixed
5.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
10000000.00000000
PA
11071018.91000000
0.011541609781
Long
DBT
CORP
SE
N
2
2026-11-03
Fixed
0.12500000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
61500000000.00000000
PA
15051969.55000000
0.015691776918
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1444050000.00000000
PA
14441968.14000000
0.015055846449
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.70000000
N
N
N
N
N
N
Transport for London
213800FGQ9DJHGRLQZ89
TFL
N/A
282000.00000000
PA
454795.78000000
0.000474127581
Long
DBT
CORP
GB
N
2
2042-07-23
Fixed
3.87500000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BN7
3656000.00000000
PA
4543721.07000000
0.004736858998
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
2.12500000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
202182000.00000000
PA
246576294.11000000
0.257057402861
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
N/A
21615000.00000000
PA
24458321.43000000
0.025497960409
Long
DBT
CORP
NO
N
2
2023-04-18
Fixed
0.25000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
6318000.00000000
PA
7701870.66000000
0.008029250647
Long
DBT
NUSS
DE
N
2
2036-05-12
Fixed
1.25000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
3000000.00000000
PA
3299348.85000000
0.003439592802
Long
DBT
CORP
BE
N
2
2026-09-10
Variable
0.12500000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
1196000.00000000
PA
1359252.39000000
0.001417029526
Long
DBT
CORP
DE
N
2
2023-02-20
Fixed
1.12500000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
71217000.00000000
PA
122786240.09000000
0.128005460129
Long
DBT
NUSS
FR
N
2
2038-10-25
Fixed
4.00000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
3696000.00000000
PA
5783266.98000000
0.006029093734
Long
DBT
CORP
GB
N
2
2025-04-22
Fixed
7.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5247453.69000000
0.005470504867
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
556500000.00000000
USD
500000000.00000000
EUR
2022-02-02
5247453.69000000
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
3159000.00000000
PA
3531281.22000000
0.003681383818
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.12500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
626209AD2
5333000.00000000
PA
4309188.18000000
0.004492356923
Long
DBT
NUSS
CA
N
2
2025-10-02
Fixed
2.65000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2550000.00000000
PA
2665743.56000000
0.002779055134
Long
DBT
CORP
CH
N
2
2032-11-19
Fixed
0.12500000
N
N
N
N
N
N
Next Group PLC
213800O8TRZCFJ9R5760
NEXT GROUP PLC
N/A
3159000.00000000
PA
4491352.38000000
0.004682264295
Long
DBT
CORP
GB
N
2
2028-05-18
Fixed
3.62500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
N/A
4061000.00000000
PA
4652409.60000000
0.004850167503
Long
DBT
CORP
CA
N
2
2025-03-13
Fixed
0.75000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
881000.00000000
PA
1032569.93000000
0.001076460920
Long
DBT
NUSS
DE
N
2
2024-03-15
Fixed
1.87500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086SY1
4779000.00000000
PA
3473457.58000000
0.003621102294
Long
DBT
CORP
CA
N
2
2033-01-28
Variable
1.67000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
455000.00000000
PA
684734.81000000
0.000713840527
Long
DBT
CORP
N/A
N
2
2036-06-30
Fixed
3.12500000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
1828000.00000000
PA
2171717.15000000
0.002264029363
Long
DBT
NUSS
PL
N
2
2027-10-22
Fixed
1.37500000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
86682ZAN6
5498000.00000000
PA
3971487.21000000
0.004140301448
Long
DBT
CORP
CA
N
2
2035-10-01
Variable
2.06000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAZ7
4318000.00000000
PA
3457664.11000000
0.003604637498
Long
DBT
CORP
CA
N
2
2029-03-13
Fixed
3.15000000
N
N
N
N
N
N
La Banque Postale SA
96950066U5XAAIRCPA78
LA BANQUE POSTAL
N/A
1400000.00000000
PA
1607183.45000000
0.001675499281
Long
DBT
CORP
FR
N
2
2029-04-24
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-1172681.97000000
-0.00122252864
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
55000000000.00000000
JPY
476871308.04000000
USD
2022-03-02
-1172681.97000000
N
N
N
SELP Finance Sarl
549300Y4VYEJE1MH6D45
SELP FINANCE SAR
AZ1510454
1952000.00000000
PA
2240131.26000000
0.002335351522
Long
DBT
CORP
LU
N
2
2026-12-20
Fixed
1.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
7221000.00000000
PA
8044263.69000000
0.008386197625
Long
DBT
CORP
JP
N
2
2029-07-19
Fixed
0.84800000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
4965000.00000000
PA
5727711.78000000
0.005971177074
Long
DBT
CORP
N/A
N
2
2027-11-22
Fixed
0.62500000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
EG5612718
910000.00000000
PA
1284068.92000000
0.001338650265
Long
DBT
CORP
IT
N
2
2027-06-21
Fixed
5.62500000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
1828000.00000000
PA
2070243.60000000
0.002158242522
Long
DBT
CORP
SE
N
2
2023-02-22
Fixed
0.37500000
N
N
N
N
N
N
HYPO NOE Landesbank fuer Niederoesterreich und Wien AG
5493007BWYDPQZLZ0Y27
HYPO NOE GRUPPE
N/A
2300000.00000000
PA
2614210.47000000
0.002725331550
Long
DBT
CORP
AT
N
2
2025-09-04
Fixed
0.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
9790000.00000000
PA
7098759.40000000
0.007400503205
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
3.00000000
N
N
N
N
N
N
Daiichi Sankyo Co Ltd
353800XGIU2IHQGC9504
DAIICHI SANKYO
N/A
700000000.00000000
PA
6201627.74000000
0.006465237569
Long
DBT
CORP
JP
N
2
2036-07-25
Fixed
0.81000000
N
N
N
N
N
N
Freshwater Finance PLC
5493004P1F1N0081ID73
FRESHWATER FIN
N/A
904000.00000000
PA
1562120.52000000
0.001628520881
Long
DBT
CORP
IE
N
2
2035-04-20
Fixed
5.18200000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTALENERGIES
N/A
10200000.00000000
PA
11500333.13000000
0.011989172670
Long
DBT
CORP
FR
N
2
2028-05-31
Fixed
0.69600000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29260ZAD8
1964000.00000000
PA
1555632.15000000
0.001621756713
Long
DBT
CORP
CA
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
3000000.00000000
PA
3629140.39000000
0.003783402644
Long
DBT
CORP
NL
N
2
2026-05-15
Fixed
2.75000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
N/A
3100000.00000000
PA
3551937.28000000
0.003702917896
Long
DBT
CORP
FR
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PFL2
22290000.00000000
PA
17559182.25000000
0.018305562592
Long
DBT
NUSS
CA
Y
2
2026-09-15
Fixed
1.90000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
EJ2313116
1000000.00000000
PA
1977159.30000000
0.002061201530
Long
DBT
CORP
GB
N
2
2042-06-15
Fixed
5.48600000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
GAS NAT FENOSA F
N/A
4100000.00000000
PA
4756891.75000000
0.004959090829
Long
DBT
CORP
NL
N
2
2026-04-19
Fixed
1.25000000
N
N
N
N
N
N
DEXUS Finance Pty Ltd
254900Q8HV90024Z7W84
DEXUS FINANCE
N/A
490000.00000000
PA
336214.65000000
0.000350505976
Long
DBT
CORP
AU
N
2
2032-02-03
Fixed
3.00000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
448810AC5
904000.00000000
PA
940382.74000000
0.000980355170
Long
DBT
CORP
CA
N
2
2030-06-03
Fixed
7.35000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
AR1691807
116000000.00000000
PA
1015777.16000000
0.001058954347
Long
DBT
NUSS
JP
N
2
2028-03-14
Fixed
0.14500000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620MAW6
6184000.00000000
PA
7078589.70000000
0.007379476160
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.10000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
11282000.00000000
PA
13255944.09000000
0.013819408603
Long
DBT
NUSS
AT
Y
2
2028-02-20
Fixed
0.75000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63306AGE0
3024000.00000000
PA
2395800.67000000
0.002497637902
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.58000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-970219.10000000
-0.00101145977
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3073523437.00000000
RUB
38499651.61000000
USD
2022-03-01
-970219.10000000
N
N
N
Central 1 Credit Union
549300XXHOD8SXSZKY72
CENTRAL 1 CREDIT
154728AQ2
2643000.00000000
PA
2099939.44000000
0.002189200630
Long
DBT
CORP
CA
N
2
2023-12-06
Fixed
2.58400000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
69545000.00000000
PA
77044756.12000000
0.080319663266
Long
DBT
CORP
N/A
N
2
2030-01-16
Fixed
0.05000000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
N/A
2260000.00000000
PA
2623483.07000000
0.002734998296
Long
DBT
CORP
N/A
N
2
2024-05-22
Fixed
3.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
905000.00000000
PA
1093855.09000000
0.001140351101
Long
DBT
CORP
CH
N
2
2027-02-16
Fixed
2.50000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
4513000.00000000
PA
5090675.05000000
0.005307062107
Long
DBT
CORP
AU
N
2
2024-05-20
Fixed
0.25000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
41903000.00000000
PA
51556858.23000000
0.053748362648
Long
DBT
NUSS
PT
Y
2
2023-10-25
Fixed
4.95000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
4152000.00000000
PA
5284782.81000000
0.005509420719
Long
DBT
NUSS
MX
N
2
2029-04-09
Fixed
3.62500000
N
N
N
N
N
N
Zuercher Kantonalbank
165GRDQ39W63PHVONY02
ZUERCHER KBK
N/A
2260000.00000000
PA
2456037.95000000
0.002560435661
Long
DBT
CORP
CH
N
2
2026-01-27
Fixed
0.25000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
AM1884874
3656000.00000000
PA
4140519.25000000
0.004316518458
Long
DBT
CORP
N/A
N
2
2024-01-24
Fixed
0.25000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & C
N/A
4061000.00000000
PA
4914281.06000000
0.005123170217
Long
DBT
CORP
DE
N
2
2024-02-01
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
800000.00000000
PA
1103648.14000000
0.001150560420
Long
DBT
CORP
ES
N
2
2027-05-04
Fixed
4.62500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
174242000.00000000
PA
203799099.66000000
0.212461897252
Long
DBT
NUSS
IT
N
2
2024-07-01
Fixed
1.75000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GK7
4513000.00000000
PA
3637945.58000000
0.003792582113
Long
DBT
NUSS
CA
N
2
2026-08-14
Fixed
2.60000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
2257000.00000000
PA
2681692.24000000
0.002795681738
Long
DBT
CORP
DE
N
2
2039-07-04
Fixed
0.87500000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
4513000.00000000
PA
5212214.73000000
0.005433768020
Long
DBT
NUSS
DE
N
2
2028-01-26
Fixed
0.70000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DT6
500000.00000000
PA
369546.00000000
0.000385254127
Long
DBT
NUSS
CA
N
2
2039-09-24
Fixed
2.60000000
N
N
N
N
N
N
Arqiva Financing PLC
213800HHECW72RW2QH41
ARQIVA FINANCING
N/A
1303877.63000000
PA
1975824.49000000
0.002059809981
Long
DBT
CORP
GB
N
2
2032-12-31
Fixed
4.88200000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
100000.00000000
PA
117035.07000000
0.000122009827
Long
DBT
NUSS
FR
N
2
2028-04-25
Fixed
1.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
5460000.00000000
PA
6188849.56000000
0.006451916232
Long
DBT
CORP
AU
N
2
2024-04-11
Fixed
0.37500000
N
N
N
N
N
N
Wheatley Group Capital PLC
213800H5Z7A5G7ZS2U33
WHEATLEY GROUP C
N/A
2031000.00000000
PA
3548456.51000000
0.003699289171
Long
DBT
CORP
GB
N
2
2044-11-28
Fixed
4.37500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EF5279825
813000.00000000
PA
1274666.24000000
0.001328847910
Long
DBT
CORP
FR
N
2
2170-07-06
Variable
6.68620000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
3136210000.00000000
PA
9053885.05000000
0.009438734510
Long
DBT
NUSS
HU
N
2
2026-12-22
Fixed
2.75000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
46185000.00000000
PA
45862161.87000000
0.047811604365
Long
DBT
NUSS
NL
Y
2
2052-01-15
None
0.00000000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
SUMMIT INDUSTRIA
866120AA6
587000.00000000
PA
452594.34000000
0.000471832566
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
2.15000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
542000.00000000
PA
828708.92000000
0.000863934481
Long
DBT
CORP
GB
N
2
2025-12-04
Fixed
5.62500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
N/A
1310000.00000000
PA
1358200.45000000
0.001415932871
Long
DBT
CORP
NL
Y
2
2041-09-09
Fixed
1.25000000
N
N
N
N
N
N
JAPAN FINANCE ORGANIZATION FOR MUNICIPALITIES
5493007YYYNZ4NMEOD64
JFM 2.22 1/28/2030
BRS9C2CF7
1630000000.00000000
PA
16527505.96000000
0.017230033297
Long
DBT
NUSS
JP
N
2
2030-01-28
Fixed
2.22000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KONINKLIJKE KPN
N/A
1800000.00000000
PA
1904164.07000000
0.001985103524
Long
DBT
CORP
NL
N
2
2033-11-15
Fixed
0.87500000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
2257000.00000000
PA
2593789.13000000
0.002704042169
Long
DBT
CORP
NL
N
2
2025-04-13
Fixed
1.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
4800000.00000000
PA
5925773.82000000
0.006177658049
Long
DBT
CORP
IT
N
2
2025-01-24
Fixed
3.37500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
4259000.00000000
PA
5067868.13000000
0.005283285744
Long
DBT
CORP
NL
N
2
2030-09-06
Fixed
1.37500000
N
N
N
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SPAREBANK 1 SMN
N/A
1219000.00000000
PA
1386676.71000000
0.001445619559
Long
DBT
CORP
NO
N
2
2023-07-03
Fixed
0.75000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
100000.00000000
PA
121876.41000000
0.000127056956
Long
DBT
CORP
FR
N
2
2026-05-19
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-24062.94000000
-0.00002508577
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
44000000000.00000000
JPY
382324445.74000000
USD
2022-02-02
-24062.94000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2257000.00000000
PA
2667382.68000000
0.002780763927
Long
DBT
CORP
FR
N
2
2025-02-17
Fixed
2.37500000
N
N
N
N
N
N
Citizen Treasury PLC
213800U87S2B5BF1RO21
WM TREAS 2 PLC
N/A
1722000.00000000
PA
2663941.75000000
0.002777176735
Long
DBT
CORP
GB
N
2
2048-10-20
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
1098742.01000000
0.001145445747
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
400000000.00000000
CAD
315773934.28000000
USD
2022-02-02
1098742.01000000
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
11460000.00000000
PA
15305168.69000000
0.015955738681
Long
DBT
CORP
DE
N
2
2025-07-07
Fixed
1.37500000
N
N
N
N
N
N
Nordea Hypotek AB
5493000K2HPWIF6MFO29
NORDEA HYPOTEK
N/A
225600000.00000000
PA
24519175.02000000
0.025561400676
Long
DBT
CORP
SE
N
2
2023-09-20
Fixed
1.25000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
2257000.00000000
PA
2643137.52000000
0.002755488189
Long
DBT
CORP
IT
N
2
2027-01-17
Fixed
1.50000000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
GECINA
N/A
700000.00000000
PA
820180.84000000
0.000855043901
Long
DBT
CORP
FR
N
2
2028-01-26
Fixed
1.37500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
40000000000.00000000
PA
31745639.15000000
0.033095036899
Long
DBT
NUSS
KR
N
2
2029-06-10
Fixed
1.87500000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
11141000.00000000
PA
12983018.97000000
0.013534882376
Long
DBT
NUSS
SK
N
2
2030-04-09
Fixed
0.75000000
N
N
N
N
N
N
Merck KGaA
529900OAREIS0MOPTW25
MERCK
N/A
59000.00000000
PA
71309.56000000
0.000074340683
Long
DBT
CORP
DE
N
2
2074-12-12
Variable
3.37500000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
DOLLARAMA INC.
25675TAK3
904000.00000000
PA
662831.37000000
0.000691006047
Long
DBT
CORP
CA
N
2
2027-09-20
Fixed
1.50500000
N
N
N
N
N
N
Aareal Bank AG
EZKODONU5TYHW4PP1R34
AAREAL BANK AG
N/A
18800000.00000000
PA
20801252.78000000
0.021685442370
Long
DBT
CORP
DE
N
2
2028-02-01
Fixed
0.01000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
75000000000.00000000
PA
57123963.09000000
0.059552105956
Long
DBT
NUSS
KR
N
2
2047-03-10
Fixed
2.12500000
N
N
N
N
N
N
Linde Finance BV
5H8RMHHYTWIP1RKLCE38
LINDE FINANCE BV
N/A
9200000.00000000
PA
10077597.61000000
0.010505961564
Long
DBT
CORP
NL
N
2
2032-05-19
Fixed
0.55000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
16427000.00000000
PA
22586580.42000000
0.023546658137
Long
DBT
NUSS
GB
N
2
2053-07-31
Fixed
1.50000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
10000000.00000000
PA
6530006.14000000
0.006807574203
Long
DBT
NUSS
AU
N
2
2034-03-20
Fixed
1.75000000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JCDECAUX SA
N/A
4600000.00000000
PA
5221898.56000000
0.005443863477
Long
DBT
CORP
FR
N
2
2023-06-01
Fixed
1.00000000
N
N
N
N
N
N
Redexis Gas Finance BV
724500XI19XTPCL36320
REDEXIS GAS FIN
N/A
7396000.00000000
PA
8640831.93000000
0.009008123925
Long
DBT
CORP
NL
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
Peabody Capital No 2 Plc
213800K1DLWVMZFBYD79
PEABODY CAPITAL
N/A
700000.00000000
PA
1369722.59000000
0.001427944778
Long
DBT
CORP
GB
N
2
2053-12-12
Fixed
4.62500000
N
N
N
N
N
N
HSBC Bank Capital Funding Sterling 1 LP
2138007XGRZME1ZCTY76
HSBC BNK CAO FND
N/A
49000.00000000
PA
89426.97000000
0.000093228202
Long
DBT
CORP
JE
N
2
2170-11-05
Variable
5.84400000
N
N
N
N
N
N
Land Thueringen
529900T1ZDSQA2OKWE72
THUERINGEN LAND
N/A
5000000.00000000
PA
5438299.55000000
0.005669462927
Long
DBT
NUSS
DE
N
2
2031-03-24
Fixed
0.01000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
GRAND CITY PROP
N/A
4000000.00000000
PA
4603267.67000000
0.004798936719
Long
DBT
CORP
LU
N
2
2027-02-22
Fixed
1.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
900000.00000000
PA
1020507.07000000
0.001063885309
Long
DBT
CORP
DE
N
2
2025-06-06
Fixed
0.37500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
4965000.00000000
PA
6815360.78000000
0.007105058286
Long
DBT
CORP
GB
N
2
2026-05-08
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
4562676.62000000
0.004756620283
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1290000000.00000000
GBP
1739461245.30000000
USD
2022-02-02
4562676.62000000
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
4739000.00000000
PA
5547561.67000000
0.005783369403
Long
DBT
NUSS
FI
Y
2
2025-09-15
Fixed
0.87500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
1355000.00000000
PA
1632165.37000000
0.001701543096
Long
DBT
NUSS
DE
N
2
2025-10-15
Fixed
2.00000000
N
N
N
N
N
N
Coventry Building Society
2138004G59FXEAZ6IO10
COVENTRY BDG SOC
N/A
4562000.00000000
PA
5835643.76000000
0.006083696871
Long
DBT
CORP
GB
N
2
2030-12-20
Fixed
2.00000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FINANCE P
N/A
1490000.00000000
PA
1914385.78000000
0.001995759724
Long
DBT
CORP
GB
N
2
2038-09-22
Fixed
2.62500000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
N/A
910000.00000000
PA
690572.00000000
0.000719925836
Long
DBT
CORP
AU
N
2
2027-04-19
Fixed
4.00000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852NP2
380000.00000000
PA
311792.75000000
0.000325045985
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
3.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BC7
3457000.00000000
PA
4331336.70000000
0.004515446900
Long
DBT
CORP
US
N
2
2033-07-13
Fixed
1.75000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAJ2
2483000.00000000
PA
1981715.67000000
0.002065951575
Long
DBT
CORP
CA
N
2
2026-08-25
Fixed
2.52000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
7800000.00000000
PA
9429812.37000000
0.009830641206
Long
DBT
CORP
DE
N
2
2031-03-10
Fixed
1.62500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
5500000.00000000
PA
3535310.58000000
0.003685584452
Long
DBT
NUSS
AU
N
2
2041-05-07
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
158077.02000000
0.000164796329
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
356326257.73000000
USD
1492330000.00000000
MYR
2022-02-04
158077.02000000
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NSWTC-DOMESTIC
N/A
14982000.00000000
PA
11601325.34000000
0.012094457711
Long
DBT
NUSS
AU
N
2
2024-08-20
Fixed
5.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
4500000.00000000
PA
3349628.76000000
0.003492009938
Long
DBT
CORP
N/A
N
2
2029-06-15
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-696058.34000000
-0.00072564538
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
87500000.00000000
SGD
64070739.95000000
USD
2022-02-04
-696058.34000000
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
N/A
7447000.00000000
PA
9448992.78000000
0.009850636909
Long
DBT
CORP
AU
N
2
2027-09-24
Fixed
3.25000000
N
N
N
N
N
N
Central Nippon Expressway Co Ltd
3538005TH2GJERPBFN83
CNTRL NIPPON EXP
N/A
10000000.00000000
PA
86815.95000000
0.000090506196
Long
DBT
CORP
JP
N
2
2024-08-19
Fixed
0.04000000
N
N
N
N
N
N
Fonterra Co-operative Group Ltd
549300NCQQ9E4O5JX172
FONTERRA CO-OP
N/A
542000.00000000
PA
827611.88000000
0.000862790809
Long
DBT
CORP
NZ
N
2
2023-12-04
Fixed
9.37500000
N
N
N
N
N
N
Imerys SA
54930075MZSSIB2TGC64
IMERYS SA
N/A
400000.00000000
PA
428026.40000000
0.000446220327
Long
DBT
CORP
FR
N
2
2031-07-15
Fixed
1.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
42298000.00000000
PA
47257137.15000000
0.049265875238
Long
DBT
CORP
N/A
N
2
2028-03-28
None
0.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
3000000.00000000
PA
3273008.88000000
0.003412133211
Long
DBT
CORP
NL
N
2
2032-06-09
Variable
0.87500000
N
N
N
N
N
N
Teranet Holdings LP
549300WKILNGLP1C7131
TERANET HOLDINGS
880789AN2
679000.00000000
PA
641327.26000000
0.000668587872
Long
DBT
CORP
CA
N
2
2041-06-17
Fixed
6.10000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
21758000.00000000
PA
22198175.92000000
0.023141743900
Long
DBT
CORP
N/A
N
2
2040-10-04
Fixed
0.10000000
N
N
N
N
N
N
La Mondiale SAM
969500L0T16HX3R78P61
LA MONDIALE
N/A
3069000.00000000
PA
3915678.39000000
0.004082120387
Long
DBT
CORP
FR
N
2
2170-12-17
Variable
5.05000000
N
N
N
N
N
N
Manulife Financial Corp
5493007GBX87QOZACS27
MANULIFE FIN COR
56501RAF3
2257000.00000000
PA
1804769.75000000
0.001881484294
Long
DBT
CORP
CA
N
2
2029-08-20
Variable
3.04900000
N
N
N
N
N
N
Province of Prince Edward Island Canada
549300L826JG01X2QH35
PRINCE EDWARD IS
741666DB4
1185000.00000000
PA
853748.71000000
0.000890038626
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.65000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
AZ0185357
4600000.00000000
PA
5270312.73000000
0.005494335566
Long
DBT
CORP
FR
N
2
2029-06-18
Fixed
1.87500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L44
82677000.00000000
PA
58510977.62000000
0.060998077695
Long
DBT
NUSS
CA
N
2
2030-12-01
Fixed
0.50000000
N
N
N
N
N
N
Diageo Finance PLC
BPF79TJMIH3DK8XCKI50
DIAGEO FIN PLC
N/A
3159000.00000000
PA
3892792.09000000
0.004058261270
Long
DBT
CORP
GB
N
2
2033-03-28
Fixed
1.25000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823ZAE2
1073000.00000000
PA
886555.87000000
0.000924240305
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
3.77000000
N
N
N
N
N
N
AIMCo Realty Investors LP
549300171YGHCAQDND83
AIMCO REALTY INV
00889YAC5
851000.00000000
PA
693185.64000000
0.000722650573
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
3.36700000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
2360000.00000000
PA
2855918.29000000
0.002977313537
Long
DBT
CORP
N/A
N
2
2032-05-03
Fixed
1.12500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234NM6
5867000.00000000
PA
6087797.95000000
0.006346569267
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
6.20000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KH0
9875000.00000000
PA
7929090.91000000
0.008266129247
Long
DBT
NUSS
CA
N
2
2050-06-02
Fixed
3.10000000
N
N
N
N
N
N
Heimstaden Bostad Treasury BV
549300ORG6UYMJBCV938
HEIMSTADEN BOST
N/A
1391000.00000000
PA
1506507.32000000
0.001570543755
Long
DBT
CORP
NL
N
2
2028-04-13
Fixed
1.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
2257000.00000000
PA
2921468.26000000
0.003045649810
Long
DBT
NUSS
DE
N
2
2043-02-16
Fixed
1.45000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAC1
34603000.00000000
PA
28361200.26000000
0.029566737172
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
2.90000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
976000.00000000
PA
1194813.19000000
0.001245600582
Long
DBT
CORP
JP
N
2
2028-09-17
Fixed
3.20100000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
9025000.00000000
PA
13762546.63000000
0.014347545072
Long
DBT
CORP
DE
N
2
2025-06-18
Fixed
5.50000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
4171000.00000000
PA
4485084.46000000
0.004675729948
Long
DBT
NUSS
ID
N
2
2029-07-28
Fixed
1.00000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
AS0407740
150000000.00000000
PA
16846809.65000000
0.017562909487
Long
DBT
CORP
N/A
N
2
2024-04-10
Fixed
1.87500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
361000000.00000000
PA
3182763.02000000
0.003318051310
Long
DBT
NUSS
JP
N
2
2024-06-25
Fixed
0.65900000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
15900000.00000000
PA
20210220.69000000
0.021069287542
Long
DBT
NUSS
FR
N
2
2050-05-25
Fixed
1.70000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
781000.00000000
PA
511804.17000000
0.000533559201
Long
DBT
NUSS
AU
N
2
2041-07-23
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
12423000000.00000000
PA
108855209.70000000
0.113482269633
Long
DBT
NUSS
JP
N
2
2038-06-20
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
13000350000.00000000
PA
116325297.20000000
0.121269884817
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.60000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
5867000.00000000
PA
6825583.49000000
0.007115715528
Long
DBT
NUSS
SK
N
2
2026-05-22
Fixed
0.62500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
459100000.00000000
PA
4043275.51000000
0.004215141221
Long
DBT
NUSS
JP
N
2
2024-03-29
Fixed
0.64500000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
N/A
1355000.00000000
PA
1758299.87000000
0.001833039139
Long
DBT
CORP
AU
N
2
2033-04-29
Fixed
3.12500000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
N/A
2257000.00000000
PA
2549573.63000000
0.002657947221
Long
DBT
CORP
AU
N
2
2030-04-23
Fixed
1.00000000
N
N
N
N
N
N
Northern Powergrid Yorkshire PLC
213800VZL2QT3Q7NOP46
NORTHERN PWRGRID
N/A
722000.00000000
PA
896787.30000000
0.000934906638
Long
DBT
CORP
GB
N
2
2059-10-09
Fixed
2.25000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DL4
3836000.00000000
PA
4326535.16000000
0.004510441263
Long
DBT
CORP
US
N
2
2022-04-08
Fixed
1.90000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
2580000.00000000
PA
2966216.39000000
0.003092300029
Long
DBT
CORP
SE
N
2
2029-03-05
Variable
1.62500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
JK3685530
976000.00000000
PA
1189014.63000000
0.001239555545
Long
DBT
CORP
GB
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
9025000.00000000
PA
10539576.53000000
0.010987577617
Long
DBT
CORP
DE
N
2
2023-08-15
Fixed
2.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4206610.52000000
-0.00438541904
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
500000000.00000000
EUR
557865000.00000000
USD
2022-03-02
-4206610.52000000
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
4600000.00000000
PA
5114813.03000000
0.005332226110
Long
DBT
CORP
NL
N
2
2039-12-19
Fixed
2.25000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
36845000.00000000
PA
47125480.95000000
0.049128622787
Long
DBT
NUSS
GB
N
2
2029-01-31
Fixed
0.50000000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
1700000.00000000
PA
1314208.45000000
0.001370070923
Long
DBT
NUSS
AU
N
2
2030-05-21
Fixed
3.50000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
23703000.00000000
PA
29852412.17000000
0.031121335363
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
3400000.00000000
PA
4105316.41000000
0.004279819266
Long
DBT
CORP
NL
N
2
2032-05-31
Fixed
1.25000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
4739000.00000000
PA
5409489.31000000
0.005639428063
Long
DBT
CORP
LU
N
2
2023-05-26
Fixed
1.37500000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
6800000.00000000
PA
7904139.13000000
0.008240116852
Long
DBT
CORP
AT
N
2
2034-05-15
Fixed
0.87500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
ZQ5980433
4600000.00000000
PA
4987596.57000000
0.005199602116
Long
DBT
NUSS
FR
N
2
2035-05-31
Fixed
0.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
4796000.00000000
PA
5080456.04000000
0.005296408722
Long
DBT
CORP
US
N
2
2035-09-19
Fixed
1.12500000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
8503000.00000000
PA
13999213.72000000
0.014594272064
Long
DBT
NUSS
AT
Y
2
2117-09-20
Fixed
2.10000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9106350000.00000000
PA
77215992.34000000
0.080498178147
Long
DBT
NUSS
JP
N
2
2036-06-20
Fixed
0.20000000
N
N
N
N
N
N
Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA
95980020140005708045
FADE
N/A
13600000.00000000
PA
15434856.75000000
0.016090939333
Long
DBT
NUSS
ES
N
2
2023-03-17
Fixed
0.50000000
N
N
N
N
N
N
Hospital for Sick Children/The
549300RURFL2KSCOHD12
HOSP SICK CHILDR
44107DAB7
1231000.00000000
PA
955653.24000000
0.000996274766
Long
DBT
CORP
CA
N
2
2057-12-07
Fixed
3.41600000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2707550000.00000000
PA
27302698.45000000
0.028463242097
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
1.90000000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
628957AH5
1650000.00000000
PA
1195994.35000000
0.001246831949
Long
DBT
CORP
CA
N
2
2051-09-29
Fixed
2.92400000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
9781000.00000000
PA
10657209.43000000
0.011110210686
Long
DBT
CORP
FI
N
2
2027-11-16
Fixed
0.10000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
300000.00000000
PA
345919.99000000
0.000360623857
Long
DBT
CORP
FR
N
2
2025-04-07
Fixed
1.12500000
N
N
N
N
N
N
First National Financial Corp
549300L96UOMCR0MJU30
FIRST NATIONAL I
33564PAD5
452000.00000000
PA
353086.26000000
0.000368094740
Long
DBT
CORP
CA
N
2
2025-11-17
Fixed
2.96100000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
N/A
1886000.00000000
PA
2049885.15000000
0.002137018705
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.25000000
N
N
N
N
N
N
Skipton Building Society
66AGRETLUXS4YO5MUH35
SKIPTON BUILDING
N/A
300000.00000000
PA
400111.40000000
0.000417118757
Long
DBT
CORP
GB
N
2
2026-10-02
Variable
2.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
207321000.00000000
PA
258615231.41000000
0.269608073909
Long
DBT
NUSS
FR
N
2
2031-05-25
Fixed
1.50000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
8000000.00000000
PA
2019579.15000000
0.002105424501
Long
DBT
NUSS
PE
N
2
2055-02-12
Fixed
6.71420000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAY9
1621000.00000000
PA
1346187.61000000
0.001403409407
Long
DBT
CORP
CA
N
2
2045-01-17
Fixed
4.75000000
N
N
N
N
N
N
Adif Alta Velocidad
959800D5SDA4R1CG7K10
ADIF ALTA VELOCI
N/A
6900000.00000000
PA
8193453.40000000
0.008541728875
Long
DBT
NUSS
ES
N
2
2025-01-28
Fixed
1.87500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
42131000.00000000
PA
32122795.22000000
0.033488224574
Long
DBT
NUSS
AU
N
2
2035-06-21
Fixed
2.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
6800000.00000000
PA
66402.69000000
0.000069225239
Long
DBT
NUSS
JP
N
2
2027-09-20
Fixed
2.20000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
7100000.00000000
PA
8790484.62000000
0.009164137835
Long
DBT
CORP
FR
N
2
2032-03-30
Fixed
2.12500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
40000000.00000000
PA
6542470.09000000
0.006820567953
Long
DBT
NUSS
CN
N
2
2026-07-19
Fixed
3.63000000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV
N/A
10000000.00000000
PA
10636606.51000000
0.011088732007
Long
DBT
CORP
NL
N
2
2041-03-04
Fixed
0.37500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
3000000.00000000
PA
3394553.51000000
0.003538844284
Long
DBT
CORP
FR
N
2
2031-05-18
Fixed
0.95200000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
2639623.62000000
0.002751824925
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
532000000.00000000
CAD
421157629.33000000
USD
2022-02-02
2639623.62000000
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
250000000.00000000
PA
39539145.53000000
0.041219818385
Long
DBT
NUSS
CN
N
2
2024-09-02
Fixed
2.47000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
7900000.00000000
PA
8552006.40000000
0.008915522728
Long
DBT
CORP
CH
N
2
2022-07-05
None
0.00000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
82032000.00000000
PA
92988630.81000000
0.096941257138
Long
DBT
NUSS
IT
N
2
2023-08-15
Fixed
0.30000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
4513000.00000000
PA
4866917.48000000
0.005073793374
Long
DBT
CORP
LU
N
2
2032-10-15
Fixed
0.75000000
N
N
N
N
N
N
KBC Bank NV
6B2PBRV1FCJDMR45RZ53
KBC BANK NV
N/A
3400000.00000000
PA
3922370.77000000
0.004089097237
Long
DBT
CORP
BE
N
2
2027-10-24
Fixed
0.75000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
7636000.00000000
PA
8447933.93000000
0.008807026496
Long
DBT
CORP
NL
N
2
2030-10-18
Fixed
0.80000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCF3
6395000.00000000
PA
5240925.24000000
0.005463698915
Long
DBT
CORP
CA
N
2
2027-04-05
Fixed
3.80000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
2392000.00000000
PA
2808298.00000000
0.002927669072
Long
DBT
CORP
NL
N
2
2029-07-31
Fixed
1.37500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCF5
1900000.00000000
PA
1368436.16000000
0.001426603666
Long
DBT
CORP
CA
N
2
2031-01-16
Fixed
1.69000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
14166600000.00000000
PA
123623835.31000000
0.128878658637
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
N/A
10268000.00000000
PA
12193851.43000000
0.012712170043
Long
DBT
NUSS
IL
N
2
2024-01-29
Fixed
2.87500000
N
N
N
N
N
N
Linde PLC
8945002PAZHZLBGKGF02
LINDE PLC
N/A
2800000.00000000
PA
2850865.34000000
0.002972045803
Long
DBT
CORP
IE
N
2
2051-09-30
Fixed
1.00000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GD2
7113000.00000000
PA
4965451.48000000
0.005176515715
Long
DBT
NUSS
CA
N
2
2050-10-17
Fixed
2.65000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KJ6
4799000.00000000
PA
3735170.26000000
0.003893939479
Long
DBT
NUSS
CA
N
2
2030-06-02
Fixed
2.20000000
N
N
N
N
N
N
Hamburg Commercial Bank AG
TUKDD90GPC79G1KOE162
HSH NORDBANK AG
N/A
7400000.00000000
PA
8388366.78000000
0.008744927352
Long
DBT
CORP
DE
N
2
2023-07-12
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-91757.82000000
-0.00009565812
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
58333334.00000000
SGD
43086108.20000000
USD
2022-02-04
-91757.82000000
N
N
N
Bank of Thailand Bond
N/A
BANK OF THAILAND
BG4345651
435377000.00000000
PA
13134495.70000000
0.013692797860
Long
DBT
NUSS
TH
N
2
2023-03-23
Fixed
0.92000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
76700000000.00000000
PA
16762724.54000000
0.017475250208
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13596Z3Y9
11688000.00000000
PA
9553027.24000000
0.009959093515
Long
DBT
CORP
CA
N
2
2025-05-26
Fixed
3.30000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
10327000.00000000
PA
12208182.00000000
0.012727109756
Long
DBT
NUSS
IE
N
2
2028-05-15
Fixed
0.90000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UT0
4422000.00000000
PA
3583418.13000000
0.003735736889
Long
DBT
NUSS
CA
N
2
2029-06-02
Fixed
2.75000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29260ZAF3
2188000.00000000
PA
1592934.40000000
0.001660644553
Long
DBT
CORP
CA
N
2
2051-09-15
Fixed
3.20000000
N
N
N
N
N
N
Daimler Canada Finance Inc
549300G6QKWRPOX3M965
DAIMLER CANADA
23384NBS5
3220000.00000000
PA
2458864.09000000
0.002563381931
Long
DBT
CORP
CA
N
2
2025-09-22
Fixed
1.65000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
4064000.00000000
PA
6160806.47000000
0.006422681127
Long
DBT
CORP
NL
N
2
2024-01-04
Fixed
8.62500000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
VIVENDI SA
N/A
100000.00000000
PA
119645.79000000
0.000124731520
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
1.87500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
2900000.00000000
PA
3190426.80000000
0.003326040851
Long
DBT
CORP
FR
N
2
2026-09-04
None
0.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAL1
44161000.00000000
PA
27909515.76000000
0.029095853120
Long
DBT
NUSS
CA
N
2
2051-12-02
Fixed
1.90000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
30000000000.00000000
PA
23783701.37000000
0.024794664575
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
3700000.00000000
PA
4188771.28000000
0.004366821515
Long
DBT
NUSS
FR
N
2
2023-11-15
Fixed
0.12500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
56344ZQC6
2125000.00000000
PA
1779169.22000000
0.001854795573
Long
DBT
NUSS
CA
N
2
2029-09-05
Fixed
3.25000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
4600000.00000000
PA
5205220.29000000
0.005426476271
Long
DBT
CORP
FR
N
2
2024-04-30
Fixed
0.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3871750000.00000000
PA
38887815.95000000
0.040540803028
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
2.10000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
2355000.00000000
PA
3030080.36000000
0.003158878636
Long
DBT
CORP
GB
N
2
2035-12-03
Variable
2.70700000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901BG6
2574000.00000000
PA
2024615.68000000
0.002110675117
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.95000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
100000000.00000000
PA
870997.05000000
0.000908020133
Long
DBT
CORP
JP
N
2
2026-04-28
Fixed
0.53500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2614532.42000000
0.002725667185
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
350000000.00000000
EUR
395837750.00000000
USD
2022-02-02
2614532.42000000
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827GC5
7802000.00000000
PA
5954018.83000000
0.006207103657
Long
DBT
NUSS
CA
N
2
2030-09-01
Fixed
2.00000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
3159000.00000000
PA
3624521.08000000
0.003778586983
Long
DBT
CORP
DE
N
2
2028-01-04
Fixed
0.62500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
3586000.00000000
PA
4010940.49000000
0.004181431751
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
0.62500000
N
N
N
N
N
N
Ontario Electricity Financial Corp
549300SI5D7OIEG4Y641
ONTARIO HYDRO
683078FP9
1600000.00000000
PA
944852.02000000
0.000985014424
Long
DBT
NUSS
CA
N
2
2031-04-11
None
0.00000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
ZS0233537
2800000.00000000
PA
3236228.62000000
0.003373789549
Long
DBT
CORP
FR
N
2
2170-04-15
Variable
2.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3267150000.00000000
PA
32050017.55000000
0.033412353376
Long
DBT
NUSS
JP
N
2
2028-12-20
Fixed
1.90000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3160000.00000000
PA
3322709.05000000
0.003463945964
Long
DBT
CORP
CH
N
2
2031-09-02
Fixed
0.12500000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
19704000.00000000
PA
25452384.09000000
0.026534277248
Long
DBT
NUSS
FI
Y
2
2025-07-04
Fixed
4.00000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
7220050000.00000000
PA
63017798.49000000
0.065696467993
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.10000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
3548000.00000000
PA
4463262.79000000
0.004652980714
Long
DBT
CORP
GB
N
2
2056-08-12
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2152546.31000000
-0.00224404363
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
563900000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2152546.31000000
N
N
N
Ampol Ltd
5493009TD1CGVRZ27U11
AMPOL LTD
N/A
6370000.00000000
PA
4695676.36000000
0.004895273384
Long
DBT
CORP
AU
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709GK2
18526000.00000000
PA
14450629.78000000
0.015064876266
Long
DBT
NUSS
CA
N
2
2030-06-18
Fixed
2.20000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3828900000.00000000
PA
33456657.37000000
0.034878784609
Long
DBT
NUSS
JP
N
2
2027-06-20
Fixed
0.10000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAR2
1172000.00000000
PA
909984.63000000
0.000948664941
Long
DBT
CORP
CA
N
2
2050-05-28
Fixed
4.67000000
N
N
N
N
N
N
de Volksbank NV
724500A1FNICHSDF2I11
VOLKSBANK NV
N/A
3400000.00000000
PA
3864837.60000000
0.004029118531
Long
DBT
CORP
NL
N
2
2026-01-30
Fixed
0.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
AU2694670
1367000.00000000
PA
1550549.79000000
0.001616458319
Long
DBT
CORP
NL
N
2
2023-09-06
Fixed
0.37500000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
TIME WARNER CABL
88732JBC1
2663000.00000000
PA
4366822.89000000
0.004552441486
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
2437000.00000000
PA
2925556.19000000
0.003049911504
Long
DBT
CORP
US
N
2
2026-09-10
Fixed
2.12500000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
2000000.00000000
PA
2220901.57000000
0.002315304444
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
5420000.00000000
PA
5919836.13000000
0.006171467968
Long
DBT
CORP
CH
N
2
2023-04-14
Fixed
1.00000000
N
N
N
N
N
N
Telefonica Europe BV
7245007FZS0M65WUGP67
TELEFONICA EUROP
EC8511957
2962000.00000000
PA
4893201.44000000
0.005101194575
Long
DBT
CORP
NL
N
2
2033-02-14
Fixed
5.87500000
N
N
N
N
N
N
Just Group PLC
5493006456YEZEELRR90
JRP GROUP PLC
N/A
100000.00000000
PA
167021.25000000
0.000174120747
Long
DBT
CORP
GB
N
2
2026-10-26
Fixed
9.00000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
7221000.00000000
PA
8277077.59000000
0.008628907641
Long
DBT
CORP
AU
N
2
2025-03-05
Variable
1.25000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
79000.00000000
PA
94063.01000000
0.000098061304
Long
DBT
NUSS
PL
N
2
2024-01-15
Fixed
3.00000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
400000.00000000
PA
461846.93000000
0.000481478451
Long
DBT
CORP
NL
N
2
2028-01-14
Fixed
1.50000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
2708000.00000000
PA
3063944.65000000
0.003194182381
Long
DBT
NUSS
DE
N
2
2029-05-14
Fixed
0.37500000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUES
N/A
2800000.00000000
PA
4379932.06000000
0.004566107882
Long
DBT
CORP
FR
N
2
2026-10-06
Fixed
5.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
18440450000.00000000
PA
160568183.32000000
0.167393383599
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
0.10000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FS0
3957000.00000000
PA
3149861.03000000
0.003283750770
Long
DBT
NUSS
CA
N
2
2025-06-02
Fixed
2.30000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
34155000.00000000
PA
38540196.33000000
0.040178407296
Long
DBT
NUSS
DE
N
2
2031-02-15
Fixed
0.00000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
8000000.00000000
PA
876022.97000000
0.000913259688
Long
DBT
CORP
N/A
N
2
2028-01-27
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5017610.52000000
-0.00523089185
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
557054000.00000000
USD
2022-03-02
-5017610.52000000
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
3173319000.00000000
PA
35059729.48000000
0.036549997791
Long
DBT
NUSS
RU
N
2
2034-05-10
Fixed
7.25000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
N/A
452000.00000000
PA
341993.20000000
0.000356530152
Long
DBT
NUSS
CA
N
2
2025-03-03
Fixed
4.25000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
11114000.00000000
PA
11704722.68000000
0.012202250115
Long
DBT
CORP
IT
N
2
2031-01-19
Fixed
0.85000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
717960000.00000000
PA
27521177.93000000
0.028691008387
Long
DBT
NUSS
CZ
N
2
2030-05-15
Fixed
0.95000000
N
N
N
N
N
N
La Banque Postale Home Loan SFH SA
969500D5PFMTWUYSUF61
LA BANQUE POST H
N/A
2300000.00000000
PA
2709830.04000000
0.002825015579
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
2.37500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAE7
29214000.00000000
PA
23628190.81000000
0.024632543796
Long
DBT
NUSS
CA
N
2
2029-06-02
Fixed
2.70000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBB8
1355000.00000000
PA
1250774.53000000
0.001303940646
Long
DBT
CORP
CA
N
2
2043-09-09
Fixed
4.72200000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
07589LAB3
4829000.00000000
PA
5470950.51000000
0.005703501767
Long
DBT
CORP
LU
N
2
2023-06-04
Fixed
0.63200000
N
N
N
N
N
N
London Power Networks PLC
213800JDI3GTKPG4XI38
LONDON POWER
N/A
1500000.00000000
PA
2090419.21000000
0.002179275728
Long
DBT
CORP
GB
N
2
2029-03-01
Fixed
2.62500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
649800000.00000000
PA
5708762.34000000
0.005951422159
Long
DBT
NUSS
JP
N
2
2023-11-24
Fixed
0.66000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAC5
1355000.00000000
PA
1066942.34000000
0.001112294383
Long
DBT
CORP
CA
N
2
2043-04-30
Fixed
4.75000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
EDENRED
N/A
200000.00000000
PA
231396.64000000
0.000241232513
Long
DBT
CORP
FR
N
2
2025-03-10
Fixed
1.37500000
N
N
N
N
N
N
Region of Ile de France
969500X7E3U7ZNH95E23
ILE DE FRANCE
N/A
300000.00000000
PA
348725.30000000
0.000363548411
Long
DBT
NUSS
FR
N
2
2023-06-10
Fixed
2.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
EH0065126
1806000.00000000
PA
3235157.72000000
0.003372673128
Long
DBT
CORP
GB
N
2
2031-11-13
Fixed
5.75000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
21056000.00000000
PA
23794894.48000000
0.024806333465
Long
DBT
CORP
LU
N
2
2023-04-24
None
0.00000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TR
N/A
6092000.00000000
PA
6887747.84000000
0.007180522270
Long
DBT
NUSS
CA
N
2
2025-05-13
Fixed
0.45000000
N
N
N
N
N
N
Tesco Property Finance 2 PLC
2138008F9VZUZWUBZD27
TESCO PROPERTY
N/A
1450688.68000000
PA
2432516.06000000
0.002535913937
Long
DBT
CORP
GB
N
2
2039-10-13
Fixed
6.05170000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
115140000.00000000
PA
130181019.88000000
0.135714566532
Long
DBT
NUSS
FR
N
2
2026-02-25
None
0.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
ZP3171193
3300000.00000000
PA
3582658.53000000
0.003734945001
Long
DBT
CORP
FR
N
2
2032-01-14
Fixed
0.87500000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
9000000.00000000
PA
10118144.96000000
0.010548232442
Long
DBT
CORP
FR
N
2
2024-02-11
None
0.00000000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
3159000.00000000
PA
3727868.78000000
0.003886327638
Long
DBT
CORP
FR
N
2
2023-02-24
Fixed
4.30000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
160000000.00000000
PA
26948787.42000000
0.028094287528
Long
DBT
NUSS
CN
N
2
2040-08-03
Fixed
3.90000000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
AL4994599
4513000.00000000
PA
5128367.93000000
0.005346357182
Long
DBT
NUSS
DE
N
2
2027-01-26
Fixed
0.37500000
N
N
N
N
N
N
GELF Bond Issuer I SA
213800L6LMHEP8TLAY43
GELF BOND ISSUER
N/A
1896000.00000000
PA
2107921.77000000
0.002197522262
Long
DBT
CORP
LU
N
2
2029-07-18
Fixed
1.12500000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
25056000.00000000
PA
29837553.43000000
0.031105845029
Long
DBT
NUSS
SK
N
2
2032-05-14
Fixed
1.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
2257000.00000000
PA
3120185.38000000
0.003252813710
Long
DBT
NUSS
DE
N
2
2068-07-11
Fixed
1.75000000
N
N
N
N
N
N
HeidelbergCement Finance Luxembourg SA
529900RYHTCF5X9DD509
HEIDELCEMENT FIN
N/A
3475000.00000000
PA
4065398.84000000
0.004238204938
Long
DBT
CORP
LU
N
2
2026-04-07
Fixed
1.62500000
N
N
N
N
N
N
Banco di Desio e della Brianza SpA
81560026D234790EB288
BANCO DESIO BRIA
N/A
7221000.00000000
PA
8267812.37000000
0.008619248589
Long
DBT
CORP
IT
N
2
2024-09-12
Fixed
0.87500000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS
60871RAJ9
3971000.00000000
PA
4547125.24000000
0.004740407868
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.25000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
4513000.00000000
PA
5117529.00000000
0.005335057526
Long
DBT
CORP
DE
N
2
2024-08-28
Fixed
0.62500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
BJ1875167
4000000.00000000
PA
4511631.87000000
0.004703405797
Long
DBT
CORP
NL
N
2
2033-05-07
Fixed
1.25000000
N
N
N
N
N
N
Japan Housing Finance Agency
N/A
JPN HOUSING FIN
N/A
10000000.00000000
PA
86810.39000000
0.000090500400
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.04000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
15000000000.00000000
PA
12700223.14000000
0.013240065870
Long
DBT
NUSS
KR
N
2
2024-09-10
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEV2
11201000.00000000
PA
12708983.30000000
0.013249198394
Long
DBT
CORP
US
N
2
2027-04-08
Fixed
0.87500000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
186107320.00000000
PA
29688296.03000000
0.030950243211
Long
DBT
CORP
DK
N
2
2025-01-01
Fixed
2.00000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2260000.00000000
PA
2488974.96000000
0.002594772710
Long
DBT
CORP
CH
N
2
2025-07-28
Fixed
0.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
58500000.00000000
PA
506016.41000000
0.000527525424
Long
DBT
NUSS
JP
N
2
2030-08-23
Fixed
0.12500000
N
N
N
N
N
N
Close Brothers Finance PLC
213800URQKPVH3SJBM16
CLOSE BROTHERS
N/A
5000000.00000000
PA
6331461.91000000
0.006600590542
Long
DBT
CORP
GB
N
2
2030-12-03
Fixed
1.62500000
N
N
N
N
N
N
Westpac New Zealand Ltd
549300MW73M5PK1PNG73
WESTPAC NZ LTD
N/A
4000000.00000000
PA
2445542.54000000
0.002549494127
Long
DBT
CORP
NZ
N
2
2026-02-24
Fixed
1.43900000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
25724000.00000000
PA
6608869.19000000
0.006889789450
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
2528000.00000000
PA
3006838.18000000
0.003134648511
Long
DBT
CORP
LU
N
2
2024-01-22
Fixed
3.00000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBD1
2308000.00000000
PA
2048627.57000000
0.002135707670
Long
DBT
CORP
CA
N
2
2041-09-26
Fixed
4.39000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
4600000.00000000
PA
5355334.04000000
0.005582970839
Long
DBT
CORP
NL
N
2
2029-02-01
Fixed
0.87500000
N
N
N
N
N
N
FCC Aqualia SA
959800BYDMFZGPTXHN28
FCC AQUALIA SA
AN6847411
1793000.00000000
PA
2175001.67000000
0.002267453497
Long
DBT
CORP
ES
N
2
2027-06-08
Fixed
2.62900000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
CIE DE ST GOBAIN
N/A
4600000.00000000
PA
5665216.16000000
0.005906024981
Long
DBT
CORP
FR
N
2
2027-10-04
Fixed
2.37500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087D35
16558000.00000000
PA
14927796.09000000
0.015562325272
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
2.75000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1377000.00000000
PA
1411567.83000000
0.001471568715
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1037900000.00000000
PA
11397465.98000000
0.011881932991
Long
DBT
NUSS
JP
N
2
2034-12-20
Fixed
2.40000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
N/A
6814000.00000000
PA
7895856.03000000
0.008231481666
Long
DBT
CORP
US
N
2
2031-03-08
Fixed
1.25000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
4000000.00000000
PA
4507278.27000000
0.004698867140
Long
DBT
CORP
GB
N
2
2023-09-23
Fixed
0.00000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
5870000.00000000
PA
6437977.69000000
0.006711633941
Long
DBT
CORP
CH
N
2
2035-12-11
Fixed
0.60000000
N
N
N
N
N
N
Tesco Property Finance 3 PLC
213800HCQGDQGFP75D78
TESCO PROPERTY
N/A
2189558.19000000
PA
3708231.98000000
0.003865856145
Long
DBT
CORP
GB
N
2
2040-04-13
Fixed
5.74400000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709GF3
9607000.00000000
PA
7814311.05000000
0.008146470490
Long
DBT
NUSS
CA
N
2
2023-12-18
Fixed
3.30000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED A/S
N/A
472000.00000000
PA
569121.12000000
0.000593312498
Long
DBT
CORP
DK
N
2
3013-06-26
Variable
6.25000000
N
N
N
N
N
N
Lithuania Government International Bond
N/A
LITHUANIA
N/A
6228000.00000000
PA
7634425.37000000
0.007958938490
Long
DBT
NUSS
LT
N
2
2026-10-29
Fixed
2.12500000
N
N
N
N
N
N
Brisa-Concessao Rodoviaria SA
529900O4HQ501ZCXL896
BRISA CONCESSAO
N/A
6000000.00000000
PA
7331196.31000000
0.007642820207
Long
DBT
CORP
PT
N
2
2027-05-10
Fixed
2.37500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220204
N/A
1.00000000
NC
-287175.25000000
-0.00029938208
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
113572027.27000000
USD
136581720000.00000000
KRW
2022-02-04
-287175.25000000
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
140000000.00000000
PA
1222030.17000000
0.001273974462
Long
DBT
NUSS
JP
N
2
2022-09-20
Fixed
0.79600000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4983610.52000000
-0.00519544663
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
557088000.00000000
USD
2022-03-02
-4983610.52000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
710000.00000000
PA
529871.18000000
0.000552394178
Long
DBT
CORP
US
N
2
2025-02-17
Fixed
4.05000000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
N/A
904000.00000000
PA
1134418.72000000
0.001182638951
Long
DBT
NUSS
AT
N
2
2025-09-22
Fixed
3.37500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
10800000.00000000
PA
12690808.99000000
0.013230251557
Long
DBT
CORP
NL
N
2
2027-03-30
Fixed
1.87500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
3000000.00000000
PA
4242570.51000000
0.004422907565
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
EH6206096
2934000.00000000
PA
5412963.45000000
0.005643049877
Long
DBT
CORP
FR
N
2
2028-11-20
Fixed
8.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1869732.42000000
0.001949208303
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
395092950.00000000
USD
2022-02-02
1869732.42000000
N
N
N
General Motors Financial of Canada Ltd
5493001CSMJPUBB7NS44
GM FIN CAD
37045YAG9
1691000.00000000
PA
1271171.45000000
0.001325204568
Long
DBT
CORP
CA
N
2
2026-04-15
Fixed
1.75000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
1410000.00000000
PA
1902434.47000000
0.001983300405
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
2.62500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
10184000.00000000
PA
13139495.27000000
0.013698009945
Long
DBT
CORP
N/A
N
2
2027-12-07
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
448485.82000000
0.000467549407
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
63201990.95000000
USD
4920907015.00000000
RUB
2022-02-01
448485.82000000
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
16870000.00000000
PA
19581568.47000000
0.020413913482
Long
DBT
CORP
NL
N
2
2026-06-01
Fixed
1.37500000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
6775000.00000000
PA
7376279.15000000
0.007689819363
Long
DBT
CORP
CH
N
2
2024-03-12
Fixed
0.12500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
13100000.00000000
PA
17745883.16000000
0.018500199514
Long
DBT
NUSS
GB
N
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
Luzerner Kantonalbank AG
549300C2XKS86VQDGV41
LUZERN KANTONBK
N/A
3610000.00000000
PA
3977845.62000000
0.004146930132
Long
DBT
CORP
CH
N
2
2023-06-30
Fixed
1.12500000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
200000.00000000
PA
222814.18000000
0.000232285243
Long
DBT
NUSS
BE
N
2
2027-06-23
Fixed
0.01000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
43000000000.00000000
PA
10236193.36000000
0.010671298673
Long
DBT
NUSS
CO
N
2
2025-11-26
Fixed
6.25000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBB8
2012000.00000000
PA
1592337.62000000
0.001660022406
Long
DBT
CORP
CA
N
2
2046-01-29
Fixed
4.40000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
902600000.00000000
PA
7948450.27000000
0.008286311506
Long
DBT
NUSS
JP
N
2
2024-02-29
Fixed
0.66000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
10966000.00000000
PA
12483626.44000000
0.013014262391
Long
DBT
CORP
NL
N
2
2023-04-19
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
-150592.94000000
-0.00015699412
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
133875000.00000000
PLN
32652518.66000000
USD
2022-02-02
-150592.94000000
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
10154000.00000000
PA
11767613.50000000
0.012267814207
Long
DBT
NUSS
RO
N
2
2027-04-19
Fixed
2.37500000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
7918000.00000000
PA
8443997.73000000
0.008802922982
Long
DBT
CORP
DE
N
2
2029-01-12
Fixed
0.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
55000000.00000000
PA
60737526.05000000
0.063319269027
Long
DBT
CORP
DE
N
2
2028-06-23
Fixed
0.01000000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg Foerderbank
0SK1ILSPWNVBNQWU0W18
L-BANK FOERDERBK
N/A
6769000.00000000
PA
7679245.95000000
0.008005664238
Long
DBT
CORP
DE
N
2
2026-04-13
Fixed
0.37500000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109BJ9
3693000.00000000
PA
2891759.18000000
0.003014677899
Long
DBT
CORP
CA
N
2
2029-05-01
Fixed
3.25000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
496500000.00000000
PA
4384444.90000000
0.004570812547
Long
DBT
NUSS
JP
N
2
2025-09-19
Fixed
0.47500000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM FINANCIAL
449586AC0
2364000.00000000
PA
1923003.30000000
0.002004743545
Long
DBT
CORP
CA
N
2
2027-01-26
Fixed
3.44000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
N/A
250000.00000000
PA
183340.31000000
0.000191133474
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
3.35000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718EL9
5244000.00000000
PA
6024863.87000000
0.006280960076
Long
DBT
CORP
US
N
2
2023-11-02
Fixed
1.12500000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBL6
639000.00000000
PA
537185.38000000
0.000560019279
Long
DBT
CORP
CA
N
2
2048-11-23
Fixed
3.95000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
110000000.00000000
PA
17868431.90000000
0.018627957379
Long
DBT
NUSS
CN
N
2
2026-03-11
Fixed
3.03000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204AX6
677000.00000000
PA
735190.14000000
0.000766440539
Long
DBT
CORP
US
N
2
2028-02-25
Fixed
0.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086RA4
4513000.00000000
PA
3577054.25000000
0.003729102502
Long
DBT
CORP
CA
N
2
2029-07-25
Variable
2.74000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
6800000.00000000
PA
7928185.86000000
0.008265185726
Long
DBT
NUSS
FR
N
2
2031-11-09
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
445460.68000000
0.000464395678
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
50012820.51000000
USD
3901000000.00000000
RUB
2022-02-01
445460.68000000
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
CIE DE ST GOBAIN
BH3926822
4600000.00000000
PA
5274697.67000000
0.005498906895
Long
DBT
CORP
FR
N
2
2023-04-03
Fixed
1.75000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBR0
4423000.00000000
PA
3549962.12000000
0.003700858779
Long
DBT
CORP
CA
N
2
2026-02-24
Fixed
2.77000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4997453.69000000
0.005209878229
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
556750000.00000000
USD
500000000.00000000
EUR
2022-02-02
4997453.69000000
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
9600000.00000000
PA
10152433.43000000
0.010583978397
Long
DBT
NUSS
FR
N
2
2035-07-16
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
904260.35000000
0.000942697342
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1044600000.00000000
CNY
164929038.36000000
USD
2022-02-08
904260.35000000
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
904000.00000000
PA
688911.74000000
0.000718195004
Long
DBT
CORP
DE
N
2
2024-03-19
Fixed
5.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DM2
857000.00000000
PA
1047492.17000000
0.001092017453
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
2.55000000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM FINANCIAL
449586AH9
633000.00000000
PA
534419.07000000
0.000557135383
Long
DBT
CORP
CA
N
2
2050-03-21
Fixed
4.20600000
N
N
N
N
N
N
John Deere Cash Management SARL
54930045CRYTH0OUOH72
JOHN DEERE CASH
N/A
993000.00000000
PA
1128046.40000000
0.001175995766
Long
DBT
CORP
LU
N
2
2023-09-15
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-447117.31000000
-0.00046612272
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
4920907015.00000000
RUB
62746662.61000000
USD
2022-03-01
-447117.31000000
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JU6
4735000.00000000
PA
5497185.97000000
0.005730852406
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.25000000
N
N
N
N
N
N
SpareBank 1 SR-Bank ASA
549300Q3OIWRHQUQM052
SPAREBANK 1 SR
N/A
1806000.00000000
PA
2051726.50000000
0.002138938324
Long
DBT
CORP
NO
N
2
2024-03-25
Fixed
0.62500000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELECTRIC CO
369604BT9
4571000.00000000
PA
5292472.00000000
0.005517436750
Long
DBT
CORP
US
N
2
2029-05-17
Fixed
1.50000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS
N/A
10777000.00000000
PA
11328444.75000000
0.011809977907
Long
DBT
NUSS
FI
N
2
2035-09-10
Fixed
0.05000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
N/A
12342000.00000000
PA
13256267.36000000
0.013819745614
Long
DBT
CORP
GB
N
2
2029-09-13
Variable
0.60300000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
16366000.00000000
PA
17842761.61000000
0.018601195933
Long
DBT
CORP
DE
N
2
2030-03-29
Fixed
0.01000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
15129000.00000000
PA
17864291.04000000
0.018623640505
Long
DBT
NUSS
RO
N
2
2028-05-26
Fixed
2.87500000
N
N
N
N
N
N
British Columbia Ferry Services Inc
549300GCCHUAZ2PJN216
BRITISH COL FER
110574AH3
2530000.00000000
PA
2386850.14000000
0.002488306916
Long
DBT
CORP
CA
N
2
2043-10-23
Fixed
4.70200000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
300000.00000000
PA
340451.29000000
0.000354922701
Long
DBT
CORP
NL
N
2
2023-07-03
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9151250000.00000000
PA
76968461.63000000
0.080240125760
Long
DBT
NUSS
JP
N
2
2039-09-20
Fixed
0.30000000
N
N
N
N
N
N
Firstgroup PLC
549300DEJZCPWA4HKM93
FIRSTGROUP PLC
EH9697366
1201000.00000000
PA
1800056.15000000
0.001876570335
Long
DBT
CORP
GB
N
2
2024-09-18
Fixed
6.87500000
N
N
N
N
N
N
Eversholt Funding PLC
5493002X7O83FCJVYO69
EVERSHOLT FUNDNG
N/A
775285.71000000
PA
1288438.10000000
0.001343205164
Long
DBT
CORP
GB
N
2
2035-02-22
Fixed
6.69700000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
14600000.00000000
PA
16498087.75000000
0.017199364620
Long
DBT
NUSS
FR
N
2
2025-03-25
Fixed
0.12500000
N
N
N
N
N
N
State of Saxony-Anhalt
529900LA98JTSA1MF831
SACHSEN - ANHALT
N/A
1806000.00000000
PA
2078930.68000000
0.002167298860
Long
DBT
NUSS
DE
N
2
2023-04-25
Fixed
1.62500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
13800000.00000000
PA
16817319.69000000
0.017532166010
Long
DBT
CORP
FR
N
2
2030-09-12
Fixed
1.87500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
5100000.00000000
PA
5924090.76000000
0.006175903448
Long
DBT
CORP
NL
N
2
2028-02-08
Fixed
0.87500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PJA2
13225000.00000000
PA
10225120.76000000
0.010659755415
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.55000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
KLEPI
N/A
2800000.00000000
PA
2988495.55000000
0.003115526199
Long
DBT
CORP
FR
N
2
2030-07-01
Fixed
0.62500000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA BOND CO LTD
AT5383795
500000.00000000
PA
698407.98000000
0.000728094897
Long
DBT
CORP
JE
N
2
2043-07-31
Fixed
4.87500000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
1700000.00000000
PA
1852821.91000000
0.001931578986
Long
DBT
CORP
FR
N
2
2030-02-11
Fixed
0.01000000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET
10549PAJ0
300000.00000000
PA
285584.52000000
0.000297723734
Long
DBT
CORP
CA
N
2
2035-06-14
Fixed
5.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
1996000.00000000
PA
2966350.75000000
0.003092440100
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
534902.00000000
0.000557638841
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
496341319.00000000
DKK
75479990.12000000
USD
2022-02-02
534902.00000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
N/A
452000.00000000
PA
571407.85000000
0.000595696429
Long
DBT
CORP
US
N
2
2033-06-03
Fixed
3.12500000
N
N
N
N
N
N
Calgary Airport Authority/The
254900Q63DTCVHIU0H11
CALGARY AIRPORT
12959CAA7
7499000.00000000
PA
5712802.68000000
0.005955634240
Long
DBT
CORP
CA
N
2
2036-10-07
Fixed
3.19900000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
98000.00000000
PA
72889.73000000
0.000075988021
Long
DBT
NUSS
NL
N
2
2026-08-24
Fixed
3.25000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
5123000.00000000
PA
6784845.34000000
0.007073245740
Long
DBT
NUSS
FI
Y
2
2028-07-04
Fixed
2.75000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
31800000.00000000
PA
279962.77000000
0.000291863022
Long
DBT
NUSS
JP
N
2
2023-09-29
Fixed
0.80100000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
2257000.00000000
PA
2951753.80000000
0.003077222684
Long
DBT
CORP
LU
N
2
2027-10-17
Fixed
2.00000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBB2
2468000.00000000
PA
1870967.86000000
0.001950496257
Long
DBT
CORP
CA
N
2
2042-08-27
Fixed
4.24000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
342015000.00000000
PA
376914082.03000000
0.392935401103
Long
DBT
NUSS
ES
N
2
2028-01-31
None
0.00000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
54730.87000000
0.000057057290
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
56853808.00000000
DKK
8639375.12000000
USD
2022-02-02
54730.87000000
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
2637000.00000000
PA
3190064.17000000
0.003325662807
Long
DBT
CORP
NL
N
2
2036-06-13
Fixed
1.87500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAW0
1355000.00000000
PA
1098255.35000000
0.001144938401
Long
DBT
CORP
CA
N
2
2046-06-01
Fixed
3.80000000
N
N
N
N
N
N
BNZ International Funding Ltd/London
549300HVMZ89HDMELW08
BNZ INTL FUND/LN
N/A
15500000.00000000
PA
17607678.90000000
0.018356120667
Long
DBT
CORP
NZ
N
2
2024-07-03
Fixed
0.50000000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
CIE DE ST GOBAIN
N/A
6000000.00000000
PA
7273117.07000000
0.007582272219
Long
DBT
CORP
FR
N
2
2028-09-21
Fixed
1.87500000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
4242000.00000000
PA
4627679.51000000
0.004824386222
Long
DBT
NUSS
NO
N
2
2029-10-24
Fixed
0.05000000
N
N
N
N
N
N
Vancouver Airport Authority
N/A
VANCOUVER AIRPRT
92157WAC1
876000.00000000
PA
622184.18000000
0.000648631085
Long
DBT
CORP
CA
N
2
2049-10-18
Fixed
2.87400000
N
N
N
N
N
N
Annington Funding PLC
549300KK63W8VZIONZ83
ANNINGTON FND PL
N/A
4715000.00000000
PA
5434381.09000000
0.005665377907
Long
DBT
CORP
GB
N
2
2024-07-12
Fixed
1.65000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
945132.05000000
0.000985306357
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2130000000.00000000
SEK
229373343.13000000
USD
2022-02-02
945132.05000000
N
N
N
Rothesay Life PLC
MFQO711J5UPYBWXSPG12
ROTHESAY LIFE
N/A
3489000.00000000
PA
4785951.70000000
0.004989386018
Long
DBT
CORP
GB
N
2
2026-07-12
Fixed
3.37500000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
904000.00000000
PA
1028989.88000000
0.001072728694
Long
DBT
NUSS
KZ
N
2
2023-11-09
Fixed
1.55000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
30000000.00000000
PA
4736568.45000000
0.004937903656
Long
DBT
NUSS
CN
N
2
2030-06-18
Fixed
3.09000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-847309.36000000
-0.00088332556
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
68257003.80000000
USD
60000000.00000000
EUR
2022-02-02
-847309.36000000
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBY9
2000000.00000000
PA
1626066.79000000
0.001695185287
Long
DBT
CORP
CA
N
2
2027-09-29
Fixed
3.60000000
N
N
N
N
N
N
Connect Plus M25 Issuer PLC
213800B2CJAR5PQX6W68
CONNECT PLUS
N/A
1064676.00000000
PA
1497432.61000000
0.001561083311
Long
DBT
CORP
GB
N
2
2039-03-31
Fixed
2.60700000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
948000.00000000
PA
685568.20000000
0.000714709342
Long
DBT
CORP
AU
N
2
2023-02-10
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-1655930.48000000
-0.00172631837
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
5057373583.00000000
THB
150237611.08000000
USD
2022-02-02
-1655930.48000000
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R REAL ESTATE
403925BD1
1440000.00000000
PA
1102298.34000000
0.001149153244
Long
DBT
CORP
CA
N
2
2027-02-19
Fixed
2.63300000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
7400000.00000000
PA
8540411.32000000
0.008903434781
Long
DBT
CORP
AT
N
2
2028-01-17
Fixed
0.75000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
100000000.00000000
PA
869052.05000000
0.000905992458
Long
DBT
CORP
FR
N
2
2024-10-11
Fixed
0.38400000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3840582.42000000
0.004003832347
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
350000000.00000000
EUR
397063800.00000000
USD
2022-02-02
3840582.42000000
N
N
N
Allianz Finance II BV
529900C9NVPTCPDI1D65
ALLIANZ FINANCE
N/A
5700000.00000000
PA
6285112.01000000
0.006552270467
Long
DBT
CORP
NL
N
2
2031-01-14
Fixed
0.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
2938600000.00000000
PA
26958263.91000000
0.028104166831
Long
DBT
CORP
US
N
2
2025-10-31
Fixed
2.40000000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
3160000.00000000
PA
347748.57000000
0.000362530163
Long
DBT
NUSS
SE
N
2
2028-05-12
Fixed
0.75000000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
3159000.00000000
PA
3648650.23000000
0.003803741780
Long
DBT
CORP
FI
N
2
2024-11-28
Fixed
1.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
4445000.00000000
PA
5178563.46000000
0.005398686351
Long
DBT
CORP
US
N
2
2023-05-19
Fixed
2.75000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
5000000.00000000
PA
5763137.65000000
0.006008108776
Long
DBT
CORP
GB
N
2
2041-01-20
Fixed
1.50000000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAS4
896000.00000000
PA
674242.91000000
0.000702902653
Long
DBT
CORP
CA
N
2
2051-06-28
Fixed
3.28700000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AE6
857000.00000000
PA
963044.19000000
0.001003979880
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.30000000
N
N
N
N
N
N
Lower Mattagami Energy LP
549300GKT6WU4LUC2K28
LOWER MATTAGAMI
548243AC8
300000.00000000
PA
267208.65000000
0.000278566769
Long
DBT
CORP
CA
N
2
2052-04-23
Fixed
4.17500000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
7765000.00000000
PA
9285669.49000000
0.009680371308
Long
DBT
CORP
DE
N
2
2029-05-22
Fixed
1.62500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
246100.00000000
PA
193675.71000000
0.000201908197
Long
DBT
NUSS
AU
N
2
2034-03-20
Fixed
3.50000000
N
N
N
N
N
N
HeidelbergCement Finance Luxembourg SA
529900RYHTCF5X9DD509
HEIDELCEMENT FIN
N/A
7445000.00000000
PA
8757368.03000000
0.009129613573
Long
DBT
CORP
LU
N
2
2028-04-24
Fixed
1.75000000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
4513000.00000000
PA
5107021.16000000
0.005324103034
Long
DBT
CORP
NO
N
2
2022-09-05
Fixed
0.75000000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
AX7292508
2637000.00000000
PA
3074750.03000000
0.003205447060
Long
DBT
CORP
AU
N
2
2029-03-26
Fixed
1.37500000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
3547000.00000000
PA
3985722.35000000
0.004155141675
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.87500000
N
N
N
N
N
N
Brisbane Airport Corp Pty Ltd
213800C7HCV4YHQ1B159
BRISBANE AIRPORT
N/A
1730000.00000000
PA
1264133.58000000
0.001317867543
Long
DBT
CORP
AU
N
2
2025-04-24
Fixed
3.90000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
32942000.00000000
PA
54172174.63000000
0.056474847138
Long
DBT
NUSS
ES
Y
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
2301500000.00000000
PA
20327760.76000000
0.021191823836
Long
DBT
NUSS
JP
N
2
2025-12-25
Fixed
0.46900000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
600000.00000000
PA
641112.76000000
0.000668364254
Long
DBT
CORP
AT
N
2
2029-09-14
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-146566.72000000
-0.00015279676
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
32000000000.00000000
COP
7957229.89000000
USD
2022-02-02
-146566.72000000
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
CIE FINANC RICHE
N/A
6950000.00000000
PA
7985242.10000000
0.008324667230
Long
DBT
CORP
LU
N
2
2026-03-26
Fixed
1.00000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
5000000.00000000
PA
3381169.28000000
0.003524891137
Long
DBT
NUSS
AU
N
2
2033-08-22
Fixed
2.00000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
30000000.00000000
PA
5428057.53000000
0.005658785554
Long
DBT
NUSS
CN
N
2
2037-05-17
Fixed
4.27000000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
3000000.00000000
PA
3334285.57000000
0.003476014562
Long
DBT
NUSS
BE
N
2
2040-06-22
Fixed
1.05000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
50000000.00000000
PA
7791438.81000000
0.008122626030
Long
DBT
NUSS
CN
N
2
2030-05-21
Fixed
2.68000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
6780950000.00000000
PA
52027333.83000000
0.054238836545
Long
DBT
NUSS
JP
N
2
2056-03-20
Fixed
0.40000000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
813000.00000000
PA
1052063.45000000
0.001096783042
Long
DBT
CORP
AT
N
2
2026-10-19
Fixed
3.50000000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
ZS3077394
16900000.00000000
PA
19091369.61000000
0.019902877958
Long
DBT
NUSS
BE
N
2
2026-05-03
Fixed
0.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EX2
5326000.00000000
PA
5957869.20000000
0.006211117693
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4183610.52000000
-0.00436144138
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
557888000.00000000
USD
2022-03-02
-4183610.52000000
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
406000.00000000
PA
463768.66000000
0.000483481867
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
0.75000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
11318000.00000000
PA
12635272.97000000
0.013172354892
Long
DBT
NUSS
NL
N
2
2026-11-16
Fixed
0.00000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAG3
2293000.00000000
PA
1775868.84000000
0.001851354906
Long
DBT
CORP
JE
N
2
2035-04-13
Fixed
3.72600000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
9025000.00000000
PA
10383667.99000000
0.010825041942
Long
DBT
NUSS
DE
N
2
2027-07-06
Fixed
0.62500000
N
N
N
N
N
N
Naturgy Capital Markets SA
959800DJELPWX1LAT467
GAS NATURAL CAP
N/A
2000000.00000000
PA
2294401.73000000
0.002391928842
Long
DBT
CORP
ES
N
2
2024-04-11
Fixed
1.12500000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
524105000.00000000
PA
54840996.01000000
0.057172097810
Long
DBT
NUSS
SE
Y
2
2031-05-12
Fixed
0.12500000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
8123000.00000000
PA
9170748.96000000
0.009560565902
Long
DBT
CORP
GB
N
2
2030-01-16
Fixed
2.25000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
63401000.00000000
PA
15879559.42000000
0.016554544782
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.49800000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
2257000.00000000
PA
2548081.41000000
0.002656391572
Long
DBT
CORP
FI
N
2
2023-02-22
Fixed
0.05000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
38512000.00000000
PA
42957891.24000000
0.044783883197
Long
DBT
NUSS
PT
Y
2
2035-10-12
Fixed
0.90000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
1037765.94000000
0.001081877794
Long
DBT
CORP
N/A
N
2
2026-08-25
Fixed
2.75000000
N
N
N
N
N
N
Royal Schiphol Group NV
724500XSMG4AYQ8NDK42
ROYAL SCHIPHOL
QJ0110347
2000000.00000000
PA
2395909.74000000
0.002497751608
Long
DBT
CORP
NL
N
2
2026-10-05
Fixed
2.00000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
27002000.00000000
PA
8526511.47000000
0.008888944096
Long
DBT
NUSS
IL
N
2
2023-07-31
Fixed
0.15000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
2561000.00000000
PA
3577367.92000000
0.003729429505
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
3.12500000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
2600000.00000000
PA
4244771.08000000
0.004425201674
Long
DBT
CORP
NL
N
2
2034-01-31
Fixed
4.75000000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
4513000.00000000
PA
5718948.50000000
0.005962041297
Long
DBT
CORP
AT
N
2
2025-06-30
Fixed
3.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
2222000.00000000
PA
2857882.58000000
0.002979361322
Long
DBT
CORP
US
N
2
2030-09-19
Fixed
1.87500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
7221000.00000000
PA
8838686.86000000
0.009214388987
Long
DBT
CORP
N/A
N
2
2029-10-04
Fixed
1.37500000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
9310000.00000000
PA
12757457.13000000
0.013299732680
Long
DBT
CORP
GB
N
2
2028-09-13
Variable
3.37500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBG1
2795000.00000000
PA
2213624.61000000
0.002307718165
Long
DBT
CORP
CA
N
2
2044-03-11
Fixed
4.57000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469FL4
2562000.00000000
PA
2443924.68000000
0.002547807498
Long
DBT
NUSS
CA
N
2
2038-03-05
Fixed
4.60000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
2000000.00000000
PA
2159971.91000000
0.002251784874
Long
DBT
CORP
FR
N
2
2028-11-27
None
0.00000000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ
N/A
2031000.00000000
PA
2489345.01000000
0.002595158490
Long
DBT
CORP
FI
N
2
2027-06-07
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
400000.00000000
PA
467873.93000000
0.000487761638
Long
DBT
CORP
FR
N
2
2027-05-03
Fixed
1.37500000
N
N
N
N
N
N
Statkraft AS
529900TH4OAW7WYG1777
STATKRAFT AS
N/A
6769000.00000000
PA
7783592.20000000
0.008114445888
Long
DBT
CORP
NO
N
2
2025-03-20
Fixed
1.12500000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENL GRP
N/A
1000000.00000000
PA
1416087.42000000
0.001476280417
Long
DBT
CORP
GB
N
2
2050-11-01
Variable
4.50000000
N
N
N
N
N
N
Saxon Weald Capital PLC
213800UEFOLHAOF85L31
SAXON WEALD CAPI
N/A
281000.00000000
PA
498561.95000000
0.000519754100
Long
DBT
CORP
GB
N
2
2042-06-06
Fixed
5.37500000
N
N
N
N
N
N
Mapfre SA
95980020140005693107
MAPFRE
N/A
3300000.00000000
PA
4118246.07000000
0.004293298522
Long
DBT
CORP
ES
N
2
2048-09-07
Variable
4.12500000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
N/A
3100000.00000000
PA
3308026.31000000
0.003448639111
Long
DBT
CORP
FR
N
2
2051-09-17
Variable
1.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206REF5
8834000.00000000
PA
11362287.69000000
0.011845259394
Long
DBT
CORP
US
N
2
2036-09-04
Fixed
3.15000000
N
N
N
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
KOJAMO OYJ
N/A
1391000.00000000
PA
1622615.81000000
0.001691587617
Long
DBT
CORP
FI
N
2
2027-05-27
Fixed
1.87500000
N
N
N
N
N
N
Deutsche Hypothekenbank AG
802UEDW6ZEY0W4YCVU89
DEUTSCHE HYP HAN
N/A
6800000.00000000
PA
7691219.67000000
0.008018146920
Long
DBT
CORP
DE
N
2
2023-02-22
Fixed
0.25000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
5000000.00000000
PA
5576174.99000000
0.005813198977
Long
DBT
CORP
NL
N
2
2025-09-03
Variable
0.10000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
22563000.00000000
PA
27034418.97000000
0.028183558980
Long
DBT
NUSS
IE
N
2
2029-05-15
Fixed
1.10000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GE1
400000.00000000
PA
354315.16000000
0.000369375876
Long
DBT
NUSS
CA
N
2
2055-06-03
Fixed
3.55000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
N/A
9218000.00000000
PA
10659202.41000000
0.011112288381
Long
DBT
CORP
FR
N
2
2025-04-11
Fixed
1.62500000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAH4
3610000.00000000
PA
2875181.61000000
0.002997395674
Long
DBT
CORP
CA
N
2
2024-01-22
Fixed
2.99000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
12184000.00000000
PA
13476589.61000000
0.014049433004
Long
DBT
NUSS
DE
N
2
2028-10-26
Fixed
0.01000000
N
N
N
N
N
N
Nederlandse Gasunie NV
724500MQFZSYSBC5H178
NEDERLANDSE GASU
N/A
677000.00000000
PA
770654.04000000
0.000803411888
Long
DBT
CORP
NL
N
2
2022-07-13
Fixed
2.62500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
65000000000.00000000
PA
53725559.93000000
0.056009248385
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
1.75000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051EP8
11941000.00000000
PA
8782159.06000000
0.009155458385
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
1.65000000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-183
N/A
172000000.00000000
PA
195793647.34000000
0.204116160735
Long
DBT
NUSS
DE
N
2
2026-04-10
None
0.00000000
N
N
N
N
N
N
Halifax International Airport Authority
549300HTRXRRF1Q19S90
HALIFAX INTL APR
405819AA1
40000.00000000
PA
38713.23000000
0.000040358796
Long
DBT
CORP
CA
N
2
2041-07-19
Fixed
5.50300000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
2257000.00000000
PA
2549446.08000000
0.002657814249
Long
DBT
CORP
DK
N
2
2022-05-24
Fixed
1.37500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
11900000.00000000
PA
12974563.52000000
0.013526067514
Long
DBT
CORP
FR
N
2
2028-11-03
Fixed
0.62500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
1219000.00000000
PA
1401927.99000000
0.001461519118
Long
DBT
CORP
NL
N
2
2026-09-16
Fixed
1.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDN6
9513000.00000000
PA
10944207.32000000
0.011409407867
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.25000000
N
N
N
N
N
N
Transport for London
213800FGQ9DJHGRLQZ89
TFL
N/A
2257000.00000000
PA
3061025.93000000
0.003191139596
Long
DBT
CORP
GB
N
2
2025-04-24
Fixed
2.12500000
N
N
N
N
N
N
Brookfield Renewable Partners ULC
549300459XW8D7IBW569
BROOKFLD REN ENG
11282ZAL2
1760000.00000000
PA
1438739.05000000
0.001499894890
Long
DBT
CORP
CA
N
2
2027-01-15
Fixed
3.63000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMPERIAL BRANDS
N/A
452000.00000000
PA
517402.81000000
0.000539395820
Long
DBT
CORP
GB
N
2
2025-01-27
Fixed
1.37500000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAB7
2708000.00000000
PA
2175244.38000000
0.002267706524
Long
DBT
CORP
CA
N
2
2048-06-22
Fixed
3.83800000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KE7
4513000.00000000
PA
3643425.87000000
0.003798295351
Long
DBT
NUSS
CA
N
2
2027-06-02
Fixed
2.65000000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
2300000.00000000
PA
2726764.90000000
0.002842670281
Long
DBT
CORP
FR
N
2
2030-09-27
Fixed
1.50000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
400000.00000000
PA
548688.53000000
0.000572011389
Long
DBT
CORP
FR
N
2
2027-03-15
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6871200000.00000000
PA
75865350.29000000
0.079090124957
Long
DBT
NUSS
JP
N
2
2042-03-20
Fixed
2.00000000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
1355000.00000000
PA
1542708.40000000
0.001608283619
Long
DBT
CORP
SE
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
N/A
2904000.00000000
PA
3359281.85000000
0.003502073347
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.25000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
1012000.00000000
PA
1212640.71000000
0.001264185888
Long
DBT
CORP
FR
N
2
2043-07-04
Variable
5.12500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2257000.00000000
PA
2605614.03000000
0.002716369705
Long
DBT
CORP
IT
N
2
2024-04-10
Fixed
1.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
4515000.00000000
PA
4690975.61000000
0.004890372821
Long
DBT
CORP
CH
N
2
2042-10-06
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
306067.97000000
0.000319077864
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
477629567.88000000
USD
55000000000.00000000
JPY
2022-02-02
306067.97000000
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
17799.98000000
0.000018556595
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
44000000000.00000000
JPY
382366308.66000000
USD
2022-02-02
17799.98000000
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
EK8661168
9100000.00000000
PA
10321728.79000000
0.010760469920
Long
DBT
CORP
FR
N
2
2025-04-24
Fixed
0.39800000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
GIBSON ENERGY
37482ZAB7
813000.00000000
PA
634970.18000000
0.000661960574
Long
DBT
CORP
CA
N
2
2025-07-14
Fixed
2.45000000
N
N
N
N
N
N
CRH SMW Finance DAC
54930044475SH442C864
CRH SMW FINANCE
BJ1619474
9976000.00000000
PA
11561481.46000000
0.012052920204
Long
DBT
CORP
IE
N
2
2026-11-05
Fixed
1.25000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
1701000.00000000
PA
1997600.02000000
0.002082511114
Long
DBT
CORP
GB
N
2
2027-07-24
Fixed
1.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
1691000.00000000
PA
1276306.51000000
0.001330557902
Long
DBT
CORP
FR
N
2
2029-07-13
Variable
2.53800000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
4513000.00000000
PA
5182312.11000000
0.005402594343
Long
DBT
CORP
FI
N
2
2029-02-15
Fixed
0.62500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
8123000.00000000
PA
11767000.42000000
0.012267175067
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
4.25000000
N
N
N
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
FIRST CAP REALTY
31943BBZ2
2000000.00000000
PA
1573647.01000000
0.001640537322
Long
DBT
CORP
CA
N
2
2027-01-22
Fixed
3.45600000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
7500000.00000000
PA
8630439.33000000
0.008997289572
Long
DBT
CORP
LU
N
2
2026-05-28
Fixed
1.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
45414000.00000000
PA
34019644.88000000
0.035465702778
Long
DBT
NUSS
AU
N
2
2023-04-21
Fixed
5.50000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
34761000.00000000
PA
63247451.33000000
0.065935882584
Long
DBT
NUSS
GB
N
2
2034-09-07
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
305877.15000000
0.000318878933
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
498397878.16000000
USD
601317040000.00000000
KRW
2022-02-07
305877.15000000
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
9322000.00000000
PA
10501248.21000000
0.010947620092
Long
DBT
NUSS
DE
N
2
2024-08-02
None
0.00000000
N
N
N
N
N
N
Great Places Housing Group Ltd
213800PI2FGITU4W2A31
GRT PL HSE GRP
N/A
2855000.00000000
PA
5253620.83000000
0.005476934151
Long
DBT
CORP
GB
N
2
2042-10-22
Fixed
4.75000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAL0
40000.00000000
PA
32521.71000000
0.000033904095
Long
DBT
CORP
CA
N
2
2023-11-06
Fixed
3.66800000
N
N
N
N
N
N
Smurfit Kappa Treasury ULC
635400B3DOXSWFOWJT40
SMURFIT KAPPA
N/A
6171000.00000000
PA
6613980.35000000
0.006895117868
Long
DBT
CORP
IE
N
2
2033-09-22
Fixed
1.00000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
23307000.00000000
PA
5467852.16000000
0.005700271717
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
2225000.00000000
PA
2826796.74000000
0.002946954130
Long
DBT
NUSS
DE
N
2
2038-11-12
Fixed
1.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJV5
2696000.00000000
PA
3191143.66000000
0.003326788182
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
2.05000000
N
N
N
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC RESOURCES LT
00208DAA9
600000.00000000
PA
462779.34000000
0.000482450495
Long
DBT
CORP
CA
N
2
2026-03-10
Fixed
2.35400000
N
N
N
N
N
N
Raiffeisen-Landesbank Steiermark AG
529900UNUKYZ9HND3309
RAIFF LB STEIER
N/A
2300000.00000000
PA
2812158.55000000
0.002931693721
Long
DBT
CORP
AT
N
2
2033-05-11
Fixed
1.37500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
812239000000.00000000
PA
58018256.62000000
0.060484412822
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10001150000.00000000
PA
85290255.64000000
0.088915650563
Long
DBT
NUSS
JP
N
2
2040-03-20
Fixed
0.40000000
N
N
N
N
N
N
Yorkshire Water Finance PLC
213800O8BDOGHJMTCP32
YORKSHIRE WATER
N/A
1524000.00000000
PA
3156463.99000000
0.003290634399
Long
DBT
CORP
GB
N
2
2039-08-19
Fixed
6.37500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBV5
1355000.00000000
PA
1075434.02000000
0.001121147015
Long
DBT
CORP
CA
N
2
2026-08-12
Fixed
2.90000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29260ZAA4
1500000.00000000
PA
1150824.80000000
0.001199742397
Long
DBT
CORP
CA
N
2
2029-08-09
Fixed
2.37000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122AY4
735000.00000000
PA
846208.31000000
0.000882177709
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.00000000
N
N
N
N
N
N
Royal Mail PLC
213800TCZZU84G8Z2M70
ROYAL MAIL
N/A
2257000.00000000
PA
2599740.76000000
0.002710246783
Long
DBT
CORP
GB
N
2
2026-10-08
Fixed
1.25000000
N
N
N
N
N
N
State of Saxony-Anhalt
529900LA98JTSA1MF831
SACHSEN - ANHALT
N/A
6652000.00000000
PA
7220025.35000000
0.007526923753
Long
DBT
NUSS
DE
N
2
2051-03-24
Fixed
0.50000000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
10380000.00000000
PA
11763075.25000000
0.012263083052
Long
DBT
NUSS
DE
N
2
2025-01-20
Fixed
0.25000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
10439000.00000000
PA
13325837.39000000
0.013892272826
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
Simon International Finance SCA
549300KMCOJGU910PF77
SIMON INTL FIN S
N/A
6879000.00000000
PA
7346595.64000000
0.007658874109
Long
DBT
CORP
LU
N
2
2033-03-19
Fixed
1.12500000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
N/A
300000.00000000
PA
347404.02000000
0.000362170968
Long
DBT
CORP
DE
N
2
2023-06-26
Fixed
1.87500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
7952000.00000000
PA
10160706.37000000
0.010592602991
Long
DBT
CORP
US
N
2
2027-12-07
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
1879000.00000000
PA
2183548.24000000
0.002276363352
Long
DBT
CORP
US
N
2
2028-05-18
Variable
1.63800000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
143586000.00000000
PA
34853648.14000000
0.036335156643
Long
DBT
NUSS
MY
N
2
2026-03-31
Fixed
3.72600000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
N/A
1941000.00000000
PA
2821765.01000000
0.002941708518
Long
DBT
CORP
GB
N
2
2023-08-21
Variable
6.87500000
N
N
N
N
N
N
Smurfit Kappa Acquisitions ULC
6354002XN4LUSDRPTR29
SMURFIT KAPPA AQ
N/A
5086000.00000000
PA
6182847.33000000
0.006445658868
Long
DBT
CORP
IE
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
N/A
5464000.00000000
PA
7226355.54000000
0.007533523017
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.12500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
614900000.00000000
PA
5393766.23000000
0.005623036649
Long
DBT
NUSS
JP
N
2
2028-09-25
Fixed
0.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058HA4
5226000.00000000
PA
4130038.55000000
0.004305592259
Long
DBT
CORP
N/A
N
2
2024-07-26
Fixed
1.80000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058JK0
2441000.00000000
PA
1800124.73000000
0.001876641830
Long
DBT
CORP
N/A
N
2
2027-09-28
Fixed
0.87500000
N
N
N
N
N
N
BNP Paribas Fortis SA
KGCEPHLVVKVRZYO1T647
BNP PARIBAS FORT
N/A
4600000.00000000
PA
5343396.26000000
0.005570525625
Long
DBT
CORP
BE
N
2
2028-03-22
Fixed
0.87500000
N
N
N
N
N
N
Linde Finance BV
5H8RMHHYTWIP1RKLCE38
LINDE FINANCE BV
N/A
1074000.00000000
PA
1253678.94000000
0.001306968512
Long
DBT
CORP
NL
N
2
2028-04-20
Fixed
1.00000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
119517000000.00000000
PA
8254995.64000000
0.008605887064
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.12500000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
900000.00000000
PA
1160742.12000000
0.001210081268
Long
DBT
CORP
FR
N
2
2029-06-20
Fixed
2.75000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
1952000.00000000
PA
2152910.51000000
0.002244423318
Long
DBT
CORP
DE
N
2
2026-07-20
Fixed
0.37500000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
9025000.00000000
PA
10165223.28000000
0.010597311900
Long
DBT
CORP
GB
N
2
2024-05-12
Fixed
0.10000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
10500000.00000000
PA
12369237.46000000
0.012895011129
Long
DBT
CORP
FR
N
2
2029-03-05
Fixed
1.75000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
257220000.00000000
PA
28016160.48000000
0.029207030940
Long
DBT
NUSS
SE
N
2
2023-11-13
Fixed
1.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
N/A
260000.00000000
PA
189533.99000000
0.000197590426
Long
DBT
CORP
CA
N
2
2023-09-07
Fixed
3.20000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
8371000.00000000
PA
12881474.79000000
0.013429021903
Long
DBT
CORP
N/A
N
2
2040-03-15
Fixed
2.75000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
FORTIS INC
349553AP2
2301000.00000000
PA
1754765.79000000
0.001829354838
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
2.18000000
N
N
N
N
N
N
Whirlpool Finance Luxembourg Sarl
549300W5K7SGG3H6B058
WHIRLPOOL FIN
N/A
4829000.00000000
PA
5576264.44000000
0.005813292229
Long
DBT
CORP
LU
N
2
2026-11-02
Fixed
1.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4045000.00000000
PA
2989932.64000000
0.003117024375
Long
DBT
CORP
N/A
N
2
2028-01-28
Fixed
1.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
1585000.00000000
PA
1750073.99000000
0.001824463605
Long
DBT
CORP
CH
N
2
2031-05-16
Fixed
0.62500000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
1128000.00000000
PA
1288691.61000000
0.001343469450
Long
DBT
NUSS
DE
N
2
2026-06-08
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10661900000.00000000
PA
93184894.82000000
0.097145863655
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
18050000.00000000
PA
22186997.99000000
0.023130090835
Long
DBT
NUSS
IE
N
2
2031-03-18
Fixed
1.35000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
SANTANDER ISSUAN
N/A
5100000.00000000
PA
6206806.83000000
0.006470636804
Long
DBT
CORP
ES
N
2
2026-04-04
Fixed
3.25000000
N
N
N
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
CAPITAL POWER
14046ZAN9
1357000.00000000
PA
995006.22000000
0.001037300506
Long
DBT
CORP
CA
N
2
2032-10-01
Fixed
3.14700000
N
N
N
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
MERLIN PROPERTIE
N/A
4400000.00000000
PA
4778542.91000000
0.004981662305
Long
DBT
CORP
ES
N
2
2030-06-01
Fixed
1.37500000
N
N
N
N
N
N
United Utilities Water Finance PLC
213800313INX42GDLR44
UNITED UTIL W FI
N/A
651000.00000000
PA
807289.91000000
0.000841605022
Long
DBT
CORP
GB
N
2
2029-10-28
Fixed
0.87500000
N
N
N
N
N
N
Notting Hill Genesis
21380056VIC699RDGA46
NOTTING HILL GEN
N/A
100000.00000000
PA
151248.01000000
0.000157677041
Long
DBT
CORP
GB
N
2
2048-10-12
Fixed
3.25000000
N
N
N
N
N
N
Concordia University/Canada
549300E8W5FF47NHST07
CONCORDIA UNIVER
20660ECF3
1355000.00000000
PA
1582213.83000000
0.001649468288
Long
DBT
CORP
CA
N
2
2042-09-02
Fixed
6.55000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
91000000.00000000
PA
795673.62000000
0.000829494964
Long
DBT
CORP
JP
N
2
2027-07-26
Fixed
0.65200000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
1558000.00000000
PA
1104176.36000000
0.001151111092
Long
DBT
CORP
N/A
N
2
2024-07-22
Fixed
1.45000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823ZAD4
1345000.00000000
PA
1270553.25000000
0.001324560091
Long
DBT
CORP
CA
N
2
2042-06-16
Fixed
5.16000000
N
N
N
N
N
N
DS Smith PLC
39RSBE4RCI4M15BLWH36
DS SMITH PLC
N/A
100000.00000000
PA
114898.63000000
0.000119782574
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
1.37500000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
100000.00000000
PA
115382.48000000
0.000120286991
Long
DBT
CORP
FR
N
2
2024-05-30
Fixed
1.25000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
28612000.00000000
PA
20395176.01000000
0.021262104676
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDQ9
3791000.00000000
PA
4624263.18000000
0.004820824676
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.12500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZAY6
1591000.00000000
PA
1592282.29000000
0.001659964724
Long
DBT
CORP
CA
N
2
2040-07-16
Fixed
5.49000000
N
N
N
N
N
N
Annington Funding PLC
549300KK63W8VZIONZ83
ANNINGTON FND PL
N/A
1526000.00000000
PA
2082648.39000000
0.002171174597
Long
DBT
CORP
GB
N
2
2029-07-12
Fixed
3.18400000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
2000000.00000000
PA
2185378.74000000
0.002278271661
Long
DBT
CORP
FR
N
2
2031-02-11
Fixed
0.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
180500000.00000000
PA
1582668.48000000
0.001649942264
Long
DBT
NUSS
JP
N
2
2025-01-31
Fixed
0.32000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2100000.00000000
PA
2529962.11000000
0.002637502083
Long
DBT
CORP
FR
N
2
2036-09-13
Fixed
2.00000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
1355000.00000000
PA
2226584.00000000
0.002321228414
Long
DBT
CORP
GB
N
2
2038-01-18
Fixed
4.37500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
3603000.00000000
PA
4210462.60000000
0.004389434859
Long
DBT
NUSS
DE
N
2
2027-08-15
Fixed
0.50000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
N/A
100000.00000000
PA
114084.27000000
0.000118933599
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
1.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
2890500000.00000000
PA
30751004.21000000
0.032058123454
Long
DBT
NUSS
JP
N
2
2044-06-20
Fixed
1.70000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBC7
1191000.00000000
PA
924877.02000000
0.000964190355
Long
DBT
CORP
CA
N
2
2028-02-28
Fixed
2.54000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAB0
2166000.00000000
PA
3408385.03000000
0.003553263734
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
4.50000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
893000.00000000
PA
1204732.61000000
0.001255941642
Long
DBT
CORP
GB
N
2
2032-01-24
Fixed
2.62500000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
124184000.00000000
PA
47868898.98000000
0.049903640956
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
100000.00000000
PA
134887.94000000
0.000140621561
Long
DBT
CORP
GB
N
2
2031-11-21
Fixed
3.12500000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
904000.00000000
PA
671765.92000000
0.000700320374
Long
DBT
CORP
N/A
N
2
2023-08-21
Fixed
4.25000000
N
N
N
N
N
N
Autonomous Community of Andalusia Spain
959800G42HFTN7MWAY79
JUNTA ANDALUCIA
N/A
20855000.00000000
PA
22609445.05000000
0.023570494664
Long
DBT
NUSS
ES
N
2
2031-04-30
Fixed
0.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
3115000.00000000
PA
4273774.14000000
0.004455437554
Long
DBT
CORP
GB
N
2
2024-01-17
Fixed
3.12500000
N
N
N
N
N
N
Deposit Insurance Corp of Japan
N/A
DEPOSIT INS CORP
N/A
1700000000.00000000
PA
14782628.61000000
0.015410987222
Long
DBT
NUSS
JP
N
2
2024-08-06
Fixed
0.10000000
N
N
N
N
N
N
Paragon Treasury Plc
213800Q65UKPKCQBC252
PARAGON TREASURY
N/A
904000.00000000
PA
1425448.79000000
0.001486039707
Long
DBT
CORP
GB
N
2
2047-01-21
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2302546.31000000
-0.00240041962
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
564050000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2302546.31000000
N
N
N
PartnerRe Ireland Finance DAC
54930031Y2QTHTYUHU14
PARTNERRE IRELAN
N/A
3096000.00000000
PA
3547691.87000000
0.003698492028
Long
DBT
CORP
IE
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
340000.00000000
PA
260978.73000000
0.000272072036
Long
DBT
CORP
AU
N
2
2027-08-16
Fixed
4.40000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
5171000.00000000
PA
5732036.20000000
0.005975685310
Long
DBT
CORP
LU
N
2
2026-10-20
Fixed
1.00000000
N
N
N
N
N
N
University of Oxford
5493009OEHU6YS545T65
OXFORD UNIVERSIT
N/A
4159000.00000000
PA
6083589.20000000
0.006342181617
Long
DBT
CORP
GB
N
2
2117-12-08
Fixed
2.54400000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
4400000.00000000
PA
5894396.34000000
0.006144946820
Long
DBT
CORP
FR
N
2
2024-12-19
Fixed
1.75000000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg Foerderbank
0SK1ILSPWNVBNQWU0W18
L-BANK FOERDERBK
N/A
5326000.00000000
PA
4063318.12000000
0.004236035774
Long
DBT
CORP
DE
N
2
2025-08-07
Fixed
4.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1057100000.00000000
PA
9222054.79000000
0.009614052567
Long
DBT
NUSS
JP
N
2
2027-04-30
Fixed
0.14000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
21408000.00000000
PA
11670839.85000000
0.012166927043
Long
DBT
NUSS
NZ
N
2
2041-05-15
Fixed
1.75000000
N
N
N
N
N
N
Principality Building Society
2138003CSNVJEPFZ3U52
PRINCIPALITY BLD
N/A
452000.00000000
PA
612472.32000000
0.000638506408
Long
DBT
CORP
GB
N
2
2023-11-23
Fixed
2.37500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
40700000.00000000
PA
355197.15000000
0.000370295357
Long
DBT
NUSS
JP
N
2
2026-02-16
Fixed
0.14500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368AAA8
4513000.00000000
PA
3611174.33000000
0.003764672909
Long
DBT
CORP
CA
N
2
2026-12-09
Fixed
2.70000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
6769000.00000000
PA
7541764.03000000
0.007862338435
Long
DBT
CORP
DE
N
2
2026-10-24
Fixed
0.25000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
4000000.00000000
PA
4278836.78000000
0.004460715389
Long
DBT
CORP
DE
N
2
2029-01-12
Fixed
0.37500000
N
N
N
N
N
N
DXC Capital Funding DAC
6354001BJH7XSHGTD882
DXC CAPITAL FUND
N/A
5171000.00000000
PA
5409979.71000000
0.005639939308
Long
DBT
CORP
IE
Y
2
2031-09-15
Fixed
0.95000000
N
N
N
N
N
N
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
UNICREDIT BK AUS
N/A
4600000.00000000
PA
5166440.58000000
0.005386048169
Long
DBT
CORP
AT
N
2
2027-06-04
Fixed
0.25000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
1200000000.00000000
PA
10436071.95000000
0.010879673413
Long
DBT
CORP
AU
N
2
2023-07-06
Fixed
0.32000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
QZ8098415
4000000.00000000
PA
34757.06000000
0.000036234462
Long
DBT
NUSS
JP
N
2
2026-10-23
Fixed
0.06000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFG3
38940000.00000000
PA
29612749.57000000
0.030871485531
Long
DBT
NUSS
CA
N
2
2030-09-01
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-790309.18000000
-0.00082390250
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3058791615.00000000
RUB
38490376.99000000
USD
2022-03-01
-790309.18000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
6952000.00000000
PA
7571549.36000000
0.007893389837
Long
DBT
CORP
SE
N
2
2028-06-21
Fixed
0.37500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
676900000.00000000
PA
5960329.19000000
0.006213682249
Long
DBT
NUSS
JP
N
2
2024-09-25
Fixed
0.55400000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
4513000.00000000
PA
5042274.56000000
0.005256604279
Long
DBT
CORP
GB
N
2
2026-06-18
Fixed
0.12500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
17375550000.00000000
PA
152439302.69000000
0.158918972259
Long
DBT
NUSS
JP
N
2
2038-03-20
Fixed
0.50000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
35109000.00000000
PA
23054201.63000000
0.024034156314
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
2.75000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
65614000.00000000
PA
15600627.94000000
0.016263756886
Long
DBT
NUSS
MY
N
2
2027-09-30
Fixed
3.42200000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
N/A
100000000.00000000
PA
860769.73000000
0.000897358085
Long
DBT
CORP
JP
N
2
2031-09-19
Fixed
0.27000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
448814JC8
17037000.00000000
PA
10882102.80000000
0.011344663498
Long
DBT
NUSS
CA
N
2
2060-02-15
Fixed
2.10000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
4061000.00000000
PA
4699797.17000000
0.004899569355
Long
DBT
CORP
IT
N
2
2029-07-04
Fixed
1.75000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
16016000.00000000
PA
10166961.56000000
0.010599124068
Long
DBT
NUSS
AU
N
2
2041-11-20
Fixed
2.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
AT9465242
400000000.00000000
PA
3543277.37000000
0.003693889883
Long
DBT
NUSS
JP
N
2
2038-08-31
Fixed
0.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
6548089.90000000
0.006826426642
Long
DBT
CORP
N/A
N
2
2033-10-14
Fixed
3.00000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
902500000.00000000
PA
7881941.56000000
0.008216975740
Long
DBT
NUSS
JP
N
2
2027-11-15
Fixed
0.16000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
35130000.00000000
PA
35370025.30000000
0.036873483217
Long
DBT
CORP
N/A
N
2
2050-11-04
Fixed
0.30000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KAW1
900000.00000000
PA
729658.53000000
0.000760673800
Long
DBT
CORP
CA
N
2
2027-03-01
Fixed
3.80000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AA4
4135000.00000000
PA
4833400.00000000
0.005038851181
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
225700000.00000000
PA
1987264.57000000
0.002071736340
Long
DBT
NUSS
JP
N
2
2024-08-23
Fixed
0.56600000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
50000000000.00000000
PA
41101070.10000000
0.042848134987
Long
DBT
NUSS
KR
N
2
2023-03-10
Fixed
0.75000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
6400000.00000000
PA
6870230.66000000
0.007162260495
Long
DBT
CORP
DE
N
2
2029-05-07
Fixed
0.37500000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
GREAT-WEST LIFEC
39138CAK2
5769000.00000000
PA
4380963.13000000
0.004567182779
Long
DBT
CORP
CA
N
2
2030-05-14
Fixed
2.37900000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0331
N/A
42471000.00000000
PA
76238173.06000000
0.079478795139
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
14441000.00000000
PA
17645426.77000000
0.018395473069
Long
DBT
NUSS
FI
Y
2
2034-04-15
Fixed
1.12500000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
100000.00000000
PA
120253.09000000
0.000125364634
Long
DBT
CORP
GB
N
2
2025-11-17
Fixed
2.25000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
1264000.00000000
PA
973273.63000000
0.001014644138
Long
DBT
CORP
US
N
2
2025-09-24
Fixed
2.10000000
N
N
N
N
N
N
ENMAX Corp
549300CBVIZGSWHLQN67
ENMAX CORP
293365AD4
904000.00000000
PA
733679.12000000
0.000764865291
Long
DBT
CORP
CA
N
2
2028-06-05
Fixed
3.83600000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5285950000.00000000
PA
46190668.68000000
0.048154074868
Long
DBT
NUSS
JP
N
2
2027-12-20
Fixed
0.10000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
20272000.00000000
PA
23607984.81000000
0.024611478909
Long
DBT
CORP
LU
N
2
2027-05-03
Fixed
0.75000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
11208000.00000000
PA
8358988.40000000
0.008714300198
Long
DBT
NUSS
AU
N
2
2026-10-21
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220302
N/A
1.00000000
NC
-154660.27000000
-0.00016123434
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
100000000000.00000000
COP
25083087.73000000
USD
2022-03-02
-154660.27000000
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
4600000.00000000
PA
5494873.81000000
0.005728441964
Long
DBT
NUSS
FR
N
2
2024-05-25
Fixed
2.50000000
N
N
N
N
N
N
State of Saxony-Anhalt
529900LA98JTSA1MF831
SACHSEN - ANHALT
N/A
4061000.00000000
PA
4765341.00000000
0.004967899228
Long
DBT
NUSS
DE
N
2
2024-04-10
Fixed
1.87500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
2010105000.00000000
PA
24689882.25000000
0.025739364082
Long
DBT
NUSS
RU
N
2
2027-02-03
Fixed
8.15000000
N
N
N
N
N
N
Omnicom Finance Holdings PLC
213800JBHE39OG74OJ98
OMNICOM FIN HOL
N/A
6496000.00000000
PA
7279623.63000000
0.007589055350
Long
DBT
CORP
GB
N
2
2027-07-08
Fixed
0.80000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
N/A
2234000.00000000
PA
2466277.63000000
0.002571110595
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.62500000
N
N
N
N
N
N
Hera SpA
8156009414FD99443B48
HERA SPA
N/A
2257000.00000000
PA
2565428.14000000
0.002674475651
Long
DBT
CORP
IT
N
2
2026-10-14
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
-417470.03000000
-0.00043521524
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
250000000.00000000
ILS
78564334.46000000
USD
2022-02-02
-417470.03000000
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
300000.00000000
PA
341688.75000000
0.000356212761
Long
DBT
CORP
NL
N
2
2170-05-22
Variable
1.87500000
N
N
N
N
N
N
Western Power Distribution West Midlands PLC
549300L22M2RCLXON143
WEST PWR DISTR
N/A
3069000.00000000
PA
4323410.97000000
0.004507184275
Long
DBT
CORP
GB
N
2
2024-10-17
Fixed
3.87500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
N/A
3452000.00000000
PA
6043257.23000000
0.006300135274
Long
DBT
CORP
GB
N
2
2040-03-29
Fixed
6.00000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DQ7
14188000.00000000
PA
11335239.27000000
0.011817061238
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
2.35000000
N
N
N
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
1986000.00000000
PA
2274715.04000000
0.002371405339
Long
DBT
NUSS
DK
N
2
2026-05-11
Fixed
0.62500000
N
N
N
N
N
N
alstria office REIT-AG
529900QIJIGPI0DRL085
ALSTRIA OFFICE
N/A
4400000.00000000
PA
4862921.53000000
0.005069627570
Long
DBT
CORP
DE
N
2
2027-11-15
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-1903110.52000000
-0.00198400519
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
560168500.00000000
USD
2022-03-02
-1903110.52000000
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827FQ5
2257000.00000000
PA
2125209.95000000
0.002215545303
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
75000000.00000000
PA
84066227.40000000
0.087639593099
Long
DBT
NUSS
DE
N
2
2032-02-15
Fixed
0.00000000
N
N
N
N
N
N
FortisAlberta Inc
N/A
FORTISALBERTA
34957ZAX2
900000.00000000
PA
732456.13000000
0.000763590316
Long
DBT
CORP
CA
N
2
2048-09-18
Fixed
3.73400000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
AX5195612
1000000.00000000
PA
759356.82000000
0.000791634462
Long
DBT
NUSS
SG
N
2
2026-03-11
Fixed
2.49500000
N
N
N
N
N
N
Hyundai Capital Canada Inc
549300J6SEA0H23A0G49
HYUNDAI CAP CAN
44932WAA8
3491000.00000000
PA
2660406.75000000
0.002773491475
Long
DBT
CORP
CA
N
2
2026-05-12
Fixed
2.00800000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQY5
1355000.00000000
PA
1088675.64000000
0.001134951490
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.50000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
8008000.00000000
PA
10482686.71000000
0.010928269606
Long
DBT
NUSS
PL
N
2
2036-01-18
Fixed
2.37500000
N
N
N
N
N
N
ESB Finance DAC
635400VCPRSU89DLMZ57
ESB FINANCE DAC
N/A
2854000.00000000
PA
3461526.23000000
0.003608663784
Long
DBT
CORP
IE
N
2
2027-06-08
Fixed
2.12500000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
5000000.00000000
PA
5499766.88000000
0.005733543022
Long
DBT
CORP
DE
N
2
2025-12-01
Fixed
0.00000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BULGARIA REP
N/A
282000.00000000
PA
339346.93000000
0.000353771398
Long
DBT
NUSS
BG
N
2
2024-09-03
Fixed
2.95000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
N/A
1196000.00000000
PA
1270509.24000000
0.001324514210
Long
DBT
CORP
NL
N
2
2031-09-27
Fixed
1.50000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
6769000.00000000
PA
7708291.10000000
0.008035943997
Long
DBT
CORP
DE
N
2
2027-09-13
Fixed
0.50000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
3024000.00000000
PA
4320715.43000000
0.004504374157
Long
DBT
CORP
AU
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
50000000.00000000
PA
8080480.26000000
0.008423953636
Long
DBT
NUSS
CN
N
2
2026-03-24
Fixed
3.35000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
11945000.00000000
PA
14703645.96000000
0.015328647292
Long
DBT
CORP
CH
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAF7
1074000.00000000
PA
864872.09000000
0.000901634822
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
2.81000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
18050000.00000000
PA
12679125.49000000
0.013218071432
Long
DBT
NUSS
AU
N
2
2025-03-20
Fixed
1.25000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
79000.00000000
PA
91089.84000000
0.000094961755
Long
DBT
CORP
NL
N
2
2023-01-24
Fixed
2.37500000
N
N
N
N
N
N
Pension Insurance Corp PLC
M31AVDIX8NY21MAUQF46
PENSION INS
N/A
1128000.00000000
PA
1864643.09000000
0.001943902643
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
8.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOILHYDRO ASA
EH7469180
3227000.00000000
PA
6032318.27000000
0.006288731336
Long
DBT
CORP
NO
N
2
2031-03-11
Fixed
6.87500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
116995000.00000000
PA
127710633.45000000
0.133139172486
Long
DBT
NUSS
IT
N
2
2031-04-01
Fixed
0.90000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
100000.00000000
PA
167090.61000000
0.000174193056
Long
DBT
CORP
GB
N
2
2033-12-05
Fixed
4.62500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTALENERGIES
N/A
5600000.00000000
PA
6481268.87000000
0.006756765280
Long
DBT
CORP
FR
N
2
2040-05-18
Fixed
1.61800000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-751609.15000000
-0.00078355746
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
185500000000.00000000
JPY
1611194944.49000000
USD
2022-02-02
-751609.15000000
N
N
N
Wolters Kluwer NV
724500TEM53I0U077B74
WOLTERS KLUWER N
N/A
1300000.00000000
PA
1433421.33000000
0.001494351132
Long
DBT
CORP
NL
N
2
2030-07-03
Fixed
0.75000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCC6
2257000.00000000
PA
1748136.21000000
0.001822443457
Long
DBT
CORP
CA
N
2
2029-09-10
Fixed
2.90000000
N
N
N
N
N
N
RELX Finance BV
54930086P8MBY4IN4E29
RELX FINANCE
N/A
1592000.00000000
PA
1749956.79000000
0.001824341424
Long
DBT
CORP
NL
N
2
2032-03-10
Fixed
0.87500000
N
N
N
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
5754000.00000000
PA
7367921.64000000
0.007681106604
Long
DBT
CORP
DE
N
2
2028-07-04
Fixed
2.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3948500000.00000000
PA
34498155.67000000
0.035964553413
Long
DBT
NUSS
JP
N
2
2028-06-20
Fixed
0.10000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAL5
3189000.00000000
PA
3824231.94000000
0.003986786864
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
2.25000000
N
N
N
N
N
N
Clarion Funding PLC
213800BLOAKXC1BXLJ29
CLARION FND PLC
N/A
2176000.00000000
PA
3298800.48000000
0.003439021123
Long
DBT
CORP
GB
N
2
2048-04-19
Fixed
3.12500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAH2
6000000.00000000
PA
6921631.25000000
0.007215845947
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469EZ4
1355000.00000000
PA
1438184.63000000
0.001499316903
Long
DBT
NUSS
CA
N
2
2037-03-05
Fixed
5.70000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
115701000.00000000
PA
27944009.87000000
0.029131813456
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
1806000.00000000
PA
2147536.82000000
0.002238821211
Long
DBT
CORP
AU
N
2
2024-02-13
Fixed
3.00000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
4922550000.00000000
PA
13664015.16000000
0.014244825368
Long
DBT
NUSS
HU
N
2
2026-04-22
Fixed
1.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
157036000.00000000
PA
181235720.15000000
0.188939426215
Long
DBT
NUSS
FR
N
2
2026-05-25
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5148610.52000000
-0.00536746021
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
500000000.00000000
EUR
556923000.00000000
USD
2022-03-02
-5148610.52000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10233150000.00000000
PA
91326924.50000000
0.095208917418
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
0.60000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
MM1210291
2257000.00000000
PA
3222652.09000000
0.003359635927
Long
DBT
CORP
GB
N
2
2023-07-07
Fixed
6.50000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
24000000.00000000
PA
31291048.62000000
0.032621123292
Long
DBT
CORP
DE
N
2
2024-12-16
Fixed
0.37500000
N
N
N
N
N
N
MMS USA Holdings Inc
5493006U67P2Y34N2G08
MMS USA INV INC
N/A
2900000.00000000
PA
3407359.82000000
0.003552194946
Long
DBT
CORP
US
N
2
2031-06-13
Fixed
1.75000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
N/A
1963000.00000000
PA
2893639.15000000
0.003016637781
Long
DBT
CORP
US
N
2
2024-12-09
Fixed
5.37500000
N
N
N
N
N
N
Yorkshire Power Finance Ltd
213800USJR8TNU5T6T16
YORKSHIRE POWER
N/A
40000.00000000
PA
69490.59000000
0.000072444395
Long
DBT
CORP
KY
N
2
2028-08-04
Fixed
7.25000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
N/A
587000.00000000
PA
677263.99000000
0.000706052148
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
1.62500000
N
N
N
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
SAGE GROUP
N/A
3592000.00000000
PA
4478501.06000000
0.004668866710
Long
DBT
CORP
GB
N
2
2031-02-25
Fixed
1.62500000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
1781000.00000000
PA
1992721.54000000
0.002077425267
Long
DBT
CORP
LU
N
2
2023-10-20
Fixed
0.12500000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
PRICELINE GROUP
09857LAC2
1806000.00000000
PA
2137432.24000000
0.002228287120
Long
DBT
CORP
US
N
2
2024-09-23
Fixed
2.37500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
68079000.00000000
PA
91433933.02000000
0.095320474502
Long
DBT
NUSS
IT
Y
2
2030-03-01
Fixed
3.50000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
1107098Y1
14292000.00000000
PA
13681886.81000000
0.014263456681
Long
DBT
NUSS
CA
N
2
2042-06-18
Fixed
4.30000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
76837000.00000000
PA
89884274.19000000
0.093704945014
Long
DBT
NUSS
AT
Y
2
2026-10-20
Fixed
0.75000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
8684000.00000000
PA
5904435.64000000
0.006155412856
Long
DBT
NUSS
AU
N
2
2033-03-08
Fixed
2.00000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBM4
2031000.00000000
PA
1436934.37000000
0.001498013499
Long
DBT
CORP
CA
N
2
2049-09-07
Fixed
2.96300000
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KHFC
N/A
32021000.00000000
PA
35784970.76000000
0.037306066579
Long
DBT
NUSS
KR
N
2
2025-02-05
Fixed
0.01000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
34499000.00000000
PA
25799695.48000000
0.026896351649
Long
DBT
NUSS
AU
N
2
2028-10-20
Fixed
3.00000000
N
N
N
N
N
N
SGSP Australia Assets Pty Ltd
254900BJJ12X7PJT5072
SGSP AUSTRALIA
N/A
2000000.00000000
PA
1323492.66000000
0.001379749773
Long
DBT
CORP
AU
N
2
2028-09-15
Fixed
1.84300000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
902600000.00000000
PA
7945407.09000000
0.008283138971
Long
DBT
NUSS
JP
N
2
2024-12-27
Fixed
0.46600000
N
N
N
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICA
N/A
3250000.00000000
PA
3665644.30000000
0.003821458210
Long
DBT
CORP
DE
N
2
2023-11-29
Fixed
0.25000000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAT5
2366000.00000000
PA
1917820.06000000
0.001999339983
Long
DBT
CORP
CA
N
2
2025-09-29
Fixed
3.45000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
706858000.00000000
PA
20666235.06000000
0.021544685512
Long
DBT
NUSS
TH
N
2
2027-06-17
Fixed
1.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
18050000.00000000
PA
20488805.72000000
0.021359714262
Long
DBT
CORP
N/A
N
2
2024-07-15
Fixed
0.20000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29260ZAB2
1555000.00000000
PA
1095193.17000000
0.001141746058
Long
DBT
CORP
CA
N
2
2049-08-09
Fixed
3.01000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
6259000.00000000
PA
8141044.38000000
0.008487092128
Long
DBT
CORP
N/A
N
2
2026-12-15
Fixed
0.75000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
272343000000.00000000
PA
19925630.38000000
0.020772600279
Long
DBT
NUSS
ID
N
2
2032-08-15
Fixed
7.50000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
9276900000.00000000
PA
80944434.97000000
0.084385104028
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.10000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
722000.00000000
PA
819463.98000000
0.000854296570
Long
DBT
NUSS
CN
N
2
2024-01-24
Fixed
0.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746SG7
4969000.00000000
PA
3943369.32000000
0.004110988363
Long
DBT
CORP
US
N
2
2023-10-27
Fixed
2.50900000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
290000.00000000
PA
211678.03000000
0.000220675733
Long
DBT
CORP
US
N
2
2023-09-19
Fixed
3.45000000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901AY8
2257000.00000000
PA
1884806.73000000
0.001964923370
Long
DBT
CORP
CA
N
2
2026-12-16
Fixed
4.70000000
N
N
N
N
N
N
Granite REIT Holdings LP
549300U7OUNKR0J06L17
GRANITE REIT HLD
387427AL1
2391000.00000000
PA
1790418.38000000
0.001866522896
Long
DBT
CORP
CA
N
2
2028-08-30
Fixed
2.19400000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058HF3
816000.00000000
PA
630852.39000000
0.000657667751
Long
DBT
CORP
N/A
N
2
2029-09-20
Fixed
1.95000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
200000.00000000
PA
238039.17000000
0.000248157395
Long
DBT
CORP
FR
N
2
2030-01-25
Fixed
1.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BL3
558000.00000000
PA
646828.52000000
0.000674322971
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
1.37500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
BERLIN LAND
N/A
9477000.00000000
PA
10814348.15000000
0.011274028831
Long
DBT
NUSS
DE
N
2
2025-02-10
Fixed
0.50000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
KLEPI
N/A
100000.00000000
PA
111786.20000000
0.000116537846
Long
DBT
CORP
FR
N
2
2031-09-29
Fixed
1.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFK5
396000.00000000
PA
447001.02000000
0.000466001493
Long
DBT
CORP
US
N
2
2040-05-18
Fixed
1.85000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAF8
3439000.00000000
PA
2843200.65000000
0.002964055314
Long
DBT
NUSS
CA
N
2
2028-10-23
Fixed
3.05000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
50241000.00000000
PA
53251283.19000000
0.055514811775
Long
DBT
NUSS
FI
Y
2
2040-09-15
Fixed
0.25000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
2020000.00000000
PA
1486273.86000000
0.001549450241
Long
DBT
CORP
DE
N
2
2024-09-27
Fixed
3.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
4458000.00000000
PA
6992627.96000000
0.007289860483
Long
DBT
CORP
FR
N
2
2054-01-16
Variable
5.62500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3355000.00000000
PA
3802961.28000000
0.003964612061
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
7745000.00000000
PA
4969680.45000000
0.005180924444
Long
DBT
NUSS
AU
N
2
2040-11-20
Fixed
2.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
15352000.00000000
PA
17601877.80000000
0.018350072982
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.25000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
759900000.00000000
PA
38726129.30000000
0.040372243636
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
3000000.00000000
PA
3307346.35000000
0.003447930248
Long
DBT
CORP
FR
N
2
2026-06-29
Fixed
0.00000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
4400000.00000000
PA
6219512.29000000
0.006483882329
Long
DBT
CORP
FR
N
2
2034-09-15
Fixed
2.75000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
6385000.00000000
PA
7229782.02000000
0.007537095145
Long
DBT
CORP
N/A
N
2
2023-05-25
Fixed
0.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4702541.68000000
0.004902430525
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
450000000.00000000
EUR
510275250.00000000
USD
2022-02-02
4702541.68000000
N
N
N
Crosslinx Transit Solutions GP
549300N3TR1FPECQEH46
CROSSLINX TRANSI
22766TAA2
1414000.00000000
PA
1153679.94000000
0.001202718899
Long
DBT
CORP
CA
N
2
2046-09-30
Fixed
4.65100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
3204000.00000000
PA
3802476.67000000
0.003964106852
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.00000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
626209JR2
2240000.00000000
PA
1781208.03000000
0.001856921046
Long
DBT
NUSS
CA
N
2
2026-04-19
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
2347000.00000000
PA
2910528.38000000
0.003034244914
Long
DBT
CORP
GB
N
2
2026-02-27
Fixed
2.97200000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
3601000.00000000
PA
4152489.46000000
0.004328997480
Long
DBT
CORP
NL
N
2
2025-08-29
Fixed
1.00000000
N
N
N
N
N
N
Eika Boligkreditt AS
549300T7MMTBQXCJOQ79
EIKA BOLIGKREDIT
N/A
7957000.00000000
PA
8758139.57000000
0.009130417909
Long
DBT
CORP
NO
N
2
2028-03-23
Fixed
0.01000000
N
N
N
N
N
N
Babcock International Group PLC
213800TSKOLX4EU6L377
BABCOCK INTL GRP
N/A
217000.00000000
PA
241737.09000000
0.000252012500
Long
DBT
CORP
GB
N
2
2027-09-13
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
21596.14000000
0.000022514117
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
3897617.00000000
USD
130492217.00000000
THB
2022-02-02
21596.14000000
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
1853000.00000000
PA
2137622.54000000
0.002228485509
Long
DBT
NUSS
MX
N
2
2026-04-08
Fixed
1.62500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
651158000000.00000000
PA
45611992.50000000
0.047550801157
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.12500000
N
N
N
N
N
N
Province of Prince Edward Island Canada
549300L826JG01X2QH35
PRINCE EDWARD IS
741666CY5
1352000.00000000
PA
1168809.35000000
0.001218491408
Long
DBT
NUSS
CA
N
2
2053-01-17
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
8448.95000000
0.000008808085
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
60000000000.00000000
IDR
4179553.62000000
USD
2022-02-03
8448.95000000
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
5055000.00000000
PA
5903227.89000000
0.006154153769
Long
DBT
CORP
JP
N
2
2026-06-15
Fixed
1.54600000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
8611000.00000000
PA
2197416.72000000
0.002290821334
Long
DBT
NUSS
MY
N
2
2043-09-30
Fixed
4.93500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
27150000.00000000
PA
260166.08000000
0.000271224843
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
2.20000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
48000000000.00000000
PA
10710389.95000000
0.011165651727
Long
DBT
NUSS
CO
N
2
2031-03-26
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
1685000.00000000
PA
2640685.41000000
0.002752931849
Long
DBT
CORP
US
N
2
2025-08-07
Fixed
7.12500000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
1355000.00000000
PA
2566740.49000000
0.002675843785
Long
DBT
CORP
GB
N
2
2033-09-19
Fixed
7.00000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
1586000.00000000
PA
1777120.20000000
0.001852659457
Long
DBT
CORP
LU
N
2
2026-11-29
Fixed
0.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDK7
6423000.00000000
PA
7485656.29000000
0.007803845749
Long
DBT
CORP
US
N
2
2028-11-02
Fixed
1.37500000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
3000000.00000000
PA
3383510.22000000
0.003527331582
Long
DBT
CORP
FR
N
2
2022-11-03
Fixed
0.42400000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AR0
282000.00000000
PA
214725.49000000
0.000223852730
Long
DBT
CORP
CA
N
2
2030-10-09
Fixed
3.21100000
N
N
N
N
N
N
Ontario School Boards Financing Corp
N/A
ONT SCHOOL FIN
683244AM9
14688.38000000
PA
12874.70000000
0.000013421959
Long
DBT
CORP
CA
N
2
2029-11-26
Fixed
5.48300000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
20000000.00000000
PA
3211083.13000000
0.003347575210
Long
DBT
NUSS
CN
N
2
2025-01-10
Fixed
3.23000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3610000.00000000
PA
4147134.81000000
0.004323415222
Long
DBT
CORP
CH
N
2
2027-03-19
Fixed
1.37500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051EQ6
7800000.00000000
PA
6162563.30000000
0.006424512634
Long
DBT
NUSS
CA
N
2
2052-06-01
Fixed
2.95000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
12635000.00000000
PA
14842380.06000000
0.015473278501
Long
DBT
NUSS
DE
N
2
2028-03-13
Fixed
0.95000000
N
N
N
N
N
N
Wrekin Housing Group Ltd/The
213800BWSUUOGZAGPM78
WREKIN HOUSING
ZQ0997739
1000000.00000000
PA
1352728.26000000
0.001410228077
Long
DBT
CORP
GB
N
2
2048-10-22
Fixed
2.50000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC BOND CO
N/A
100000.00000000
PA
137716.70000000
0.000143570562
Long
DBT
CORP
GB
N
2
2046-05-06
Fixed
4.56500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
93902000.00000000
PA
139074240.62000000
0.144985807446
Long
DBT
NUSS
ES
Y
2
2028-10-31
Fixed
5.15000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
2335004.00000000
PA
3007750.04000000
0.003135599131
Long
DBT
NUSS
IE
N
2
2037-05-15
Fixed
1.70000000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
4513000.00000000
PA
7154614.50000000
0.007458732513
Long
DBT
NUSS
SI
N
2
2045-08-07
Fixed
3.12500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
2618000.00000000
PA
3051236.84000000
0.003180934405
Long
DBT
CORP
NL
N
2
2026-03-23
Fixed
1.25000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
4312000.00000000
PA
5242958.24000000
0.005465818331
Long
DBT
CORP
LU
N
2
2028-05-26
Fixed
2.25000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
3990000.00000000
PA
6976521.58000000
0.007273069476
Long
DBT
CORP
GB
N
2
2032-11-26
Fixed
5.90000000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
1500000.00000000
PA
1023374.79000000
0.001066874926
Long
DBT
NUSS
AU
N
2
2031-04-21
Fixed
2.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAP2
41535000.00000000
PA
31993415.70000000
0.033353345576
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.15000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
542000.00000000
PA
405807.35000000
0.000423056822
Long
DBT
CORP
N/A
N
2
2027-10-18
Fixed
3.20000000
N
N
N
N
N
N
Fair Hydro Trust
N/A
FAIR HYDRO
30324RAA4
3216000.00000000
PA
2635103.85000000
0.002747113036
Long
DBT
CORP
CA
N
2
2035-05-15
Fixed
3.35700000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
244212000.00000000
PA
282880992.00000000
0.294905288381
Long
DBT
NUSS
FR
N
2
2023-05-25
Fixed
1.75000000
N
N
N
N
N
N
EnBW Energie Baden-Wuerttemberg AG
529900JSFZ4TS59HKD79
ENERGIE BADEN-WU
N/A
4400000.00000000
PA
4939939.76000000
0.005149919579
Long
DBT
CORP
DE
N
2
2079-11-05
Variable
1.12500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
14494000.00000000
PA
17075949.98000000
0.017801789783
Long
DBT
NUSS
NL
Y
2
2027-07-15
Fixed
0.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
19776000.00000000
PA
29162358.81000000
0.030401950212
Long
DBT
NUSS
IT
Y
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
Central Nippon Expressway Co Ltd
3538005TH2GJERPBFN83
CNTRL NIPPON EXP
N/A
500000000.00000000
PA
4339166.23000000
0.004523609237
Long
DBT
CORP
JP
N
2
2024-10-30
Fixed
0.03000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
814385000.00000000
PA
919133951.42000000
0.958203169071
Long
DBT
NUSS
ES
N
2
2024-05-31
None
0.00000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
44430000.00000000
PA
2263740.66000000
0.002359964476
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
N/A
11867000.00000000
PA
13843850.76000000
0.014432305160
Long
DBT
CORP
NO
N
2
2032-05-22
Fixed
1.37500000
N
N
N
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAM0
440000.00000000
PA
356782.21000000
0.000371947792
Long
DBT
CORP
CA
N
2
2024-11-12
Fixed
3.32800000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
AO0212628
15000000.00000000
PA
17020262.55000000
0.017743735272
Long
DBT
CORP
NO
N
2
2024-06-26
Fixed
0.37500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
N/A
452000.00000000
PA
552468.50000000
0.000575952032
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.12500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
62670000.00000000
PA
73682829.50000000
0.076814832728
Long
DBT
NUSS
DE
N
2
2024-05-15
Fixed
1.50000000
N
N
N
N
N
N
Schlumberger Finance BV
5299003L3TGTOIYBX911
SCHLUMBERGER FIN
N/A
2781000.00000000
PA
3382400.72000000
0.003526174921
Long
DBT
CORP
NL
N
2
2032-05-06
Fixed
2.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
3973000.00000000
PA
6423227.12000000
0.006696256375
Long
DBT
CORP
FR
N
2
2033-02-21
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
1355000.00000000
PA
1573051.62000000
0.001639916624
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
125047000.00000000
PA
158150407.84000000
0.164872836813
Long
DBT
NUSS
GB
N
2
2028-01-31
Fixed
0.12500000
N
N
N
N
N
N
Royal Schiphol Group NV
724500XSMG4AYQ8NDK42
ROYAL SCHIPHOL
N/A
7478000.00000000
PA
8294359.36000000
0.008646924000
Long
DBT
CORP
NL
N
2
2025-04-22
None
0.00000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
6184000.00000000
PA
6624266.84000000
0.006905841601
Long
DBT
CORP
GB
N
2
2028-12-02
Fixed
0.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4147453.69000000
0.004323747657
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
557600000.00000000
USD
500000000.00000000
EUR
2022-02-02
4147453.69000000
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
4600000.00000000
PA
4822094.97000000
0.005027065613
Long
DBT
CORP
NL
N
2
2034-09-14
Fixed
1.12500000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
N/A
993000.00000000
PA
1359295.93000000
0.001417074916
Long
DBT
CORP
GB
N
2
2026-09-19
Variable
2.87500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DU3
2687000.00000000
PA
1987501.49000000
0.002071983330
Long
DBT
NUSS
CA
N
2
2049-11-22
Fixed
2.80000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
36366000.00000000
PA
41135385.28000000
0.042883908787
Long
DBT
CORP
DE
N
2
2023-06-30
None
0.00000000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK FINANCE
N/A
1219000.00000000
PA
1810671.17000000
0.001887636563
Long
DBT
CORP
JE
N
2
2042-02-28
Fixed
7.23900000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
5073627.87000000
0.005289290310
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
526279366.13000000
USD
3519009084.00000000
DKK
2022-02-02
5073627.87000000
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
130000000.00000000
PA
20709603.40000000
0.021589897291
Long
DBT
NUSS
CN
N
2
2028-08-09
Fixed
3.09000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058JY0
1757000.00000000
PA
1337107.75000000
0.001393943593
Long
DBT
CORP
N/A
N
2
2026-07-22
Fixed
1.20000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAH5
8947000.00000000
PA
7287394.32000000
0.007597156345
Long
DBT
NUSS
CA
N
2
2024-04-04
Fixed
3.29000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
AS1425303
6147000.00000000
PA
7024486.21000000
0.007323072917
Long
DBT
NUSS
CA
N
2
2025-04-17
Fixed
0.62500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AE5
5354000.00000000
PA
6334511.95000000
0.006603770229
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2153389.48000000
0.002244922647
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
500000000.00000000
EUR
564225000.00000000
USD
2022-03-02
2153389.48000000
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
500000.00000000
PA
895957.03000000
0.000934041076
Long
DBT
CORP
US
N
2
2054-06-11
Fixed
4.12500000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
SOUTHERN POWER
843646AQ3
4829000.00000000
PA
5656247.31000000
0.005896674896
Long
DBT
CORP
US
N
2
2026-06-20
Fixed
1.85000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0350
N/A
81546000.00000000
PA
85180951.79000000
0.088801700583
Long
DBT
NUSS
BE
Y
2
2040-06-22
Fixed
0.40000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-61931.02000000
-0.00006456349
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
44000000000.00000000
JPY
382286577.66000000
USD
2022-02-02
-61931.02000000
N
N
N
Covivio
969500P8M3W2XX376054
FONCIERE REGIONS
AN9634006
2000000.00000000
PA
2337021.85000000
0.002436360597
Long
DBT
CORP
FR
N
2
2027-06-21
Fixed
1.50000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCE6
3015000.00000000
PA
2342460.87000000
0.002442030811
Long
DBT
CORP
CA
N
2
2029-09-18
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
13787608.92000000
0.014373672673
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
960000000.00000000
EUR
1092342720.00000000
USD
2022-02-02
13787608.92000000
N
N
N
Genfinance II PLC
2138006JJ7RJD7M6KV22
GENFINANCE II
N/A
2663000.00000000
PA
5408960.39000000
0.005638876661
Long
DBT
CORP
GB
N
2
2039-12-21
Fixed
6.06400000
N
N
N
N
N
N
MDGH GMTN RSC Ltd
213800WRY6FRL9IXLT77
MDGH GMTN RSC
N/A
225000.00000000
PA
359862.28000000
0.000375158785
Long
DBT
CORP
AE
N
2
2026-03-14
Fixed
6.87500000
N
N
N
N
N
N
RSL Finance No 1 PLC
213800MZK854C5G27E68
RSL FINANCE 1
EC6998594
253529.07000000
PA
457175.85000000
0.000476608820
Long
DBT
CORP
GB
N
2
2038-03-31
Fixed
6.62500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
12200000.00000000
PA
13957824.39000000
0.014551123416
Long
DBT
CORP
NL
N
2
2029-09-26
Variable
1.62500000
N
N
N
N
N
N
Swan Housing Capital plc
213800G624ACQMKRFS19
SWAN HOUSING CAP
N/A
760000.00000000
PA
1105212.43000000
0.001152191202
Long
DBT
CORP
GB
N
2
2048-03-05
Fixed
3.62500000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
16900000.00000000
PA
18769185.21000000
0.019566998609
Long
DBT
NUSS
FR
N
2
2036-05-25
Fixed
0.75000000
N
N
N
N
N
N
Aegon Bank NV
549300772D1G8JPIUR96
AEGON BANK
N/A
8500000.00000000
PA
9611220.91000000
0.010019760798
Long
DBT
CORP
NL
N
2
2055-05-25
Fixed
0.25000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
28441000.00000000
PA
31962489.87000000
0.033321105196
Long
DBT
CORP
LU
N
2
2026-07-20
Fixed
0.00000000
N
N
N
N
N
N
DWR Cymru Financing UK PLC
213800GDOFO2ED5PNC85
DWR CYMRU FIN UK
N/A
1793000.00000000
PA
2385139.25000000
0.002486523302
Long
DBT
CORP
GB
N
2
2026-03-31
Fixed
1.62500000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAU0
3141000.00000000
PA
2463596.40000000
0.002568315395
Long
DBT
CORP
CA
N
2
2027-05-21
Fixed
2.84800000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
5000000.00000000
PA
6537333.06000000
0.006815212565
Long
DBT
CORP
FR
N
2
2025-12-05
Fixed
1.25000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
2731000.00000000
PA
2865663.86000000
0.002987473357
Long
DBT
CORP
US
N
2
2031-09-10
Fixed
0.62500000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
9790000.00000000
PA
11182326.60000000
0.011657648778
Long
DBT
CORP
DE
N
2
2026-03-04
Fixed
1.00000000
N
N
N
N
N
N
TMX Group Ltd
549300N65GFVKSHGJW59
TMX GROUP LTD
87262KAE5
1400000.00000000
PA
1171160.93000000
0.001220942946
Long
DBT
CORP
CA
N
2
2028-06-05
Fixed
3.77900000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
9926000.00000000
PA
12213070.88000000
0.012732206446
Long
DBT
CORP
NL
N
2
2029-12-01
Fixed
2.00000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
5317000.00000000
PA
6123088.06000000
0.006383359438
Long
DBT
CORP
NL
N
2
2024-11-14
Fixed
1.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
176789000.00000000
PA
310452777.17000000
0.323649055147
Long
DBT
NUSS
DE
N
2
2046-08-15
Fixed
2.50000000
N
N
N
N
N
N
Roche Finance Europe BV
724500MMYDP2MJLGB718
ROCHE FINANCE EU
N/A
4061000.00000000
PA
4594559.69000000
0.004789858593
Long
DBT
CORP
NL
N
2
2023-02-27
Fixed
0.50000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
N/A
8303000.00000000
PA
9527284.28000000
0.009932256311
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
0.95000000
N
N
N
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
PHOENIX GRP
N/A
6634000.00000000
PA
8438943.02000000
0.008797653413
Long
DBT
CORP
GB
N
2
2029-01-24
Fixed
4.37500000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
6149000.00000000
PA
7472972.55000000
0.007790622867
Long
DBT
NUSS
ES
N
2
2028-04-30
Fixed
1.77300000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBN9
600000.00000000
PA
520348.28000000
0.000542466492
Long
DBT
CORP
CA
N
2
2044-06-06
Fixed
4.17000000
N
N
N
N
N
N
Australia Pacific Airports Melbourne Pty Ltd
549300AO4NFQPL3JBB37
AUSTRALIA PACIFI
N/A
2257000.00000000
PA
2660592.27000000
0.002773684881
Long
DBT
CORP
AU
N
2
2023-09-26
Fixed
3.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
32000.00000000
PA
37906.36000000
0.000039517628
Long
DBT
CORP
FR
N
2
2023-03-21
Fixed
4.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FMA4
6983000.00000000
PA
5581276.80000000
0.005818517648
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.85000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
10482000.00000000
PA
10155127.51000000
0.010586786993
Long
DBT
NUSS
FI
Y
2
2052-04-15
Fixed
0.12500000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
ESSITY AB
N/A
722000.00000000
PA
849509.09000000
0.000885618794
Long
DBT
CORP
SE
N
2
2027-03-30
Fixed
1.62500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd
5493006GGLR4BTEL8O61
SUMITOMO TR&BK
N/A
8168000.00000000
PA
8910655.15000000
0.009289416401
Long
DBT
CORP
JP
N
2
2027-10-15
Fixed
0.01000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
ZS8039944
10000000.00000000
PA
11278478.62000000
0.011757887889
Long
DBT
CORP
DE
N
2
2029-05-29
Fixed
0.37500000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
4590000.00000000
PA
6921676.79000000
0.007215893423
Long
DBT
CORP
GB
N
2
2024-04-15
Fixed
7.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
5257000.00000000
PA
5653842.18000000
0.005894167532
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.50000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
3723000.00000000
PA
2770117.36000000
0.002887865505
Long
DBT
NUSS
AU
N
2
2026-07-20
Fixed
3.00000000
N
N
N
N
N
N
Abbott Ireland Financing DAC
54930021QV18ZVZQDE71
ABBOTT IL FIN
N/A
10199000.00000000
PA
11650995.28000000
0.012146238949
Long
DBT
CORP
IE
N
2
2023-09-27
Fixed
0.87500000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
6800000.00000000
PA
7328052.62000000
0.007639542890
Long
DBT
NUSS
FR
N
2
2030-11-25
None
0.00000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
31246000.00000000
PA
34429640.29000000
0.035893125680
Long
DBT
CORP
N/A
N
2
2030-03-04
Fixed
0.01000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
8990070000.00000000
PA
25867620.07000000
0.026967163479
Long
DBT
NUSS
HU
N
2
2027-10-27
Fixed
3.00000000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
N/A
4600000.00000000
PA
5223519.72000000
0.005445553547
Long
DBT
CORP
DE
N
2
2024-02-08
Fixed
0.37500000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
5200000.00000000
PA
5978338.84000000
0.006232457427
Long
DBT
NUSS
FR
N
2
2025-02-17
Fixed
0.62500000
N
N
N
N
N
N
Westfield Stratford City Finance NO 2 PLC
213800CWR516YQ5EC781
WESTFIELD STR
N/A
1128000.00000000
PA
1491531.69000000
0.001554931563
Long
DBT
CORP
GB
N
2
2031-08-04
Fixed
1.64200000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEP4
24353000.00000000
PA
19657812.87000000
0.020493398769
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
3.00000000
N
N
N
N
N
N
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
969500P4HYOPYINEPE06
GROUPAMA SA
EK2619147
3000000.00000000
PA
3749782.44000000
0.003909172772
Long
DBT
CORP
FR
N
2
2170-05-28
Variable
6.37500000
N
N
N
N
N
N
Brookfield Infrastructure Finance ULC
N/A
BROOKFLD INF ULC
11291ZAD9
2257000.00000000
PA
1812014.55000000
0.001889037045
Long
DBT
CORP
CA
N
2
2024-02-22
Fixed
3.31500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813BS7
6568000.00000000
PA
7599420.57000000
0.007922445756
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
1.30000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
3385000.00000000
PA
3827828.95000000
0.003990536770
Long
DBT
CORP
FR
N
2
2030-04-15
Fixed
1.37500000
N
N
N
N
N
N
Brookfield Renewable Partners ULC
549300459XW8D7IBW569
BROOKFIELD RENEW
11282ZAQ1
1059000.00000000
PA
753395.33000000
0.000785419569
Long
DBT
CORP
CA
N
2
2050-08-13
Fixed
3.33000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
5777000.00000000
PA
6828777.90000000
0.007119045721
Long
DBT
CORP
NL
N
2
2026-05-30
Fixed
1.62500000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
1579000.00000000
PA
1839839.99000000
0.001918045249
Long
DBT
NUSS
PL
N
2
2026-08-07
Fixed
1.12500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
90414000.00000000
PA
128400973.10000000
0.133858856096
Long
DBT
NUSS
DE
N
2
2048-08-15
Fixed
1.25000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
46163000.00000000
PA
52190450.25000000
0.054408886482
Long
DBT
NUSS
AT
Y
2
2023-04-20
None
0.00000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEV CAN
N/A
4513000.00000000
PA
6074334.73000000
0.006332533771
Long
DBT
NUSS
CA
N
2
2023-12-08
Fixed
1.37500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
511372000.00000000
PA
575531242.90000000
0.599995093200
Long
DBT
NUSS
IT
N
2
2024-01-30
None
0.00000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
50000000.00000000
PA
8083287.64000000
0.008426880348
Long
DBT
NUSS
CN
N
2
2025-10-23
Fixed
3.43000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
4513000.00000000
PA
5876994.13000000
0.006126804902
Long
DBT
CORP
BE
N
2
2032-04-02
Fixed
2.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
2806000.00000000
PA
3327574.10000000
0.003469017810
Long
DBT
CORP
US
N
2
2038-11-03
Fixed
1.87500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
1810000.00000000
PA
1991557.66000000
0.002076211914
Long
DBT
CORP
CH
N
2
2037-01-23
Fixed
0.62500000
N
N
N
N
N
N
EWE AG
529900L64X6KZZW19R71
EWE AG
N/A
5000000.00000000
PA
5441808.64000000
0.005673121177
Long
DBT
CORP
DE
N
2
2028-06-08
Fixed
0.25000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CD0
2618000.00000000
PA
2976583.49000000
0.003103107799
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
0.50000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
8809000.00000000
PA
9718188.08000000
0.010131274773
Long
DBT
NUSS
DE
N
2
2029-02-19
Fixed
0.01000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
18471000.00000000
PA
23233204.65000000
0.024220768136
Long
DBT
CORP
LU
N
2
2045-02-17
Fixed
1.20000000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB FINANCE LTD
N/A
32162000.00000000
PA
35012756.81000000
0.036501028475
Long
DBT
CORP
NZ
N
2
2031-05-21
Fixed
0.25000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFE8
49221000.00000000
PA
40489775.81000000
0.042210856683
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
216796000.00000000
PA
237670465.23000000
0.247773017878
Long
DBT
NUSS
FR
N
2
2030-11-25
None
0.00000000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
EAST JAPAN RAIL
N/A
2500000.00000000
PA
4306628.67000000
0.004489688617
Long
DBT
CORP
JP
N
2
2034-06-14
Fixed
4.87500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
7401000.00000000
PA
8727538.51000000
0.009098516103
Long
DBT
CORP
NL
N
2
2024-01-23
Fixed
2.37500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3488200000.00000000
PA
30784416.79000000
0.032092956288
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4197453.69000000
0.004375872985
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
557550000.00000000
USD
500000000.00000000
EUR
2022-02-02
4197453.69000000
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
N/A
722000.00000000
PA
823584.36000000
0.000858592093
Long
DBT
CORP
GB
N
2
2025-09-06
Fixed
0.87500000
N
N
N
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
39191ZBC2
3941000.00000000
PA
3113859.40000000
0.003246218835
Long
DBT
CORP
CA
N
2
2029-04-03
Fixed
2.73000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
17636500000.00000000
PA
153807521.10000000
0.160345348920
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
0.10000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
4513000.00000000
PA
5220847.13000000
0.005442767354
Long
DBT
CORP
US
N
2
2030-05-04
Variable
1.74100000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
-61977.50000000
-0.00006461194
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
5774145.35000000
USD
23312315.00000000
PLN
2022-02-02
-61977.50000000
N
N
N
McGill University
N/A
MCGILL UNIVERS
78032CDA6
12000.00000000
PA
13424.80000000
0.000013995441
Long
DBT
CORP
CA
N
2
2042-09-22
Fixed
6.15000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
10052764.83000000
0.010480073228
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
700000000.00000000
EUR
796499200.00000000
USD
2022-02-02
10052764.83000000
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
5267000.00000000
PA
8199829.66000000
0.008548376168
Long
DBT
CORP
GB
N
2
2044-09-12
Fixed
4.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
25000000.00000000
PA
26227046.35000000
0.027341867732
Long
DBT
CORP
CH
N
2
2032-04-23
Fixed
0.12500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
2121000.00000000
PA
2492404.88000000
0.002598348424
Long
DBT
CORP
US
N
2
2028-10-30
Fixed
1.20000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
1084000.00000000
PA
1292221.68000000
0.001347149571
Long
DBT
CORP
NL
N
2
2023-04-17
Fixed
4.87500000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
SODEXO SA
N/A
4586000.00000000
PA
5225396.44000000
0.005447510039
Long
DBT
CORP
FR
N
2
2025-04-27
Fixed
0.75000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
50000.00000000
PA
80819.77000000
0.000084255139
Long
DBT
CORP
GB
N
2
2027-05-21
Fixed
6.00000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
5500000.00000000
PA
7546207.11000000
0.007866970375
Long
DBT
CORP
NL
N
2
2023-11-15
Fixed
3.12500000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
3000000.00000000
PA
3274933.01000000
0.003414139129
Long
DBT
NUSS
SA
N
2
2030-03-03
Fixed
0.62500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
8981000.00000000
PA
9985039.91000000
0.010409469555
Long
DBT
CORP
CA
N
2
2027-07-19
Fixed
0.10000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
GAS NAT FENOSA F
N/A
3800000.00000000
PA
4355032.71000000
0.004540150146
Long
DBT
CORP
NL
N
2
2025-05-15
Fixed
0.87500000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
6500000.00000000
PA
4781456.34000000
0.004984699575
Long
DBT
NUSS
AU
N
2
2027-04-21
Fixed
2.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
N/A
4852000.00000000
PA
7151010.68000000
0.007454975507
Long
DBT
CORP
US
N
2
2029-09-21
Fixed
4.87500000
N
N
N
N
N
N
AMCO - Asset Management Co SpA
815600188E751D28E867
AMCO
N/A
11891000.00000000
PA
13636620.41000000
0.014216266162
Long
DBT
CORP
IT
N
2
2025-01-27
Fixed
1.37500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368BTX6
6138000.00000000
PA
5029127.07000000
0.005242897935
Long
DBT
CORP
CA
N
2
2028-03-01
Fixed
3.19000000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
4908000.00000000
PA
5569717.49000000
0.005806466991
Long
DBT
CORP
NL
N
2
2023-02-27
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
7750000.00000000
PA
88500.95000000
0.000092262820
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
-2186969.13000000
-0.00227992965
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
1471500000.00000000
CZK
65736864.91000000
USD
2022-02-02
-2186969.13000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2708000.00000000
PA
3220717.90000000
0.003357619521
Long
DBT
CORP
N/A
N
2
2026-11-13
Fixed
1.25000000
N
N
N
N
N
N
ESB Finance DAC
635400VCPRSU89DLMZ57
ESB FINANCE DAC
N/A
3229000.00000000
PA
3996749.75000000
0.004166637812
Long
DBT
CORP
IE
N
2
2033-11-05
Fixed
2.12500000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853EM7
2498000.00000000
PA
1866908.49000000
0.001946264337
Long
DBT
NUSS
CA
N
2
2031-09-01
Fixed
2.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
24924000.00000000
PA
32672462.82000000
0.034061256650
Long
DBT
NUSS
GB
N
2
2029-10-22
Fixed
0.87500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
60920000.00000000
PA
70139967.88000000
0.073121376266
Long
DBT
NUSS
IT
N
2
2030-04-01
Fixed
1.35000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051EC7
4965000.00000000
PA
3984899.67000000
0.004154284026
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
2.65000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
89303000.00000000
PA
70227137.11000000
0.073212250760
Long
DBT
NUSS
AU
N
2
2026-04-21
Fixed
4.25000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
4600000.00000000
PA
4991194.96000000
0.005203353461
Long
DBT
CORP
NL
N
2
2029-10-15
Fixed
0.01000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10712800000.00000000
PA
105780317.10000000
0.110276673942
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
5010000.00000000
PA
5790617.57000000
0.006036756772
Long
DBT
CORP
IT
N
2
2170-11-24
Variable
2.50000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
9131000.00000000
PA
10544222.32000000
0.010992420883
Long
DBT
CORP
NL
N
2
2031-05-13
Fixed
1.37500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
10005000.00000000
PA
12618977.79000000
0.013155367060
Long
DBT
NUSS
CH
N
2
2058-05-30
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5987250000.00000000
PA
67682026.87000000
0.070558956652
Long
DBT
NUSS
JP
N
2
2041-03-20
Fixed
2.20000000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
-1443664.24000000
-0.00150502943
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1471500000.00000000
CZK
66480169.80000000
USD
2022-02-02
-1443664.24000000
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
150000000000.00000000
PA
98648063.04000000
0.102841252335
Long
DBT
NUSS
KR
N
2
2050-03-10
Fixed
1.50000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
5145000.00000000
PA
5669423.94000000
0.005910411619
Long
DBT
CORP
DE
N
2
2028-09-15
Fixed
0.01000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
29400000.00000000
PA
253934.17000000
0.000264728036
Long
DBT
NUSS
JP
N
2
2030-11-25
Fixed
0.12000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
10489000.00000000
PA
12252376.11000000
0.012773182406
Long
DBT
CORP
GB
N
2
2170-06-22
Variable
3.62500000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
5328000.00000000
PA
5923655.09000000
0.006175449259
Long
DBT
CORP
DE
N
2
2028-07-19
None
0.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
84563000.00000000
PA
57106606.26000000
0.059534011346
Long
DBT
NUSS
AU
N
2
2025-11-21
Fixed
0.25000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
N/A
3339000.00000000
PA
3783419.38000000
0.003944239503
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.37500000
N
N
N
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
CAMECO CORP
13321LAL2
2993000.00000000
PA
2316201.74000000
0.002414655496
Long
DBT
CORP
CA
N
2
2027-10-21
Fixed
2.95000000
N
N
N
N
N
N
Land Baden-Wuerttemberg
5299005LOAAELUENZ090
BADEN-WURTTEMBRG
N/A
4513000.00000000
PA
5193002.48000000
0.005413739124
Long
DBT
NUSS
DE
N
2
2027-02-09
Fixed
0.62500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
10109000.00000000
PA
7296754.62000000
0.007606914519
Long
DBT
CORP
N/A
N
2
2024-02-27
Fixed
2.20000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-46319.65000000
-0.00004828853
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
44000000000.00000000
JPY
382302189.03000000
USD
2022-02-02
-46319.65000000
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI FINANCIAL CO
125491AJ9
1355000.00000000
PA
1104178.81000000
0.001151113647
Long
DBT
CORP
CA
N
2
2025-05-26
Fixed
3.75900000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
124159.74000000
0.000129437342
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
44000000000.00000000
JPY
382472668.42000000
USD
2022-02-02
124159.74000000
N
N
N
Prs Finance PLC
2138002JNX4ZKQI8OU17
PRS FINANCE PLC
N/A
8295294.25000000
PA
11279699.15000000
0.011759160299
Long
DBT
CORP
GB
N
2
2026-11-24
Fixed
1.75000000
N
N
N
N
N
N
Ryanair DAC
635400WKFIPCHCKVW376
RYANAIR
N/A
100000.00000000
PA
113687.52000000
0.000118519984
Long
DBT
CORP
IE
N
2
2023-03-10
Fixed
1.12500000
N
N
N
N
N
N
Heimstaden Bostad Treasury BV
549300ORG6UYMJBCV938
HEIMSTADEN BOST
N/A
723000.00000000
PA
747205.10000000
0.000778966214
Long
DBT
CORP
NL
N
2
2029-09-06
Fixed
0.75000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
48284000.00000000
PA
88069775.74000000
0.091813318486
Long
DBT
NUSS
GB
N
2
2036-03-07
Fixed
4.25000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGE
N/A
9100000.00000000
PA
12235561.01000000
0.012755652554
Long
DBT
CORP
DE
N
2
2025-03-07
Fixed
1.37500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
2200000.00000000
PA
3744014.47000000
0.003903159626
Long
DBT
CORP
NL
N
2
2042-09-10
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH
03524BAH9
4051000.00000000
PA
3236572.61000000
0.003374148160
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.32000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
2300000.00000000
PA
2986860.52000000
0.003113821670
Long
DBT
CORP
IT
N
2
2038-01-15
Fixed
1.75000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
44889ZCN4
12890000.00000000
PA
14511413.24000000
0.015128243421
Long
DBT
NUSS
CA
N
2
2040-02-15
Fixed
6.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BQ4
452000.00000000
PA
526747.79000000
0.000549138023
Long
DBT
CORP
US
N
2
2028-09-12
Fixed
1.37500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
EI5261702
976000.00000000
PA
40075.96000000
0.000041779450
Long
DBT
NUSS
TH
N
2
2061-06-17
Fixed
4.85000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
555041000.00000000
PA
18868868.43000000
0.019670919019
Long
DBT
NUSS
TH
N
2
2031-06-20
Fixed
3.65000000
N
N
N
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
KYUSHU EL PWR CO
N/A
91000000.00000000
PA
805504.20000000
0.000839743408
Long
DBT
CORP
JP
N
2
2024-02-23
Fixed
1.06400000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
N/A
3159000.00000000
PA
3507559.84000000
0.003656654124
Long
DBT
CORP
JP
N
2
2029-11-07
Fixed
0.40900000
N
N
N
N
N
N
Wabtec Transportation Netherlands BV
213800W8WKL7DR8NFE48
WABTEC TRANSPORT
N/A
2557000.00000000
PA
2850633.51000000
0.002971804119
Long
DBT
CORP
NL
N
2
2027-12-03
Fixed
1.25000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBP7
2915000.00000000
PA
2137818.55000000
0.002228689851
Long
DBT
CORP
CA
N
2
2051-09-05
Fixed
3.17400000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
2257000.00000000
PA
2562465.01000000
0.002671386569
Long
DBT
CORP
LU
N
2
2023-08-14
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-1146327.41000000
-0.00119505383
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
91025920.00000000
USD
80000000.00000000
EUR
2022-02-02
-1146327.41000000
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
39191ZBB4
2274000.00000000
PA
1778511.65000000
0.001854110052
Long
DBT
CORP
CA
N
2
2037-06-01
Fixed
3.26000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
2009000.00000000
PA
2733107.31000000
0.002849282285
Long
DBT
CORP
GB
N
2
2049-08-08
Fixed
3.37500000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HR5
1850000.00000000
PA
2278050.90000000
0.002374882995
Long
DBT
CORP
US
N
2
2025-11-07
Fixed
2.87500000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ
BH3926186
9100000.00000000
PA
10547105.64000000
0.010995426763
Long
DBT
CORP
FR
N
2
2027-04-02
Fixed
1.25000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
38200000.00000000
PA
43156088.60000000
0.044990505243
Long
DBT
NUSS
FR
N
2
2030-05-25
Fixed
0.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216BP4
5912000.00000000
PA
6885098.40000000
0.007177760212
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-311534.08000000
-0.00032477632
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
55000000000.00000000
JPY
477732455.93000000
USD
2022-03-02
-311534.08000000
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
338500000.00000000
PA
2989581.82000000
0.003116658643
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.49900000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3605610.52000000
-0.00375887260
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
500000000.00000000
EUR
558466000.00000000
USD
2022-03-02
-3605610.52000000
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
8700000.00000000
PA
10504803.69000000
0.010951326703
Long
DBT
NUSS
FR
N
2
2032-05-11
Fixed
1.25000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
4061000.00000000
PA
4429083.92000000
0.004617349018
Long
DBT
CORP
DE
N
2
2030-03-11
Fixed
0.01000000
N
N
N
N
N
N
Annington Funding PLC
549300KK63W8VZIONZ83
ANNINGTON FND PL
N/A
1355000.00000000
PA
1830513.60000000
0.001908322426
Long
DBT
CORP
GB
N
2
2025-07-12
Fixed
2.64600000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
6769000.00000000
PA
7881309.48000000
0.008216316793
Long
DBT
NUSS
NL
N
2
2026-01-12
Fixed
1.00000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
626209JP6
2701000.00000000
PA
2198442.10000000
0.002291890299
Long
DBT
NUSS
CA
N
2
2024-10-14
Fixed
2.95000000
N
N
N
N
N
N
Optus Finance Pty Ltd
254900UAM2PKZZ3FLH23
OPTUS FINANCE
N/A
10000000.00000000
PA
6813536.05000000
0.007103155993
Long
DBT
CORP
AU
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
INMOBILIARIA COL
N/A
3900000.00000000
PA
4549333.14000000
0.004742709618
Long
DBT
CORP
ES
N
2
2025-11-28
Fixed
1.62500000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
3656000.00000000
PA
4322167.75000000
0.004505888210
Long
DBT
CORP
LU
N
2
2030-08-14
Fixed
1.37500000
N
N
N
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
CAN WESTERN BANK
136765BN3
2391000.00000000
PA
1769529.79000000
0.001844746404
Long
DBT
CORP
CA
N
2
2027-12-16
Fixed
1.81800000
N
N
N
N
N
N
CT Real Estate Investment Trust
549300QXEHJXT6D53X16
CT REIT
126462AE0
602000.00000000
PA
483976.23000000
0.000504548392
Long
DBT
CORP
CA
N
2
2027-06-16
Fixed
3.46900000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
5428000.00000000
PA
8980677.28000000
0.009362414930
Long
DBT
CORP
US
N
2
2033-11-18
Fixed
5.20000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
4300000.00000000
PA
4345994.88000000
0.004530728149
Long
DBT
CORP
DE
N
2
2036-01-12
Fixed
1.00000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
7898000.00000000
PA
5726080.85000000
0.005969476819
Long
DBT
NUSS
AU
N
2
2024-08-15
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
8395400000.00000000
PA
74858399.71000000
0.078040372377
Long
DBT
NUSS
JP
N
2
2037-12-20
Fixed
0.60000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
ALIMEN COUCHE
01626PAF3
3966000.00000000
PA
3176106.59000000
0.003311111938
Long
DBT
CORP
CA
N
2
2024-07-26
Fixed
3.05600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JF9
2392000.00000000
PA
2801286.05000000
0.002920359068
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
1.75000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
4513000.00000000
PA
5155217.82000000
0.005374348368
Long
DBT
CORP
NL
N
2
2025-06-26
Fixed
0.75000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
13080000.00000000
PA
14874721.81000000
0.015506994987
Long
DBT
CORP
DE
N
2
2024-01-22
Fixed
0.37500000
N
N
N
N
N
N
Canary Wharf Group Investment Holdings PLC
2138002C1D5FMEDILF18
CANARY WHARF GRP
N/A
1235000.00000000
PA
1389932.93000000
0.001449014190
Long
DBT
CORP
GB
N
2
2026-04-07
Fixed
1.75000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M27
108667000.00000000
PA
83538050.11000000
0.087088964812
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
1.50000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
23562000.00000000
PA
26527776.07000000
0.027655380436
Long
DBT
CORP
LU
N
2
2025-10-15
None
0.00000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
60000000.00000000
PA
9569693.42000000
0.009976468117
Long
DBT
NUSS
CN
N
2
2024-04-02
Fixed
3.14000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
6460000.00000000
PA
7141210.44000000
0.007444758692
Long
DBT
NUSS
DE
N
2
2029-01-15
None
0.00000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
N/A
2781000.00000000
PA
2982237.46000000
0.003109002099
Long
DBT
CORP
US
N
2
2028-09-07
Fixed
0.65000000
N
N
N
N
N
N
Urenco Finance NV
549300424FNJMWD3CO80
URENCO FINANCE
N/A
1806000.00000000
PA
2139006.71000000
0.002229928515
Long
DBT
CORP
NL
N
2
2024-12-02
Fixed
2.37500000
N
N
N
N
N
N
SKF AB
549300B6HWYEE57O8J84
SKF AB
N/A
245000.00000000
PA
256159.60000000
0.000267048062
Long
DBT
CORP
SE
N
2
2031-02-15
Fixed
0.25000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
282000.00000000
PA
204579.79000000
0.000213275772
Long
DBT
NUSS
NO
N
2
2023-09-05
Fixed
2.70000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
9670000.00000000
PA
9125304.95000000
0.009513190224
Long
DBT
CORP
DE
N
2
2050-12-08
Fixed
0.62500000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
1399000.00000000
PA
1644709.83000000
0.001714620778
Long
DBT
CORP
LU
N
2
2025-05-13
Fixed
2.25000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCE2
4752000.00000000
PA
3554172.26000000
0.003705247877
Long
DBT
CORP
CA
N
2
2030-05-14
Fixed
2.50000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAK2
1355000.00000000
PA
1305714.84000000
0.001361216279
Long
DBT
CORP
CA
N
2
2043-09-17
Fixed
4.92200000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3769882.42000000
0.003930127133
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
396993100.00000000
USD
2022-02-02
3769882.42000000
N
N
N
Vancouver Airport Authority
N/A
VANCOUVER AIRPRT
92157WAE7
1528000.00000000
PA
1065594.86000000
0.001110889626
Long
DBT
CORP
CA
N
2
2050-09-21
Fixed
2.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
N/A
4600000.00000000
PA
8712372.16000000
0.009082705084
Long
DBT
CORP
GB
N
2
2038-04-07
Fixed
7.00000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
10243500000.00000000
PA
90165738.39000000
0.093998373287
Long
DBT
NUSS
JP
N
2
2025-12-20
Fixed
0.30000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
472000000.00000000
PA
4128684.24000000
0.004304180382
Long
DBT
NUSS
JP
N
2
2028-06-23
Fixed
0.20500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
525384.25000000
0.000547716524
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2336750000.00000000
RUB
30750554.35000000
USD
2022-02-01
525384.25000000
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
46570000.00000000
PA
56594435.58000000
0.059000070055
Long
DBT
NUSS
IE
N
2
2024-03-18
Fixed
3.40000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
361100000.00000000
PA
3160852.51000000
0.003295209460
Long
DBT
NUSS
JP
N
2
2023-03-17
Fixed
0.66800000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTL
EC2215605
2200000.00000000
PA
3960156.22000000
0.004128488817
Long
DBT
CORP
GB
N
2
2032-02-09
Fixed
6.50000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
N/A
3056000.00000000
PA
3307871.13000000
0.003448477335
Long
DBT
CORP
US
N
2
2036-05-06
Fixed
0.95000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
6408000.00000000
PA
7203468.85000000
0.007509663493
Long
DBT
NUSS
CH
N
2
2032-06-27
Fixed
0.50000000
N
N
N
N
N
N
Merseylink Issuer PLC
549300KCJFKMWJNEFT60
MERSEYLINK PLC
N/A
100000.00000000
PA
170201.86000000
0.000177436554
Long
DBT
CORP
GB
N
2
2043-03-31
Fixed
3.84200000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086RN6
3732000.00000000
PA
2961629.35000000
0.003087518010
Long
DBT
CORP
CA
N
2
2029-12-23
Variable
2.88000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
N/A
4310000.00000000
PA
4671611.67000000
0.004870185787
Long
DBT
CORP
JP
N
2
2030-03-03
Fixed
0.34200000
N
N
N
N
N
N
Diageo Finance PLC
BPF79TJMIH3DK8XCKI50
DIAGEO FIN PLC
N/A
100000.00000000
PA
116819.67000000
0.000121785271
Long
DBT
CORP
GB
N
2
2024-09-23
Fixed
1.75000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
29025000.00000000
PA
19069746.40000000
0.019880335619
Long
DBT
NUSS
AU
N
2
2031-09-10
Fixed
1.50000000
N
N
N
N
N
N
CRH Finland Services Oyj
549300F7G18UFXIS2K82
CRH FINLAND SERV
N/A
2227000.00000000
PA
2538121.24000000
0.002646008029
Long
DBT
CORP
FI
N
2
2023-11-05
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-443085.87000000
-0.00046191992
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3901000000.00000000
RUB
49653153.44000000
USD
2022-03-01
-443085.87000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3418250000.00000000
PA
34341658.92000000
0.035801404525
Long
DBT
NUSS
JP
N
2
2031-09-20
Fixed
1.80000000
N
N
N
N
N
N
Land Thueringen
529900T1ZDSQA2OKWE72
THUERINGEN LAND
N/A
2031000.00000000
PA
2317203.26000000
0.002415699587
Long
DBT
NUSS
DE
N
2
2025-05-12
Fixed
0.50000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAD6
3675000.00000000
PA
4507176.33000000
0.004698760867
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
2.10000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
23465000.00000000
PA
19401746.90000000
0.020226448317
Long
DBT
NUSS
AU
N
2
2026-11-17
Fixed
5.50000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
7537000.00000000
PA
12200993.30000000
0.012719615490
Long
DBT
NUSS
PT
Y
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
2600000.00000000
PA
3543626.74000000
0.003694254104
Long
DBT
CORP
ES
N
2
2023-09-12
Fixed
2.75000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
EJ1023658
5000000.00000000
PA
8607128.64000000
0.008972988024
Long
DBT
CORP
FR
N
2
2037-03-27
Fixed
5.50000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
167000000.00000000
PA
1461809.57000000
0.001523946058
Long
DBT
NUSS
JP
N
2
2023-03-17
Fixed
0.66800000
N
N
N
N
N
N
Bankinter SA
VWMYAEQSTOPNV0SUGU82
BANKINTER SA
N/A
100000.00000000
PA
117906.51000000
0.000122918309
Long
DBT
CORP
ES
N
2
2028-02-07
Fixed
1.25000000
N
N
N
N
N
N
Robert Bosch GmbH
529900F0LT5OP4SV6122
ROBERT BOSCH
N/A
100000.00000000
PA
116976.48000000
0.000121948747
Long
DBT
CORP
DE
N
2
2024-07-08
Fixed
1.75000000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAN2
8228000.00000000
PA
6390205.34000000
0.006661830953
Long
DBT
NUSS
CA
N
2
2030-01-15
Fixed
2.05000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DH8
1625000.00000000
PA
1862563.84000000
0.001941735011
Long
DBT
CORP
US
N
2
2028-07-18
Fixed
0.87500000
N
N
N
N
N
N
Greene King Finance PLC
213800QIJMYMW6TSBG41
GREENE KING FIN
N/A
185904.18000000
PA
276710.32000000
0.000288472322
Long
DBT
CORP
GB
N
2
2031-09-15
Fixed
5.31800000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
9700000.00000000
PA
11594279.67000000
0.012087112553
Long
DBT
NUSS
FR
N
2
2027-10-21
Fixed
1.25000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAM1
3575000.00000000
PA
2848172.11000000
0.002969238093
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
3.00000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
6800000.00000000
PA
8087862.85000000
0.008431650035
Long
DBT
CORP
NL
N
2
2026-01-10
Fixed
2.12500000
N
N
N
N
N
N
Agence France Locale
969500NMI4UP00IO8G47
AGENCE FRANCE
N/A
15000000.00000000
PA
16605965.52000000
0.017311827902
Long
DBT
NUSS
FR
N
2
2027-09-20
None
0.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
123000000000.00000000
PA
100060872.42000000
0.104314115374
Long
DBT
NUSS
KR
N
2
2023-12-10
Fixed
0.87500000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS
N/A
4513000.00000000
PA
5166371.10000000
0.005385975736
Long
DBT
CORP
GB
N
2
2024-05-28
Fixed
1.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058GJ6
3879000.00000000
PA
3096552.16000000
0.003228175924
Long
DBT
CORP
N/A
N
2
2023-08-03
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-9013.54000000
-0.00000939667
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
15000000.00000000
MYR
3574151.73000000
USD
2022-02-04
-9013.54000000
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
1600000.00000000
PA
1808613.58000000
0.001885491512
Long
DBT
CORP
FR
N
2
2027-02-27
Fixed
1.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
AV4988953
11285000.00000000
PA
12343069.37000000
0.012867730724
Long
DBT
CORP
CH
N
2
2027-05-12
Fixed
0.37500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
7221000.00000000
PA
10346678.17000000
0.010786479812
Long
DBT
NUSS
DE
N
2
2057-10-26
Fixed
1.75000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
10733000.00000000
PA
6788844.95000000
0.007077415359
Long
DBT
NUSS
NZ
N
2
2051-05-15
Fixed
2.75000000
N
N
N
N
N
N
Euronet Worldwide Inc
YG3575C4DSHJPA5KET68
EURONET WORLDWID
N/A
2844000.00000000
PA
3218533.89000000
0.003355342677
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.37500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
34864000.00000000
PA
40487631.77000000
0.042208621507
Long
DBT
NUSS
DE
N
2
2026-02-15
Fixed
0.50000000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
39800000.00000000
PA
43075944.01000000
0.044906953983
Long
DBT
CORP
FR
N
2
2031-02-05
Fixed
0.01000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368DPC2
3752000.00000000
PA
2867221.64000000
0.002989097353
Long
DBT
CORP
CA
N
2
2026-03-10
Fixed
1.75800000
N
N
N
N
N
N
DP World Ltd/United Arab Emirates
549300M3U2DNF4QVSS04
DP WORLD PLC
N/A
904000.00000000
PA
1326649.02000000
0.001383040299
Long
DBT
CORP
AE
N
2
2030-09-25
Fixed
4.25000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
677000.00000000
PA
910944.82000000
0.000949665945
Long
DBT
CORP
GB
N
2
2024-01-24
Fixed
1.87500000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
BH4727377
2486000.00000000
PA
3108856.93000000
0.003241003727
Long
DBT
CORP
NL
N
2
2032-04-07
Fixed
2.37500000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA
N/A
2257000.00000000
PA
1543933.85000000
0.001609561158
Long
DBT
NUSS
NZ
N
2
2023-04-15
Fixed
5.50000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
220000000.00000000
PA
35197432.03000000
0.036693553602
Long
DBT
NUSS
CN
N
2
2026-08-12
Fixed
2.69000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
51000000000.00000000
PA
35521823.64000000
0.037031733982
Long
DBT
NUSS
KR
N
2
2040-09-10
Fixed
1.50000000
N
N
N
N
N
N
Nova Scotia Power Inc
5XLQXOZXQGDQ492ZD098
NOVA SCOTIA POWE
669816AE0
904000.00000000
PA
667533.19000000
0.000695907726
Long
DBT
CORP
CA
N
2
2050-04-25
Fixed
3.30700000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
4693000.00000000
PA
3458571.77000000
0.003605583740
Long
DBT
CORP
N/A
N
2
2025-11-26
Fixed
2.90000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DQ8
1444000.00000000
PA
1141459.76000000
0.001189979281
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
2.15000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
2347000.00000000
PA
2791677.94000000
0.002910342551
Long
DBT
CORP
GB
N
2
2028-05-26
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
1238332.75000000
0.001290970008
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
6262500000.00000000
RUB
82241917.97000000
USD
2022-02-01
1238332.75000000
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
2301400000.00000000
PA
20105012.80000000
0.020959607627
Long
DBT
NUSS
JP
N
2
2026-03-20
Fixed
0.10000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
9900000.00000000
PA
11193569.30000000
0.011669369366
Long
DBT
CORP
NL
N
2
2024-06-05
Fixed
0.25000000
N
N
N
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
BANCO BPM SPA
N/A
4513000.00000000
PA
5123546.24000000
0.005341330538
Long
DBT
CORP
IT
N
2
2023-06-08
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
-26002.47000000
-0.00002710774
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
13000000.00000000
CAD
10200941.28000000
USD
2022-02-02
-26002.47000000
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
95985000.00000000
PA
108577359.84000000
0.113192609333
Long
DBT
NUSS
FR
N
2
2023-02-25
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HRJ3
5298000.00000000
PA
4016799.27000000
0.004187539568
Long
DBT
CORP
CA
N
2
2031-04-21
Variable
1.96000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
25900000.00000000
PA
28692645.68000000
0.029912271195
Long
DBT
CORP
DE
N
2
2027-02-18
Fixed
0.37500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
100000.00000000
PA
115677.81000000
0.000120594875
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
1.00000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
89189000.00000000
PA
88030294.00000000
0.091772158513
Long
DBT
NUSS
ES
Y
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
Leeds Building Society
O8VR8MK4M5SM9ZVEFS35
LEEDS BLDG SOC
N/A
4524000.00000000
PA
5876780.96000000
0.006126582671
Long
DBT
CORP
GB
N
2
2027-03-16
Variable
1.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FVY2
5520000.00000000
PA
4294441.88000000
0.004476983808
Long
DBT
CORP
CA
N
2
2025-03-13
Fixed
1.94300000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
7266000.00000000
PA
8225288.49000000
0.008574917165
Long
DBT
CORP
CA
N
2
2023-06-28
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
7535252.88000000
0.007855550519
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
525000000.00000000
EUR
597370079.25000000
USD
2022-02-02
7535252.88000000
N
N
N
CNH Industrial Finance Europe SA
5493007GVB1I2FDSS786
CNH IND FIN
N/A
2684000.00000000
PA
3122329.23000000
0.003255048688
Long
DBT
CORP
LU
N
2
2029-07-03
Fixed
1.62500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
300000000.00000000
PA
3007479.67000000
0.003135317269
Long
DBT
NUSS
JP
N
2
2029-12-28
Fixed
2.10000000
N
N
N
N
N
N
Suncorp-Metway Ltd
JEBU6C6ITPD2YZ9N7F22
SUNCORP-METWAY
N/A
400000.00000000
PA
294676.10000000
0.000307201765
Long
DBT
CORP
AU
N
2
2026-08-24
Fixed
3.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
2300000.00000000
PA
2718806.90000000
0.002834374014
Long
DBT
CORP
ES
N
2
2028-10-25
Fixed
1.12500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
900000.00000000
PA
1169105.68000000
0.001218800334
Long
DBT
CORP
NL
N
2
2030-11-18
Fixed
3.25000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0344
N/A
37771000.00000000
PA
47271016.59000000
0.049280344645
Long
DBT
NUSS
BE
Y
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
Sanctuary Capital PLC
213800A6T7362M7XHO44
SANCTUARY CAPITA
N/A
1948000.00000000
PA
4227825.45000000
0.004407535744
Long
DBT
CORP
GB
N
2
2039-03-23
Fixed
6.69700000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
397113000.00000000
PA
432657561.35000000
0.451048343680
Long
DBT
NUSS
IT
N
2
2028-03-15
Fixed
0.25000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
11500000.00000000
PA
13034863.02000000
0.013588930138
Long
DBT
CORP
FR
N
2
2029-01-05
Fixed
1.00000000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
N/A
9781000.00000000
PA
14477515.10000000
0.015092904388
Long
DBT
CORP
GB
N
2
2026-02-22
Fixed
4.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
7672000.00000000
PA
9030978.68000000
0.009414854469
Long
DBT
CORP
N/A
N
2
2024-01-15
Fixed
2.12500000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERGCEMENT
N/A
4829000.00000000
PA
5663230.55000000
0.005903954969
Long
DBT
CORP
DE
N
2
2024-06-03
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3422332.42000000
0.003567803980
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
350000000.00000000
EUR
396645550.00000000
USD
2022-02-02
3422332.42000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
1600000.00000000
PA
1211815.26000000
0.001263325351
Long
DBT
CORP
AU
N
2
2023-11-21
Fixed
5.25000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAL5
2636000.00000000
PA
2071597.59000000
0.002159654066
Long
DBT
CORP
CA
N
2
2048-03-26
Fixed
4.75000000
N
N
N
N
N
N
Region of Ile de France
969500X7E3U7ZNH95E23
ILE DE FRANCE
N/A
6000000.00000000
PA
7288295.78000000
0.007598096123
Long
DBT
NUSS
FR
N
2
2024-03-27
Fixed
3.62500000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG CHEM LTD
ZS0932005
497000.00000000
PA
560871.83000000
0.000584712559
Long
DBT
CORP
KR
Y
2
2023-04-15
Fixed
0.50000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
N/A
2934000.00000000
PA
3300117.55000000
0.003440394177
Long
DBT
CORP
GB
N
2
2025-02-28
Variable
0.39100000
N
N
N
N
N
N
ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG
N/A
ELM BV FOR HELVE
N/A
2708000.00000000
PA
3330801.82000000
0.003472382730
Long
DBT
CORP
NL
N
2
2047-09-29
Variable
3.37500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
30094.80000000
0.000031374026
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
44000000000.00000000
JPY
382378603.48000000
USD
2022-02-02
30094.80000000
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
13800000.00000000
PA
15021984.06000000
0.015660516848
Long
DBT
CORP
FR
N
2
2027-09-09
None
0.00000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAQ6
1355000.00000000
PA
1110396.99000000
0.001157596140
Long
DBT
CORP
CA
N
2
2027-10-04
Fixed
3.98000000
N
N
N
N
N
N
Vesteda Finance BV
72450072M9HBDGD2GH67
VESTEDA FINANC
N/A
2586000.00000000
PA
2815908.70000000
0.002935603277
Long
DBT
CORP
NL
N
2
2031-10-18
Fixed
0.75000000
N
N
N
N
N
N
Algonquin Power Co
549300U14HGDC7PUZF92
ALGONQUIN PWR CO
01585PAH8
282000.00000000
PA
234011.79000000
0.000243958824
Long
DBT
CORP
CA
Y
2
2027-02-17
Fixed
4.09000000
N
N
N
N
N
N
Segro Capital Sarl
549300HY425AKJLQVX75
SEGRO CAPITAL
N/A
3976000.00000000
PA
4196936.09000000
0.004375333383
Long
DBT
CORP
LU
N
2
2031-09-22
Fixed
0.50000000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAE1
1237000.00000000
PA
962110.51000000
0.001003006513
Long
DBT
CORP
CA
N
2
2050-09-13
Fixed
3.65100000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
20837000.00000000
PA
23277896.01000000
0.024267359171
Long
DBT
CORP
N/A
N
2
2027-01-15
None
0.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086UA0
6652000.00000000
PA
5048371.12000000
0.005262959983
Long
DBT
CORP
CA
N
2
2031-11-03
Variable
2.14000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
N/A
4786000.00000000
PA
5581943.39000000
0.005819212572
Long
DBT
CORP
LU
N
2
2025-11-19
Fixed
1.75000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDP1
904000.00000000
PA
1133046.13000000
0.001181208017
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2437000.00000000
PA
4239617.65000000
0.004419829189
Long
DBT
CORP
N/A
N
2
2037-06-08
Fixed
3.87500000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
4600000.00000000
PA
5452000.11000000
0.005683745851
Long
DBT
CORP
FR
N
2
2026-12-20
Fixed
1.87500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAN0
2925000.00000000
PA
2360136.86000000
0.002460458146
Long
DBT
CORP
CA
N
2
2024-08-22
Fixed
3.15000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
98106000.00000000
PA
111697855.20000000
0.116445746200
Long
DBT
NUSS
IT
N
2
2023-06-15
Fixed
0.60000000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
4600000.00000000
PA
5144272.48000000
0.005362937779
Long
DBT
CORP
BE
N
2
2025-09-02
Fixed
0.37500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
195130000000.00000000
PA
13491599.17000000
0.014065080569
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
Merck Financial Services GmbH
549300OELEN3ZS5RB682
MERCK FIN SERVIC
N/A
200000.00000000
PA
227194.40000000
0.000236851651
Long
DBT
CORP
DE
N
2
2031-07-05
Fixed
0.87500000
N
N
N
N
N
N
DBS Bank Ltd
ATUEL7OJR5057F2PV266
DBS BANK LTD
N/A
4965000.00000000
PA
5627232.04000000
0.005866426286
Long
DBT
CORP
SG
N
2
2024-01-23
Fixed
0.37500000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
263000000.00000000
PA
28617998.90000000
0.029834451437
Long
DBT
CORP
SE
N
2
2023-06-01
Fixed
1.50000000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAR0
4566000.00000000
PA
3740401.90000000
0.003899393498
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
4.23200000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
7900000.00000000
PA
5757505.38000000
0.006002237097
Long
DBT
CORP
AU
N
2
2024-01-11
Fixed
3.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3390000.00000000
PA
3874867.13000000
0.004039574381
Long
DBT
CORP
CH
N
2
2032-05-12
Fixed
1.00000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
42126000.00000000
PA
25239315.96000000
0.026312152326
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
1.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
8432850000.00000000
PA
73657735.17000000
0.076788671724
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
92860000.00000000
PA
3188292.51000000
0.003323815840
Long
DBT
NUSS
CZ
N
2
2040-04-24
Fixed
1.50000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
EC3092847
404000.00000000
PA
778215.22000000
0.000811294467
Long
DBT
CORP
GB
N
2
2041-01-30
Fixed
6.25000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
282000.00000000
PA
316964.21000000
0.000330437266
Long
DBT
CORP
DE
N
2
2024-02-08
None
0.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
2476000.00000000
PA
2899650.07000000
0.003022904204
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.40000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
5000000.00000000
PA
5575306.56000000
0.005812293633
Long
DBT
CORP
DE
N
2
2024-07-19
None
0.00000000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
N/A
455000.00000000
PA
346103.56000000
0.000360815229
Long
DBT
CORP
N/A
N
2
2025-12-19
Fixed
3.90000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT BANK A
N/A
2301000.00000000
PA
2697002.12000000
0.002811642388
Long
DBT
CORP
DE
N
2
2024-04-09
Fixed
1.87500000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING BANK NV
N/A
7852000.00000000
PA
9075212.66000000
0.009460968684
Long
DBT
CORP
NL
N
2
2023-05-22
Fixed
1.87500000
N
N
N
N
N
N
Danfoss Finance I BV
549300LGLOQFR0NQEZ82
DANFOSS FIN I BV
N/A
4769000.00000000
PA
5257725.06000000
0.005481212838
Long
DBT
CORP
NL
N
2
2026-04-28
Fixed
0.12500000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
422000000.00000000
PA
46143002.18000000
0.048104382229
Long
DBT
CORP
SE
N
2
2024-03-01
Fixed
1.50000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CRED AG COV BOND
N/A
950000.00000000
PA
1209280.53000000
0.001260682879
Long
DBT
CORP
FR
N
2
2025-07-16
Fixed
4.00000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
2800000.00000000
PA
3409164.16000000
0.003554075983
Long
DBT
CORP
FR
N
2
2024-01-19
Fixed
4.12500000
N
N
N
N
N
N
DSV Panalpina Finance BV
529900RTQQ0IIS4B3E03
DSV PANALPINA
N/A
3976000.00000000
PA
4161091.05000000
0.004337964694
Long
DBT
CORP
NL
N
2
2036-09-17
Fixed
0.87500000
N
N
N
N
N
N
Tesco Property Finance 6 PLC
213800FORYFOB97FHO66
TESCO PROP FIN 6
N/A
2529875.29000000
PA
4201436.76000000
0.004380025361
Long
DBT
CORP
GB
N
2
2044-07-13
Fixed
5.41110000
N
N
N
N
N
N
FCA Bank SpA/Ireland
549300V1VN70Q7PQ7234
FCA BANK IE
N/A
6769000.00000000
PA
7635609.04000000
0.007960172473
Long
DBT
CORP
IT
N
2
2023-02-28
Fixed
0.25000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
2300000.00000000
PA
2634253.28000000
0.002746226311
Long
DBT
CORP
FR
N
2
2023-07-24
Fixed
1.50000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
28820000.00000000
PA
21872981.61000000
0.022802726700
Long
DBT
NUSS
SG
N
2
2026-06-01
Fixed
2.12500000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
79000.00000000
PA
98705.67000000
0.000102901307
Long
DBT
NUSS
FR
N
2
2023-04-25
Fixed
8.50000000
N
N
N
N
N
N
AIMCo Realty Investors LP
549300171YGHCAQDND83
AIMCO REALTY INV
00889YAA9
2257000.00000000
PA
1780409.10000000
0.001856088156
Long
DBT
CORP
CA
N
2
2024-06-26
Fixed
2.26600000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
N/A
6362000.00000000
PA
8111901.23000000
0.008456710203
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
1.12500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UJ2
8574000.00000000
PA
6919291.19000000
0.007213406419
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.55000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
541600000.00000000
PA
4732863.47000000
0.004934041190
Long
DBT
NUSS
JP
N
2
2027-10-29
Fixed
0.17000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
N/A
10952000.00000000
PA
11978592.74000000
0.012487761448
Long
DBT
CORP
US
N
2
2027-11-05
Fixed
0.12500000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAS5
2391000.00000000
PA
1834159.67000000
0.001912123478
Long
DBT
CORP
CA
N
2
2030-03-04
Fixed
2.98100000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
176000.00000000
PA
262664.09000000
0.000273829035
Long
DBT
NUSS
IT
N
2
2027-11-01
Fixed
6.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
4513000.00000000
PA
4962380.45000000
0.005173314146
Long
DBT
CORP
DE
N
2
2029-06-29
Fixed
0.05000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
4965000.00000000
PA
5391435.61000000
0.005620606963
Long
DBT
CORP
JP
N
2
2029-10-23
Fixed
0.63200000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
5332000.00000000
PA
6101412.42000000
0.006360762441
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
0.87500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCF9
800000.00000000
PA
588782.76000000
0.000613809886
Long
DBT
CORP
CA
N
2
2027-08-16
Fixed
1.65000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
100000000.00000000
PA
15725303.40000000
0.016393731870
Long
DBT
NUSS
CN
N
2
2023-04-01
Fixed
2.20000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
4290000.00000000
PA
4708394.56000000
0.004908532191
Long
DBT
CORP
CH
N
2
2031-01-29
Fixed
0.55000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
852206000000.00000000
PA
59007218.67000000
0.061515412242
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
4000000.00000000
PA
4697750.74000000
0.004897435939
Long
DBT
NUSS
NL
N
2
2049-06-28
Fixed
0.80500000
N
N
N
N
N
N
Housing New Zealand Ltd
254900JDUJGPMP204P63
HOUSING NZ LTD
AX8465632
11990000.00000000
PA
7644219.17000000
0.007969148590
Long
DBT
NUSS
NZ
N
2
2026-10-05
Fixed
2.24700000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
500000000.00000000
PA
3943724.80000000
0.004111358954
Long
DBT
NUSS
JP
N
2
2049-12-28
Fixed
0.42200000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
74341EAA0
479000.00000000
PA
566820.51000000
0.000590914097
Long
DBT
CORP
US
N
2
2029-01-05
Fixed
1.87500000
N
N
N
N
N
N
Raiffeisenlandesbank Niederoesterreich-Wien AG
529900GPOO9ISPD1EE83
RAIFF LB NIEDER
N/A
1400000.00000000
PA
1624278.71000000
0.001693321201
Long
DBT
CORP
AT
N
2
2028-01-24
Fixed
0.87500000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAQ9
975000.00000000
PA
845306.86000000
0.000881237942
Long
DBT
CORP
CA
N
2
2045-06-30
Fixed
4.09000000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
INFORMA PLC
N/A
1930000.00000000
PA
2135307.04000000
0.002226071585
Long
DBT
CORP
GB
N
2
2028-04-22
Fixed
1.25000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
50000000.00000000
PA
7791852.77000000
0.008123057586
Long
DBT
NUSS
CN
N
2
2025-04-22
Fixed
2.25000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
20000000.00000000
PA
3233642.77000000
0.003371093783
Long
DBT
NUSS
CN
N
2
2025-07-14
Fixed
3.34000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
10600000.00000000
PA
12011966.23000000
0.012522553530
Long
DBT
CORP
FR
N
2
2026-06-08
Fixed
0.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323AEE0
33619000.00000000
PA
27089730.80000000
0.028241221926
Long
DBT
NUSS
CA
N
2
2027-06-02
Fixed
2.60000000
N
N
N
N
N
N
N/A
N/A
NOK/USD FWD 20220202
N/A
1.00000000
NC
91777.55000000
0.000095678697
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
65000000.00000000
NOK
7399851.55000000
USD
2022-02-02
91777.55000000
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EG4
5731000.00000000
PA
6438638.12000000
0.006712322443
Long
DBT
CORP
US
N
2
2022-03-06
Fixed
0.25000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1165600000.00000000
PA
10175828.79000000
0.010608368213
Long
DBT
NUSS
JP
N
2
2028-07-25
Fixed
0.17500000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
13538000.00000000
PA
14699349.49000000
0.015324168194
Long
DBT
CORP
FI
N
2
2030-11-19
Fixed
0.01000000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
41300000.00000000
PA
46805747.98000000
0.048795299070
Long
DBT
NUSS
FR
N
2
2023-11-25
Fixed
0.12500000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
2496000.00000000
PA
2834594.46000000
0.002955083304
Long
DBT
CORP
JE
N
2
2036-03-14
Fixed
1.87500000
N
N
N
N
N
N
Compass Group PLC
2138008M6MH9OZ6U2T68
COMPASS GROUP
N/A
100000.00000000
PA
135654.31000000
0.000141420507
Long
DBT
CORP
GB
N
2
2025-09-05
Fixed
2.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122AZ1
1806000.00000000
PA
2194242.07000000
0.002287511740
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
1.75000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
4250000.00000000
PA
3268227.51000000
0.003407148601
Long
DBT
NUSS
SG
N
2
2024-07-24
Fixed
3.10000000
N
N
N
N
N
N
Ethias SA
549300WG3JO935L6QD56
ETHIAS
N/A
4100000.00000000
PA
5237392.97000000
0.005460016501
Long
DBT
CORP
BE
N
2
2026-01-14
Fixed
5.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAT4
7465000.00000000
PA
5715752.85000000
0.005958709811
Long
DBT
NUSS
CA
N
2
2031-12-02
Fixed
2.25000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CZ4
8078000.00000000
PA
8890471.02000000
0.009268374313
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.50000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
2300000.00000000
PA
2708025.68000000
0.002823134521
Long
DBT
NUSS
FR
N
2
2028-01-31
Fixed
1.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
3610000.00000000
PA
4119863.66000000
0.004294984870
Long
DBT
CORP
GB
N
2
2024-09-19
Fixed
0.83000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
2708000.00000000
PA
3308699.18000000
0.003449340582
Long
DBT
NUSS
NL
N
2
2030-10-21
Fixed
1.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
1355000.00000000
PA
1543498.47000000
0.001609107272
Long
DBT
CORP
US
N
2
2029-04-10
Fixed
1.25000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
3700000.00000000
PA
4232892.45000000
0.004412818124
Long
DBT
CORP
ES
N
2
2024-05-17
Fixed
1.12500000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
100000.00000000
PA
114611.86000000
0.000119483615
Long
DBT
CORP
BE
N
2
2025-02-10
Fixed
0.75000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
637000.00000000
PA
779108.94000000
0.000812226176
Long
DBT
CORP
NL
N
2
2170-03-24
Variable
4.62500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
50000.00000000
PA
58010.26000000
0.000060476076
Long
DBT
CORP
FR
N
2
2026-02-02
Fixed
1.00000000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
2300000.00000000
PA
2669453.21000000
0.002782922469
Long
DBT
NUSS
IT
N
2
2024-06-21
Fixed
1.50000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAY6
813000.00000000
PA
637190.60000000
0.000664275377
Long
DBT
CORP
CA
N
2
2047-11-22
Fixed
3.59000000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONAL
N/A
6400000.00000000
PA
6154295.48000000
0.006415893377
Long
DBT
NUSS
FR
N
2
2051-02-28
Fixed
0.87500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087ZS6
13946000.00000000
PA
13973976.48000000
0.014567962076
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Evonik Industries AG
41GUOJQTALQHLF39XJ34
EVONIK
BJ4186893
2600000.00000000
PA
2943542.69000000
0.003068662548
Long
DBT
CORP
DE
N
2
2025-09-18
Fixed
0.62500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
639832AA2
460000.00000000
PA
397357.89000000
0.000414248204
Long
DBT
NUSS
NL
N
2
2025-03-31
Fixed
5.20000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
2512793.35000000
0.002619603538
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
744271706.00000000
SEK
82330940.93000000
USD
2022-02-02
2512793.35000000
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
300000.00000000
PA
204542.15000000
0.000213236532
Long
DBT
NUSS
AU
N
2
2030-05-17
Fixed
1.75000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
2301000.00000000
PA
2514721.84000000
0.002621614001
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
AMADEUS IT GROUP
N/A
2000000.00000000
PA
2349330.37000000
0.002449192310
Long
DBT
CORP
ES
N
2
2024-05-20
Fixed
2.50000000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
WESTPAC SEC NZ
N/A
4513000.00000000
PA
5129865.14000000
0.005347918033
Long
DBT
CORP
NZ
N
2
2024-01-17
Fixed
0.50000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
N/A
2684000.00000000
PA
3140384.18000000
0.003273871092
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
2.20000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642869AJ0
4965000.00000000
PA
4082645.11000000
0.004256184287
Long
DBT
NUSS
CA
N
2
2024-06-03
Fixed
3.65000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
3300000.00000000
PA
3666076.20000000
0.003821908468
Long
DBT
CORP
DE
N
2
2029-05-18
Fixed
0.37500000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
1806000.00000000
PA
2051059.99000000
0.002138243483
Long
DBT
CORP
GB
N
2
2023-09-26
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
136356.81000000
0.000142152868
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
43310000000.00000000
KRW
36055611.06000000
USD
2022-02-07
136356.81000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
3350000.00000000
PA
3775923.44000000
0.003936424936
Long
DBT
CORP
GB
N
2
2022-02-28
Fixed
4.37500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
557600000.00000000
PA
4815542.72000000
0.005020234850
Long
DBT
NUSS
JP
N
2
2031-06-25
Fixed
0.14500000
N
N
N
N
N
N
Brambles Finance Ltd
549300SKZNUFMDT18V62
BRAMBLES FINANCE
N/A
100000.00000000
PA
117440.50000000
0.000122432491
Long
DBT
CORP
AU
N
2
2024-06-12
Fixed
2.37500000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
904000.00000000
PA
1013168.07000000
0.001056234354
Long
DBT
NUSS
DE
N
2
2027-04-08
Fixed
0.12500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
5536000.00000000
PA
6408372.69000000
0.006680770534
Long
DBT
CORP
US
N
2
2023-07-27
Fixed
2.00000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
100000.00000000
PA
115156.28000000
0.000120051176
Long
DBT
CORP
NL
N
2
2026-06-13
Fixed
1.00000000
N
N
N
N
N
N
BAT Netherlands Finance BV
2138009B37VJ9VOWAO51
BAT NETHERLANDS
N/A
8623000.00000000
PA
10543719.81000000
0.010991897013
Long
DBT
CORP
NL
N
2
2028-04-07
Fixed
3.12500000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
3300000.00000000
PA
3817411.33000000
0.003979676333
Long
DBT
CORP
FR
N
2
2032-07-02
Fixed
1.50000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
5841000.00000000
PA
4363057.39000000
0.004548515927
Long
DBT
NUSS
AU
N
2
2028-05-24
Fixed
3.00000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBJ1
677000.00000000
PA
551420.35000000
0.000574859329
Long
DBT
CORP
CA
N
2
2046-11-19
Fixed
3.76300000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
AT0872560
5000000.00000000
PA
5877813.54000000
0.006127659143
Long
DBT
CORP
FR
N
2
2027-06-21
Fixed
1.37500000
N
N
N
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
FIRST CAP REALTY
31943BBV1
2250000.00000000
PA
1856808.19000000
0.001935734709
Long
DBT
CORP
CA
N
2
2024-08-30
Fixed
4.79000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
N/A
1590000.00000000
PA
1204319.43000000
0.001255510899
Long
DBT
NUSS
CA
N
2
2024-11-27
Fixed
4.25000000
N
N
N
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
217000.00000000
PA
245704.73000000
0.000256148791
Long
DBT
NUSS
DK
N
2
2023-05-15
Fixed
0.25000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FINANCE P
N/A
13840000.00000000
PA
15685830.89000000
0.016352581519
Long
DBT
CORP
GB
N
2
2024-09-22
Fixed
0.62500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1669600000.00000000
PA
14689079.29000000
0.015313461443
Long
DBT
NUSS
JP
N
2
2023-12-25
Fixed
0.71000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1705932.42000000
0.001778445729
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
394929150.00000000
USD
2022-02-02
1705932.42000000
N
N
N
Schlumberger Finance BV
5299003L3TGTOIYBX911
SCHLUMBERGER FIN
ZR5005791
6513000.00000000
PA
7163011.48000000
0.007467486419
Long
DBT
CORP
NL
N
2
2027-10-15
Fixed
0.25000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
4800000.00000000
PA
5669634.15000000
0.005910630764
Long
DBT
CORP
NL
N
2
2170-06-14
Variable
3.87500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
6273000.00000000
PA
7057528.29000000
0.007357519502
Long
DBT
CORP
JP
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
South Eastern Power Networks PLC
213800H7NWVLCWAVKA15
SOUTH E POWER
N/A
1151000.00000000
PA
1955183.44000000
0.002038291551
Long
DBT
CORP
GB
N
2
2030-09-30
Fixed
5.62500000
N
N
N
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
MERLIN PROPERTIE
N/A
2800000.00000000
PA
3001400.94000000
0.003128980153
Long
DBT
CORP
ES
N
2
2034-12-04
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2335232.42000000
0.002434495104
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
350000000.00000000
EUR
395558450.00000000
USD
2022-02-02
2335232.42000000
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670CW6
500000000.00000000
PA
4364430.40000000
0.004549947299
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
0.43700000
N
N
N
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
6800000.00000000
PA
7786101.03000000
0.008117061359
Long
DBT
CORP
ES
N
2
2023-10-09
Fixed
1.12500000
N
N
N
N
N
N
HOWOGE Wohnungs-baugesellschaft mbH
894500BIY1Z9MG9QB745
HOWOGE WOHNUNGS
N/A
12600000.00000000
PA
13924928.33000000
0.014516829058
Long
DBT
CORP
DE
N
2
2028-11-01
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220302
N/A
1.00000000
NC
138221.92000000
0.000144097257
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
154000000.00000000
PEN
40049932.38000000
USD
2022-03-02
138221.92000000
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
114949000.00000000
PA
78601394.51000000
0.081942468991
Long
DBT
NUSS
AU
N
2
2031-06-21
Fixed
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
979500000.00000000
PA
8655729.49000000
0.009023654729
Long
DBT
NUSS
JP
N
2
2025-09-25
Fixed
0.51000000
N
N
N
N
N
N
Whirlpool Finance Luxembourg Sarl
549300W5K7SGG3H6B058
WHIRLPOOL FIN
N/A
1625000.00000000
PA
1845244.13000000
0.001923679100
Long
DBT
CORP
LU
N
2
2027-11-09
Fixed
1.10000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
448814HZ9
17112000.00000000
PA
18117311.65000000
0.018887416150
Long
DBT
NUSS
CA
N
2
2045-02-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
14030353.25000000
0.014626735228
N/A
DFE
N/A
N
2
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
700000000.00000000
AUD
508968600.00000000
USD
2022-02-02
14030353.25000000
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
9100000.00000000
PA
10663123.83000000
0.011116376487
Long
DBT
CORP
FR
N
2
2024-06-27
Fixed
1.75000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
28881000.00000000
PA
32732001.17000000
0.034123325770
Long
DBT
CORP
N/A
N
2
2024-04-22
Fixed
0.12500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAL9
1490000.00000000
PA
1788504.19000000
0.001864527341
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.87500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
5500000.00000000
PA
6265865.65000000
0.006532206011
Long
DBT
CORP
NL
N
2
2039-06-21
Fixed
0.75000000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
7800000.00000000
PA
8642973.80000000
0.009010356839
Long
DBT
NUSS
IT
N
2
2030-02-11
Fixed
1.00000000
N
N
N
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
1600000.00000000
PA
1821480.24000000
0.001898905089
Long
DBT
CORP
ES
N
2
2023-05-30
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
7975850000.00000000
PA
69370163.30000000
0.072318849946
Long
DBT
NUSS
JP
N
2
2023-09-01
Fixed
0.00500000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
5000000.00000000
PA
5769633.14000000
0.006014880367
Long
DBT
CORP
NL
N
2
2024-04-07
Fixed
1.62500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
2451800000.00000000
PA
21420514.59000000
0.022331026866
Long
DBT
NUSS
JP
N
2
2026-06-20
Fixed
0.10000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
N/A
2708000.00000000
PA
3739994.74000000
0.003898969031
Long
DBT
CORP
GB
N
2
2027-03-28
Variable
3.12500000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
3610000.00000000
PA
4427925.99000000
0.004616141868
Long
DBT
NUSS
DE
N
2
2033-10-10
Fixed
1.30000000
N
N
N
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
CAPITAL POWER
14046ZAM1
681000.00000000
PA
570646.66000000
0.000594902883
Long
DBT
CORP
CA
N
2
2030-02-08
Fixed
4.42400000
N
N
N
N
N
N
Yorkshire Water Finance PLC
213800O8BDOGHJMTCP32
YORKSHIRE WATER
N/A
4639000.00000000
PA
6430232.36000000
0.006703559384
Long
DBT
CORP
GB
N
2
2041-04-18
Fixed
2.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
BJ6331554
14800000.00000000
PA
17068289.15000000
0.017793803317
Long
DBT
CORP
NL
N
2
2025-05-28
Fixed
1.25000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
N/A
4000000.00000000
PA
4256583.48000000
0.004437516178
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
0.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
9793000.00000000
PA
12023617.69000000
0.012534700253
Long
DBT
CORP
NL
N
2
2030-09-30
Fixed
1.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
17528000.00000000
PA
20161548.95000000
0.021018546934
Long
DBT
CORP
US
N
2
2025-02-07
Variable
1.37900000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
112900000.00000000
PA
995134.82000000
0.001037434572
Long
DBT
NUSS
JP
N
2
2024-04-25
Fixed
0.68900000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
15009.80000000
0.000015647814
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
158254706.00000000
THB
4768043.64000000
USD
2022-02-02
15009.80000000
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
51501000.00000000
PA
64622366.94000000
0.067369241120
Long
DBT
NUSS
PT
Y
2
2029-06-15
Fixed
1.95000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
1171000.00000000
PA
675150.53000000
0.000703848852
Long
DBT
CORP
N/A
N
2
2027-09-24
Fixed
0.62500000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAR4
772000.00000000
PA
646417.10000000
0.000673894063
Long
DBT
CORP
CA
N
2
2047-10-04
Fixed
4.99000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
ZP3535447
6769000.00000000
PA
7476267.59000000
0.007794057967
Long
DBT
NUSS
NL
N
2
2030-01-15
Fixed
0.10000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
112820000.00000000
PA
5000660.71000000
0.005213221568
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
18277000.00000000
PA
25596530.76000000
0.026684551096
Long
DBT
NUSS
NL
Y
2
2033-01-15
Fixed
2.50000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
9781000.00000000
PA
12647825.50000000
0.013185440987
Long
DBT
CORP
US
N
2
2027-11-24
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
247000.00000000
PA
423422.74000000
0.000441420981
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
7.25000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVRNMT
N/A
1977000.00000000
PA
3416740.15000000
0.003561974002
Long
DBT
CORP
FR
N
2
2033-11-25
Fixed
6.12500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
2257000.00000000
PA
2823966.30000000
0.002944003378
Long
DBT
NUSS
DE
N
2
2038-08-27
Fixed
1.37500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DH2
2225000.00000000
PA
2053472.92000000
0.002140758979
Long
DBT
NUSS
CA
N
2
2044-03-10
Fixed
4.15000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
8597000.00000000
PA
9658548.86000000
0.010069100496
Long
DBT
CORP
IT
N
2
2026-10-31
Fixed
0.37500000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1500000.00000000
PA
1688037.11000000
0.001759789751
Long
DBT
CORP
DE
N
2
2024-02-14
Fixed
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
92000000.00000000
PA
9992708.05000000
0.010417463642
Long
DBT
CORP
SE
N
2
2023-12-20
Fixed
1.00000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAJ0
1547000.00000000
PA
1214076.81000000
0.001265683032
Long
DBT
CORP
CA
N
2
2047-01-21
Fixed
4.74000000
N
N
N
N
N
N
Scania CV AB
529900BZYSUQLQSPNR07
SCANIA CV AB
N/A
5000000.00000000
PA
5654407.58000000
0.005894756965
Long
DBT
CORP
SE
N
2
2023-10-06
Fixed
0.50000000
N
N
N
N
N
N
CPI Property Group SA
222100CO2ZOTEPGJO223
CPI PROPERTY GRO
N/A
3281000.00000000
PA
3406017.22000000
0.003550795277
Long
DBT
CORP
LU
N
2
2031-01-27
Fixed
1.50000000
N
N
N
N
N
N
Carmila SA
222100P6D3QKU33LZQ72
CARMILA SA
N/A
1900000.00000000
PA
2235812.35000000
0.002330849030
Long
DBT
CORP
FR
N
2
2024-09-16
Fixed
2.37500000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BJ1
1600000.00000000
PA
1277222.67000000
0.001331513005
Long
DBT
CORP
CA
N
2
2024-03-27
Fixed
2.64000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5108610.52000000
-0.00532575995
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
556963000.00000000
USD
2022-03-02
-5108610.52000000
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AT2
2708000.00000000
PA
2171974.71000000
0.002264297871
Long
DBT
CORP
CA
N
2
2023-08-28
Fixed
3.17600000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
100000.00000000
PA
109772.84000000
0.000114438905
Long
DBT
CORP
GB
N
2
2031-09-23
Variable
1.20000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220302
N/A
1.00000000
NC
-5085987.18000000
-0.00530217497
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
3519009084.00000000
DKK
526579410.04000000
USD
2022-03-02
-5085987.18000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
681000.00000000
PA
516257.97000000
0.000538202317
Long
DBT
NUSS
CA
N
2
2025-03-10
Fixed
4.20000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
6769000.00000000
PA
7782885.73000000
0.008113709388
Long
DBT
CORP
IT
N
2
2024-01-18
Fixed
1.37500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
1454000.00000000
PA
1705768.91000000
0.001778275269
Long
DBT
CORP
N/A
N
2
2023-11-20
Fixed
2.12500000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
10000000.00000000
PA
2670499.25000000
0.002784012972
Long
DBT
NUSS
PE
N
2
2024-08-12
Fixed
5.70000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
884147000000.00000000
PA
64383102.57000000
0.067119806445
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.50000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
9793000.00000000
PA
11783833.52000000
0.012284723684
Long
DBT
CORP
DE
N
2
2028-12-05
Fixed
1.62500000
N
N
N
N
N
N
Terna - Rete Elettrica Nazionale
8156009E94ED54DE7C31
TERNA RETE
N/A
6002000.00000000
PA
6828763.08000000
0.007119030271
Long
DBT
CORP
IT
N
2
2028-10-11
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2707550000.00000000
PA
27503760.16000000
0.028672850247
Long
DBT
NUSS
JP
N
2
2032-12-20
Fixed
1.80000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
64079000.00000000
PA
15765672.29000000
0.016435816702
Long
DBT
NUSS
MY
N
2
2024-07-15
Fixed
4.18100000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAT5
12994000.00000000
PA
14405424.47000000
0.015017749434
Long
DBT
CORP
US
N
2
2028-03-08
Fixed
0.50000000
N
N
N
N
N
N
Cheung Kong Infrastructure Finance BVI Ltd
254900V1U1SAHEP7WW45
CHEUNG KONG INFR
N/A
217000.00000000
PA
246051.52000000
0.000256510322
Long
DBT
CORP
VG
N
2
2024-12-12
Fixed
1.00000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG IMMOBILIEN
N/A
4000000.00000000
PA
4152491.76000000
0.004328999878
Long
DBT
CORP
DE
N
2
2033-03-30
Fixed
0.87500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAN0
3251000.00000000
PA
3740883.95000000
0.003899896038
Long
DBT
CORP
US
N
2
2025-04-04
Fixed
1.37500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
400000.00000000
PA
479116.61000000
0.000499482206
Long
DBT
CORP
FR
N
2
2027-03-31
Fixed
2.62500000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
11070TAJ7
6769000.00000000
PA
5403022.56000000
0.005632686434
Long
DBT
NUSS
CA
N
2
2026-06-18
Fixed
2.30000000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AH5
2391000.00000000
PA
1796103.25000000
0.001872449411
Long
DBT
CORP
CA
N
2
2026-02-12
Fixed
1.72600000
N
N
N
N
N
N
Bayer Capital Corp BV
529900KEOKKPYZLTAU90
BAYER CAP CORPNV
N/A
4700000.00000000
PA
5611201.17000000
0.005849713999
Long
DBT
CORP
NL
N
2
2029-12-15
Fixed
2.12500000
N
N
N
N
N
N
Cofinimmo SA
549300TM914CSF6KI389
COFINIMMO
N/A
1700000.00000000
PA
1801337.28000000
0.001877905921
Long
DBT
CORP
BE
N
2
2030-12-02
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2653046.31000000
-0.00276581816
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
564400500.00000000
USD
500000000.00000000
EUR
2022-02-02
-2653046.31000000
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ADZ4
41262000.00000000
PA
31643761.74000000
0.032988829031
Long
DBT
NUSS
CA
N
2
2048-06-02
Fixed
2.80000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
01306ZDF5
4377000.00000000
PA
3747587.29000000
0.003906884314
Long
DBT
NUSS
CA
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
London Power Networks PLC
213800JDI3GTKPG4XI38
LONDON POWER
N/A
1355000.00000000
PA
1895321.44000000
0.001975885024
Long
DBT
CORP
GB
N
2
2023-03-31
Fixed
5.12500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1669650000.00000000
PA
18176444.22000000
0.018949062241
Long
DBT
NUSS
JP
N
2
2034-03-20
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
314740.59000000
0.000328119128
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
330895000.00000000
DKK
50278251.55000000
USD
2022-02-02
314740.59000000
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-379967.12000000
-0.00039611821
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
131500000.00000000
MYR
31032448.38000000
USD
2022-02-04
-379967.12000000
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234LJ5
7473000.00000000
PA
7502208.87000000
0.007821101922
Long
DBT
NUSS
CA
N
2
2029-03-08
Fixed
6.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
7221000.00000000
PA
12561765.42000000
0.013095722789
Long
DBT
CORP
N/A
N
2
2028-12-07
Fixed
6.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
500769JL9
4656000.00000000
PA
3502472.38000000
0.003651350414
Long
DBT
CORP
DE
N
2
2026-02-19
Fixed
0.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
8700000.00000000
PA
9899374.63000000
0.010320162939
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2902546.31000000
-0.00302592355
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
564650000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2902546.31000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
12365000.00000000
PA
16549423.76000000
0.017252882747
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
2.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
700000000.00000000
PA
6051406.33000000
0.006308630764
Long
DBT
NUSS
JP
N
2
2036-10-31
Fixed
0.39700000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI BANQUE
N/A
2888000.00000000
PA
3272925.86000000
0.003412046662
Long
DBT
CORP
FR
N
2
2023-05-17
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
270800000.00000000
PA
2688835.28000000
0.002803128404
Long
DBT
NUSS
JP
N
2
2028-12-20
Fixed
2.10000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PFX6
13630000.00000000
PA
10915495.67000000
0.011379475784
Long
DBT
NUSS
CA
Y
2
2027-06-15
Fixed
2.35000000
N
N
N
N
N
N
Western Power Distribution South Wales PLC
549300RHOCSNK1FZ4116
WESTERN POWER
EI1916143
1000000.00000000
PA
1912701.77000000
0.001994004132
Long
DBT
CORP
GB
N
2
2040-03-23
Fixed
5.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEX7
21523000.00000000
PA
17353311.78000000
0.018090941277
Long
DBT
NUSS
CA
N
2
2026-09-01
Fixed
2.50000000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
LEGRAND SA
N/A
3400000.00000000
PA
3866843.72000000
0.004031209924
Long
DBT
CORP
FR
N
2
2030-05-20
Fixed
0.75000000
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KHFC
N/A
2257000.00000000
PA
2522303.46000000
0.002629517890
Long
DBT
NUSS
KR
Y
2
2025-02-05
Fixed
0.01000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAL4
200000.00000000
PA
178260.82000000
0.000185838073
Long
DBT
CORP
CA
N
2
2043-11-23
Fixed
4.50000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
1896000.00000000
PA
2186006.64000000
0.002278926250
Long
DBT
CORP
JE
N
2
2032-07-12
Fixed
1.87500000
N
N
N
N
N
N
Land Securities Capital Markets PLC
213800ZNMO2OSVLXAK89
LAND SECURITIES
N/A
587000.00000000
PA
850469.96000000
0.000886620507
Long
DBT
CORP
GB
N
2
2059-09-22
Fixed
2.75000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
13307000.00000000
PA
405022.80000000
0.000422238923
Long
DBT
NUSS
TH
N
2
2022-12-17
Fixed
2.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2257000.00000000
PA
2990932.28000000
0.003118066506
Long
DBT
CORP
N/A
N
2
2027-04-15
Fixed
3.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
75513EAB7
4184000.00000000
PA
5039630.73000000
0.005253848069
Long
DBT
CORP
US
N
2
2030-05-18
Fixed
2.15000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
400000000.00000000
PA
3978049.70000000
0.004147142887
Long
DBT
NUSS
JP
N
2
2028-06-20
Fixed
2.42000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
9657000.00000000
PA
16698335.54000000
0.017408124254
Long
DBT
CORP
NL
N
2
2030-06-03
Fixed
6.25000000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS
N/A
300000.00000000
PA
345966.67000000
0.000360672521
Long
DBT
CORP
ES
N
2
2026-05-20
Fixed
1.37500000
N
N
N
N
N
N
Atos SE
5493001EZOOA66PTBR68
ATOS SE
N/A
2600000.00000000
PA
2987529.30000000
0.003114518877
Long
DBT
CORP
FR
N
2
2025-05-07
Fixed
1.75000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
N/A
1154000.00000000
PA
1492204.33000000
0.001555632795
Long
DBT
CORP
US
N
2
2042-01-14
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FS8
1355000.00000000
PA
1097714.27000000
0.001144374321
Long
DBT
CORP
US
N
2
2026-03-24
Variable
3.51500000
N
N
N
N
N
N
Transpower New Zealand Ltd
L33L76GHI1OSBKDQ2623
TRANSPOWER NEW Z
N/A
70000.00000000
PA
53077.57000000
0.000055333714
Long
DBT
CORP
NZ
N
2
2023-08-28
Fixed
5.75000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
80100000.00000000
PA
696616.78000000
0.000726227559
Long
DBT
NUSS
JP
N
2
2026-09-18
Fixed
0.07500000
N
N
N
N
N
N
KKR Group Finance Co V LLC
549300CDHTQI6RR8MR96
KKR GR FIN CO
48250CAA7
1355000.00000000
PA
1575076.24000000
0.001642027304
Long
DBT
CORP
US
Y
2
2029-05-22
Fixed
1.62500000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AX3
1670000.00000000
PA
1251048.81000000
0.001304226584
Long
DBT
CORP
CA
N
2
2026-03-17
Fixed
1.33700000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAS2
812000.00000000
PA
643332.11000000
0.000670677941
Long
DBT
CORP
CA
N
2
2043-04-01
Fixed
4.40000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
4300000.00000000
PA
4531652.13000000
0.004724277049
Long
DBT
CORP
DE
N
2
2031-07-12
Fixed
0.62500000
N
N
N
N
N
N
Statkraft AS
529900TH4OAW7WYG1777
STATKRAFT AS
N/A
1223000.00000000
PA
1447226.76000000
0.001508743383
Long
DBT
CORP
NO
N
2
2030-03-26
Fixed
1.50000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
2528000.00000000
PA
2908818.14000000
0.003032461977
Long
DBT
NUSS
DE
N
2
2027-02-08
Fixed
0.62500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
27947000.00000000
PA
40147375.78000000
0.041853902407
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
2.70000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AA4
904000.00000000
PA
726451.03000000
0.000757329960
Long
DBT
CORP
CA
N
2
2024-07-22
Fixed
3.20000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
4513000.00000000
PA
5121083.16000000
0.005338762761
Long
DBT
CORP
NL
N
2
2023-08-12
Fixed
0.50000000
N
N
N
N
N
N
AusNet Services Holdings Pty Ltd
TTMIG9TE1S0X3ZPDHD61
AUSNET SERVICES
N/A
13960000.00000000
PA
9545306.09000000
0.009951044166
Long
DBT
CORP
AU
N
2
2029-07-31
Fixed
2.60000000
N
N
N
N
N
N
Stedin Holding NV
724500R5IP6TFKTNRU48
STEDIN HOLDING
N/A
2257000.00000000
PA
2656052.98000000
0.002768952641
Long
DBT
CORP
NL
N
2
2028-09-19
Fixed
1.37500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2800000.00000000
PA
3157481.72000000
0.003291695389
Long
DBT
CORP
FR
N
2
2030-06-03
Fixed
1.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
452000.00000000
PA
597283.03000000
0.000622671473
Long
DBT
CORP
N/A
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJU7
2196000.00000000
PA
2551484.49000000
0.002659939305
Long
DBT
CORP
US
N
2
2028-05-19
Fixed
1.60000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
343904.25000000
0.000358522434
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
39668591.51000000
USD
158000000000.00000000
COP
2022-02-02
343904.25000000
N
N
N
West Nippon Expressway Co Ltd
N/A
WEST NIPPON EXP
N/A
440000000.00000000
PA
3820126.42000000
0.003982506832
Long
DBT
CORP
JP
N
2
2023-09-20
Fixed
0.07000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
-7605.83000000
-0.00000792912
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
110000000000.00000000
IDR
7639419.40000000
USD
2022-02-03
-7605.83000000
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-1116349.31000000
-0.00116380147
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
448090000.00000000
MYR
105922352.29000000
USD
2022-02-04
-1116349.31000000
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4156610.52000000
-0.00433329371
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
557915000.00000000
USD
2022-03-02
-4156610.52000000
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
6775000.00000000
PA
7374647.27000000
0.007688118118
Long
DBT
CORP
CH
N
2
2024-12-02
Fixed
0.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
1400000.00000000
PA
2174459.74000000
0.002266888532
Long
DBT
CORP
FR
N
2
2029-04-16
Fixed
5.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
8184000.00000000
PA
8820024.28000000
0.009194933125
Long
DBT
CORP
CH
N
2
2028-02-24
Fixed
0.25000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
4700000.00000000
PA
5270135.61000000
0.005494150917
Long
DBT
CORP
FR
N
2
2031-10-24
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
12290850000.00000000
PA
106997990.40000000
0.111546106339
Long
DBT
NUSS
JP
N
2
2023-03-20
Fixed
0.10000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
7672000.00000000
PA
8389436.70000000
0.008746042750
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
0.25000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148QJ5
6769000.00000000
PA
6700050.08000000
0.006984846125
Long
DBT
NUSS
CA
N
2
2029-10-01
Fixed
6.00000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
1400000.00000000
PA
1641751.28000000
0.001711536470
Long
DBT
CORP
FR
N
2
2023-09-11
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
2078441.41000000
0.002166788793
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
226936339994.00000000
KRW
190288649.07000000
USD
2022-02-07
2078441.41000000
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
3159000.00000000
PA
3958562.04000000
0.004126826874
Long
DBT
NUSS
HR
N
2
2027-03-20
Fixed
3.00000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
1491000.00000000
PA
1127551.05000000
0.001175479360
Long
DBT
CORP
AU
N
2
2029-08-21
Variable
2.72300000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AV8
5370000.00000000
PA
6313559.64000000
0.006581927308
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
1.62500000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCC7
5303000.00000000
PA
6070255.09000000
0.006328280720
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
1.65000000
N
N
N
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI FINANCIAL CO
125491AG5
1642000.00000000
PA
1341048.00000000
0.001398051330
Long
DBT
CORP
CA
N
2
2027-09-27
Fixed
3.90400000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
426861.41000000
0.000445005817
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
400000000.00000000
CAD
315102053.68000000
USD
2022-02-02
426861.41000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5247453.69000000
0.005470504867
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
556500000.00000000
USD
500000000.00000000
EUR
2022-02-02
5247453.69000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2813427.79000000
0.002933016912
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
300000000.00000000
EUR
339861900.00000000
USD
2022-02-02
2813427.79000000
N
N
N
East Nippon Expressway Co Ltd
3538001KIDW45H6JDO83
EAST NIPPON EXP
N/A
400000000.00000000
PA
3453486.97000000
0.003600282803
Long
DBT
CORP
JP
N
2
2029-11-29
Fixed
0.14000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAX8
1700000.00000000
PA
1358789.54000000
0.001416547002
Long
DBT
CORP
CA
N
2
2027-11-22
Fixed
2.88000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1016000.00000000
PA
763388.56000000
0.000795837577
Long
DBT
CORP
N/A
N
2
2028-02-03
Fixed
3.30000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
3900000.00000000
PA
4478467.03000000
0.004668831234
Long
DBT
CORP
FR
N
2
2024-07-15
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
283104.01000000
0.000295137786
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
136581720000.00000000
KRW
113482381.29000000
USD
2022-03-03
283104.01000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2256300000.00000000
PA
22732781.28000000
0.023699073492
Long
DBT
NUSS
JP
N
2
2030-06-20
Fixed
2.00000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
1128000.00000000
PA
732392.52000000
0.000763524002
Long
DBT
NUSS
AU
Y
2
2034-07-20
Fixed
1.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5496250000.00000000
PA
55856490.76000000
0.058230757744
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
2.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
8000000.00000000
PA
9310722.32000000
0.009706489048
Long
DBT
NUSS
NL
N
2
2036-10-24
Fixed
0.87500000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
22102000.00000000
PA
26045907.69000000
0.027153029491
Long
DBT
NUSS
FI
Y
2
2031-04-15
Fixed
0.75000000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
200000.00000000
PA
234169.88000000
0.000244123634
Long
DBT
CORP
BE
N
2
2024-06-24
Fixed
1.75000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
BH6823505
3000000.00000000
PA
3627769.67000000
0.003781973660
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
2.00000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
AS3449350
15000000.00000000
PA
17569779.75000000
0.018316610555
Long
DBT
CORP
FR
N
2
2028-04-30
Fixed
1.00000000
N
N
N
N
N
N
National Housing Finance and Investment Corp
254900BEME245Y10BH15
NATIONAL HOUSING
N/A
980000.00000000
PA
679463.79000000
0.000708345454
Long
DBT
NUSS
AU
N
2
2036-06-30
Fixed
2.33500000
N
N
N
N
N
N
CyrusOne LP / CyrusOne Finance Corp
N/A
CYRUSONE LP/CYRU
23283PAS3
2175000.00000000
PA
2466711.67000000
0.002571563084
Long
DBT
CORP
US
N
2
2027-01-22
Fixed
1.45000000
N
N
N
N
N
N
Brookfield Infrastructure Finance ULC
N/A
BROOKFLD INF ULC
11291ZAF4
2812000.00000000
PA
2225976.67000000
0.002320595269
Long
DBT
CORP
CA
N
2
2029-10-09
Fixed
3.41000000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
12104000.00000000
PA
7526021.88000000
0.007845927141
Long
DBT
NUSS
NZ
N
2
2032-05-15
Fixed
2.00000000
N
N
N
N
N
N
Euroclear Bank SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK
N/A
5641000.00000000
PA
6401655.84000000
0.006673768174
Long
DBT
CORP
BE
N
2
2023-07-10
Fixed
0.50000000
N
N
N
N
N
N
Omnicom Capital Holdings PLC
984500F16BDDD57A5502
OMNICOM CAPITAL
68217QAA6
1171000.00000000
PA
1500152.82000000
0.001563919148
Long
DBT
CORP
GB
N
2
2033-11-22
Fixed
2.25000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
N/A
4000000000.00000000
PA
34968922.49000000
0.036455330909
Long
DBT
CORP
JP
N
2
2030-09-20
Fixed
0.38000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
902600000.00000000
PA
7948694.19000000
0.008286565794
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
0.73000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
1000000.00000000
PA
1149726.83000000
0.001198597756
Long
DBT
CORP
FR
N
2
2026-05-29
Fixed
0.75000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
85000000.00000000
PA
14019461.62000000
0.014615380633
Long
DBT
NUSS
CN
N
2
2051-10-18
Fixed
3.53000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
1490000.00000000
PA
1122714.06000000
0.001170436766
Long
DBT
CORP
N/A
N
2
2028-08-14
Fixed
3.30000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
5416000.00000000
PA
5209356.40000000
0.005430788193
Long
DBT
CORP
NL
N
2
2040-11-30
Fixed
0.50000000
N
N
N
N
N
N
Jyske Bank A/S
3M5E1GQGKL17HI6CPN30
JYSKE BANK A/S
N/A
4513000.00000000
PA
5060553.91000000
0.005275660621
Long
DBT
CORP
DK
N
2
2025-10-15
Variable
0.37500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
17580000.00000000
PA
13173906.90000000
0.013733884295
Long
DBT
NUSS
AU
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTW
N/A
406000.00000000
PA
495456.79000000
0.000516516951
Long
DBT
NUSS
PL
N
2
2030-06-01
Fixed
2.00000000
N
N
N
N
N
N
HCN Canadian Holdings-1 LP
N/A
HCN CANADA HLDGS
40416RAB0
813000.00000000
PA
638092.72000000
0.000665215843
Long
DBT
CORP
CA
N
2
2027-01-15
Fixed
2.95000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
200000.00000000
PA
235009.90000000
0.000244999361
Long
DBT
CORP
ES
N
2
2027-01-11
Fixed
1.25000000
N
N
N
N
N
N
Elia Transmission Belgium SA
549300A3EZXECDLW2V25
ELIA TRANS BE
N/A
2300000.00000000
PA
2568498.32000000
0.002677676334
Long
DBT
CORP
BE
N
2
2030-04-28
Fixed
0.87500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DW4
18159000.00000000
PA
14581732.00000000
0.015201551189
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
2.55000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
879000.00000000
PA
1010898.33000000
0.001053868135
Long
DBT
CORP
GB
N
2
2023-06-09
Fixed
1.62500000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
4600000.00000000
PA
5566139.79000000
0.005802737215
Long
DBT
CORP
NL
N
2
2030-04-07
Fixed
2.25000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
QZ8133659
5135000.00000000
PA
5557536.83000000
0.005793768573
Long
DBT
CORP
FR
N
2
2024-10-14
Fixed
0.30000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAS9
2120000.00000000
PA
1640834.47000000
0.001710580690
Long
DBT
CORP
CA
N
2
2047-11-29
Fixed
3.51000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
566800000.00000000
PA
4993603.06000000
0.005205863921
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
0.80000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
96576000.00000000
PA
106968676.25000000
0.111515546146
Long
DBT
NUSS
NL
Y
2
2031-07-15
None
0.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
2370000.00000000
PA
1684475.63000000
0.001756076885
Long
DBT
CORP
CA
N
2
2024-07-10
Fixed
2.05000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
2512793.35000000
0.002619603538
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
744271706.00000000
SEK
82330940.93000000
USD
2022-02-02
2512793.35000000
N
N
N
ESB Finance DAC
635400VCPRSU89DLMZ57
ESB FINANCE DAC
N/A
4037000.00000000
PA
4894675.01000000
0.005102730781
Long
DBT
CORP
IE
N
2
2031-06-14
Fixed
1.87500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCG3
1752000.00000000
PA
1305723.98000000
0.001361225807
Long
DBT
CORP
CA
N
2
2031-09-17
Fixed
2.23000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1468000.00000000
PA
1123248.19000000
0.001170993600
Long
DBT
CORP
N/A
N
2
2024-08-07
Fixed
4.75000000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AS4
1941000.00000000
PA
1577847.55000000
0.001644916413
Long
DBT
CORP
CA
N
2
2025-05-23
Fixed
3.44400000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4808110.52000000
-0.00501248673
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
557263500.00000000
USD
2022-03-02
-4808110.52000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
4125000.00000000
PA
4862832.87000000
0.005069535141
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
9030000.00000000
PA
9821594.76000000
0.010239076915
Long
DBT
CORP
CH
N
2
2027-01-18
Fixed
0.25000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KONINKLIJKE KPN
N/A
2500000.00000000
PA
2691001.44000000
0.002805386640
Long
DBT
CORP
NL
N
2
2032-12-14
Fixed
0.87500000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
1941000.00000000
PA
2184099.12000000
0.002276937648
Long
DBT
CORP
MX
N
2
2027-06-26
Fixed
0.75000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
101447000.00000000
PA
176255440.83000000
0.183747452380
Long
DBT
NUSS
GB
N
2
2030-12-07
Fixed
4.75000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAL5
1988000.00000000
PA
1541549.14000000
0.001607075082
Long
DBT
NUSS
CA
N
2
2031-04-15
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-40078.23000000
-0.00004178181
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
65800000.00000000
CNY
10291943.97000000
USD
2022-02-08
-40078.23000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3016140.17000000
0.003144345897
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
261000000.00000000
EUR
296248311.00000000
USD
2022-02-02
3016140.17000000
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
2300000.00000000
PA
2682675.98000000
0.002796707293
Long
DBT
CORP
NL
N
2
2028-09-11
Fixed
1.00000000
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT FIN
N/A
587000.00000000
PA
823932.32000000
0.000858954844
Long
DBT
CORP
GB
N
2
2031-12-05
Fixed
2.75000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
N/A
770000.00000000
PA
564852.24000000
0.000588862162
Long
DBT
CORP
US
N
2
2024-06-11
Fixed
3.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
902500000.00000000
PA
7956251.16000000
0.008294443985
Long
DBT
NUSS
JP
N
2
2024-07-31
Fixed
0.60100000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
280000000.00000000
PA
2431500.73000000
0.002534855448
Long
DBT
NUSS
JP
N
2
2031-03-28
Fixed
0.22400000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
6800000.00000000
PA
7915015.43000000
0.008251455466
Long
DBT
CORP
FR
N
2
2028-08-11
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
15478000000.00000000
PA
134787462.29000000
0.140516812938
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.10000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1060443000.00000000
PA
12938313.53000000
0.013488276662
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
N/A
2100000.00000000
PA
2545961.85000000
0.002654181916
Long
DBT
CORP
FR
N
2
2046-06-08
Variable
3.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
587000.00000000
PA
455806.70000000
0.000475181472
Long
DBT
CORP
N/A
N
2
2026-06-11
Fixed
4.25000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
2410000.00000000
PA
2792518.84000000
0.002911219195
Long
DBT
CORP
NL
N
2
2026-05-22
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
297194.77000000
0.000309827495
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
11852087.48000000
USD
939277933.00000000
RUB
2022-02-01
297194.77000000
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
PHILIPS NV
N/A
4513000.00000000
PA
5505295.19000000
0.005739306321
Long
DBT
CORP
NL
N
2
2030-03-30
Fixed
2.00000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
N/A
39733000.00000000
PA
44172548.92000000
0.046050171790
Long
DBT
CORP
JP
N
2
2025-09-10
Fixed
0.01000000
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK
N/A
587000.00000000
PA
673771.13000000
0.000702410819
Long
DBT
CORP
DE
N
2
2025-12-15
Fixed
1.25000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBK8
1237000.00000000
PA
973676.60000000
0.001015064237
Long
DBT
CORP
CA
N
2
2047-11-22
Fixed
3.54800000
N
N
N
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
910000.00000000
PA
662749.24000000
0.000690920426
Long
DBT
NUSS
AU
N
2
2026-05-21
Fixed
2.50000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFM0
5100000.00000000
PA
3941898.19000000
0.004109454701
Long
DBT
NUSS
CA
N
2
2031-05-27
Fixed
2.10000000
N
N
N
N
N
N
CRH Funding BV
549300XYDB6706OPOS81
CRH FUNDING
N/A
4903000.00000000
PA
5791415.13000000
0.006037588234
Long
DBT
CORP
NL
N
2
2030-05-05
Fixed
1.62500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
3610000.00000000
PA
4301827.95000000
0.004484683835
Long
DBT
CORP
ES
N
2
2039-07-01
Fixed
1.95700000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5424100000.00000000
PA
47486237.43000000
0.049504713782
Long
DBT
NUSS
JP
N
2
2023-03-20
Fixed
0.60000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
2979000.00000000
PA
3543899.05000000
0.003694537989
Long
DBT
CORP
JP
Y
2
2026-03-17
Fixed
2.65200000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CA0
4603000.00000000
PA
5255628.32000000
0.005479026973
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
0.65000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBT9
2119000.00000000
PA
1596069.84000000
0.001663913270
Long
DBT
CORP
CA
N
2
2051-04-05
Fixed
4.10000000
N
N
N
N
N
N
City of Ottawa Ontario
5493007HQAUURLO7D125
OTTAWA CITY OF
689551FC8
1720000.00000000
PA
1348403.68000000
0.001405719674
Long
DBT
NUSS
CA
N
2
2048-07-27
Fixed
3.10000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
BH8299977
4000000.00000000
PA
4564657.38000000
0.004758685238
Long
DBT
CORP
FR
N
2
2026-04-21
Variable
1.12500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
4000000.00000000
PA
4404632.21000000
0.004591857950
Long
DBT
CORP
NL
N
2
2170-02-09
Variable
1.45000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
54237000.00000000
PA
71737737.66000000
0.074787061735
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
2.95000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
55098000.00000000
PA
66042756.87000000
0.068850006932
Long
DBT
NUSS
ES
Y
2
2028-04-30
Fixed
1.40000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAV2
13536000.00000000
PA
10906841.65000000
0.011370453912
Long
DBT
CORP
CA
N
2
2023-07-10
Fixed
3.79000000
N
N
N
N
N
N
Canton of Vaud
N/A
CANTON OF WAADT
N/A
4020000.00000000
PA
5172168.49000000
0.005392019553
Long
DBT
NUSS
CH
N
2
2033-10-24
Fixed
2.00000000
N
N
N
N
N
N
Heimstaden Bostad Treasury BV
549300ORG6UYMJBCV938
HEIMSTADEN BOST
N/A
6062000.00000000
PA
6567119.34000000
0.006846264957
Long
DBT
CORP
NL
N
2
2031-10-13
Fixed
1.62500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
5100000.00000000
PA
5888343.24000000
0.006138636424
Long
DBT
CORP
ES
N
2
2025-09-25
Fixed
1.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBH6
3723000.00000000
PA
2913840.96000000
0.003037698300
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
2.62500000
N
N
N
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
CAN TIRE CORP
13668ZAL2
391000.00000000
PA
374088.22000000
0.000389989421
Long
DBT
CORP
CA
N
2
2034-02-24
Fixed
6.57000000
N
N
N
N
N
N
Chancellor Masters & Scholars of The University of Cambridge/The
549300BHKNQHVK7MQW57
UNI OF CAMBRIDGE
N/A
1352000.00000000
PA
2181000.65000000
0.002273707473
Long
DBT
CORP
GB
N
2
2078-06-27
Fixed
2.35000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
BK1434475
5976000.00000000
PA
6502818.39000000
0.006779230796
Long
DBT
CORP
DE
N
2
2030-06-24
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220302
N/A
1.00000000
NC
-710181.30000000
-0.00074036866
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
239625000.00000000
ILS
75033465.63000000
USD
2022-03-02
-710181.30000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1132650000.00000000
PA
12437443.83000000
0.012966116717
Long
DBT
NUSS
JP
N
2
2035-12-20
Fixed
2.30000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
N/A
2658000.00000000
PA
3795631.15000000
0.003956970353
Long
DBT
CORP
US
N
2
2031-05-21
Fixed
3.36000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
2031000.00000000
PA
2015401.20000000
0.002101068961
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
N/A
1410000.00000000
PA
1529038.53000000
0.001594032690
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5156141.68000000
0.005375311498
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
450000000.00000000
EUR
510728850.00000000
USD
2022-02-02
5156141.68000000
N
N
N
Bulgaria Government International Bond
N/A
BGARIA-FLIRB-REG
N/A
2708000.00000000
PA
3107477.57000000
0.003239565735
Long
DBT
NUSS
BG
N
2
2023-03-21
Fixed
1.87500000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
4875000.00000000
PA
5720301.77000000
0.005963452090
Long
DBT
CORP
NL
N
2
2026-07-07
Fixed
1.37500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
4513000.00000000
PA
5856919.44000000
0.006105876906
Long
DBT
NUSS
NL
N
2
2027-03-09
Fixed
3.25000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
202734000.00000000
PA
45157137.34000000
0.047076611671
Long
DBT
NUSS
PL
N
2
2025-04-25
Fixed
0.75000000
N
N
N
N
N
N
Fortum Oyj
635400IUIZZIUJSAMF76
FORTUM OYJ
N/A
4323000.00000000
PA
5152042.81000000
0.005371038399
Long
DBT
CORP
FI
N
2
2029-02-27
Fixed
2.12500000
N
N
N
N
N
N
Hamburg Commercial Bank AG
TUKDD90GPC79G1KOE162
HAMBURG COM BANK
N/A
14600000.00000000
PA
16182574.95000000
0.016870440458
Long
DBT
CORP
DE
N
2
2026-09-22
Variable
0.50000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
100000000.00000000
PA
10267192.15000000
0.010703615115
Long
DBT
CORP
SE
N
2
2027-06-09
Fixed
0.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
4515000.00000000
PA
4866349.00000000
0.005073200730
Long
DBT
CORP
CH
N
2
2026-11-06
Fixed
0.05000000
N
N
N
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
2618000.00000000
PA
3256029.47000000
0.003394432065
Long
DBT
NUSS
HR
N
2
2028-06-15
Fixed
2.70000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
119422000.00000000
PA
142126367.92000000
0.148167670162
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.75000000
N
N
N
N
N
N
NewRiver REIT PLC
2138004GX1VAUMH66L31
NEWRIVER REIT PL
N/A
813000.00000000
PA
1073392.79000000
0.001119019019
Long
DBT
CORP
GB
N
2
2028-03-07
Fixed
3.50000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
6769000.00000000
PA
7649294.34000000
0.007974439488
Long
DBT
CORP
DE
N
2
2025-03-10
Fixed
0.25000000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
1400000.00000000
PA
1722368.44000000
0.001795580388
Long
DBT
NUSS
BE
N
2
2038-07-12
Fixed
1.50000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
12184000.00000000
PA
13942134.85000000
0.014534766968
Long
DBT
CORP
N/A
N
2
2023-11-04
Fixed
0.62500000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TELIASONERA AB
N/A
904000.00000000
PA
1144920.42000000
0.001193587042
Long
DBT
CORP
SE
N
2
2025-10-01
Fixed
3.87500000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
AX6137829
904000.00000000
PA
1031611.14000000
0.001075461375
Long
DBT
CORP
US
N
2
2027-03-18
Fixed
0.75000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
361000000.00000000
PA
4404582.08000000
0.004591805689
Long
DBT
NUSS
JP
N
2
2048-03-20
Fixed
2.40000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
43530000.00000000
PA
48065044.37000000
0.050108123811
Long
DBT
CORP
N/A
N
2
2037-02-04
Fixed
0.40000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
4070000.00000000
PA
3013861.93000000
0.003141970817
Long
DBT
NUSS
NL
N
2
2026-09-02
Fixed
3.15000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
40000000000.00000000
PA
32946511.82000000
0.034346954529
Long
DBT
NUSS
KR
N
2
2028-12-10
Fixed
2.37500000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV
N/A
3800000.00000000
PA
4148473.89000000
0.004324811222
Long
DBT
CORP
NL
N
2
2028-09-21
Fixed
0.50000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910AZ6
1791000.00000000
PA
1432921.17000000
0.001493829712
Long
DBT
CORP
CA
N
2
2024-02-12
Fixed
3.28700000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
4513000.00000000
PA
5364214.22000000
0.005592228485
Long
DBT
NUSS
SI
N
2
2029-03-14
Fixed
1.18750000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
41493000.00000000
PA
48869674.74000000
0.050946956246
Long
DBT
NUSS
IE
N
2
2026-05-15
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-62927.45000000
-0.00006560227
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
44000000000.00000000
JPY
382285581.23000000
USD
2022-02-02
-62927.45000000
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
4400000.00000000
PA
5812795.38000000
0.006059877285
Long
DBT
NUSS
FR
N
2
2028-10-02
Fixed
3.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
11483000.00000000
PA
12416280.87000000
0.012944054192
Long
DBT
CORP
US
N
2
2029-03-22
Fixed
0.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1388000.00000000
PA
1894725.14000000
0.001975263377
Long
DBT
CORP
N/A
N
2
2048-10-16
Fixed
1.50000000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
7024000.00000000
PA
10593540.03000000
0.011043834919
Long
DBT
CORP
GB
N
2
2029-03-13
Fixed
4.37500000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
13600000.00000000
PA
1795902.41000000
0.001872240034
Long
DBT
NUSS
HK
N
2
2024-08-07
Fixed
2.22000000
N
N
N
N
N
N
TransEd Partners GP
549300VSBVN6J3P7AF23
TRANSED PARTNERS
89366TAA5
817041.82000000
PA
624746.11000000
0.000651301914
Long
DBT
CORP
CA
N
2
2050-09-30
Fixed
3.95100000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
N/A
1490000.00000000
PA
1734976.24000000
0.001808724102
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
1.50000000
N
N
N
N
N
N
Northern Gas Networks Finance PLC
213800KZQUVA8TJZFL60
NORTHERN GAS
EF1611344
1715000.00000000
PA
2812649.13000000
0.002932205154
Long
DBT
CORP
GB
N
2
2035-11-15
Fixed
4.87500000
N
N
N
N
N
N
Argentum Netherlands BV for Swiss Life AG
N/A
ARGENTUM NETH
N/A
4061000.00000000
PA
4978048.32000000
0.005189648003
Long
DBT
CORP
NL
N
2
2170-06-16
Variable
4.37500000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
904000.00000000
PA
1047579.82000000
0.001092108828
Long
DBT
NUSS
DE
N
2
2034-04-11
Fixed
0.80000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
500000.00000000
PA
564731.97000000
0.000588736780
Long
DBT
CORP
DE
N
2
2024-05-24
Fixed
0.37500000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
15500000.00000000
PA
18174816.79000000
0.018947365635
Long
DBT
CORP
FR
N
2
2032-04-21
Fixed
1.37500000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
7308000.00000000
PA
7984531.56000000
0.008323926488
Long
DBT
CORP
DE
N
2
2030-02-28
Fixed
0.35000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
35554000.00000000
PA
39308448.72000000
0.040979315448
Long
DBT
NUSS
FI
Y
2
2030-09-15
None
0.00000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DEUT GENOS-HYPBK
N/A
2798000.00000000
PA
3171388.24000000
0.003306193027
Long
DBT
CORP
DE
N
2
2026-03-31
Fixed
0.37500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBU0
3871000.00000000
PA
2858074.27000000
0.002979561160
Long
DBT
CORP
CA
N
2
2033-09-21
Fixed
3.10000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PGS6
12015000.00000000
PA
9794773.75000000
0.010211115836
Long
DBT
NUSS
CA
Y
2
2028-12-15
Fixed
2.65000000
N
N
N
N
N
N
Metro Inc/CN
549300KQ7DCG4IXSNW78
METRO INC
59162ZAB8
2278000.00000000
PA
2195534.48000000
0.002288859086
Long
DBT
CORP
CA
N
2
2035-10-15
Fixed
5.97000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
2800000.00000000
PA
3201044.40000000
0.003337109769
Long
DBT
NUSS
FR
N
2
2026-04-13
Fixed
0.62500000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
4600000.00000000
PA
5046844.67000000
0.005261368649
Long
DBT
NUSS
FR
N
2
2029-09-26
Fixed
0.05000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2464375.31000000
0.002569127414
Long
DBT
CORP
CH
N
2
2028-07-10
Fixed
0.37500000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
1697610000.00000000
PA
4713862.44000000
0.004914232492
Long
DBT
NUSS
HU
N
2
2025-11-26
Fixed
1.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
10976000.00000000
PA
12158733.16000000
0.012675559017
Long
DBT
NUSS
DE
N
2
2041-06-04
Fixed
0.60000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA BOND
N/A
5000000.00000000
PA
2728505.61000000
0.002844484983
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
2.00000000
N
N
N
N
N
N
National Westminster Bank PLC
213800IBT39XQ9C4CP71
NATL WESTMSTR BK
N/A
4513000.00000000
PA
5127760.53000000
0.005345723963
Long
DBT
CORP
GB
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN GROUP NV
N/A
5791000.00000000
PA
7443663.44000000
0.007760067927
Long
DBT
CORP
NL
N
2
2048-01-13
Variable
4.62500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
587000.00000000
PA
664299.10000000
0.000692536166
Long
DBT
CORP
FR
N
2
2036-04-28
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-1072809.54000000
-0.00111841097
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
70000000000.00000000
JPY
607346814.12000000
USD
2022-03-02
-1072809.54000000
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
9702000.00000000
PA
11955786.43000000
0.012463985720
Long
DBT
NUSS
ES
N
2
2024-05-21
Fixed
4.12500000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
11071000.00000000
PA
12439177.67000000
0.012967924256
Long
DBT
CORP
US
N
2
2024-06-26
Fixed
0.14200000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YAN1
731000.00000000
PA
881751.49000000
0.000919231708
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-2005110.52000000
-0.00209034086
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
560066500.00000000
USD
2022-03-02
-2005110.52000000
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
6769000.00000000
PA
7796656.96000000
0.008128065986
Long
DBT
CORP
DK
N
2
2027-11-22
Fixed
0.75000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
N/A
5945000.00000000
PA
6805863.70000000
0.007095157518
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
1.12500000
N
N
N
N
N
N
First Nations Finance Authority
549300L0OY1XOUXDPF41
FIRST NATIONS FA
32117DAB0
467000.00000000
PA
386741.54000000
0.000403180590
Long
DBT
NUSS
CA
N
2
2028-06-01
Fixed
3.05000000
N
N
N
N
N
N
Housing New Zealand Ltd
254900JDUJGPMP204P63
HOUSING NZ LTD
N/A
8980000.00000000
PA
4739591.74000000
0.004941055455
Long
DBT
NUSS
NZ
N
2
2035-09-10
Fixed
1.53400000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBG7
1355000.00000000
PA
1136207.72000000
0.001184503995
Long
DBT
CORP
CA
N
2
2045-07-27
Fixed
3.96400000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
55000000000.00000000
PA
44582607.63000000
0.046477660683
Long
DBT
NUSS
KR
N
2
2026-06-10
Fixed
1.87500000
N
N
N
N
N
N
Iren SpA
8156001EBD33FD474E60
IREN SPA
N/A
2708000.00000000
PA
3188162.51000000
0.003323680314
Long
DBT
CORP
IT
N
2
2025-09-19
Fixed
1.95000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
712600000.00000000
PA
6264829.59000000
0.006531125912
Long
DBT
NUSS
JP
N
2
2023-11-17
Fixed
0.66900000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET
11257ZAD1
677000.00000000
PA
559911.46000000
0.000583711367
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
5.04000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
96218000.00000000
PA
124787648.21000000
0.130091941213
Long
DBT
NUSS
GB
N
2
2026-10-22
Fixed
0.37500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
726001000000.00000000
PA
50161893.71000000
0.052294102992
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
University of Toronto
N/A
UNIV OF TORONTO
383660AE7
1128000.00000000
PA
1039237.14000000
0.001083411530
Long
DBT
CORP
CA
N
2
2051-12-07
Fixed
4.25100000
N
N
N
N
N
N
Luxembourg Government Bond
N/A
LUXEMBOURG GOVT
N/A
1355000.00000000
PA
1719771.24000000
0.001792872790
Long
DBT
NUSS
LU
N
2
2028-03-19
Fixed
2.25000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAG2
47130000.00000000
PA
35068983.82000000
0.036559645501
Long
DBT
NUSS
CA
N
2
2050-12-02
Fixed
2.65000000
N
N
N
N
N
N
Jyske Realkredit A/S
529900R9HQNZRT2OXB26
JYSKE REALKREDIT
N/A
3610000.00000000
PA
4084703.95000000
0.004258330642
Long
DBT
CORP
DK
N
2
2023-07-01
Fixed
0.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
N/A
1110000.00000000
PA
840382.83000000
0.000876104608
Long
DBT
CORP
US
N
2
2027-09-06
Fixed
4.10000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBL6
1300000.00000000
PA
1022519.57000000
0.001065983354
Long
DBT
CORP
CA
N
2
2026-07-08
Fixed
2.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
3300000.00000000
PA
4582311.08000000
0.004777089336
Long
DBT
CORP
NL
N
2
2026-02-18
Fixed
3.00000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
3000000.00000000
PA
2307346.98000000
0.002405424350
Long
DBT
NUSS
SG
N
2
2029-10-30
Fixed
2.59800000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
478375AV0
1355000.00000000
PA
1544093.22000000
0.001609727303
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
1.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
2000000.00000000
PA
2208361.84000000
0.002302231693
Long
DBT
CORP
FR
N
2
2030-11-24
Variable
1.00000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
789800000.00000000
PA
6955241.79000000
0.007250885156
Long
DBT
NUSS
JP
N
2
2025-03-25
Fixed
0.47000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3786682.42000000
0.003947641243
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
397009900.00000000
USD
2022-02-02
3786682.42000000
N
N
N
DBNGP Finance Co Pty Ltd
213800Q5H1Q4B99WAX06
DBNGP FINANCE CO
N/A
1320000.00000000
PA
982472.74000000
0.001024234271
Long
DBT
CORP
AU
N
2
2025-05-28
Fixed
4.22500000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
7000000.00000000
PA
7725556.14000000
0.008053942915
Long
DBT
CORP
DE
N
2
2029-11-22
Fixed
0.12500000
N
N
N
N
N
N
Free State of Bavaria
529900HHAI6YR14M3S54
BAYERN FREISTAAT
N/A
26855000.00000000
PA
29826692.06000000
0.031094521979
Long
DBT
NUSS
DE
N
2
2028-04-03
Fixed
0.03000000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
INFORMA PLC
N/A
587000.00000000
PA
670830.51000000
0.000699345203
Long
DBT
CORP
GB
N
2
2023-07-05
Fixed
1.50000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
7708000.00000000
PA
8789488.39000000
0.009163099259
Long
DBT
CORP
SE
N
2
2025-05-05
Fixed
0.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
11100000.00000000
PA
12610508.59000000
0.013146537864
Long
DBT
CORP
FR
N
2
2024-09-26
Fixed
0.62500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTI
N/A
1700000.00000000
PA
2136425.87000000
0.002227237973
Long
DBT
CORP
ES
N
2
2031-03-27
Fixed
3.00000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
AU4782242
2391000.00000000
PA
2732592.42000000
0.002848745509
Long
DBT
CORP
SE
N
2
2028-09-18
Variable
1.50000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
6769000.00000000
PA
7561892.74000000
0.007883322747
Long
DBT
NUSS
PL
N
2
2025-02-10
None
0.00000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
180500000.00000000
PA
1995971.13000000
0.002080812986
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
2.50000000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
N/A
11556000.00000000
PA
13726789.37000000
0.014310267894
Long
DBT
NUSS
IL
N
2
2027-01-18
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
9958000.00000000
PA
11628312.52000000
0.012122592023
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
407236.23000000
0.000424546439
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
840000000.00000000
DKK
127243088.12000000
USD
2022-02-02
407236.23000000
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
4451600000.00000000
PA
39218820.36000000
0.040885877295
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
0.40000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-909302.76000000
-0.00094795408
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
537700000.00000000
MYR
127535228.14000000
USD
2022-02-04
-909302.76000000
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
N/A
948000.00000000
PA
1187733.35000000
0.001238219802
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
N/A
4288000.00000000
PA
4713791.57000000
0.004914158609
Long
DBT
CORP
NL
Y
2
2026-09-22
None
0.00000000
N
N
N
N
N
N
Nova Scotia Power Inc
5XLQXOZXQGDQ492ZD098
NOVA SCOTIA PWR
66988ZAZ2
1941000.00000000
PA
1925226.61000000
0.002007061360
Long
DBT
CORP
CA
N
2
2040-06-15
Fixed
5.61000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
EH6986903
857000.00000000
PA
1375182.40000000
0.001433636666
Long
DBT
CORP
BE
N
2
2024-07-30
Fixed
9.75000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1630850000.00000000
PA
18319697.44000000
0.019098404662
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
2.40000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
2776000.00000000
PA
3967562.01000000
0.004136209401
Long
DBT
NUSS
CH
N
2
2036-03-08
Fixed
2.50000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
2781000.00000000
PA
3631354.29000000
0.003785710650
Long
DBT
CORP
FI
N
2
2026-09-04
Fixed
1.37500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
7400000.00000000
PA
8860207.97000000
0.009236824885
Long
DBT
CORP
DE
N
2
2026-02-12
Fixed
2.62500000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FP6
452000.00000000
PA
462090.82000000
0.000481732708
Long
DBT
NUSS
CA
N
2
2035-10-17
Fixed
5.70000000
N
N
N
N
N
N
FortisAlberta Inc
N/A
FORTISALBERTA
34957ZAR5
300000.00000000
PA
282142.01000000
0.000294134894
Long
DBT
CORP
CA
N
2
2043-09-11
Fixed
4.85000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
107787000.00000000
PA
24161757.91000000
0.025188790996
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
AO0406964
2750000.00000000
PA
350695.97000000
0.000365602847
Long
DBT
NUSS
HK
N
2
2027-06-29
Fixed
1.25000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
478375AT5
7205000.00000000
PA
8315333.23000000
0.008668789397
Long
DBT
CORP
IE
N
2
2025-02-25
Fixed
1.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086TY0
2591000.00000000
PA
1928025.65000000
0.002009979377
Long
DBT
CORP
CA
N
2
2028-07-31
Fixed
1.83300000
N
N
N
N
N
N
Goodman Australia Finance Pty Ltd
N/A
GOODMAN AUST FIN
N/A
1806000.00000000
PA
2078048.08000000
0.002166378744
Long
DBT
CORP
AU
N
2
2025-09-27
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
3341850000.00000000
PA
36587597.73000000
0.038142810456
Long
DBT
NUSS
JP
N
2
2043-06-20
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2339082.42000000
0.002438508755
N/A
DFE
N/A
N
2
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
350000000.00000000
EUR
395562300.00000000
USD
2022-02-02
2339082.42000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFF5
23414000.00000000
PA
18469018.09000000
0.019254072419
Long
DBT
NUSS
CA
N
2
2029-09-01
Fixed
2.30000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
BJ5968141
1409000.00000000
PA
1648591.65000000
0.001718667601
Long
DBT
NUSS
RO
Y
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
Adecco International Financial Services BV
549300PDNGPM4PIAUK57
ADECCO INT FIN
N/A
452000.00000000
PA
518100.53000000
0.000540123198
Long
DBT
CORP
NL
N
2
2024-12-02
Fixed
1.00000000
N
N
N
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WPC EUROBOND
N/A
4061000.00000000
PA
4506800.95000000
0.004698369531
Long
DBT
CORP
NL
N
2
2028-04-15
Fixed
1.35000000
N
N
N
N
N
N
Informa PLC
5493006VM2LKUPSEDU20
INFORMA PLC
AT2167274
819000.00000000
PA
1125668.82000000
0.001173517123
Long
DBT
CORP
GB
N
2
2026-07-05
Fixed
3.12500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
1600000.00000000
PA
2012480.63000000
0.002098024248
Long
DBT
CORP
NL
N
2
2038-04-12
Fixed
1.45000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
575120.42000000
0.000599566807
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
400000000.00000000
CAD
315250312.69000000
USD
2022-02-02
575120.42000000
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
75000000.00000000
PA
82739952.14000000
0.086256942447
Long
DBT
NUSS
IT
N
2
2026-04-01
None
0.00000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
6769000.00000000
PA
7650068.49000000
0.007975246545
Long
DBT
CORP
DE
N
2
2023-06-12
Fixed
0.05000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
235400000.00000000
PA
2073391.66000000
0.002161524396
Long
DBT
NUSS
JP
N
2
2025-03-31
Fixed
0.45000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
345283000000.00000000
PA
24403902.37000000
0.025441228182
Long
DBT
NUSS
ID
N
2
2042-06-15
Fixed
7.12500000
N
N
N
N
N
N
Euroclear Bank SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK
N/A
5000000.00000000
PA
5574134.80000000
0.005811072066
Long
DBT
CORP
BE
N
2
2025-07-07
Fixed
0.12500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
2400000.00000000
PA
2568628.91000000
0.002677812475
Long
DBT
CORP
FR
N
2
2170-06-01
Variable
2.62500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
891160LV3
6102000.00000000
PA
4820544.00000000
0.005025448717
Long
DBT
CORP
CA
N
2
2023-07-18
Fixed
1.90900000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
12100000.00000000
PA
13704297.57000000
0.014286820045
Long
DBT
CORP
DE
N
2
2030-11-19
Variable
1.75000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
451250000.00000000
PA
3962797.66000000
0.004131242535
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
0.60000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
N/A
2888000.00000000
PA
3231566.92000000
0.003368929696
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.12500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
270700000.00000000
PA
2363927.27000000
0.002464409673
Long
DBT
NUSS
JP
N
2
2027-11-30
Fixed
0.16000000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
INTL DEVEL ASSOC
N/A
2391000.00000000
PA
3067875.37000000
0.003198280182
Long
DBT
CORP
N/A
N
2
2028-09-21
Fixed
0.75000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
7500000.00000000
PA
9010656.21000000
0.009393668161
Long
DBT
CORP
DE
N
2
2032-12-13
Fixed
1.45000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
240000000.00000000
PA
38641193.34000000
0.040283697341
Long
DBT
NUSS
CN
N
2
2028-05-13
Fixed
3.01000000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
3610000.00000000
PA
4940980.23000000
0.005151004276
Long
DBT
NUSS
SI
N
2
2026-03-30
Fixed
5.12500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
3000000.00000000
PA
3340338.72000000
0.003482325010
Long
DBT
CORP
ES
N
2
2028-03-26
Fixed
1.12500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
2257000.00000000
PA
2540136.52000000
0.002648108972
Long
DBT
CORP
SE
N
2
2024-06-18
Fixed
0.12500000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642869AF8
4513000.00000000
PA
3619882.92000000
0.003773751671
Long
DBT
NUSS
CA
N
2
2023-06-02
Fixed
2.85000000
N
N
N
N
N
N
Caisse Centrale du Credit Immobilier de France SA
969500JMEZ4VXSTUMV07
CAISSE CENT IMMO
N/A
4600000.00000000
PA
5206689.52000000
0.005428007953
Long
DBT
CORP
FR
N
2
2025-03-25
Fixed
0.05000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
8541000.00000000
PA
9075230.98000000
0.009460987782
Long
DBT
CORP
CH
N
2
2029-09-10
Fixed
0.65000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
1952000.00000000
PA
2196269.35000000
0.002289625193
Long
DBT
CORP
FI
N
2
2024-07-01
Fixed
0.12500000
N
N
N
N
N
N
Red Electrica Financiaciones SAU
9598006P00EGK6U2SG18
RED ELECTRICA FI
N/A
200000.00000000
PA
231460.23000000
0.000241298806
Long
DBT
CORP
ES
N
2
2026-04-21
Fixed
1.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
40000000.00000000
PA
507526.17000000
0.000529099358
Long
DBT
NUSS
JP
N
2
2046-12-20
Fixed
2.87000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZAX1
193000.00000000
PA
180986.23000000
0.000188679331
Long
DBT
CORP
CA
N
2
2061-10-24
Fixed
4.59300000
N
N
N
N
N
N
Southern Electric Power Distribution PLC
549300SR1GYYNBZQGX56
SOUTHERN ELECTR
N/A
686000.00000000
PA
1137322.95000000
0.001185666630
Long
DBT
CORP
GB
N
2
2037-02-20
Fixed
4.62500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
23899000.00000000
PA
27416969.43000000
0.028582370342
Long
DBT
NUSS
CH
N
2
2026-05-28
Fixed
1.25000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
5300000.00000000
PA
6044495.44000000
0.006301426116
Long
DBT
CORP
NL
N
2
2058-06-01
Fixed
0.62500000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
54115000.00000000
PA
61434099.12000000
0.064045451019
Long
DBT
NUSS
IE
N
2
2027-05-15
Fixed
0.20000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
74458000.00000000
PA
18189206.15000000
0.018962366637
Long
DBT
NUSS
MY
N
2
2023-08-17
Fixed
3.80000000
N
N
N
N
N
N
Akelius Residential Property AB
213800REBFN6T3PU8L97
AKELIUS RESIDENT
N/A
677000.00000000
PA
786197.93000000
0.000819616495
Long
DBT
CORP
SE
N
2
2025-02-07
Fixed
1.75000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAA2
3295000.00000000
PA
5054474.60000000
0.005269322901
Long
DBT
CORP
US
N
2
2028-11-20
Fixed
4.80000000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
4077000.00000000
PA
4608321.58000000
0.004804205453
Long
DBT
CORP
GB
N
2
2025-09-21
Fixed
0.62500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBW3
9093000.00000000
PA
7229329.50000000
0.007536623390
Long
DBT
CORP
CA
N
2
2024-02-27
Fixed
2.70000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
282000.00000000
PA
326447.21000000
0.000340323356
Long
DBT
CORP
SE
N
2
2027-03-29
Fixed
0.87500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
3000000.00000000
PA
3348022.11000000
0.003490334995
Long
DBT
CORP
NL
N
2
2170-04-28
Variable
2.25000000
N
N
N
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
PHOENIX GRP
N/A
3781000.00000000
PA
5858772.25000000
0.006107808473
Long
DBT
CORP
GB
N
2
2029-06-13
Fixed
5.86700000
N
N
N
N
N
N
Guinness Partnership Ltd/The
213800OE2SS4VDHBR129
GUINNESS PARTNER
N/A
1142000.00000000
PA
1957495.66000000
0.002040702056
Long
DBT
CORP
GB
N
2
2044-10-24
Fixed
4.00000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
N/A
1444000.00000000
PA
1664906.38000000
0.001735675814
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
1.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
65000000000.00000000
PA
53694734.14000000
0.055977112297
Long
DBT
NUSS
KR
N
2
2024-03-10
Fixed
1.87500000
N
N
N
N
N
N
Northumbrian Water Finance PLC
213800JTFA6F3S7XX781
NORTHUMBRIAN WTR
EC7912669
1172000.00000000
PA
2084916.05000000
0.002173538648
Long
DBT
CORP
GB
N
2
2033-04-29
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220302
N/A
1.00000000
NC
-278198.54000000
-0.00029002380
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1492336898.00000000
MYR
355815603.71000000
USD
2022-03-02
-278198.54000000
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FIN PLC
N/A
15217000.00000000
PA
16244011.38000000
0.016934488339
Long
DBT
CORP
GB
N
2
2030-03-19
Fixed
0.62500000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
28861000.00000000
PA
6907791.15000000
0.007201417552
Long
DBT
NUSS
PL
N
2
2047-04-25
Fixed
4.00000000
N
N
N
N
N
N
Cedulas TDA 6 Fondo de Titulizacion de Activos
959800SDE531X188YH68
CEDULAS TDA 6
N/A
400000.00000000
PA
504085.34000000
0.000525512271
Long
DBT
CORP
ES
N
2
2025-05-23
Fixed
3.87500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
129000000.00000000
PA
1114883.28000000
0.001162273127
Long
DBT
CORP
JP
N
2
2028-03-16
Fixed
0.58500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
7677600000.00000000
PA
61159462.72000000
0.063759140772
Long
DBT
NUSS
JP
N
2
2049-09-20
Fixed
0.40000000
N
N
N
N
N
N
Dream Industrial Real Estate Investment Trust
549300QOI0TM3CBYUH79
DREAM IND REIT
26153WAF6
2147000.00000000
PA
1614409.55000000
0.001683032537
Long
DBT
CORP
CA
N
2
2027-06-17
Fixed
2.05700000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0340
N/A
4899000.00000000
PA
7399227.27000000
0.007713742929
Long
DBT
NUSS
BE
Y
2
2066-06-22
Fixed
2.15000000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
N/A
1260000.00000000
PA
1924912.62000000
0.002006734023
Long
DBT
CORP
GB
N
2
2027-10-05
Fixed
4.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
3000000.00000000
PA
3290352.03000000
0.003430213558
Long
DBT
CORP
IT
N
2
2028-03-16
Fixed
0.75000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
1117900000.00000000
PA
9837886.22000000
0.010256060869
Long
DBT
NUSS
JP
N
2
2025-03-19
Fixed
0.43500000
N
N
N
N
N
N
Dali Capital PLC
549300CUYQI7648PE528
DALI CAPITAL 29
EG0502237
150000.00000000
PA
259778.54000000
0.000270820830
Long
DBT
CORP
IE
N
2
2037-12-21
Fixed
4.79920000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
6172000.00000000
PA
7195747.73000000
0.007501614175
Long
DBT
CORP
GB
N
2
2024-04-07
Fixed
1.87600000
N
N
N
N
N
N
Imerys SA
54930075MZSSIB2TGC64
IMERYS SA
N/A
400000.00000000
PA
464622.39000000
0.000484371887
Long
DBT
CORP
FR
N
2
2027-01-15
Fixed
1.50000000
N
N
N
N
N
N
Stora Enso Oyj
7437000ZP669LKUTZ738
STORA ENSO OYJ
N/A
2606000.00000000
PA
3202519.48000000
0.003338647549
Long
DBT
CORP
FI
N
2
2028-03-21
Fixed
2.50000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
4513000.00000000
PA
4933398.06000000
0.005143099814
Long
DBT
CORP
JP
N
2
2030-04-15
Fixed
0.79700000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
35855000.00000000
PA
39324445.52000000
0.040995992217
Long
DBT
CORP
DE
N
2
2031-01-10
None
0.00000000
N
N
N
N
N
N
Auckland Council
213800RWHTSELJS5LA96
AUCKLAND COUNCIL
N/A
1399000.00000000
PA
1533672.50000000
0.001598863634
Long
DBT
NUSS
NZ
N
2
2029-09-26
Fixed
0.12500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
1061000.00000000
PA
1691345.15000000
0.001763238405
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
5.50000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
6270000.00000000
PA
4721582.51000000
0.004922280715
Long
DBT
CORP
AU
N
2
2030-09-09
Fixed
5.25000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAL7
1395000.00000000
PA
1088640.92000000
0.001134915294
Long
DBT
CORP
CA
N
2
2044-08-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1561040.95000000
0.001627395422
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
129000000.00000000
EUR
146491884.00000000
USD
2022-02-02
1561040.95000000
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
FIRST CAP REALTY
31943BBX7
1700000.00000000
PA
1354504.87000000
0.001412080205
Long
DBT
CORP
CA
N
2
2026-05-06
Fixed
3.60400000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
BH6826250
2300000.00000000
PA
2787106.00000000
0.002905576273
Long
DBT
CORP
NL
N
2
2027-04-17
Fixed
2.50000000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
05545FAA5
3873000.00000000
PA
3095048.47000000
0.003226608317
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.23000000
N
N
N
N
N
N
Housing New Zealand Ltd
254900JDUJGPMP204P63
HOUSING NZ LTD
N/A
4810000.00000000
PA
3216709.04000000
0.003353440259
Long
DBT
NUSS
NZ
N
2
2025-06-12
Fixed
3.36000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AV1
1399000.00000000
PA
1594585.10000000
0.001662365418
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
1.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
4197000.00000000
PA
4750347.75000000
0.004952268666
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
767200000.00000000
PA
6727072.00000000
0.007013016654
Long
DBT
NUSS
JP
N
2
2027-02-25
Fixed
0.24500000
N
N
N
N
N
N
Bayerische Landesbank
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBK
N/A
4513000.00000000
PA
5141923.44000000
0.005360488890
Long
DBT
CORP
DE
N
2
2025-03-19
Fixed
0.50000000
N
N
N
N
N
N
EMH Treasury PLC
213800WLIFOOG58XDG67
EMH TREASURY PLC
EK0435702
449000.00000000
PA
801998.36000000
0.000836088547
Long
DBT
CORP
GB
N
2
2044-01-29
Fixed
4.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
40000000000.00000000
PA
28782692.66000000
0.030006145762
Long
DBT
NUSS
KR
N
2
2036-09-10
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
8412615.78000000
0.008770207093
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1250000000.00000000
EUR
1412781250.00000000
USD
2022-02-02
8412615.78000000
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
3610000.00000000
PA
4223977.21000000
0.004403523928
Long
DBT
CORP
NL
N
2
2025-03-30
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-295249.00000000
-0.00030779901
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
939277933.00000000
RUB
11766861.26000000
USD
2022-03-01
-295249.00000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
464800000.00000000
PA
4653397.22000000
0.004851197103
Long
DBT
NUSS
JP
N
2
2028-06-20
Fixed
2.40000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
9025000.00000000
PA
10298560.05000000
0.010736316356
Long
DBT
CORP
N/A
N
2
2023-11-15
Fixed
0.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
13087000.00000000
PA
14952256.43000000
0.015587825336
Long
DBT
CORP
DE
N
2
2025-04-23
Fixed
0.37500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
N/A
3818000.00000000
PA
4100048.12000000
0.004274327039
Long
DBT
CORP
US
N
2
2029-09-14
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
1795692.98000000
0.001872021702
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
744271706.00000000
SEK
81613840.56000000
USD
2022-02-02
1795692.98000000
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAN9
1264000.00000000
PA
1412552.36000000
0.001472595094
Long
DBT
CORP
LU
N
2
2031-07-02
Fixed
1.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
6769000.00000000
PA
7510861.83000000
0.007830122689
Long
DBT
CORP
N/A
N
2
2028-04-24
Fixed
0.01000000
N
N
N
N
N
N
BNP Paribas Fortis SA
KGCEPHLVVKVRZYO1T647
BNP PARIBAS FORT
N/A
100000.00000000
PA
114275.59000000
0.000119133051
Long
DBT
CORP
BE
N
2
2025-10-04
Fixed
0.62500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
3700000.00000000
PA
4555078.83000000
0.004748699537
Long
DBT
CORP
FR
N
2
2025-11-19
Fixed
2.87500000
N
N
N
N
N
N
alstria office REIT-AG
529900QIJIGPI0DRL085
ALSTRIA OFFICE
N/A
100000.00000000
PA
114021.63000000
0.000118868296
Long
DBT
CORP
DE
N
2
2023-04-12
Fixed
2.12500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
51237000.00000000
PA
88124373.73000000
0.091870237248
Long
DBT
NUSS
GB
N
2
2032-06-07
Fixed
4.25000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
2301000.00000000
PA
3114689.79000000
0.003247084522
Long
DBT
CORP
BE
N
2
2033-01-24
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
10424000.00000000
PA
11893562.49000000
0.012399116855
Long
DBT
CORP
N/A
N
2
2025-07-16
Fixed
0.37500000
N
N
N
N
N
N
ING-DiBa AG
3KXUNHVVQFIJN6RHLO76
ING-DIBA AG
N/A
8700000.00000000
PA
10330335.52000000
0.010769442492
Long
DBT
CORP
DE
N
2
2039-05-23
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220202
N/A
1.00000000
NC
-42682.87000000
-0.00004449717
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
38548773.85000000
USD
148297133.00000000
PEN
2022-02-02
-42682.87000000
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
78970000.00000000
PA
8864877.06000000
0.009241692442
Long
DBT
NUSS
NO
Y
2
2025-03-13
Fixed
1.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAK3
36588000.00000000
PA
28635657.28000000
0.029852860414
Long
DBT
NUSS
CA
N
2
2025-09-08
Fixed
1.75000000
N
N
N
N
N
N
de Volksbank NV
724500A1FNICHSDF2I11
VOLKSBANK NV
N/A
2300000.00000000
PA
2649397.21000000
0.002762013957
Long
DBT
CORP
NL
N
2
2027-05-18
Fixed
0.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1355000.00000000
PA
997154.91000000
0.001039540529
Long
DBT
CORP
N/A
N
2
2025-10-17
Fixed
2.90000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
1174000.00000000
PA
948370.44000000
0.000988682400
Long
DBT
CORP
GB
N
2
2025-02-03
Fixed
3.50000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
1850000.00000000
PA
3230327.42000000
0.003367637509
Long
DBT
CORP
FR
N
2
2028-10-30
Fixed
7.00000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JT6
3057000.00000000
PA
2549815.05000000
0.002658198903
Long
DBT
NUSS
CA
N
2
2042-02-03
Fixed
3.40000000
N
N
N
N
N
N
Fresenius Finance Ireland PLC
549300GFSOR556BX2290
FRESENIUS FIN IR
N/A
4711000.00000000
PA
5422853.92000000
0.005653360757
Long
DBT
CORP
IE
N
2
2024-01-30
Fixed
1.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EN4
4468000.00000000
PA
4722705.84000000
0.004923451794
Long
DBT
CORP
US
N
2
2039-10-16
Fixed
0.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFG4
2513000.00000000
PA
1905389.76000000
0.001986381314
Long
DBT
CORP
US
N
2
2030-05-16
Fixed
2.50000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS GROUP HLDGS
N/A
1000000.00000000
PA
769005.96000000
0.000801693753
Long
DBT
CORP
SG
N
2
2170-03-12
Variable
3.98000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMART REIT
83179XAC2
83000.00000000
PA
66759.69000000
0.000069597414
Long
DBT
CORP
CA
N
2
2026-08-28
Fixed
3.44400000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
KLEPIERRE SA
N/A
2100000.00000000
PA
2499150.40000000
0.002605380673
Long
DBT
CORP
FR
N
2
2029-05-12
Fixed
2.00000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
5976000.00000000
PA
6463970.68000000
0.006738731803
Long
DBT
CORP
IT
N
2
2170-05-11
Variable
2.75000000
N
N
N
N
N
N
China Government International Bond
N/A
CHINA (PEOPLE'S)
N/A
10047000.00000000
PA
10877000.72000000
0.011339344546
Long
DBT
NUSS
CN
N
2
2031-11-12
Fixed
0.50000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBC6
3111000.00000000
PA
2544568.68000000
0.002652729527
Long
DBT
CORP
CA
N
2
2026-03-10
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5229110.52000000
-0.00545138199
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000000.00000000
EUR
556842500.00000000
USD
2022-03-02
-5229110.52000000
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087XW9
38391000.00000000
PA
42046926.17000000
0.043834196140
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
2000000.00000000
PA
2676479.59000000
0.002790247516
Long
DBT
CORP
FR
N
2
2023-02-11
Fixed
1.00000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
3428000.00000000
PA
3679894.64000000
0.003836314283
Long
DBT
NUSS
HU
Y
2
2028-09-21
Fixed
0.12500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CM9
2798000.00000000
PA
2771941.73000000
0.002889767422
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
1.45000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1478432.42000000
0.001541275488
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
350000000.00000000
EUR
394701650.00000000
USD
2022-02-02
1478432.42000000
N
N
N
Electricity North West Ltd
549300ZM2QCFG22BOJ03
UNITED UTIL ELEC
TT3217177
904000.00000000
PA
1553119.66000000
0.001619137425
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
8.87500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
500000.00000000
PA
570846.69000000
0.000595111416
Long
DBT
CORP
FR
N
2
2027-02-03
Fixed
0.87500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
N/A
4513000.00000000
PA
5004537.58000000
0.005217263230
Long
DBT
CORP
CA
N
2
2027-01-14
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2497453.69000000
0.002603611842
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
559250000.00000000
USD
500000000.00000000
EUR
2022-02-02
2497453.69000000
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
67700000.00000000
PA
587846.61000000
0.000612833944
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
6952000.00000000
PA
9046975.93000000
0.009431531707
Long
DBT
CORP
US
N
2
2026-04-28
Variable
0.99100000
N
N
N
N
N
N
Raiffeisenlandesbank Niederoesterreich-Wien AG
529900GPOO9ISPD1EE83
RAIFF LB NIEDER
N/A
5600000.00000000
PA
6514244.83000000
0.006791142934
Long
DBT
CORP
AT
N
2
2029-01-30
Fixed
0.87500000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557BG9
5686000.00000000
PA
6636229.51000000
0.006918312763
Long
DBT
CORP
US
N
2
2025-11-17
Fixed
1.50000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
2196000.00000000
PA
2562527.46000000
0.002671451673
Long
DBT
CORP
NL
N
2
2025-04-07
Fixed
1.62500000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & C
BH4726650
4513000.00000000
PA
5311299.28000000
0.005537064313
Long
DBT
CORP
DE
N
2
2027-10-08
Fixed
1.62500000
N
N
N
N
N
N
Zuercher Kantonalbank
165GRDQ39W63PHVONY02
ZUERCHER KBK
N/A
740000.00000000
PA
799949.86000000
0.000833952972
Long
DBT
CORP
CH
N
2
2026-05-13
Fixed
0.12500000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
6318000.00000000
PA
4989443.28000000
0.005201527324
Long
DBT
NUSS
AU
N
2
2024-12-17
Fixed
5.50000000
N
N
N
N
N
N
Nouvelle Autoroute 30 Financement Inc
N/A
NOUVELLE AUTO
66980CAB4
2579546.15000000
PA
2101392.88000000
0.002190715851
Long
DBT
CORP
CA
N
2
2042-03-31
Fixed
4.11400000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
500769HE7
9025000.00000000
PA
10241056.94000000
0.010676368987
Long
DBT
CORP
DE
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
904000.00000000
PA
1109074.14000000
0.001156217060
Long
DBT
NUSS
DE
N
2
2033-06-13
Fixed
1.30000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
9025000.00000000
PA
10200484.16000000
0.010634071598
Long
DBT
NUSS
DE
N
2
2023-03-07
Fixed
0.12500000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
3159000.00000000
PA
3077017.51000000
0.003207810923
Long
DBT
CORP
LU
N
2
2040-12-03
Fixed
0.37500000
N
N
N
N
N
N
RL Finance Bonds NO 4 PLC
21380094SBEIOBDS8O41
RL FINANCE NO 4
N/A
4829000.00000000
PA
6768241.45000000
0.007055936075
Long
DBT
CORP
GB
N
2
2049-10-07
Variable
4.87500000
N
N
N
N
N
N
Network Rail Infrastructure Finance PLC
213800H88F5EE4B1D697
NETWRK RAIL INFR
N/A
1896000.00000000
PA
3483692.62000000
0.003631772391
Long
DBT
CORP
GB
N
2
2035-11-29
Fixed
4.75000000
N
N
N
N
N
N
Free State of Saxony
5299000O7UMNSOGRRW53
SACHSEN FREISTAT
N/A
2296000.00000000
PA
2374968.07000000
0.002475919780
Long
DBT
NUSS
DE
N
2
2035-12-17
Fixed
0.01000000
N
N
N
N
N
N
EWE AG
529900L64X6KZZW19R71
EWE AG
N/A
25617000.00000000
PA
26574793.73000000
0.027704396655
Long
DBT
CORP
DE
N
2
2032-10-22
Fixed
0.37500000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
217000.00000000
PA
250608.96000000
0.000261261483
Long
DBT
CORP
MX
N
2
2024-03-10
Fixed
1.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
93911000.00000000
PA
76867703.97000000
0.080135085239
Long
DBT
NUSS
AU
N
2
2027-04-21
Fixed
4.75000000
N
N
N
N
N
N
Mapfre SA
95980020140005693107
MAPFRE
N/A
2100000.00000000
PA
2604565.51000000
0.002715276616
Long
DBT
CORP
ES
N
2
2047-03-31
Variable
4.37500000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
20000.00000000
PA
26160.04000000
0.000027272013
Long
DBT
CORP
NL
N
2
2028-01-17
Fixed
3.25000000
N
N
N
N
N
N
Land Securities Capital Markets PLC
213800ZNMO2OSVLXAK89
LAND SECURITIES
N/A
1896000.00000000
PA
2614833.00000000
0.002725980542
Long
DBT
CORP
GB
N
2
2039-09-22
Fixed
2.62500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
4496000.00000000
PA
6024339.97000000
0.006280413906
Long
DBT
CORP
US
N
2
2032-12-17
Fixed
3.55000000
N
N
N
N
N
N
Criteria Caixa SA
959800DQQUAMV0K08004
CRITERIA CAIXA
N/A
1300000.00000000
PA
1486774.47000000
0.001549972130
Long
DBT
CORP
ES
N
2
2023-05-10
Fixed
1.50000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
13200000.00000000
PA
15867581.47000000
0.016542057690
Long
DBT
CORP
FR
N
2
2026-10-02
Fixed
2.12500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
11305000.00000000
PA
14558841.94000000
0.015177688152
Long
DBT
CORP
LU
N
2
2040-09-05
Fixed
1.45000000
N
N
N
N
N
N
FCA Bank SpA/Ireland
549300V1VN70Q7PQ7234
FCA BANK IE
N/A
6000000.00000000
PA
6703845.23000000
0.006988802594
Long
DBT
CORP
IT
N
2
2024-04-16
None
0.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
10424000.00000000
PA
12101632.61000000
0.012616031319
Long
DBT
NUSS
NL
N
2
2028-01-11
Fixed
0.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
2257000.00000000
PA
2514049.74000000
0.002620913332
Long
DBT
CORP
CH
N
2
2026-01-29
Variable
0.25000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
5700000.00000000
PA
7830408.42000000
0.008163252104
Long
DBT
NUSS
FR
N
2
2047-12-20
Fixed
2.25000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
50000.00000000
PA
58385.33000000
0.000060867089
Long
DBT
CORP
FR
N
2
2027-10-18
Fixed
1.00000000
N
N
N
N
N
N
HeidelbergCement AG
LZ2C6E0W5W7LQMX5ZI37
HEIDELBERGCEMENT
N/A
6318000.00000000
PA
7333006.04000000
0.007644706862
Long
DBT
CORP
DE
N
2
2025-02-07
Fixed
1.50000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
9342000.00000000
PA
11027667.85000000
0.011496416017
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.65000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5304400000.00000000
PA
53702247.09000000
0.055984944597
Long
DBT
NUSS
JP
N
2
2033-09-20
Fixed
1.70000000
N
N
N
N
N
N
Penarian Housing Finance PLC
213800ITDRPW2XEQ8T51
PENARIAN HOUSING
N/A
677000.00000000
PA
994682.40000000
0.001036962921
Long
DBT
CORP
GB
N
2
2052-06-07
Fixed
3.21200000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
189400000.00000000
PA
1635143.13000000
0.001704647431
Long
DBT
NUSS
JP
N
2
2030-09-20
Fixed
0.09500000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
10201000.00000000
PA
14252066.17000000
0.014857872401
Long
DBT
NUSS
AT
Y
2
2034-05-23
Fixed
2.40000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
4229000.00000000
PA
4377456.26000000
0.004563526844
Long
DBT
CORP
NL
N
2
2033-01-11
Fixed
0.20000000
N
N
N
N
N
N
GE Capital UK Funding Unlimited Co
BR7Z6BPTFF652NNO9651
GE CAPITAL UK
N/A
4634000.00000000
PA
7983851.32000000
0.008323217333
Long
DBT
CORP
IE
N
2
2033-01-18
Fixed
5.87500000
N
N
N
N
N
N
Sparebanken Vest Boligkreditt AS
5967007LIEEXZX6AO004
SPAREBANKEN V BO
N/A
22957000.00000000
PA
26057759.87000000
0.027165385467
Long
DBT
CORP
NO
N
2
2024-02-14
Fixed
0.37500000
N
N
N
N
N
N
Scotland Gas Networks PLC
549300Y7M5CC1U5DBX07
SCOTLAND GAS NET
EF1253238
452000.00000000
PA
730199.60000000
0.000761237869
Long
DBT
CORP
GB
N
2
2034-12-21
Fixed
4.87500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
4513000.00000000
PA
5122469.34000000
0.005340207863
Long
DBT
CORP
AU
N
2
2023-02-21
Fixed
0.62500000
N
N
N
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
N/A
6769000.00000000
PA
7735595.55000000
0.008064409065
Long
DBT
CORP
NO
N
2
2026-01-14
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4732610.52000000
-0.00493377748
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
557339000.00000000
USD
2022-03-02
-4732610.52000000
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
56500000.00000000
PA
15485665.84000000
0.016143908143
Long
DBT
NUSS
PE
N
2
2031-08-12
Fixed
6.95000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
11762000.00000000
PA
12957152.87000000
0.013507916798
Long
DBT
CORP
SE
N
2
2027-05-20
Variable
0.30000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
61371000.00000000
PA
69328211.42000000
0.072275114836
Long
DBT
CORP
N/A
N
2
2024-03-15
None
0.00000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
9863100000.00000000
PA
82478159.65000000
0.085984022060
Long
DBT
NUSS
JP
N
2
2050-06-20
Fixed
0.60000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910BF9
813000.00000000
PA
617881.86000000
0.000644145889
Long
DBT
CORP
CA
N
2
2027-03-10
Fixed
2.36100000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
1315000.00000000
PA
1424944.16000000
0.001485513626
Long
DBT
CORP
CH
N
2
2028-02-11
Fixed
0.25000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
6769000.00000000
PA
7576653.34000000
0.007898710770
Long
DBT
CORP
DE
N
2
2026-12-04
Fixed
0.50000000
N
N
N
N
N
N
Cie de Saint-Gobain
NFONVGN05Z0FMN5PEC35
CIE DE ST GOBAIN
N/A
3300000.00000000
PA
3791818.14000000
0.003952995265
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
1.00000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
7847000.00000000
PA
13308072.62000000
0.013873752937
Long
DBT
NUSS
IT
Y
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
115485000.00000000
PA
87150871.97000000
0.090855355283
Long
DBT
NUSS
AU
N
2
2029-11-21
Fixed
2.75000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
86682ZAM8
2483000.00000000
PA
1936730.62000000
0.002019054366
Long
DBT
CORP
CA
N
2
2032-05-10
Variable
2.58000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
15239000.00000000
PA
18160212.80000000
0.018932140880
Long
DBT
NUSS
SK
N
2
2028-06-12
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-1507110.25000000
-0.00157117231
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
153501357.00000000
EUR
171050399.64000000
USD
2022-03-02
-1507110.25000000
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCD4
5239000.00000000
PA
3605426.51000000
0.003758680769
Long
DBT
CORP
CA
N
2
2050-09-30
Fixed
3.50000000
N
N
N
N
N
N
Labrador-Island Link Funding Trust
N/A
LABRADOR-ISLAND
505443AA9
3812000.00000000
PA
3368367.34000000
0.003511545030
Long
DBT
NUSS
CA
Y
2
2033-06-01
Fixed
3.76000000
N
N
N
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
CAN TIRE CORP
13668ZAX6
3651000.00000000
PA
2918016.84000000
0.003042051682
Long
DBT
CORP
CA
N
2
2023-07-06
Fixed
3.16700000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
15890000.00000000
PA
11806207.52000000
0.012308048726
Long
DBT
CORP
N/A
N
2
2026-08-17
Fixed
3.10000000
N
N
N
N
N
N
LCR Finance PLC
2138008GSNH2EM5YC581
LCR FINANCE PLC
N/A
722000.00000000
PA
1361196.10000000
0.001419055856
Long
DBT
CORP
GB
N
2
2038-12-07
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
10400000.00000000
PA
11489130.73000000
0.011977494094
Long
DBT
CORP
DE
N
2
2027-02-17
Variable
0.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148BY8
4063000.00000000
PA
3238488.60000000
0.003376145593
Long
DBT
NUSS
CA
N
2
2023-03-01
Fixed
2.45000000
N
N
N
N
N
N
Lseg Netherlands BV
213800JCR9B7CYW7U265
LSEG NTHRLND BV
N/A
5562000.00000000
PA
5988221.60000000
0.006242760269
Long
DBT
CORP
NL
N
2
2033-04-06
Fixed
0.75000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
98000.00000000
PA
112039.97000000
0.000116802403
Long
DBT
CORP
DE
N
2
2024-05-22
Fixed
0.87500000
N
N
N
N
N
N
Babcock International Group PLC
213800TSKOLX4EU6L377
BABCOCK INTL GRP
N/A
1806000.00000000
PA
2350129.30000000
0.002450025199
Long
DBT
CORP
GB
N
2
2026-10-05
Fixed
1.87500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
4600000.00000000
PA
5317315.56000000
0.005543336325
Long
DBT
CORP
ES
N
2
2023-10-24
Fixed
1.75000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
8815000.00000000
PA
11677786.69000000
0.012174169169
Long
DBT
CORP
DK
N
2
2028-01-14
Variable
2.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
100000.00000000
PA
119266.56000000
0.000124336170
Long
DBT
CORP
FR
N
2
2024-01-09
Fixed
3.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
7000000.00000000
PA
9012415.98000000
0.009395502733
Long
DBT
CORP
FR
N
2
2026-07-16
Fixed
1.00000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
428690000.00000000
PA
1176783.46000000
0.001226804470
Long
DBT
NUSS
HU
N
2
2031-10-22
Fixed
3.25000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
26901000.00000000
PA
30377925.12000000
0.031669186058
Long
DBT
CORP
N/A
N
2
2024-12-16
None
0.00000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AF3
2234000.00000000
PA
1896428.48000000
0.001977039121
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Telenor ASA
549300IM1QSBY4SLPM26
TELENOR
N/A
6114000.00000000
PA
7029626.99000000
0.007328432214
Long
DBT
CORP
NO
N
2
2029-05-31
Fixed
1.12500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
33964000.00000000
PA
38181978.41000000
0.039804962766
Long
DBT
CORP
DE
N
2
2026-09-30
None
0.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
118853000.00000000
PA
143054846.74000000
0.149135615418
Long
DBT
NUSS
GB
N
2
2035-07-31
Fixed
0.62500000
N
N
N
N
N
N
Manulife Finance Delaware LP
N/A
MANULIFE FIN
56502FAA9
1711000.00000000
PA
1546110.96000000
0.001611830810
Long
DBT
CORP
US
N
2
2041-12-15
Variable
5.05900000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-489500.97000000
-0.00051030796
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
267820000.00000000
MYR
63486720.46000000
USD
2022-02-04
-489500.97000000
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
4400000.00000000
PA
5060313.64000000
0.005275410138
Long
DBT
CORP
FR
N
2
2024-07-15
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5229841.73000000
0.005452144283
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
226000000.00000000
EUR
259139690.80000000
USD
2022-02-02
5229841.73000000
N
N
N
CCEP Finance Ireland DAC
549300C3FJ5JIMZNEN16
CCEP FINANCE IRE
N/A
1196000.00000000
PA
1294641.54000000
0.001349672291
Long
DBT
CORP
IE
N
2
2041-05-06
Fixed
1.50000000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAK1
1348000.00000000
PA
1215606.71000000
0.001267277963
Long
DBT
CORP
CA
N
2
2042-02-28
Fixed
4.55000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA
N/A
4061000.00000000
PA
2672040.98000000
0.002785620236
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
614578.17000000
0.000640701770
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
45000000.00000000
EUR
51171849.00000000
USD
2022-02-02
614578.17000000
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
4061000.00000000
PA
4536841.17000000
0.004729686657
Long
DBT
CORP
DE
N
2
2034-08-08
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-91757.82000000
-0.00009565812
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
58333333.00000000
SGD
43086107.46000000
USD
2022-02-04
-91757.82000000
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAQ1
2000000.00000000
PA
1620044.37000000
0.001688906874
Long
DBT
CORP
CA
N
2
2027-10-04
Fixed
3.24400000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG IMMOB SE
N/A
3400000.00000000
PA
3614339.25000000
0.003767972359
Long
DBT
CORP
DE
N
2
2032-11-19
Fixed
1.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
64502000.00000000
PA
74307175.03000000
0.077465717035
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
17479550000.00000000
PA
158491065.45000000
0.165227974604
Long
DBT
NUSS
JP
N
2
2037-03-20
Fixed
0.70000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
10414750000.00000000
PA
90808438.79000000
0.094668392667
Long
DBT
NUSS
JP
N
2
2024-06-20
Fixed
0.10000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1537000.00000000
PA
2329539.67000000
0.002428560375
Long
DBT
CORP
N/A
N
2
2025-04-15
Fixed
5.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2475477.65000000
0.002580701676
Long
DBT
CORP
CH
N
2
2025-10-15
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
25672143.08000000
0.026763377436
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1280000000.00000000
AUD
930702080.00000000
USD
2022-02-02
25672143.08000000
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
55000000000.00000000
PA
41696966.82000000
0.043469361224
Long
DBT
NUSS
KR
N
2
2029-12-10
Fixed
1.37500000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
722000.00000000
PA
528501.72000000
0.000550966507
Long
DBT
CORP
N/A
N
2
2027-09-14
Fixed
4.50000000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
4513000.00000000
PA
5254212.65000000
0.005477551127
Long
DBT
CORP
AT
N
2
2023-07-04
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4360850000.00000000
PA
46312268.68000000
0.048280843665
Long
DBT
NUSS
JP
N
2
2043-12-20
Fixed
1.70000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED A/S
N/A
7001000.00000000
PA
11734444.31000000
0.012233235109
Long
DBT
CORP
DK
N
2
2032-01-12
Fixed
4.87500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1316300000.00000000
PA
15106875.88000000
0.015749017127
Long
DBT
NUSS
JP
N
2
2038-03-20
Fixed
2.50000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
BAA FUNDING LTD
N/A
1377000.00000000
PA
2399650.89000000
0.002501651781
Long
DBT
CORP
JE
N
2
2031-12-10
Fixed
6.45000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
3857000.00000000
PA
4358759.90000000
0.004544035766
Long
DBT
NUSS
DE
N
2
2024-06-20
Fixed
0.12500000
N
N
N
N
N
N
Power Corp of Canada
549300BE2CB8T87IJV50
POWER CORP
739239AE1
1551000.00000000
PA
1360654.36000000
0.001418491089
Long
DBT
CORP
CA
N
2
2048-07-27
Fixed
4.45500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-65584.56000000
-0.00006837233
N/A
DFE
N/A
N
2
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
44000000000.00000000
JPY
382282924.12000000
USD
2022-02-02
-65584.56000000
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
2163500000.00000000
PA
18789172.18000000
0.019587835156
Long
DBT
NUSS
JP
N
2
2031-04-25
Fixed
0.19900000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
647523.13000000
0.000675047107
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1941582650000.00000000
IDR
135623264.18000000
USD
2022-02-03
647523.13000000
N
N
N
Digital Dutch Finco BV
549300ONZ5IS6B6IMJ70
DIGITAL DUTCH
N/A
8184000.00000000
PA
8901423.41000000
0.009279792251
Long
DBT
CORP
NL
N
2
2031-02-01
Fixed
1.25000000
N
N
N
N
N
N
Euroclear Bank SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK
N/A
100000.00000000
PA
132526.93000000
0.000138160193
Long
DBT
CORP
BE
N
2
2024-09-30
Fixed
1.25000000
N
N
N
N
N
N
Fidelity International Ltd
N/A
FIDELITY INTL
N/A
587000.00000000
PA
869020.75000000
0.000905959828
Long
DBT
CORP
BM
N
2
2024-02-13
Fixed
7.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2702546.31000000
-0.00281742224
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
564450000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2702546.31000000
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCC0
4046000.00000000
PA
3035600.35000000
0.003164633262
Long
DBT
CORP
CA
N
2
2048-07-03
Fixed
4.18000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
900000.00000000
PA
1009616.56000000
0.001052531881
Long
DBT
CORP
LU
N
2
2025-07-09
Fixed
0.62500000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
6777000.00000000
PA
8896200.85000000
0.009274347698
Long
DBT
CORP
N/A
N
2
2026-09-15
Fixed
0.87500000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
490000.00000000
PA
360759.09000000
0.000376093716
Long
DBT
CORP
AU
N
2
2024-06-21
Fixed
4.00000000
N
N
N
N
N
N
O2 Telefonica Deutschland Finanzierungs GmbH
391200FDN4TJLX3JE169
TELFONICA DEUTSC
N/A
3100000.00000000
PA
3625645.75000000
0.003779759459
Long
DBT
CORP
DE
N
2
2025-07-05
Fixed
1.75000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
6679000.00000000
PA
7696883.16000000
0.008024051145
Long
DBT
NUSS
NL
N
2
2027-06-19
Fixed
0.62500000
N
N
N
N
N
N
Lansforsakringar Hypotek AB
5493001P7BX1N0JAG961
LANSFORSAKRINGAR
N/A
100000.00000000
PA
113167.11000000
0.000117977453
Long
DBT
CORP
SE
N
2
2023-04-12
Fixed
0.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
3800000.00000000
PA
4525801.79000000
0.004718178031
Long
DBT
CORP
FR
N
2
2031-07-13
Fixed
1.25000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DA8
4000000.00000000
PA
4310749.51000000
0.004493984620
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
1.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
13100000.00000000
PA
15474112.39000000
0.016131863595
Long
DBT
CORP
FR
N
2
2027-01-23
Variable
2.12500000
N
N
N
N
N
N
Wales & West Utilities Finance PLC
213800PMB3SYMEH5NH78
WALES & WEST
N/A
677000.00000000
PA
946913.72000000
0.000987163759
Long
DBT
CORP
GB
N
2
2038-08-03
Fixed
3.00000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
10000000.00000000
PA
11077655.13000000
0.011548528084
Long
DBT
CORP
DE
N
2
2027-11-19
Fixed
0.01000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
366000.00000000
PA
492911.16000000
0.000513863115
Long
DBT
CORP
US
N
2
2031-04-08
Fixed
2.50000000
N
N
N
N
N
N
Yorkshire Housing Finance PLC
213800Y8UNLWBP74TZ18
YORKSHIRE HOUSIN
EK5496501
1691000.00000000
PA
2811598.44000000
0.002931109803
Long
DBT
CORP
GB
N
2
2044-10-31
Fixed
4.12500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
BVN0ZA3Y8
3216000.00000000
PA
4732520.24000000
0.004933683370
Long
DBT
CORP
N/A
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
499320000000.00000000
PA
39046789.28000000
0.040706533767
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
575148000.00000000
PA
85144343.72000000
0.088763536430
Long
DBT
NUSS
DK
N
2
2031-11-15
None
0.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368AAD2
6334000.00000000
PA
5075055.52000000
0.005290778645
Long
DBT
CORP
CA
N
2
2024-09-11
Fixed
2.70000000
N
N
N
N
N
N
Hongkong & Shanghai Banking Corp Ltd/The
2HI3YI5320L3RW6NJ957
HONG & SHAN BANK
N/A
300000000.00000000
PA
2596235.66000000
0.002706592693
Long
DBT
CORP
HK
N
2
2024-06-25
Fixed
0.20400000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
153932000.00000000
PA
197085481.76000000
0.205462906585
Long
DBT
NUSS
GB
N
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220302
N/A
1.00000000
NC
200452.01000000
0.000208972534
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
158000000000.00000000
COP
40076093.85000000
USD
2022-03-02
200452.01000000
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBL9
4513000.00000000
PA
3695820.55000000
0.003852917148
Long
DBT
CORP
CA
N
2
2046-05-11
Fixed
3.83000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
1810000.00000000
PA
1952446.31000000
0.002035438076
Long
DBT
CORP
CH
N
2
2022-02-03
Fixed
1.25000000
N
N
N
N
N
N
Elenia Verkko Oyj
743700XGU4ZB5G4RPK50
ELENIA FINANCE
N/A
4513000.00000000
PA
4956024.54000000
0.005166688068
Long
DBT
CORP
FI
N
2
2027-02-06
Fixed
0.37500000
N
N
N
N
N
N
FLUVIUS System Operator CVBA
549300WSQWO0M3PK2J78
FLUVIUS
N/A
7300000.00000000
PA
7706633.74000000
0.008034216189
Long
DBT
CORP
BE
N
2
2030-12-02
Fixed
0.25000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
2708000.00000000
PA
3096807.91000000
0.003228442545
Long
DBT
CORP
NL
N
2
2024-01-15
Fixed
0.87500000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
N/A
2935000.00000000
PA
3577624.22000000
0.003729696699
Long
DBT
CORP
N/A
N
2
2026-05-15
Fixed
3.00000000
N
N
N
N
N
N
Solvay SA
549300MMVL80RTBP3O28
SOLVAY SA
N/A
300000.00000000
PA
374243.04000000
0.000390150822
Long
DBT
CORP
BE
N
2
2027-12-02
Fixed
2.75000000
N
N
N
N
N
N
Places For People Treasury PLC
213800B9U45TFBXW5K67
PLACES FOR PPL
N/A
4063000.00000000
PA
5701012.21000000
0.005943342597
Long
DBT
CORP
GB
N
2
2026-08-17
Fixed
2.87500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
13188850000.00000000
PA
112907558.17000000
0.117706869475
Long
DBT
NUSS
JP
N
2
2050-12-20
Fixed
0.70000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
588900000.00000000
PA
5405805.71000000
0.005635587886
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
2.10000000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AG9
1686000.00000000
PA
1404907.86000000
0.001464625652
Long
DBT
CORP
CA
N
2
2033-06-21
Fixed
4.13200000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
18728000.00000000
PA
21069957.85000000
0.021965569167
Long
DBT
CORP
NO
N
2
2026-08-30
Fixed
0.25000000
N
N
N
N
N
N
CCEP Finance Ireland DAC
549300C3FJ5JIMZNEN16
CCEP FINANCE IRE
N/A
2976000.00000000
PA
3203489.82000000
0.003339659135
Long
DBT
CORP
IE
N
2
2033-05-06
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3156682.42000000
0.003290862114
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
396379900.00000000
USD
2022-02-02
3156682.42000000
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
29552000.00000000
PA
33540128.08000000
0.034965803371
Long
DBT
CORP
DE
N
2
2023-03-15
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
66902.50000000
0.000069746294
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
197750000.00000000
ILS
62541509.85000000
USD
2022-02-02
66902.50000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
13012000.00000000
PA
14232923.41000000
0.014837915948
Long
DBT
CORP
US
N
2
2028-02-24
Variable
0.38900000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
79000.00000000
PA
95406.43000000
0.000099461828
Long
DBT
NUSS
DE
N
2
2034-01-30
Fixed
1.20000000
N
N
N
N
N
N
Statnett SF
5967007LIEEXZXHAI017
STATNETT SF
AP4912220
1747000.00000000
PA
2028206.92000000
0.002114419008
Long
DBT
CORP
NO
N
2
2030-04-26
Fixed
1.25000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
120000000.00000000
PA
19004053.51000000
0.019811850351
Long
DBT
NUSS
CN
N
2
2031-09-13
Fixed
3.12000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
4513000.00000000
PA
5150760.68000000
0.005369701770
Long
DBT
CORP
DE
N
2
2031-11-06
Fixed
1.12500000
N
N
N
N
N
N
Basler Kantonalbank
HV5W8PGLJ127N2SFSM23
BASLER KANTNALBK
N/A
2035000.00000000
PA
2206195.40000000
0.002299973165
Long
DBT
CORP
CH
N
2
2027-06-22
Fixed
0.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4297453.69000000
0.004480123640
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
557450000.00000000
USD
500000000.00000000
EUR
2022-02-02
4297453.69000000
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
5419000.00000000
PA
6213679.51000000
0.006477801618
Long
DBT
NUSS
DE
N
2
2036-08-04
Fixed
0.75000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
90251000.00000000
PA
10180567.50000000
0.010613308350
Long
DBT
NUSS
NO
Y
2
2028-04-26
Fixed
2.00000000
N
N
N
N
N
N
Sodexo SA
969500LCBOG12HXPYM84
SODEXO SA
N/A
391000.00000000
PA
443223.56000000
0.000462063466
Long
DBT
CORP
FR
N
2
2024-01-17
Fixed
0.50000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBC7
6769000.00000000
PA
5400077.78000000
0.005629616481
Long
DBT
CORP
CA
N
2
2023-03-22
Fixed
3.35000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
JV9378664
5500000.00000000
PA
48000.48000000
0.000050040815
Long
DBT
NUSS
JP
N
2
2026-02-27
Fixed
0.14500000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709FL1
3141000.00000000
PA
3057243.29000000
0.003187196169
Long
DBT
NUSS
CA
N
2
2037-06-18
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
NZD/USD FWD 20220202
N/A
1.00000000
NC
400383.99000000
0.000417402934
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
16000000.00000000
NZD
10928136.00000000
USD
2022-02-02
400383.99000000
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
4900000.00000000
PA
5659957.32000000
0.005900542605
Long
DBT
CORP
FR
N
2
2026-05-13
Fixed
1.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
2257000.00000000
PA
3257182.31000000
0.003395633908
Long
DBT
CORP
US
N
2
2026-12-18
Fixed
3.50000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
2661170000.00000000
PA
6478918.81000000
0.006754315327
Long
DBT
NUSS
HU
N
2
2033-04-20
Fixed
2.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
16697000.00000000
PA
20140309.45000000
0.020996404616
Long
DBT
CORP
CH
N
2
2026-04-02
Variable
3.25000000
N
N
N
N
N
N
Basque Government
959800SNQAKVSTR20G68
BASQUE GOV'T
N/A
8129000.00000000
PA
9318071.56000000
0.009714150679
Long
DBT
NUSS
ES
N
2
2030-04-30
Fixed
0.85000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
6769000.00000000
PA
7783348.85000000
0.008114192194
Long
DBT
CORP
N/A
N
2
2025-02-13
Fixed
1.12500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDS4
1151000.00000000
PA
935822.18000000
0.000975600756
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
3.47000000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220202
N/A
1.00000000
NC
-2742583.85000000
-0.00285916164
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
235634991.00000000
PEN
58441218.01000000
USD
2022-02-02
-2742583.85000000
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
COUNCIL OF EUROP
222213AZ3
994000.00000000
PA
765288.75000000
0.000797818538
Long
DBT
CORP
N/A
N
2
2024-10-21
Fixed
1.00000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
362327000.00000000
PA
12799445.31000000
0.013343505633
Long
DBT
NUSS
TH
N
2
2066-06-17
Fixed
4.00000000
N
N
N
N
N
N
Burberry Group PLC
213800PE1KEFCNFR1R50
BURBERRY GROUP
N/A
2257000.00000000
PA
2938503.21000000
0.003063408857
Long
DBT
CORP
GB
N
2
2025-09-21
Fixed
1.12500000
N
N
N
N
N
N
Holding d'Infrastructures des Metiers de l'Environnement
969500I3QVK40XEORU25
HOLDING D'INFRAS
N/A
9355000.00000000
PA
10128319.97000000
0.010558839957
Long
DBT
CORP
FR
N
2
2028-09-16
Fixed
0.62500000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
N/A
2257000.00000000
PA
2531645.21000000
0.002639256725
Long
DBT
CORP
DE
N
2
2049-12-09
Fixed
1.75000000
N
N
N
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
1886000.00000000
PA
1382849.53000000
0.001441629699
Long
DBT
NUSS
DK
N
2
2026-11-27
Fixed
2.90000000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
4513000.00000000
PA
4960834.57000000
0.005171702556
Long
DBT
CORP
NO
N
2
2029-11-05
Fixed
0.12500000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
3257000.00000000
PA
3416158.17000000
0.003561367284
Long
DBT
CORP
DE
N
2
2035-07-09
Fixed
0.10000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
4581000.00000000
PA
5906890.23000000
0.006157971783
Long
DBT
NUSS
SK
N
2
2037-03-09
Fixed
1.87500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
2500000.00000000
PA
1873605.61000000
0.001953246129
Long
DBT
CORP
AU
N
2
2023-08-16
Fixed
5.00000000
N
N
N
N
N
N
UNITE USAF II PLC
213800FRHC61OX6TZL02
UNITE USAF II
N/A
1759000.00000000
PA
2510177.10000000
0.002616876080
Long
DBT
CORP
GB
N
2
2030-06-30
Fixed
3.92100000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
1773271.41000000
0.001848647068
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
65000000.00000000
GBP
89190641.15000000
USD
2022-02-02
1773271.41000000
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
1984000.00000000
PA
2394046.72000000
0.002495809398
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FWS4
9477000.00000000
PA
7565707.96000000
0.007887300139
Long
DBT
CORP
CA
N
2
2030-04-22
Variable
3.10500000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AB0
2257000.00000000
PA
1867178.64000000
0.001946545971
Long
DBT
CORP
CA
N
2
2026-06-23
Fixed
3.96900000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
5867000.00000000
PA
6688728.68000000
0.006973043492
Long
DBT
NUSS
DE
N
2
2025-03-03
Fixed
0.50000000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
194000.00000000
PA
141727.07000000
0.000147751399
Long
DBT
CORP
AU
N
2
2023-11-22
Fixed
3.30000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0351
N/A
92888000.00000000
PA
104599997.43000000
0.109046182950
Long
DBT
NUSS
BE
Y
2
2027-10-22
None
0.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
25000000000.00000000
PA
24172695.98000000
0.025200194005
Long
DBT
NUSS
KR
N
2
2028-03-10
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5008110.52000000
-0.00522098804
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
557063500.00000000
USD
2022-03-02
-5008110.52000000
N
N
N
Region of Ile de France
969500X7E3U7ZNH95E23
ILE DE FRANCE
N/A
2800000.00000000
PA
3385424.80000000
0.003529327544
Long
DBT
NUSS
FR
N
2
2033-06-20
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-735027.30000000
-0.00076627077
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
231941218.83000000
USD
7698129053.00000000
THB
2022-02-02
-735027.30000000
N
N
N
Kyushu Electric Power Co Inc
549300BYNZPLKQVQH430
KYUSHU EL PWR CO
N/A
600000000.00000000
PA
5213105.84000000
0.005434697008
Long
DBT
CORP
JP
N
2
2029-11-22
Fixed
0.37500000
N
N
N
N
N
N
National Housing Finance and Investment Corp
254900BEME245Y10BH15
NATIONAL HOUSING
N/A
4500000.00000000
PA
3030770.57000000
0.003159598185
Long
DBT
NUSS
AU
N
2
2030-05-27
Fixed
1.52000000
N
N
N
N
N
N
NIE Finance PLC
2138009A8DWW2RUSXJ76
NIE FINANCE
EI6942755
2000000.00000000
PA
3187740.97000000
0.003323240856
Long
DBT
CORP
GB
N
2
2026-06-02
Fixed
6.37500000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
AU7679833
26831000.00000000
PA
30811660.38000000
0.032121357909
Long
DBT
NUSS
JP
N
2
2025-10-10
Fixed
0.87500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
904000.00000000
PA
1029388.81000000
0.001073144581
Long
DBT
NUSS
DE
N
2
2041-08-16
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-1831307.60000000
-0.00190915017
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2300567531.00000000
CNY
359407519.29000000
USD
2022-02-08
-1831307.60000000
N
N
N
Western Power Distribution South West PLC
549300UY9FEOG85HFK93
WESTERN POWER
N/A
800000.00000000
PA
1522719.39000000
0.001587444945
Long
DBT
CORP
GB
N
2
2040-03-23
Fixed
5.75000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCC2
1500000.00000000
PA
1133066.95000000
0.001181229722
Long
DBT
CORP
CA
N
2
2030-02-28
Fixed
2.16000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
N/A
2000000.00000000
PA
1894492.28000000
0.001975020619
Long
DBT
CORP
US
N
2
2061-09-14
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4549332.42000000
0.004742708867
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
397772550.00000000
USD
2022-02-02
4549332.42000000
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
CRD MUTUEL ARKEA
N/A
4700000.00000000
PA
5132359.45000000
0.005350518368
Long
DBT
CORP
FR
N
2
2028-10-03
Fixed
0.37500000
N
N
N
N
N
N
VW Credit Canada Inc
5493008EKOD7VIY3LM85
VW CREDIT CANADA
918423AW4
765000.00000000
PA
609868.25000000
0.000635791648
Long
DBT
CORP
CA
N
2
2024-09-26
Fixed
2.85000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
21489000.00000000
PA
15814385.05000000
0.016486600074
Long
DBT
NUSS
AU
N
2
2030-05-24
Fixed
2.75000000
N
N
N
N
N
N
Shinkin Central Bank
549300V8G2QIKUZN3A81
SHINKIN CENTRAL
AU9020598
90000000.00000000
PA
782592.23000000
0.000815857529
Long
DBT
CORP
JP
N
2
2023-10-27
Fixed
0.11000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
11800000.00000000
PA
13932372.94000000
0.014524590113
Long
DBT
CORP
ES
N
2
2026-01-25
Fixed
1.50000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
31430WDW1
4283000.00000000
PA
3382863.44000000
0.003526657310
Long
DBT
CORP
CA
N
2
2030-05-26
Variable
2.85600000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415ELY9
3792000.00000000
PA
3071692.72000000
0.003202259794
Long
DBT
CORP
CA
N
2
2029-01-18
Variable
3.89000000
N
N
N
N
N
N
Japan Finance Corp
N/A
JAPAN FIN CORP
N/A
930000000.00000000
PA
8075412.72000000
0.008418670693
Long
DBT
NUSS
JP
N
2
2024-07-31
Fixed
0.00100000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
4600000.00000000
PA
5387277.17000000
0.005616271762
Long
DBT
CORP
FR
N
2
2024-06-19
Fixed
1.75000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FR2
2412000.00000000
PA
2286386.82000000
0.002383573246
Long
DBT
NUSS
CA
N
2
2040-10-17
Fixed
4.65000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
24282000.00000000
PA
28339233.56000000
0.029543836743
Long
DBT
NUSS
CH
N
2
2045-06-28
Fixed
0.50000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JX7
1713000.00000000
PA
1558740.25000000
0.001624996927
Long
DBT
NUSS
CA
N
2
2054-03-05
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
36740.98000000
0.000038302712
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
44000000000.00000000
JPY
382385249.66000000
USD
2022-02-02
36740.98000000
N
N
N
ESB Finance DAC
635400VCPRSU89DLMZ57
ESB FINANCE DAC
N/A
452000.00000000
PA
541043.52000000
0.000564041416
Long
DBT
CORP
IE
N
2
2024-01-12
Fixed
3.49400000
N
N
N
N
N
N
JCDecaux SA
9695009KV7AFPDEI5S30
JCDECAUX SA
BH9906505
2300000.00000000
PA
2762003.33000000
0.002879406575
Long
DBT
CORP
FR
N
2
2028-04-24
Fixed
2.62500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1385346000.00000000
PA
17271594.63000000
0.018005750613
Long
DBT
NUSS
RU
N
2
2023-08-16
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-899325.85000000
-0.00093755309
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
13714000000.00000000
JPY
118271752.51000000
USD
2022-02-02
-899325.85000000
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAK8
1806000.00000000
PA
1438615.85000000
0.001499766453
Long
DBT
NUSS
CA
N
2
2023-11-22
Fixed
2.09000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
112900000.00000000
PA
984894.55000000
0.001026759024
Long
DBT
NUSS
JP
N
2
2027-04-16
Fixed
0.14000000
N
N
N
N
N
N
Shoko Chukin Bank Ltd/The
549300OSGFLYKC22SO39
SHOKO CHUKIN BK
N/A
2200000000.00000000
PA
19054441.26000000
0.019864379911
Long
DBT
CORP
JP
N
2
2026-09-25
Fixed
0.09000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
127254000000.00000000
PA
9480108.01000000
0.009883074740
Long
DBT
NUSS
ID
N
2
2026-02-15
Fixed
7.25000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ACC6
59898000.00000000
PA
51146888.77000000
0.053320966799
Long
DBT
NUSS
CA
N
2
2045-06-02
Fixed
3.45000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
12423000.00000000
PA
14052036.65000000
0.014649340315
Long
DBT
CORP
IT
N
2
2170-03-10
Variable
2.25000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
3612000.00000000
PA
2711977.42000000
0.002827254236
Long
DBT
NUSS
NO
N
2
2028-07-24
Fixed
3.40000000
N
N
N
N
N
N
DP World Ltd/United Arab Emirates
549300M3U2DNF4QVSS04
DP WORLD PLC
N/A
100000.00000000
PA
117228.21000000
0.000122211177
Long
DBT
CORP
AE
N
2
2026-09-25
Fixed
2.37500000
N
N
N
N
N
N
CI Financial Corp
549300M9W7JJQSVCEM78
CI FINANCIAL CO
125491AL4
2391000.00000000
PA
1923729.96000000
0.002005501092
Long
DBT
CORP
CA
N
2
2024-07-22
Fixed
3.21500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
6769000.00000000
PA
8423194.51000000
0.008781235488
Long
DBT
CORP
NL
N
2
2030-03-30
Fixed
2.25000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4216000.00000000
PA
3149319.60000000
0.003283186326
Long
DBT
CORP
DE
N
2
2028-03-15
Fixed
3.20000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
2875000.00000000
PA
3172211.73000000
0.003307051521
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
2391000.00000000
PA
3002054.13000000
0.003129661108
Long
DBT
CORP
FI
N
2
2032-12-09
Variable
1.62500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
56726000.00000000
PA
85338463.18000000
0.088965907239
Long
DBT
NUSS
GB
N
2
2025-03-07
Fixed
5.00000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
15230000.00000000
PA
17268554.45000000
0.018002581205
Long
DBT
NUSS
FI
Y
2
2023-09-15
None
0.00000000
N
N
N
N
N
N
Nordea Hypotek AB
5493000K2HPWIF6MFO29
NORDEA HYPOTEK
N/A
590800000.00000000
PA
63977207.55000000
0.066696658227
Long
DBT
CORP
SE
N
2
2024-09-18
Fixed
1.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FU5
6731000.00000000
PA
5372682.98000000
0.005601057223
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.05700000
N
N
N
N
N
N
Futures Treasury PLC
213800T6FYNSD2IGHT50
FUTURES TREASURY
N/A
406000.00000000
PA
626923.14000000
0.000653571482
Long
DBT
CORP
GB
N
2
2044-02-08
Fixed
3.37500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
N/A
1986000.00000000
PA
3109805.16000000
0.003241992263
Long
DBT
CORP
US
N
2
2026-12-07
Fixed
5.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
3716050000.00000000
PA
39993074.29000000
0.041693042092
Long
DBT
NUSS
JP
N
2
2043-03-20
Fixed
1.80000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
14695000.00000000
PA
12113996.94000000
0.012628921214
Long
DBT
NUSS
SG
N
2
2042-04-01
Fixed
2.75000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
35503000.00000000
PA
40834522.62000000
0.042570257492
Long
DBT
CORP
DE
N
2
2025-01-15
Fixed
0.62500000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
4581000.00000000
PA
3399937.23000000
0.003544456848
Long
DBT
NUSS
NL
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
8888000.00000000
PA
10084741.40000000
0.010513409012
Long
DBT
CORP
GB
N
2
2023-10-13
Fixed
0.87500000
N
N
N
N
N
N
Federated Co-Operatives Ltd
54930079BR6HSPNCST09
FEDERATED CO-O
31421TAA0
982000.00000000
PA
792889.97000000
0.000826592990
Long
DBT
CORP
CA
N
2
2025-06-17
Fixed
3.91700000
N
N
N
N
N
N
McGill University Health Centre
549300PTBTWUDQPGRE86
MCGILL UNIV HEAL
580563AA2
306000.00000000
PA
312148.55000000
0.000325416909
Long
DBT
CORP
CA
N
2
2043-12-31
Fixed
5.36000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
9800000.00000000
PA
10467123.12000000
0.010912044462
Long
DBT
CORP
FR
N
2
2028-07-19
Fixed
0.25000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
1996000.00000000
PA
2292336.54000000
0.002389775868
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT PIPELINES
N/A
3791000.00000000
PA
4475540.59000000
0.004665780401
Long
DBT
CORP
AU
N
2
2027-03-22
Fixed
2.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
56606000.00000000
PA
106056089.57000000
0.110564168550
Long
DBT
NUSS
GB
N
2
2065-07-22
Fixed
2.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BY1
3000000.00000000
PA
3269531.35000000
0.003408507863
Long
DBT
CORP
US
N
2
2032-03-10
Fixed
0.75000000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
N/A
400000.00000000
PA
472109.78000000
0.000492177540
Long
DBT
CORP
FR
N
2
2028-06-13
Fixed
1.25000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469FQ3
1806000.00000000
PA
1750676.00000000
0.001825091205
Long
DBT
NUSS
CA
N
2
2040-03-05
Fixed
4.65000000
N
N
N
N
N
N
easyJet FinCo BV
2138005GUMKABRAKJU30
EASYJET FINCO
N/A
9774000.00000000
PA
10970375.20000000
0.011436688054
Long
DBT
CORP
NL
N
2
2028-03-03
Fixed
1.87500000
N
N
N
N
N
N
British Land Co PLC/The
RV5B68J2GV3QGMRPW209
BRITISH LAND
N/A
813000.00000000
PA
1090895.43000000
0.001137265636
Long
DBT
CORP
GB
N
2
2029-09-14
Fixed
2.37500000
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KHFC
N/A
37958000.00000000
PA
42010162.51000000
0.043795869783
Long
DBT
NUSS
KR
N
2
2026-06-29
Fixed
0.01000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
23381000.00000000
PA
17758830.70000000
0.018513697409
Long
DBT
NUSS
AU
N
2
2028-07-20
Fixed
3.25000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBE7
2037000.00000000
PA
1856264.90000000
0.001935168325
Long
DBT
CORP
CA
N
2
2028-05-26
Fixed
6.28000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
N/A
9477000.00000000
PA
10866124.22000000
0.011328005724
Long
DBT
CORP
CH
N
2
2025-04-17
Variable
1.25000000
N
N
N
N
N
N
Guinness Partnership Ltd/The
213800OE2SS4VDHBR129
GUINNESS PARTNER
BH8302466
1586000.00000000
PA
1984227.95000000
0.002068570644
Long
DBT
CORP
GB
N
2
2055-04-22
Fixed
2.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGE
N/A
5000000.00000000
PA
5619002.60000000
0.005857847041
Long
DBT
CORP
DE
N
2
2030-04-29
Fixed
0.37500000
N
N
N
N
N
N
Ren Finance BV
54930019D5P01WQQZF17
REN FINANCE BV
N/A
1196000.00000000
PA
1417994.34000000
0.001478268394
Long
DBT
CORP
NL
N
2
2028-01-18
Fixed
1.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
11281350000.00000000
PA
112402595.35000000
0.117180442426
Long
DBT
NUSS
JP
N
2
2031-09-20
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2692582.42000000
0.002807034822
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
395915800.00000000
USD
2022-02-02
2692582.42000000
N
N
N
New Brunswick F-M Project Co Inc
N/A
NEW BRUNSWICK FM
642904AA4
120604.42000000
PA
105075.44000000
0.000109541834
Long
DBT
NUSS
CA
N
2
2027-11-30
Variable
6.47000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
34084000.00000000
PA
80293354.92000000
0.083706348808
Long
DBT
NUSS
GB
N
2
2055-12-07
Fixed
4.25000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
18547000.00000000
PA
25311738.29000000
0.026387653080
Long
DBT
NUSS
CH
N
2
2042-04-30
Fixed
1.50000000
N
N
N
N
N
N
Land Thueringen
529900T1ZDSQA2OKWE72
THUERINGEN LAND
N/A
3701000.00000000
PA
3861992.24000000
0.004026152224
Long
DBT
NUSS
DE
N
2
2040-03-05
Fixed
0.25000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
AV6226154
4100000.00000000
PA
6182959.91000000
0.006445776234
Long
DBT
CORP
NL
N
2
2031-11-17
Fixed
4.12500000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
9666000.00000000
PA
7411950.01000000
0.007727006469
Long
DBT
CORP
N/A
N
2
2024-08-27
Fixed
4.75000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
3065000.00000000
PA
3296025.35000000
0.003436128032
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
0.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2618000.00000000
PA
2988224.43000000
0.003115243555
Long
DBT
CORP
IT
N
2
2024-07-04
Fixed
1.00000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
29811000.00000000
PA
34042041.01000000
0.035489050890
Long
DBT
CORP
LU
N
2
2025-02-17
Fixed
0.40000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
900000000.00000000
PA
7831881.65000000
0.008164787956
Long
DBT
CORP
GB
N
2
2023-12-14
Fixed
0.48200000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
4513000.00000000
PA
4973460.71000000
0.005184865390
Long
DBT
CORP
DE
N
2
2029-11-27
None
0.00000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3297000.00000000
PA
3185643.59000000
0.003321054323
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
SGSP Australia Assets Pty Ltd
254900BJJ12X7PJT5072
SGSP AUSTRALIA
N/A
300000.00000000
PA
219756.12000000
0.000229097195
Long
DBT
CORP
AU
N
2
2023-06-28
Fixed
3.75000000
N
N
N
N
N
N
Storebrand Livsforsikring AS
5967007LIEEXZX9TZC13
STOREBRAND LIVSF
N/A
2096000.00000000
PA
2210949.34000000
0.002304929179
Long
DBT
CORP
NO
N
2
2051-09-30
Variable
1.87500000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220202
N/A
1.00000000
NC
-374812.12000000
-0.00039074409
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2530000000.00000000
MXN
122235803.98000000
USD
2022-02-02
-374812.12000000
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
30000000000.00000000
PA
27812894.23000000
0.028995124542
Long
DBT
NUSS
KR
N
2
2031-12-10
Fixed
4.00000000
N
N
N
N
N
N
HSBC Continental Europe SA
F0HUI1NY1AZMJMD8LP67
HSBC FRANCE
N/A
1400000.00000000
PA
1577162.84000000
0.001644202598
Long
DBT
CORP
FR
N
2
2024-05-17
Fixed
0.25000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ
N/A
4400000.00000000
PA
5184257.49000000
0.005404622414
Long
DBT
CORP
FR
N
2
2029-04-03
Fixed
1.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
1100000.00000000
PA
1321301.42000000
0.001377465391
Long
DBT
CORP
FR
N
2
2171-01-29
Variable
5.37500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
46471000.00000000
PA
79271690.12000000
0.082641256558
Long
DBT
NUSS
IT
Y
2
2044-09-01
Fixed
4.75000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
2257000.00000000
PA
2534498.81000000
0.002642231622
Long
DBT
CORP
DE
N
2
2030-09-10
Fixed
0.75000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
2347000.00000000
PA
2550628.68000000
0.002659047117
Long
DBT
CORP
NL
N
2
2034-10-17
Fixed
1.12500000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
CELANESE US HLDS
N/A
3566000.00000000
PA
4205243.11000000
0.004383993506
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.12500000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
902500000.00000000
PA
7901625.12000000
0.008237495980
Long
DBT
NUSS
JP
N
2
2027-03-19
Fixed
0.21000000
N
N
N
N
N
N
Catalyst Housing Ltd
213800TNFSTCW6BFWE04
CATALYST HOUSING
AP7098381
1391000.00000000
PA
2077488.39000000
0.002165795264
Long
DBT
CORP
GB
N
2
2047-10-31
Fixed
3.12500000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
305634000.00000000
PA
49590083.29000000
0.051697986881
Long
DBT
NUSS
DK
N
2
2025-11-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2402546.31000000
-0.00250467027
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
564150000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2402546.31000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FJ8
4299000.00000000
PA
3439865.91000000
0.003586082758
Long
DBT
CORP
US
N
2
2024-04-24
Variable
3.30100000
N
N
N
N
N
N
State of Schleswig-Holstein Germany
529900QC5O0RTEVUB539
LAND SCHLES-HOLS
N/A
16505000.00000000
PA
18849543.86000000
0.019650773028
Long
DBT
NUSS
DE
N
2
2026-05-19
Fixed
0.50000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0349
N/A
112308000.00000000
PA
125088727.75000000
0.130405818607
Long
DBT
NUSS
BE
Y
2
2030-06-22
Fixed
0.10000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
20000000.00000000
PA
22589802.44000000
0.023550017114
Long
DBT
CORP
DE
N
2
2025-02-18
None
0.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
67591000.00000000
PA
74075647.65000000
0.077224348224
Long
DBT
NUSS
AT
Y
2
2031-02-20
None
0.00000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
5087000.00000000
PA
6188885.30000000
0.006451953491
Long
DBT
CORP
NL
N
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
8138000.00000000
PA
12440925.39000000
0.012969746266
Long
DBT
CORP
LU
N
2
2044-07-29
Fixed
2.35000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
1355000.00000000
PA
1921637.47000000
0.002003319658
Long
DBT
CORP
US
N
2
2024-06-18
Fixed
4.07300000
N
N
N
N
N
N
AYT Cedulas Cajas Global FTA
959800XDZEM9FGN2F384
AYT CEDULAS CAJA
N/A
4900000.00000000
PA
6722068.51000000
0.007007800483
Long
DBT
CORP
ES
N
2
2027-05-25
Fixed
4.75000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
247000.00000000
PA
286779.43000000
0.000298969435
Long
DBT
CORP
GB
N
2
2027-10-03
Variable
1.62500000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
-2769909.16000000
-0.00288764845
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
2943000000.00000000
CZK
133077758.92000000
USD
2022-02-02
-2769909.16000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
3000000.00000000
PA
3839674.40000000
0.004002885730
Long
DBT
CORP
US
N
2
2033-04-28
Variable
1.89500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051EB9
11131000.00000000
PA
9115229.89000000
0.009502686908
Long
DBT
NUSS
CA
N
2
2028-12-01
Fixed
2.90000000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
2800000.00000000
PA
3190910.66000000
0.003326545278
Long
DBT
CORP
ES
N
2
2032-03-26
Fixed
1.87500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
60000000.00000000
PA
9778305.67000000
0.010193947755
Long
DBT
NUSS
CN
N
2
2028-02-04
Fixed
3.48000000
N
N
N
N
N
N
GAIF Bond Issuer Pty Ltd
2138007UNQRHCRSBNZ86
GAIF BOND ISSUER
N/A
2060000.00000000
PA
1363323.72000000
0.001421273914
Long
DBT
CORP
AU
N
2
2028-12-14
Fixed
1.90000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
768000.00000000
PA
1158212.37000000
0.001207443987
Long
DBT
CORP
GB
N
2
2053-02-28
Fixed
3.12500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5279550000.00000000
PA
56213058.97000000
0.058602482440
Long
DBT
NUSS
JP
N
2
2044-09-20
Fixed
1.70000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709GJ5
23482000.00000000
PA
18715520.69000000
0.019511052995
Long
DBT
NUSS
CA
N
2
2050-06-18
Fixed
2.95000000
N
N
N
N
N
N
Dream Industrial Real Estate Investment Trust
549300QOI0TM3CBYUH79
DREAM IND REIT
26153WAC3
4391000.00000000
PA
3318297.51000000
0.003459346904
Long
DBT
CORP
CA
N
2
2025-12-22
Fixed
1.66200000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TR
682142AC8
1275000.00000000
PA
1016603.64000000
0.001059815958
Long
DBT
NUSS
CA
Y
2
2029-05-14
Fixed
2.60000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
4600000.00000000
PA
5448372.27000000
0.005679963804
Long
DBT
CORP
FR
N
2
2024-03-18
Fixed
2.62500000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
1900000.00000000
PA
2216325.14000000
0.002310533485
Long
DBT
CORP
FR
N
2
2025-04-07
Fixed
1.50000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
680000.00000000
PA
481641.78000000
0.000502114712
Long
DBT
CORP
AU
N
2
2022-02-28
Fixed
3.30000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3686800000.00000000
PA
37648254.13000000
0.039248551706
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
2.10000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2764350000.00000000
PA
27332613.92000000
0.028494429170
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
2.10000000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER
N/A
50000.00000000
PA
110636.89000000
0.000115339683
Long
DBT
CORP
KY
N
2
2056-09-30
Fixed
5.12500000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
282000.00000000
PA
325781.85000000
0.000339629714
Long
DBT
CORP
FR
N
2
2026-04-07
Fixed
0.87500000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
3528000.00000000
PA
3955855.04000000
0.004124004808
Long
DBT
CORP
GB
N
2
2026-01-03
Fixed
0.37500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
1512000.00000000
PA
1798157.78000000
0.001874591272
Long
DBT
CORP
NL
N
2
2023-07-25
Fixed
3.87500000
N
N
N
N
N
N
Aareal Bank AG
EZKODONU5TYHW4PP1R34
AAREAL BANK AG
N/A
11400000.00000000
PA
12559465.87000000
0.013093325493
Long
DBT
CORP
DE
N
2
2028-09-15
Fixed
0.01000000
N
N
N
N
N
N
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
969500P4HYOPYINEPE06
GROUPAMA SA
N/A
5300000.00000000
PA
7164268.74000000
0.007468797121
Long
DBT
CORP
FR
N
2
2027-01-23
Fixed
6.00000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
6453000.00000000
PA
7453659.22000000
0.007770488593
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
2.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
AQ8691604
6000000.00000000
PA
6988224.67000000
0.007285270024
Long
DBT
CORP
FR
N
2
2028-01-31
Fixed
1.62500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
27294000.00000000
PA
29508063.87000000
0.030762350003
Long
DBT
CORP
GB
N
2
2028-09-14
Fixed
0.25000000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
2618000.00000000
PA
3216788.41000000
0.003353523002
Long
DBT
CORP
GB
N
2
2038-09-16
Fixed
2.00000000
N
N
N
N
N
N
Cloverie PLC for Zurich Insurance Co Ltd
N/A
CLOVERIE PLC
N/A
2437000.00000000
PA
2852731.88000000
0.002973991683
Long
DBT
CORP
IE
N
2
2024-09-16
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1997453.69000000
0.002082358564
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
559750000.00000000
USD
500000000.00000000
EUR
2022-02-02
1997453.69000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
10807000.00000000
PA
13333840.66000000
0.013900616288
Long
DBT
CORP
FR
N
2
2047-07-06
Variable
3.37500000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
2408577.45000000
0.002510957779
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
250767596.84000000
USD
801375000.00000000
ILS
2022-02-02
2408577.45000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
N/A
2806000.00000000
PA
3770267.97000000
0.003930529071
Long
DBT
CORP
US
N
2
2033-05-02
Fixed
2.62500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
44845000.00000000
PA
33522245.26000000
0.034947160414
Long
DBT
NUSS
AU
N
2
2028-03-20
Fixed
3.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAQ0
5079000.00000000
PA
3879602.03000000
0.004044510546
Long
DBT
NUSS
CA
N
2
2026-09-08
Fixed
1.35000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
87000000000.00000000
PA
19198820.76000000
0.020014896486
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UF0
6758000.00000000
PA
5166961.64000000
0.005386591377
Long
DBT
NUSS
CA
N
2
2046-09-05
Fixed
2.85000000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827GD3
5000000.00000000
PA
3675769.58000000
0.003832013880
Long
DBT
NUSS
CA
N
2
2028-06-01
Fixed
1.10000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
12041000.00000000
PA
13320496.68000000
0.013886705101
Long
DBT
NUSS
AT
Y
2
2030-02-20
None
0.00000000
N
N
N
N
N
N
Australia Pacific Airports Melbourne Pty Ltd
549300AO4NFQPL3JBB37
AUSTRALIA PACI
N/A
6318000.00000000
PA
7335784.89000000
0.007647603832
Long
DBT
CORP
AU
N
2
2024-10-15
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5374632.42000000
0.005603089527
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
398597850.00000000
USD
2022-02-02
5374632.42000000
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1945000.00000000
PA
1993826.74000000
0.002078577445
Long
DBT
NUSS
RO
Y
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
2100000.00000000
PA
2745027.48000000
0.002861709140
Long
DBT
CORP
JE
N
2
2048-02-26
Fixed
3.25000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109AT8
1573000.00000000
PA
1546080.00000000
0.001611798534
Long
DBT
CORP
CA
N
2
2041-03-22
Fixed
6.56000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
1081800000.00000000
PA
52985806.72000000
0.055238050815
Long
DBT
NUSS
MX
N
2
2024-09-05
Fixed
8.00000000
N
N
N
N
N
N
BG Energy Capital PLC
S2M8QDKEE05NZN8JD460
BG ENERGY CAP
N/A
2712000.00000000
PA
4068582.13000000
0.004241523539
Long
DBT
CORP
GB
N
2
2025-12-01
Fixed
5.12500000
N
N
N
N
N
N
Ventas Canada Finance Ltd
549300DAU6CCV22N5X51
VENTAS CANADA FI
92277LAD8
3084000.00000000
PA
2441879.01000000
0.002545674873
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
2.55000000
N
N
N
N
N
N
EP Infrastructure AS
315700I4J1M1NKGWWY89
EP INFRASTRUCTUR
N/A
9746000.00000000
PA
10504240.47000000
0.010950739542
Long
DBT
CORP
CZ
N
2
2031-03-02
Fixed
1.81600000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
2300000.00000000
PA
2987024.60000000
0.003113992724
Long
DBT
NUSS
FR
N
2
2048-02-05
Fixed
2.00000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
8900000.00000000
PA
10414970.25000000
0.010857674753
Long
DBT
CORP
NL
N
2
2170-06-17
Variable
3.87500000
N
N
N
N
N
N
Norddeutsche Landesbank-Girozentrale
DSNHHQ2B9X5N6OUJ1236
NORDDEUTSCHE L/B
N/A
4513000.00000000
PA
5075697.38000000
0.005291447788
Long
DBT
CORP
DE
N
2
2026-10-28
Fixed
0.25000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087YQ1
39612000.00000000
PA
40850702.75000000
0.042587125384
Long
DBT
NUSS
CA
N
2
2041-06-01
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBB4
8981000.00000000
PA
10929827.01000000
0.011394416300
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
2.12500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
71525000.00000000
PA
81783308.89000000
0.085259635589
Long
DBT
NUSS
NL
Y
2
2029-07-15
Fixed
0.25000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
429000.00000000
PA
482195.64000000
0.000502692115
Long
DBT
CORP
NL
N
2
2022-02-15
Fixed
1.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
30099000.00000000
PA
47019421.77000000
0.049018055396
Long
DBT
NUSS
FR
N
2
2029-04-25
Fixed
5.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
6400000.00000000
PA
6931260.07000000
0.007225884055
Long
DBT
CORP
NL
N
2
2033-06-02
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
32612250000.00000000
PA
283776847.97000000
0.295839224102
Long
DBT
NUSS
JP
N
2
2026-03-20
Fixed
0.00500000
N
N
N
N
N
N
Province of Prince Edward Island Canada
549300L826JG01X2QH35
PRINCE EDWARD IS
741666CX7
1222000.00000000
PA
1035969.81000000
0.001080005317
Long
DBT
NUSS
CA
N
2
2042-06-27
Fixed
3.65000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
BH4497385
13025000.00000000
PA
16543957.38000000
0.017247184010
Long
DBT
CORP
DE
N
2
2028-04-06
Fixed
3.37500000
N
N
N
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
MONTE DEI PASCHI
N/A
4061000.00000000
PA
4852913.14000000
0.005059193758
Long
DBT
CORP
IT
N
2
2025-11-26
Fixed
2.12500000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
6467000.00000000
PA
4890013.54000000
0.005097871168
Long
DBT
CORP
N/A
N
2
2025-01-10
Fixed
4.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1128150000.00000000
PA
10054499.63000000
0.010481881769
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
1.80000000
N
N
N
N
N
N
Direct Line Insurance Group PLC
213800FF2R23ALJQOP04
DIRECT LINE INS
N/A
1000000.00000000
PA
1384296.15000000
0.001443137810
Long
DBT
CORP
GB
N
2
2032-06-05
Fixed
4.00000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
N/A
2294000.00000000
PA
2756459.61000000
0.002873627211
Long
DBT
CORP
SG
N
2
2049-11-20
Fixed
1.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4303500000.00000000
PA
45744398.79000000
0.047688835582
Long
DBT
NUSS
JP
N
2
2044-03-20
Fixed
1.70000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
451300000.00000000
PA
3968466.63000000
0.004137152474
Long
DBT
NUSS
JP
N
2
2023-06-16
Fixed
0.88200000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
587000.00000000
PA
839606.50000000
0.000875295279
Long
DBT
CORP
GB
N
2
2028-02-25
Fixed
3.50000000
N
N
N
N
N
N
FortisAlberta Inc
N/A
FORTISALBERTA
34957ZAW4
1891000.00000000
PA
1520787.82000000
0.001585431270
Long
DBT
CORP
CA
N
2
2047-09-09
Fixed
3.67200000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
6497000.00000000
PA
7379577.14000000
0.007693257539
Long
DBT
CORP
DE
N
2
2023-04-12
Fixed
0.87500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
6200000.00000000
PA
7091538.85000000
0.007392975734
Long
DBT
CORP
FR
N
2
2025-09-19
Fixed
0.87500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1307384000.00000000
PA
39253149.31000000
0.040921665451
Long
DBT
NUSS
TH
N
2
2024-06-17
Fixed
0.75000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
3610000.00000000
PA
4313897.59000000
0.004497266514
Long
DBT
CORP
DE
N
2
2030-05-22
Fixed
1.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ACX0
53376000.00000000
PA
42993615.32000000
0.044821125784
Long
DBT
NUSS
CA
N
2
2025-06-02
Fixed
2.60000000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
N/A
3746000.00000000
PA
4285593.34000000
0.004467759148
Long
DBT
CORP
SE
N
2
2024-05-15
Fixed
1.12500000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBJ1
3416000.00000000
PA
2716302.75000000
0.002831763421
Long
DBT
CORP
CA
N
2
2029-05-02
Fixed
3.30000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BX3
5000000.00000000
PA
5617265.75000000
0.005856036364
Long
DBT
CORP
US
N
2
2024-03-10
None
0.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
400000.00000000
PA
297794.95000000
0.000310453187
Long
DBT
CORP
N/A
N
2
2023-09-05
Fixed
4.50000000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
BH5289245
6772000.00000000
PA
8621487.17000000
0.008987956886
Long
DBT
CORP
AT
N
2
2032-04-09
Fixed
2.37500000
N
N
N
N
N
N
Artesian Finance II PLC
213800SC4ON8GU2Q2Q62
ARTESIAN FIN II
EC9615823
1396000.00000000
PA
2592091.04000000
0.002702271899
Long
DBT
CORP
GB
N
2
2033-09-30
Fixed
6.00000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
8800000.00000000
PA
9275538.01000000
0.009669809174
Long
DBT
CORP
FR
N
2
2032-09-04
Fixed
0.50000000
N
N
N
N
N
N
Aktia Bank Oyj
743700GC62JLHFBUND16
AKTIA BANK
N/A
4600000.00000000
PA
5214662.51000000
0.005436319847
Long
DBT
CORP
FI
N
2
2026-03-05
Fixed
0.37500000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
N/A
3836000.00000000
PA
4142187.46000000
0.004318257578
Long
DBT
CORP
GB
N
2
2031-09-12
Fixed
0.70000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank/The
25490065OSV2524LCR32
ASIAN INFRASTRUC
N/A
5976000.00000000
PA
4069315.49000000
0.004242288071
Long
DBT
CORP
N/A
N
2
2026-05-06
Fixed
1.00000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
11818000.00000000
PA
13309881.52000000
0.013875638727
Long
DBT
CORP
DE
N
2
2024-07-11
Fixed
0.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
6214541.68000000
0.006478700436
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
450000000.00000000
EUR
511787250.00000000
USD
2022-02-02
6214541.68000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
2166000.00000000
PA
2626531.88000000
0.002738176701
Long
DBT
CORP
FR
N
2
2026-10-01
Fixed
2.87500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
160000000.00000000
PA
24959796.40000000
0.026020751352
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
AU9046478
18697000.00000000
PA
26618769.66000000
0.027750241850
Long
DBT
CORP
GB
N
2
2026-10-16
Fixed
3.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
10000000.00000000
PA
12355743.92000000
0.012880944025
Long
DBT
CORP
NL
N
2
2037-01-12
Fixed
1.37500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
12782000.00000000
PA
14853838.11000000
0.015485223593
Long
DBT
CORP
N/A
N
2
2027-03-15
Fixed
0.75000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BD7
5159000.00000000
PA
4071481.26000000
0.004244545901
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
2.12500000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
5416000.00000000
PA
6249246.77000000
0.006514880720
Long
DBT
CORP
AT
N
2
2024-11-18
Fixed
1.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
N/A
904000.00000000
PA
1054758.58000000
0.001099592733
Long
DBT
CORP
NO
N
2
2036-11-09
Fixed
1.62500000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
6092000.00000000
PA
4489905.66000000
0.004680756080
Long
DBT
NUSS
AU
Y
2
2024-03-22
Fixed
3.00000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
1010800000.00000000
PA
12027615.30000000
0.012538867788
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
2.20000000
N
N
N
N
N
N
RWE AG
529900GB7KCA94ACC940
RWE A
N/A
7171000.00000000
PA
7719461.49000000
0.008047589202
Long
DBT
CORP
DE
N
2
2031-06-11
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
364600000.00000000
PA
4039973.62000000
0.004211698979
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
2.30000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
N/A
RUSSIA-EUROBOND
AV8977226
5600000.00000000
PA
6469033.51000000
0.006744009837
Long
DBT
NUSS
RU
Y
2
2025-12-04
Fixed
2.87500000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB FINANCE LTD
N/A
2212000.00000000
PA
2496379.48000000
0.002602491971
Long
DBT
CORP
NZ
N
2
2023-10-18
Fixed
0.12500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
56902000000.00000000
PA
3940133.13000000
0.004107614614
Long
DBT
NUSS
ID
N
2
2051-08-15
Fixed
6.87500000
N
N
N
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
2000000.00000000
PA
2193868.88000000
0.002287122687
Long
DBT
CORP
ES
N
2
2026-02-23
None
0.00000000
N
N
N
N
N
N
Free State of Bavaria
529900HHAI6YR14M3S54
BAYERN FREISTAAT
N/A
17926000.00000000
PA
18801924.39000000
0.019601129418
Long
DBT
NUSS
DE
N
2
2035-01-18
Fixed
0.01000000
N
N
N
N
N
N
Energir Inc
549300SULPFDEWWFVD15
ENERGIR INC
29279YAA6
907000.00000000
PA
703455.76000000
0.000733357240
Long
DBT
CORP
CA
N
2
2027-04-16
Fixed
2.10000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG
N/A
1245000.00000000
PA
1371565.57000000
0.001429866097
Long
DBT
CORP
CH
N
2
2029-11-13
Fixed
0.62500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
26580000.00000000
PA
32705044.42000000
0.034095223182
Long
DBT
NUSS
IT
N
2
2024-09-01
Fixed
3.75000000
N
N
N
N
N
N
WestConnex Finance Co Pty Ltd
254900CGI0XY1HBTHF74
WESTCONNEX FINAN
N/A
880000.00000000
PA
589375.64000000
0.000614427967
Long
DBT
CORP
AU
N
2
2031-03-31
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3699882.42000000
0.003857151674
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
396923100.00000000
USD
2022-02-02
3699882.42000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
11976000.00000000
PA
12942661.24000000
0.013492809178
Long
DBT
CORP
CH
N
2
2031-11-03
Fixed
0.87500000
N
N
N
N
N
N
Southern Housing Group Ltd
2138005CTZT3OQXJW945
SOUTHERN HOUSING
N/A
677000.00000000
PA
1036016.87000000
0.001080054377
Long
DBT
CORP
GB
N
2
2047-10-19
Fixed
3.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
9025000.00000000
PA
6066276.27000000
0.006324132774
Long
DBT
CORP
N/A
N
2
2024-05-30
Fixed
3.50000000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FIN
N/A
1355000.00000000
PA
1581292.15000000
0.001648507431
Long
DBT
CORP
AU
N
2
2024-09-16
Fixed
1.87500000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
9000000.00000000
PA
9914206.03000000
0.010335624771
Long
DBT
CORP
DE
N
2
2028-10-27
Fixed
0.01000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UE3
10749000.00000000
PA
8610870.29000000
0.008976888719
Long
DBT
NUSS
CA
N
2
2025-06-02
Fixed
2.45000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-972906.07000000
-0.00101426095
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
191514883857.00000000
COP
47527021.01000000
USD
2022-02-02
-972906.07000000
N
N
N
Channel Link Enterprises Finance PLC
213800BYHTDDUJYTT475
CHANNEL LINK ENT
N/A
2798000.00000000
PA
3684114.24000000
0.003840713243
Long
DBT
CORP
GB
N
2
2050-06-30
Variable
3.04300000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709FQ0
1355000.00000000
PA
1459731.49000000
0.001521779646
Long
DBT
NUSS
CA
N
2
2048-06-18
Fixed
4.90000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4805900000.00000000
PA
41001083.99000000
0.042743898812
Long
DBT
NUSS
JP
N
2
2046-12-20
Fixed
0.60000000
N
N
N
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
WINTERSHALL FIN
N/A
4600000.00000000
PA
5116023.86000000
0.005333488408
Long
DBT
CORP
NL
N
2
2031-09-25
Fixed
1.82300000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4513000.00000000
PA
4393535.53000000
0.004580289588
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
5055000.00000000
PA
6653441.23000000
0.006936256094
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
2150000000.00000000
PA
18686375.26000000
0.019480668693
Long
DBT
NUSS
JP
N
2
2031-03-25
Fixed
0.20400000
N
N
N
N
N
N
Deutsche Boerse AG
529900G3SW56SHYNPR95
DEUTSCHE BOERSE
N/A
1850000.00000000
PA
2184700.33000000
0.002277564414
Long
DBT
CORP
DE
N
2
2025-10-08
Fixed
1.62500000
N
N
N
N
N
N
Laurentian Bank of Canada
HO0K6ZULL3QE6S6SFW60
LAURENTIAN BANK
51925DBT2
2278000.00000000
PA
1829030.69000000
0.001906776483
Long
DBT
CORP
CA
N
2
2023-06-27
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5571041.68000000
0.005807847468
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
450000000.00000000
EUR
511143750.00000000
USD
2022-02-02
5571041.68000000
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
6769000.00000000
PA
7851389.05000000
0.008185124548
Long
DBT
NUSS
DE
N
2
2028-02-15
Fixed
0.75000000
N
N
N
N
N
N
CTRL Section 1 Finance PLC
213800T8KP4APS3KNZ67
CTRL SECTION 1
ED2136700
107761.68000000
PA
185497.44000000
0.000193382297
Long
DBT
CORP
GB
N
2
2035-05-02
Fixed
5.23400000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDM8
542000.00000000
PA
624959.80000000
0.000651524687
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.50000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
1700000.00000000
PA
2039611.92000000
0.002126308795
Long
DBT
CORP
FR
N
2
2170-06-02
Variable
3.87500000
N
N
N
N
N
N
Maritime Link Financing Trust
N/A
ML FINANCING TR
570344AA9
3634153.87000000
PA
3078831.48000000
0.003209701998
Long
DBT
NUSS
CA
N
2
2052-12-01
Fixed
3.50000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
497000.00000000
PA
570091.49000000
0.000594324115
Long
DBT
CORP
DE
N
2
2027-08-24
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3680110.52000000
-0.00383653933
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
558391500.00000000
USD
2022-03-02
-3680110.52000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
2257000.00000000
PA
2567516.74000000
0.002676653030
Long
DBT
CORP
AU
N
2
2024-11-22
Fixed
0.62500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
14350000.00000000
PA
22732333.62000000
0.023698606804
Long
DBT
CORP
LU
N
2
2037-04-03
Fixed
3.37500000
N
N
N
N
N
N
Lonsdale Finance Pty Ltd
549300VX4WC30OTQ1E62
LONSDALE FINANCE
N/A
2280000.00000000
PA
1694290.58000000
0.001766309035
Long
DBT
CORP
AU
N
2
2025-10-15
Fixed
3.90000000
N
N
N
N
N
N
Scottish Hydro Electric Transmission PLC
549300ECJZDA7203MK64
SCOTTISH HYDRO
N/A
200000.00000000
PA
257588.84000000
0.000268538054
Long
DBT
CORP
GB
N
2
2035-09-27
Fixed
2.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
ZP3884209
5600000.00000000
PA
7573293.74000000
0.007895208365
Long
DBT
CORP
DE
N
2
2024-12-16
Fixed
2.62500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
7875000.00000000
PA
9020348.71000000
0.009403772656
Long
DBT
NUSS
CH
N
2
2025-07-24
Fixed
1.50000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAA3
6904000.00000000
PA
7666743.79000000
0.007992630654
Long
DBT
CORP
LU
N
2
2026-03-18
Fixed
0.20000000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAF8
857000.00000000
PA
675104.64000000
0.000703801012
Long
DBT
CORP
CA
N
2
2026-10-16
Fixed
2.58000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
1400000.00000000
PA
1065546.26000000
0.001110838960
Long
DBT
CORP
AU
N
2
2026-06-04
Fixed
4.12500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4984850000.00000000
PA
44635307.66000000
0.046532600809
Long
DBT
NUSS
JP
N
2
2046-03-20
Fixed
0.80000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
2900000.00000000
PA
3285311.99000000
0.003424959284
Long
DBT
NUSS
FR
N
2
2023-10-25
Fixed
0.12500000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
9000000.00000000
PA
10023254.75000000
0.010449308777
Long
DBT
CORP
FR
N
2
2027-09-17
Fixed
0.37500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415FFT4
8001000.00000000
PA
6076309.93000000
0.006334592930
Long
DBT
CORP
CA
N
2
2026-11-02
Fixed
1.85000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
200000000.00000000
PA
1737579.08000000
0.001811437580
Long
DBT
CORP
JP
N
2
2028-05-31
Fixed
0.53500000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
3557000.00000000
PA
3852413.05000000
0.004016165856
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.40000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAH4
1640000.00000000
PA
1311189.25000000
0.001366923387
Long
DBT
NUSS
CA
N
2
2029-10-09
Fixed
2.55000000
N
N
N
N
N
N
Clover LP
54930041L1MJLN5X9F27
CLOVER LP
18914LAA8
411948.32000000
PA
335497.17000000
0.000349757998
Long
DBT
CORP
CA
N
2
2034-03-31
Fixed
4.21600000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
970789000.00000000
PA
28437723.53000000
0.029646513182
Long
DBT
NUSS
TH
N
2
2029-12-17
Fixed
1.60000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
4800000.00000000
PA
5616099.49000000
0.005854820530
Long
DBT
CORP
FR
N
2
2028-04-05
Fixed
1.12500000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
1444000.00000000
PA
1036483.47000000
0.001080540811
Long
DBT
CORP
N/A
N
2
2024-04-23
Fixed
1.95000000
N
N
N
N
N
N
Cassa Depositi e Prestiti SpA
81560029E2CE4D14F425
CASSA DEPOSITI E
N/A
2300000.00000000
PA
2728597.43000000
0.002844580706
Long
DBT
NUSS
IT
N
2
2026-02-07
Fixed
1.87500000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
1355000.00000000
PA
1602936.77000000
0.001671072089
Long
DBT
CORP
LU
N
2
2029-11-02
Fixed
1.25000000
N
N
N
N
N
N
Givaudan Finance Europe BV
213800MGRS1DZVKTKA03
GIVAUDAN FIN EUR
BH8302235
4513000.00000000
PA
5206399.29000000
0.005427705386
Long
DBT
CORP
NL
N
2
2027-04-22
Fixed
1.00000000
N
N
N
N
N
N
Southern Gas Networks PLC
549300SPX8573VZ2SK79
SOUTHERN GAS NET
N/A
2065000.00000000
PA
2832836.18000000
0.002953250286
Long
DBT
CORP
GB
N
2
2025-02-03
Fixed
2.50000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
4513000.00000000
PA
4774817.52000000
0.004977778562
Long
DBT
NUSS
DE
N
2
2035-06-04
Fixed
0.12500000
N
N
N
N
N
N
BNP Paribas Cardif SA
969500VRSFWX7S1P2M29
BNP PARIBAS
N/A
400000.00000000
PA
493078.40000000
0.000514037464
Long
DBT
CORP
FR
N
2
2170-11-25
Variable
4.03200000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
42574000.00000000
PA
47464240.53000000
0.049481781869
Long
DBT
NUSS
DE
N
2
2027-05-18
Fixed
0.01000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
6092000.00000000
PA
7093518.60000000
0.007395039636
Long
DBT
NUSS
CA
N
2
2023-07-17
Fixed
2.25000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
4513000.00000000
PA
5856235.49000000
0.006105163884
Long
DBT
NUSS
FR
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
1006930.44000000
0.001049731583
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
74000000.00000000
CAD
59221841.01000000
USD
2022-02-02
1006930.44000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
1355000.00000000
PA
1558466.69000000
0.001624711739
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
1.87500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
1399000.00000000
PA
1869724.98000000
0.001949200547
Long
DBT
CORP
GB
N
2
2023-08-12
Fixed
1.17700000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
20000000.00000000
PA
22179644.20000000
0.023122424461
Long
DBT
NUSS
DE
N
2
2028-06-30
Fixed
0.01000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
14500000000.00000000
PA
126105660.84000000
0.131465978019
Long
DBT
NUSS
JP
N
2
2023-06-01
Fixed
0.00500000
N
N
N
N
N
N
Fresenius Finance Ireland PLC
549300GFSOR556BX2290
FRESENIUS FIN IR
N/A
5184000.00000000
PA
5657390.06000000
0.005897866220
Long
DBT
CORP
IE
N
2
2028-10-01
Fixed
0.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
4605000.00000000
PA
5919274.41000000
0.006170882371
Long
DBT
CORP
CH
N
2
2032-08-13
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
269839.28000000
0.000281309218
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
68746457926.00000000
JPY
597658604.39000000
USD
2022-02-02
269839.28000000
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS
N/A
2400000.00000000
PA
2620231.68000000
0.002731608701
Long
DBT
CORP
DE
N
2
2029-12-01
Fixed
0.62500000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
11800000.00000000
PA
101522.66000000
0.000105838038
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
0.08000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
3512.40000000
0.000003661700
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
44000000000.00000000
JPY
382352021.08000000
USD
2022-02-02
3512.40000000
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
50000000.00000000
PA
485408.06000000
0.000506041084
Long
DBT
NUSS
JP
N
2
2035-06-20
Fixed
1.29300000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
-204568.50000000
-0.00021326400
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
11810000000.00000000
HUF
37110701.84000000
USD
2022-02-02
-204568.50000000
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
AQ0259806
1298000.00000000
PA
1525776.28000000
0.001590631773
Long
DBT
CORP
NL
N
2
2027-11-22
Fixed
1.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
1180000.00000000
PA
888860.43000000
0.000926642824
Long
DBT
CORP
N/A
N
2
2028-08-08
Fixed
3.30000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
3000000.00000000
PA
3286595.78000000
0.003426297643
Long
DBT
CORP
FR
N
2
2170-03-15
Variable
2.87500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M68
41868000.00000000
PA
30493171.07000000
0.031789330716
Long
DBT
NUSS
CA
N
2
2053-12-01
Fixed
1.75000000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
4600000.00000000
PA
5308156.02000000
0.005533787444
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
0.75000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
63300000.00000000
PA
556325.65000000
0.000579973136
Long
DBT
NUSS
JP
N
2
2024-12-20
Fixed
0.42600000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
12187000.00000000
PA
14585219.07000000
0.015205186483
Long
DBT
NUSS
DE
N
2
2034-03-13
Fixed
1.10000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
857000.00000000
PA
965180.82000000
0.001006207331
Long
DBT
NUSS
CA
N
2
2027-04-08
Fixed
0.37500000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
800000.00000000
PA
839741.38000000
0.000875435892
Long
DBT
CORP
DE
N
2
2032-09-01
Fixed
0.75000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
587000.00000000
PA
793900.15000000
0.000827646110
Long
DBT
CORP
GB
N
2
2025-02-14
Fixed
2.03000000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
628957AK8
293000.00000000
PA
225059.22000000
0.000234625712
Long
DBT
CORP
CA
N
2
2024-02-09
Fixed
0.55500000
N
N
N
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
2270000.00000000
PA
1708440.36000000
0.001781060273
Long
DBT
NUSS
AU
N
2
2024-05-22
Fixed
4.00000000
N
N
N
N
N
N
Inmobiliaria Colonial Socimi SA
95980020140005007414
INMOBILIARIA COL
N/A
2100000.00000000
PA
2422460.05000000
0.002525430480
Long
DBT
CORP
ES
N
2
2024-10-28
Fixed
1.45000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FY7
5521000.00000000
PA
4678902.32000000
0.004877786337
Long
DBT
NUSS
CA
N
2
2048-10-17
Fixed
3.70000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6671800000.00000000
PA
54789728.33000000
0.057118650918
Long
DBT
NUSS
JP
N
2
2049-03-20
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
14564950000.00000000
PA
126787864.44000000
0.132177179744
Long
DBT
NUSS
JP
N
2
2023-03-01
Fixed
0.10000000
N
N
N
N
N
N
La Banque Postale SA
96950066U5XAAIRCPA78
LA BANQUE POSTAL
N/A
4400000.00000000
PA
5254467.48000000
0.005477816789
Long
DBT
CORP
FR
N
2
2028-07-13
Fixed
2.00000000
N
N
N
N
N
N
Red Electrica Financiaciones SAU
9598006P00EGK6U2SG18
RED ELECTRICA FI
N/A
200000.00000000
PA
234281.03000000
0.000244239509
Long
DBT
CORP
ES
N
2
2027-03-13
Fixed
1.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
95299000.00000000
PA
163248322.41000000
0.170187446168
Long
DBT
NUSS
DE
N
2
2044-07-04
Fixed
2.50000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109BA8
3746000.00000000
PA
3038287.28000000
0.003167434404
Long
DBT
CORP
CA
N
2
2024-03-13
Fixed
4.00000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
2700000.00000000
PA
3055858.01000000
0.003185752005
Long
DBT
CORP
NL
N
2
2032-09-23
Fixed
1.25000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
9335000.00000000
PA
10610931.73000000
0.011061965880
Long
DBT
NUSS
DE
N
2
2026-01-09
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
25800002.19000000
0.026896671396
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1286503279.00000000
AUD
935428112.69000000
USD
2022-02-02
25800002.19000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1286982.42000000
0.001341687608
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
350000000.00000000
EUR
394510200.00000000
USD
2022-02-02
1286982.42000000
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
904000.00000000
PA
1103399.08000000
0.001150300773
Long
DBT
NUSS
HR
N
2
2025-03-11
Fixed
3.00000000
N
N
N
N
N
N
Vancouver Airport Authority
N/A
VANCOUVER AIRPRT
92157WAA5
476000.00000000
PA
400032.33000000
0.000417036326
Long
DBT
CORP
CA
N
2
2045-11-10
Fixed
3.85700000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
7500000.00000000
PA
8732975.51000000
0.009104184211
Long
DBT
CORP
NL
N
2
2170-06-27
Variable
3.37500000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVRNMT
N/A
2700000.00000000
PA
3077847.42000000
0.003208676109
Long
DBT
CORP
FR
N
2
2024-01-14
Fixed
0.89200000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
7066650000.00000000
PA
62151235.88000000
0.064793070792
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
0.60000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
541550000.00000000
PA
5385741.57000000
0.005614670889
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
2.20000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525AT8
3702000.00000000
PA
2955541.49000000
0.003081171376
Long
DBT
CORP
AU
N
2
2030-06-12
Variable
3.51500000
N
N
N
N
N
N
BCI QuadReal Realty
254900YMIAXSA3CWDD24
BCI QUADREAL REA
05554PAB9
904000.00000000
PA
699339.35000000
0.000729065856
Long
DBT
CORP
CA
N
2
2025-03-03
Fixed
1.68000000
N
N
N
N
N
N
Akelius Residential Property AB
213800REBFN6T3PU8L97
AKELIUS RESIDENT
N/A
1355000.00000000
PA
1834692.42000000
0.001912678873
Long
DBT
CORP
SE
N
2
2025-08-15
Fixed
2.37500000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
4513000.00000000
PA
5210397.08000000
0.005431873108
Long
DBT
CORP
AU
N
2
2027-02-19
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
302252.48000000
0.000315100191
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
70000000.00000000
EUR
78946896.00000000
USD
2022-02-02
302252.48000000
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
1355000.00000000
PA
1543695.90000000
0.001609313094
Long
DBT
CORP
FR
N
2
2023-09-11
Fixed
0.62500000
N
N
N
N
N
N
Longstone Finance PLC
2138006D9C2Q3525AT86
LONGSTONE FINANC
EF3330257
54425.52000000
PA
81440.10000000
0.000084901838
Long
DBT
CORP
GB
N
2
2036-04-19
Fixed
4.79100000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0347
N/A
73208000.00000000
PA
87070512.55000000
0.090771580060
Long
DBT
NUSS
BE
Y
2
2029-06-22
Fixed
0.90000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0352
N/A
120372000.00000000
PA
130613657.59000000
0.136165594180
Long
DBT
NUSS
BE
Y
2
2031-10-22
None
0.00000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
200000.00000000
PA
145876.48000000
0.000152077186
Long
DBT
CORP
AU
N
2
2023-08-16
Fixed
3.20000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
3525000.00000000
PA
4001868.11000000
0.004171973736
Long
DBT
CORP
DE
N
2
2024-05-03
Fixed
0.37500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
2740000.00000000
PA
3090716.55000000
0.003222092262
Long
DBT
NUSS
MX
N
2
2027-09-18
Fixed
1.35000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
1110000.00000000
PA
1336661.27000000
0.001393478135
Long
DBT
CORP
GB
N
2
2044-07-03
Variable
3.87500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087F82
27395000.00000000
PA
20857397.63000000
0.021743973744
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
1.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1600000000.00000000
PA
15604408.76000000
0.016267698415
Long
DBT
NUSS
JP
N
2
2034-10-31
Fixed
1.33800000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058JP9
2812000.00000000
PA
2103466.92000000
0.002192878051
Long
DBT
CORP
N/A
N
2
2026-01-14
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1972000000.00000000
PA
19780762.21000000
0.020621574262
Long
DBT
NUSS
JP
N
2
2030-09-20
Fixed
1.90000000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
DASSAULT SYSTEME
N/A
4600000.00000000
PA
5069849.45000000
0.005285351283
Long
DBT
CORP
FR
N
2
2029-09-16
Fixed
0.37500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAA5
52143000.00000000
PA
40766342.10000000
0.042499178853
Long
DBT
NUSS
CA
N
2
2049-06-02
Fixed
2.90000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
98000.00000000
PA
23886.66000000
0.000024901999
Long
DBT
NUSS
MY
N
2
2027-03-15
Fixed
3.89200000
N
N
N
N
N
N
Wellcome Trust Ltd/The
549300YQJTZ9YPHW5V73
WELLCOME TRUST
N/A
993000.00000000
PA
2052867.07000000
0.002140127376
Long
DBT
CORP
GB
N
2
2059-05-09
Fixed
4.00000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
4227000.00000000
PA
4749640.44000000
0.004951531291
Long
DBT
CORP
DK
N
2
2022-02-14
Fixed
0.12500000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
3024000.00000000
PA
3503050.12000000
0.003651952711
Long
DBT
CORP
GB
N
2
2024-09-18
Fixed
1.25000000
N
N
N
N
N
N
BPHA Finance PLC
213800T2EIKFAUKDRH27
BPHA FINANCE
N/A
887000.00000000
PA
1646449.99000000
0.001716434906
Long
DBT
CORP
GB
N
2
2044-04-11
Fixed
4.81600000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
11400000.00000000
PA
100456.41000000
0.000104726465
Long
DBT
NUSS
JP
N
2
2024-09-30
Fixed
0.54400000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET
11257ZAF6
1912000.00000000
PA
1568170.76000000
0.001634828296
Long
DBT
CORP
CA
N
2
2027-03-16
Fixed
3.80000000
N
N
N
N
N
N
Norddeutsche Landesbank-Girozentrale
DSNHHQ2B9X5N6OUJ1236
NORDDEUTSCHE L/B
N/A
497000.00000000
PA
563224.79000000
0.000587165535
Long
DBT
CORP
DE
N
2
2024-10-09
Fixed
0.37500000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
9492000.00000000
PA
10052311.81000000
0.010479600952
Long
DBT
NUSS
NL
N
2
2035-07-09
Fixed
0.12500000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
6000000.00000000
PA
6716257.56000000
0.007001742529
Long
DBT
CORP
DE
N
2
2027-01-06
Fixed
0.75000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
6950000.00000000
PA
11528960.91000000
0.012019017318
Long
DBT
NUSS
FR
N
2
2033-10-10
Fixed
5.00000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
98000.00000000
PA
111759.27000000
0.000116509771
Long
DBT
CORP
DE
N
2
2025-10-22
Fixed
0.62500000
N
N
N
N
N
N
ISS Global A/S
213800W6DPUGWBGTD766
ISS GLOBAL A/S
N/A
100000.00000000
PA
117419.73000000
0.000122410838
Long
DBT
CORP
DK
N
2
2024-12-02
Fixed
2.12500000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
4396000.00000000
PA
7325150.20000000
0.007636517098
Long
DBT
CORP
GB
N
2
2029-02-16
Fixed
5.25000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GQ4
6453000.00000000
PA
5090489.27000000
0.005306868430
Long
DBT
NUSS
CA
N
2
2050-08-14
Fixed
3.05000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
418891000.00000000
PA
16140743.99000000
0.016826831408
Long
DBT
NUSS
TH
N
2
2044-06-29
Fixed
4.67500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBZ2
1715000.00000000
PA
1384116.92000000
0.001442950961
Long
DBT
CORP
CA
N
2
2029-04-05
Fixed
3.02000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAH1
1832000.00000000
PA
1406156.09000000
0.001465926940
Long
DBT
CORP
JE
N
2
2029-10-13
Fixed
2.69400000
N
N
N
N
N
N
Manchester Airport Group Funding PLC
2138006NA5VAMMBK3892
MANCHESTER AGF
EK0567348
904000.00000000
PA
1422003.00000000
0.001482447448
Long
DBT
CORP
GB
N
2
2034-03-31
Fixed
4.75000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
58553000.00000000
PA
86318721.57000000
0.089987833036
Long
DBT
NUSS
GB
N
2
2057-07-22
Fixed
1.75000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
2330000.00000000
PA
2759148.35000000
0.002876430240
Long
DBT
CORP
IT
N
2
2028-05-17
Fixed
1.62500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
9477000.00000000
PA
10740919.41000000
0.011197478889
Long
DBT
CORP
CA
N
2
2023-04-27
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220302
N/A
1.00000000
NC
-148350.53000000
-0.00015465639
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1492330000.00000000
MYR
355943805.75000000
USD
2022-03-02
-148350.53000000
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
1000000.00000000
PA
1257442.27000000
0.001310891808
Long
DBT
CORP
NL
N
2
2028-09-14
Fixed
1.37500000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642869AE1
4418000.00000000
PA
3750136.66000000
0.003909542049
Long
DBT
NUSS
CA
N
2
2043-06-03
Fixed
3.55000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
699450000.00000000
PA
7067815.83000000
0.007368244330
Long
DBT
NUSS
JP
N
2
2033-06-20
Fixed
1.70000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
100000.00000000
PA
114669.30000000
0.000119543496
Long
DBT
CORP
FR
N
2
2029-05-29
Fixed
1.50000000
N
N
N
N
N
N
Gazprom PJSC via Gaz Finance PLC
N/A
GAZPROM PJSC
N/A
9654000.00000000
PA
10879137.13000000
0.011341571768
Long
DBT
CORP
GB
N
2
2025-04-15
Fixed
2.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEE1
2391000.00000000
PA
1797230.52000000
0.001873624597
Long
DBT
CORP
US
N
2
2027-08-04
Variable
1.77900000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3332032.42000000
0.003473665638
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
396555250.00000000
USD
2022-02-02
3332032.42000000
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4309110.52000000
-0.00449227596
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
500000000.00000000
EUR
557762500.00000000
USD
2022-03-02
-4309110.52000000
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
3184000.00000000
PA
3175721.96000000
0.003310710959
Long
DBT
CORP
DE
N
2
2040-11-02
Fixed
0.01000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
110000000.00000000
PA
17931715.15000000
0.018693930582
Long
DBT
NUSS
CN
N
2
2027-01-14
Fixed
3.43000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
N/A
2976000.00000000
PA
3209321.02000000
0.003345738199
Long
DBT
CORP
NL
N
2
2029-06-21
Fixed
1.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
1100000000.00000000
PA
9532023.81000000
0.009937197302
Long
DBT
CORP
FR
N
2
2027-07-06
Variable
0.51400000
N
N
N
N
N
N
MDGH GMTN RSC Ltd
213800WRY6FRL9IXLT77
MDGH GMTN RSC
N/A
1355000.00000000
PA
1592828.71000000
0.001660534370
Long
DBT
CORP
AE
N
2
2023-05-30
Fixed
3.62500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8545450000.00000000
PA
76023636.53000000
0.079255139400
Long
DBT
NUSS
JP
N
2
2047-12-20
Fixed
0.80000000
N
N
N
N
N
N
Western Power Distribution South Wales PLC
549300RHOCSNK1FZ4116
WESTERN POWER
N/A
2286000.00000000
PA
2699250.26000000
0.002813986089
Long
DBT
CORP
GB
N
2
2035-10-07
Fixed
1.62500000
N
N
N
N
N
N
CT Real Estate Investment Trust
549300QXEHJXT6D53X16
CT REIT
126462AD2
2000000.00000000
PA
1600777.56000000
0.001668821099
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
3.28900000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
24370000.00000000
PA
28914981.79000000
0.030144058047
Long
DBT
CORP
NL
N
2
2029-07-31
Fixed
1.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
115979000.00000000
PA
218076090.99000000
0.227345754296
Long
DBT
NUSS
FR
N
2
2041-04-25
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2400889.48000000
0.002502943020
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
564472500.00000000
USD
2022-03-02
2400889.48000000
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
31588000.00000000
PA
7887337.57000000
0.008222601116
Long
DBT
NUSS
MY
N
2
2026-04-15
Fixed
4.39200000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AZ1
948000.00000000
PA
1287850.38000000
0.001342592462
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
2.25000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2300000.00000000
PA
2639631.74000000
0.002751833391
Long
DBT
CORP
ES
N
2
2026-06-19
Fixed
1.37500000
N
N
N
N
N
N
Tasmanian Public Finance Corp
254900YGZAI23JWAJW51
TASMANIAN PUBFIN
N/A
205000.00000000
PA
141883.51000000
0.000147914489
Long
DBT
NUSS
AU
N
2
2030-01-24
Fixed
2.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
83488000.00000000
PA
98083906.38000000
0.102253115319
Long
DBT
NUSS
FR
N
2
2025-11-25
Fixed
1.00000000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
11282000.00000000
PA
12789598.86000000
0.013333240644
Long
DBT
NUSS
DE
N
2
2024-03-18
Fixed
0.25000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823TAB2
3339000.00000000
PA
2415695.25000000
0.002518378132
Long
DBT
CORP
CA
N
2
2030-12-16
Fixed
1.92800000
N
N
N
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
SAPUTO INC
80310ZAG4
2460000.00000000
PA
1867768.28000000
0.001947160674
Long
DBT
CORP
CA
N
2
2027-06-16
Fixed
2.24200000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
781000.00000000
PA
468658.12000000
0.000488579162
Long
DBT
CORP
N/A
N
2
2026-06-10
Fixed
0.75000000
N
N
N
N
N
N
Compass Group Finance Netherlands BV
213800YZZX39WY5G7M06
COMPASS GROUP
N/A
768000.00000000
PA
871230.20000000
0.000908263194
Long
DBT
CORP
NL
N
2
2024-07-03
Fixed
0.62500000
N
N
N
N
N
N
Holding d'Infrastructures de Transport SASU
9695004S3RCE0Q5V8G28
HOLDING D'INFRA
N/A
1200000.00000000
PA
1385886.32000000
0.001444795572
Long
DBT
CORP
FR
N
2
2027-11-27
Fixed
1.62500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
9025000.00000000
PA
10641921.00000000
0.011094272397
Long
DBT
CORP
LU
N
2
2028-02-14
Fixed
0.95000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
769597833.60000000
NS
USD
769520873.82000000
0.802230554993
Long
STIV
CORP
US
N
1
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
18952000.00000000
PA
21729876.50000000
0.022653538685
Long
DBT
CORP
N/A
N
2
2029-03-05
Fixed
0.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2300000.00000000
PA
2744421.97000000
0.002861077892
Long
DBT
CORP
FR
N
2
2028-05-25
Fixed
2.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
10135000.00000000
PA
11864733.31000000
0.012369062246
Long
DBT
CORP
DE
N
2
2024-06-11
Fixed
1.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
18100000.00000000
PA
179733.11000000
0.000187372945
Long
DBT
NUSS
JP
N
2
2030-06-20
Fixed
1.80000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
6454100000.00000000
PA
56104047.71000000
0.058488837487
Long
DBT
NUSS
JP
N
2
2058-03-20
Fixed
0.80000000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
30000000.00000000
PA
4692354.70000000
0.004891810532
Long
DBT
NUSS
CN
N
2
2030-04-17
Fixed
2.96000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
2080000.00000000
PA
2191237.58000000
0.002284379540
Long
DBT
CORP
US
N
2
2033-05-21
Fixed
1.25000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
N/A
857000.00000000
PA
1031906.21000000
0.001075768987
Long
DBT
CORP
US
N
2
2027-11-30
Fixed
2.12500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
29025000.00000000
PA
32824951.18000000
0.034220226765
Long
DBT
CORP
N/A
N
2
2024-05-24
Fixed
0.05000000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
16243000.00000000
PA
17743914.78000000
0.018498147465
Long
DBT
NUSS
DE
N
2
2030-08-26
Fixed
0.01000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
6589000.00000000
PA
7607891.99000000
0.007931277267
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852NQ0
1443000.00000000
PA
1279937.54000000
0.001334343275
Long
DBT
NUSS
CA
N
2
2034-12-01
Fixed
4.10000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
N/A
1174000.00000000
PA
1398050.06000000
0.001457476351
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
2.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
EJ8189833
2800000.00000000
PA
3912916.92000000
0.004079241537
Long
DBT
NUSS
NL
N
2
2031-09-11
Fixed
3.00000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
7919500000.00000000
PA
68986229.10000000
0.071918596025
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
0.10000000
N
N
N
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
VIRGIN MONEY
N/A
5490000.00000000
PA
7514796.61000000
0.007834224723
Long
DBT
CORP
GB
N
2
2026-04-24
Variable
3.37500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
3000000.00000000
PA
3591393.13000000
0.003744050878
Long
DBT
NUSS
FR
N
2
2024-01-04
Fixed
3.12500000
N
N
N
N
N
N
ING Bank NV
3TK20IVIUJ8J3ZU0QE75
ING BANK NV
N/A
7100000.00000000
PA
8261912.45000000
0.008613097884
Long
DBT
CORP
NL
N
2
2028-04-11
Fixed
0.87500000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
5303000.00000000
PA
6007799.78000000
0.006263170650
Long
DBT
CORP
NO
N
2
2023-03-09
Fixed
0.37500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469TM7
3057000.00000000
PA
2791698.62000000
0.002910364110
Long
DBT
NUSS
CA
N
2
2041-03-05
Fixed
4.10000000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
2700000.00000000
PA
1979412.91000000
0.002063550933
Long
DBT
NUSS
AU
N
2
2024-10-21
Fixed
2.75000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAT7
700000.00000000
PA
669864.29000000
0.000698337913
Long
DBT
CORP
CA
N
2
2040-07-23
Fixed
5.20000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
5300000.00000000
PA
6031553.80000000
0.006287934371
Long
DBT
CORP
FR
N
2
2025-09-15
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4123391.68000000
0.004298662854
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
450000000.00000000
EUR
509696100.00000000
USD
2022-02-02
4123391.68000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
9840200000.00000000
PA
87460908.39000000
0.091178570283
Long
DBT
NUSS
JP
N
2
2048-03-20
Fixed
0.80000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
230000000.00000000
PA
2012896.92000000
0.002098458233
Long
DBT
NUSS
JP
N
2
2023-03-28
Fixed
0.67800000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
7221000.00000000
PA
9106813.85000000
0.009493913131
Long
DBT
CORP
N/A
N
2
2026-12-15
Fixed
0.12500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
815000.00000000
PA
590602.10000000
0.000615706560
Long
DBT
CORP
N/A
N
2
2024-01-17
Fixed
2.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
6800000.00000000
PA
7775466.90000000
0.008105975209
Long
DBT
CORP
FR
N
2
2025-04-01
Fixed
1.00000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
4513000.00000000
PA
6121590.28000000
0.006381797992
Long
DBT
CORP
GB
N
2
2170-06-22
Variable
4.25000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAH6
65000.00000000
PA
52210.46000000
0.000054429746
Long
DBT
CORP
CA
N
2
2045-07-28
Fixed
3.55000000
N
N
N
N
N
N
Scottish Widows Ltd
549300ZT0RVWCG8T4L55
SCOTTISH WIDOWS
N/A
1128000.00000000
PA
1582822.86000000
0.001650103206
Long
DBT
CORP
GB
N
2
2023-06-16
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
5171000.00000000
PA
5657143.65000000
0.005897609336
Long
DBT
CORP
US
N
2
2033-04-29
Variable
1.10200000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
5000000.00000000
PA
6422112.84000000
0.006695094731
Long
DBT
NUSS
NO
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
EC1243194
1500000.00000000
PA
2484592.50000000
0.002590203967
Long
DBT
NUSS
NL
N
2
2028-12-07
Fixed
5.20000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBG4
904000.00000000
PA
742373.42000000
0.000773929156
Long
DBT
CORP
CA
N
2
2062-07-31
Fixed
3.79000000
N
N
N
N
N
N
High Speed Rail Finance 1 PLC
21380087GQQTIHCRLU65
HIGH SPEED RAIL
N/A
3024000.00000000
PA
4859787.41000000
0.005066360229
Long
DBT
CORP
GB
N
2
2038-11-01
Fixed
4.37500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
19856000.00000000
PA
22610046.15000000
0.023571121315
Long
DBT
NUSS
DE
N
2
2026-08-15
None
0.00000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
110000000.00000000
PA
11941311.46000000
0.012448895469
Long
DBT
CORP
SE
N
2
2025-12-17
Fixed
1.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
11553000.00000000
PA
8355417.24000000
0.008710577240
Long
DBT
CORP
DE
N
2
2023-03-07
Fixed
2.80000000
N
N
N
N
N
N
Tesco Property Finance 4 PLC
213800UCE6O94DGHWT77
TESCO PROP FIN 4
N/A
2693328.37000000
PA
4513456.90000000
0.004705308402
Long
DBT
CORP
GB
N
2
2040-10-13
Fixed
5.80060000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
AX7760868
5000000.00000000
PA
6049282.40000000
0.006306416553
Long
DBT
CORP
DE
N
2
2039-03-28
Fixed
1.20000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
045167BM4
1260000.00000000
PA
1115509.33000000
0.001162925788
Long
DBT
CORP
N/A
N
2
2027-02-16
Fixed
4.65000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
N/A
3159000.00000000
PA
4165099.97000000
0.004342144020
Long
DBT
CORP
US
N
2
2039-06-19
Fixed
2.37500000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
N/A
2257000.00000000
PA
3797037.71000000
0.003958436701
Long
DBT
CORP
GB
N
2
2033-08-22
Fixed
5.37500000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
1941000.00000000
PA
2524742.80000000
0.002632060918
Long
DBT
CORP
JE
N
2
2041-09-28
Fixed
3.12500000
N
N
N
N
N
N
State of Brandenburg
967600V011J0F1GJ4789
LAND BRANDENBURG
N/A
452000.00000000
PA
464874.09000000
0.000484634285
Long
DBT
NUSS
DE
N
2
2049-10-04
Fixed
0.30000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
904000.00000000
PA
1022714.29000000
0.001066186350
Long
DBT
CORP
DE
N
2
2024-01-10
Fixed
0.20000000
N
N
N
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
CENOVUS ENERGY
15135UAV1
1882000.00000000
PA
1524127.44000000
0.001588912846
Long
DBT
CORP
CA
N
2
2025-03-12
Fixed
3.55000000
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORP TREAS
N/A
2000000.00000000
PA
2587951.31000000
0.002697956204
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
1.87500000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0337
N/A
134904000.00000000
PA
159322046.08000000
0.166094277358
Long
DBT
NUSS
BE
Y
2
2026-06-22
Fixed
1.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
AV6454772
4600000.00000000
PA
5402558.05000000
0.005632202179
Long
DBT
CORP
FR
N
2
2030-11-20
Variable
2.37500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAP5
904000.00000000
PA
753696.48000000
0.000785733520
Long
DBT
CORP
CA
N
2
2044-08-22
Fixed
4.00000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
4000000.00000000
PA
4647199.52000000
0.004844735960
Long
DBT
CORP
NL
N
2
2025-04-30
Fixed
1.62500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
5867000.00000000
PA
7882887.15000000
0.008217961524
Long
DBT
CORP
DE
N
2
2024-12-09
Fixed
1.37500000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
4017000.00000000
PA
4661011.59000000
0.004859135134
Long
DBT
CORP
NL
N
2
2023-09-29
Fixed
1.87500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3155000.00000000
PA
3497985.09000000
0.003646672384
Long
DBT
CORP
CH
N
2
2023-09-29
Fixed
1.25000000
N
N
N
N
N
N
Swedbank Hypotek AB
549300TJREQ7GHIXWR36
SWEDBANK HYPOTEK
N/A
811900000.00000000
PA
87371637.12000000
0.091085504399
Long
DBT
CORP
SE
N
2
2024-09-18
Fixed
1.00000000
N
N
N
N
N
N
Terega SASU
969500D9BIKJL7H9TB80
TEREGA SAS
N/A
1000000.00000000
PA
1090330.01000000
0.001136676182
Long
DBT
CORP
FR
N
2
2028-02-27
Fixed
0.62500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
70000000.00000000
PA
11174628.73000000
0.011649623698
Long
DBT
NUSS
CN
N
2
2031-11-18
Fixed
2.89000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
14592000000.00000000
PA
126926422.36000000
0.132321627284
Long
DBT
NUSS
JP
N
2
2024-01-01
Fixed
0.00500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
11355000.00000000
PA
12802868.87000000
0.013347074716
Long
DBT
CORP
N/A
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
12204000.00000000
PA
13621778.99000000
0.014200793884
Long
DBT
CORP
N/A
N
2
2028-06-02
Fixed
0.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
6000000.00000000
PA
4301229.35000000
0.004484059790
Long
DBT
CORP
AU
N
2
2022-08-31
Fixed
2.75000000
N
N
N
N
N
N
Air Liquide SA
969500MMPQVHK671GT54
AIR LIQUIDE SA
N/A
1100000.00000000
PA
1286201.37000000
0.001340873358
Long
DBT
CORP
FR
N
2
2023-09-06
Fixed
2.37500000
N
N
N
N
N
N
ENMAX Corp
549300CBVIZGSWHLQN67
ENMAX CORP
293365AG7
2257000.00000000
PA
1846733.99000000
0.001925232289
Long
DBT
CORP
CA
N
2
2029-10-18
Fixed
3.87600000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KF4
6406000.00000000
PA
5288192.18000000
0.005512975010
Long
DBT
NUSS
CA
N
2
2028-12-02
Fixed
3.05000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
9000000000.00000000
PA
6438390.21000000
0.006712063996
Long
DBT
NUSS
KR
N
2
2068-09-10
Fixed
2.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
7045000.00000000
PA
10703790.51000000
0.011158771767
Long
DBT
CORP
NL
N
2
2027-09-14
Fixed
5.25000000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121BA2
1591000.00000000
PA
1200047.56000000
0.001251057447
Long
DBT
CORP
CA
N
2
2026-09-28
Fixed
1.71100000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469TH8
738000.00000000
PA
771439.94000000
0.000804231194
Long
DBT
NUSS
CA
N
2
2050-03-05
Fixed
4.70000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
18050000.00000000
PA
25837365.96000000
0.026935623371
Long
DBT
NUSS
PT
Y
2
2030-02-15
Fixed
3.87500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
897124000000.00000000
PA
62820955.27000000
0.065491257646
Long
DBT
NUSS
ID
N
2
2026-04-15
Fixed
5.50000000
N
N
N
N
N
N
ING-DiBa AG
3KXUNHVVQFIJN6RHLO76
ING-DIBA AG
AU7731543
5600000.00000000
PA
6810563.58000000
0.007100057173
Long
DBT
CORP
DE
N
2
2033-10-09
Fixed
1.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
14893000.00000000
PA
17200937.73000000
0.017932090331
Long
DBT
CORP
N/A
N
2
2024-09-13
Fixed
0.87500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
231000.00000000
PA
319965.68000000
0.000333566318
Long
DBT
CORP
GB
N
2
2027-02-12
Fixed
3.25000000
N
N
N
N
N
N
Repsol Europe Finance Sarl
222100TAWUOMRM7NNG09
REPSOL EUROPE
N/A
2600000.00000000
PA
2785614.26000000
0.002904021125
Long
DBT
CORP
LU
N
2
2033-07-06
Fixed
0.87500000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
3900000.00000000
PA
4387295.06000000
0.004573783857
Long
DBT
NUSS
BE
N
2
2025-06-22
Fixed
0.05000000
N
N
N
N
N
N
Canton of Zurich
N/A
CANTON OF ZURICH
N/A
1355000.00000000
PA
1608685.12000000
0.001677064782
Long
DBT
NUSS
CH
N
2
2032-12-03
Fixed
1.25000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FIN PLC
N/A
2257000.00000000
PA
2381982.34000000
0.002483232202
Long
DBT
CORP
GB
N
2
2032-03-11
Fixed
0.75000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
N/A
RUSSIA-EUROBOND
N/A
4600000.00000000
PA
4691611.38000000
0.004891035616
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
32942000.00000000
PA
10902823.96000000
0.011366265443
Long
DBT
NUSS
IL
N
2
2023-03-31
Fixed
4.25000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
4242000.00000000
PA
4471193.77000000
0.004661248812
Long
DBT
CORP
LU
N
2
2050-10-15
Fixed
1.62500000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
9102000.00000000
PA
10259437.69000000
0.010695531040
Long
DBT
CORP
NL
N
2
2023-04-14
None
0.00000000
N
N
N
N
N
N
FortisBC Energy Inc
JSP0TNC596XKLBPR0Y26
TERASEN GAS INC
88100BAA7
4513000.00000000
PA
4693705.68000000
0.004893218937
Long
DBT
CORP
CA
N
2
2038-02-15
Fixed
6.05000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
-1444820.34000000
-0.00150623467
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
680510380.65000000
USD
818790090000.00000000
KRW
2022-02-07
-1444820.34000000
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
506132000.00000000
PA
58449880.65000000
0.060934383703
Long
DBT
NUSS
NO
Y
2
2024-03-14
Fixed
3.00000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
155263000.00000000
PA
167549536.82000000
0.174671490384
Long
DBT
NUSS
IE
N
2
2031-10-18
None
0.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9855350000.00000000
PA
83049770.42000000
0.086579930035
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.30000000
N
N
N
N
N
N
Gestion Securite de Stocks Securite SA
96950015LNMQ336X4W81
SAGESS
N/A
5500000.00000000
PA
6252718.02000000
0.006518499521
Long
DBT
NUSS
FR
N
2
2023-05-25
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3139000000.00000000
PA
27426046.91000000
0.028591833675
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.10000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCA4
2455000.00000000
PA
1965458.73000000
0.002049003609
Long
DBT
CORP
CA
N
2
2028-03-15
Fixed
3.39000000
N
N
N
N
N
N
INMOBILIARIA COLONIAL SOCIMI SA
95980020140005007414
COLSM 2 4/17/2026
N/A
1900000.00000000
PA
2239522.63000000
0.002334717021
Long
DBT
CORP
ES
N
2
2026-04-17
Fixed
2.00000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GA9
1093000.00000000
PA
1072611.55000000
0.001118204571
Long
DBT
NUSS
CA
N
2
2039-09-26
Fixed
4.80000000
N
N
N
N
N
N
University of Liverpool
213800FEIAW5YCVLG823
UNI OF LIVERPOOL
N/A
100000.00000000
PA
171038.28000000
0.000178308528
Long
DBT
CORP
GB
N
2
2055-06-25
Fixed
3.37500000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AS8
2000000.00000000
PA
1489620.27000000
0.001552938895
Long
DBT
CORP
CA
N
2
2031-08-12
Fixed
3.13300000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMP TOBACCO FIN
N/A
3430000.00000000
PA
5061670.67000000
0.005276824851
Long
DBT
CORP
GB
N
2
2032-06-07
Fixed
4.87500000
N
N
N
N
N
N
BG Energy Capital PLC
S2M8QDKEE05NZN8JD460
BG ENERGY CAP
N/A
5699000.00000000
PA
6969329.29000000
0.007265571467
Long
DBT
CORP
GB
N
2
2029-11-21
Fixed
2.25000000
N
N
N
N
N
N
Publicis Groupe SA
2138004KW8BV57III342
PUBLICIS GROUPE
N/A
100000.00000000
PA
113294.18000000
0.000118109925
Long
DBT
CORP
FR
N
2
2023-11-03
Fixed
0.50000000
N
N
N
N
N
N
EnBW Energie Baden-Wuerttemberg AG
529900JSFZ4TS59HKD79
ENERGIE BADEN-WU
N/A
4900000.00000000
PA
5510682.97000000
0.005744923117
Long
DBT
CORP
DE
N
2
2080-06-29
Variable
1.87500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
8911457R9
3893000.00000000
PA
3311989.77000000
0.003452771044
Long
DBT
CORP
CA
N
2
2031-03-04
Variable
4.85900000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
225600000.00000000
PA
1985698.34000000
0.002070103535
Long
DBT
NUSS
JP
N
2
2023-12-28
Fixed
0.69300000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
2300000.00000000
PA
2540898.01000000
0.002648902830
Long
DBT
CORP
BE
N
2
2029-12-03
Variable
0.50000000
N
N
N
N
N
N
Great-West Lifeco Inc
549300X81X4VZEESFU46
GREAT-WEST LIFEC
39138CAD8
898000.00000000
PA
924578.23000000
0.000963878865
Long
DBT
CORP
CA
N
2
2033-03-21
Fixed
6.67000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
1084000.00000000
PA
1354487.97000000
0.001412062587
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ ENVIRON
N/A
100000.00000000
PA
117543.33000000
0.000122539691
Long
DBT
CORP
FR
N
2
2025-09-10
Fixed
1.75000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
AX4514284
1806000.00000000
PA
2036797.27000000
0.002123374504
Long
DBT
NUSS
DE
N
2
2025-03-07
Fixed
0.12500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
5400000.00000000
PA
6143818.20000000
0.006404970744
Long
DBT
CORP
FR
N
2
2024-10-04
Fixed
0.62500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
80000000.00000000
PA
12812563.02000000
0.013357180931
Long
DBT
NUSS
CN
N
2
2028-08-12
Fixed
3.19000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
N/A
7800000.00000000
PA
8931213.16000000
0.009310848261
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
1.00000000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
42450000.00000000
PA
5663774.22000000
0.005904521749
Long
DBT
NUSS
HK
N
2
2030-07-16
Fixed
2.13000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
6860000.00000000
PA
10232783.05000000
0.010667743403
Long
DBT
CORP
GB
N
2
2025-03-07
Fixed
5.12500000
N
N
N
N
N
N
Cordelio Amalco GP I
N/A
CORDELIO AMALCO
218493AB0
1451355.66000000
PA
1200588.71000000
0.001251621599
Long
DBT
CORP
CA
N
2
2034-06-30
Fixed
4.08700000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFJ8
6929000.00000000
PA
7674117.67000000
0.008000317973
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
1.30000000
N
N
N
N
N
N
Empire Life Insurance Co/The
549300HOPJYSORI1L764
EMPIRE LIFE INSU
291839AE8
452000.00000000
PA
362206.27000000
0.000377602410
Long
DBT
CORP
CA
N
2
2028-03-15
Variable
3.66400000
N
N
N
N
N
N
Bank of Queensland Ltd
549300WFIN7T02UKDG08
BK OF QUEENSLAND
N/A
18890000.00000000
PA
21248304.92000000
0.022151497156
Long
DBT
CORP
AU
N
2
2024-06-04
Fixed
0.12500000
N
N
N
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
39191ZAY5
2257000.00000000
PA
2050034.80000000
0.002137174716
Long
DBT
CORP
CA
Y
2
2041-12-02
Fixed
4.53000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EK2783257
3976000.00000000
PA
4897733.92000000
0.005105919715
Long
DBT
CORP
FR
N
2
2170-10-08
Variable
3.87500000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
4230000.00000000
PA
3188696.35000000
0.003324236846
Long
DBT
CORP
GB
N
2
2027-12-13
Fixed
4.20000000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAM5
789000.00000000
PA
574790.30000000
0.000599222655
Long
DBT
CORP
CA
N
2
2049-12-10
Fixed
2.99000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
10000000.00000000
PA
10849193.33000000
0.011310355160
Long
DBT
CORP
CH
N
2
2027-10-12
Fixed
0.25000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
4965000.00000000
PA
5651371.09000000
0.005891591404
Long
DBT
CORP
SE
N
2
2025-01-29
Fixed
0.50000000
N
N
N
N
N
N
Prosegur Cash SA
9598005HY5DEFPU2SM35
PROSEGUR CASH
N/A
400000.00000000
PA
459848.49000000
0.000479395065
Long
DBT
CORP
ES
N
2
2026-02-04
Fixed
1.37500000
N
N
N
N
N
N
Toronto Hydro Corp
254900HUNKW9WEYT4J58
TORONTO HYDRO
89119ZAC7
640000.00000000
PA
649794.57000000
0.000677415098
Long
DBT
CORP
CA
N
2
2040-05-21
Fixed
5.54000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
4513000.00000000
PA
5199533.81000000
0.005420548078
Long
DBT
NUSS
DE
N
2
2028-08-02
Fixed
0.62500000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
4488148V8
25041000.00000000
PA
24282459.52000000
0.025314623215
Long
DBT
NUSS
CA
N
2
2055-02-15
Fixed
4.00000000
N
N
N
N
N
N
Coles Group Treasury Pty Ltd
549300HRZIAKP6NVUB83
COLES GRP TREASU
N/A
690000.00000000
PA
471445.80000000
0.000491485336
Long
DBT
CORP
AU
N
2
2029-11-06
Fixed
2.65000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
1355000.00000000
PA
1651702.38000000
0.001721910557
Long
DBT
CORP
CH
N
2
2026-12-15
Fixed
2.75000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
11146000.00000000
PA
12596567.16000000
0.013132003831
Long
DBT
CORP
N/A
N
2
2024-06-10
Fixed
0.12500000
N
N
N
N
N
N
Hyde Housing Association Ltd
213800WOZ2BUYBVOGK96
HYDE HOUSING
N/A
54000.00000000
PA
100777.00000000
0.000105060683
Long
DBT
CORP
GB
N
2
2040-07-23
Fixed
5.12500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
25867000.00000000
PA
31270728.95000000
0.032599939902
Long
DBT
NUSS
IT
Y
2
2050-09-01
Fixed
2.45000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4747991.68000000
0.004949812448
N/A
DFE
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
450000000.00000000
EUR
510320700.00000000
USD
2022-02-02
4747991.68000000
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087H98
22096000.00000000
PA
17587800.65000000
0.018335397461
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
2.00000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN GROUP NV
N/A
100000.00000000
PA
113165.79000000
0.000117976077
Long
DBT
CORP
NL
N
2
2023-01-13
Fixed
0.87500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
1085100000.00000000
PA
52419162.09000000
0.054647320074
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
12056404.60000000
0.012568880822
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
840000000.00000000
EUR
955792126.80000000
USD
2022-02-02
12056404.60000000
N
N
N
United Utilities Water Finance PLC
213800313INX42GDLR44
UNITED UTIL W FI
N/A
635000.00000000
PA
782993.22000000
0.000816275564
Long
DBT
CORP
GB
N
2
2042-06-03
Fixed
1.87500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
063679EC4
2257000.00000000
PA
1928174.02000000
0.002010134054
Long
DBT
CORP
CA
N
2
2025-09-10
Fixed
4.60900000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1135000.00000000
PA
1295333.56000000
0.001350393726
Long
DBT
CORP
N/A
N
2
2025-02-04
Fixed
1.62500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
64950000000.00000000
PA
54555446.18000000
0.056874410241
Long
DBT
NUSS
KR
N
2
2048-03-10
Fixed
2.62500000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
695284000000.00000000
PA
52210404.20000000
0.054429688605
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
9402000.00000000
PA
10687935.54000000
0.011142242857
Long
DBT
CORP
AU
N
2
2023-12-04
Fixed
0.50000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
2100000.00000000
PA
2415454.51000000
0.002518127159
Long
DBT
CORP
NL
N
2
2023-05-25
Fixed
1.75000000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-177
N/A
16583000.00000000
PA
18771736.54000000
0.019569658387
Long
DBT
NUSS
DE
N
2
2023-04-14
None
0.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
128134000.00000000
PA
86344948.71000000
0.090015175001
Long
DBT
NUSS
AU
N
2
2026-09-21
Fixed
0.50000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CQ3
200000.00000000
PA
157293.11000000
0.000163979098
Long
DBT
CORP
CA
N
2
2048-07-31
Fixed
3.60000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823TAF3
1500000.00000000
PA
1141709.87000000
0.001190240023
Long
DBT
CORP
CA
N
2
2028-05-18
Fixed
2.17900000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
319776000.00000000
PA
10005864.51000000
0.010431179337
Long
DBT
NUSS
TH
N
2
2023-06-16
Fixed
3.62500000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
GIBSON ENERGY
37482ZAC5
816000.00000000
PA
633252.85000000
0.000660170246
Long
DBT
CORP
CA
N
2
2027-07-14
Fixed
2.85000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAF5
1900000.00000000
PA
1509003.57000000
0.001573146112
Long
DBT
CORP
JE
N
2
2033-01-13
Fixed
3.66100000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPER
N/A
3881000.00000000
PA
5875126.23000000
0.006124857604
Long
DBT
CORP
GB
N
2
2027-02-08
Fixed
4.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
13126000000.00000000
PA
111740755.18000000
0.116490469710
Long
DBT
NUSS
JP
N
2
2040-06-20
Fixed
0.40000000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
128571000.00000000
PA
20030131.03000000
0.020881542891
Long
DBT
CORP
DK
N
2
2026-07-01
Fixed
1.00000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FINANCE P
N/A
502000.00000000
PA
638888.19000000
0.000666045125
Long
DBT
CORP
GB
N
2
2046-09-22
Fixed
2.75000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CG5
2000000.00000000
PA
1660864.10000000
0.001731461710
Long
DBT
CORP
CA
N
2
2045-09-22
Fixed
3.95000000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
2166000.00000000
PA
2311835.71000000
0.002410103881
Long
DBT
NUSS
KZ
Y
2
2034-09-30
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2512682.42000000
0.002619487892
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
350000000.00000000
EUR
395735900.00000000
USD
2022-02-02
2512682.42000000
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
-188440.25000000
-0.00019645019
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
37000000.00000000
CAD
28919015.03000000
USD
2022-02-02
-188440.25000000
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
130161000000.00000000
PA
10377457.24000000
0.010818567194
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.75000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
900000.00000000
PA
1083792.86000000
0.001129861160
Long
DBT
NUSS
FR
N
2
2033-05-25
Fixed
1.25000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
8229000.00000000
PA
8402080.66000000
0.008759224161
Long
DBT
CORP
LU
N
2
2033-03-03
None
0.00000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
2300000.00000000
PA
2605547.05000000
0.002716299878
Long
DBT
CORP
ES
N
2
2023-03-05
Fixed
0.87500000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN GROUP NV
N/A
3100000.00000000
PA
3642243.93000000
0.003797063171
Long
DBT
CORP
NL
N
2
2027-06-01
Fixed
1.62500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
10845000.00000000
PA
17011431.80000000
0.017734529157
Long
DBT
CORP
LU
N
2
2056-02-28
Fixed
2.00000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
4739000.00000000
PA
5408166.29000000
0.005638048806
Long
DBT
NUSS
DE
N
2
2025-02-17
Fixed
0.50000000
N
N
N
N
N
N
RELX Finance BV
54930086P8MBY4IN4E29
RELX FINANCE
N/A
8769000.00000000
PA
9703634.92000000
0.010116103009
Long
DBT
CORP
NL
N
2
2028-03-10
Fixed
0.50000000
N
N
N
N
N
N
Nordea Kredit Realkreditaktieselskab
52990080NNXXLC14OC65
NORDEA KREDIT
N/A
50000.00000000
PA
8590.26000000
0.000008955402
Long
DBT
CORP
DK
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8258800000.00000000
PA
68953236.48000000
0.071884201003
Long
DBT
NUSS
JP
N
2
2050-09-20
Fixed
0.60000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
5121000.00000000
PA
6722236.94000000
0.007007976072
Long
DBT
CORP
CH
N
2
2028-06-09
Variable
2.25000000
N
N
N
N
N
N
AIMCo Realty Investors LP
549300171YGHCAQDND83
AIMCO REALTY INV
00889YAD3
5055000.00000000
PA
3955386.08000000
0.004123515915
Long
DBT
CORP
CA
N
2
2029-06-01
Fixed
2.71200000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
170354000.00000000
PA
189771655.57000000
0.197838194842
Long
DBT
NUSS
IT
Y
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
10363000.00000000
PA
12217603.46000000
0.012736931690
Long
DBT
NUSS
IE
N
2
2023-03-20
Fixed
3.90000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
BALDER
N/A
100000.00000000
PA
116055.24000000
0.000120988348
Long
DBT
CORP
SE
N
2
2025-03-14
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
8471.57000000
0.000008831667
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
30000000.00000000
MYR
7174802.10000000
USD
2022-02-04
8471.57000000
N
N
N
N/A
N/A
HUF/USD FWD 20220302
N/A
1.00000000
NC
-1634943.97000000
-0.00170443980
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
44185295323.00000000
HUF
137568753.79000000
USD
2022-03-02
-1634943.97000000
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
N/A
860000.00000000
PA
644762.22000000
0.000672168840
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
3.60000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
7356000.00000000
PA
5353253.20000000
0.005580801550
Long
DBT
CORP
AU
N
2
2024-02-26
Fixed
2.90000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
8000000.00000000
PA
10383570.71000000
0.010824940527
Long
DBT
NUSS
CA
N
2
2029-12-14
Fixed
1.12500000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
1391000.00000000
PA
2179545.75000000
0.002272190730
Long
DBT
CORP
GB
N
2
2027-03-30
Fixed
4.87500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAJ8
3656000.00000000
PA
4318621.07000000
0.004502190773
Long
DBT
CORP
LU
N
2
2031-03-07
Fixed
1.62500000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
810800000.00000000
PA
7027673.11000000
0.007326395281
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.15000000
N
N
N
N
N
N
Osaka Prefecture
N/A
OSAKA PREFECTURE
N/A
170000000.00000000
PA
1631768.81000000
0.001701129680
Long
DBT
NUSS
JP
N
2
2035-09-28
Fixed
1.20300000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
5295000.00000000
PA
5040565.29000000
0.005254822354
Long
DBT
NUSS
CL
N
2
2051-01-22
Fixed
1.25000000
N
N
N
N
N
N
Vantage Towers AG
213800BBQO965UPQ7J59
VANTAGE TOWERS
N/A
4000000.00000000
PA
4264060.26000000
0.004445310771
Long
DBT
CORP
DE
N
2
2030-03-31
Fixed
0.75000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
11200000.00000000
PA
12748915.90000000
0.013290828392
Long
DBT
CORP
FR
N
2
2030-06-05
Variable
1.62500000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
9025000.00000000
PA
10409639.39000000
0.010852117296
Long
DBT
CORP
DE
N
2
2030-02-20
Fixed
0.62500000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALM CO
N/A
1174000.00000000
PA
1367877.80000000
0.001426021572
Long
DBT
CORP
US
N
2
2034-03-06
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
35580300000.00000000
PA
308733738.27000000
0.321856945826
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.10000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
55000000000.00000000
PA
45883372.46000000
0.047833716544
Long
DBT
NUSS
KR
N
2
2028-06-10
Fixed
2.62500000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
100000.00000000
PA
115443.95000000
0.000120351074
Long
DBT
CORP
DE
N
2
2025-01-22
Fixed
1.25000000
N
N
N
N
N
N
Ferrovial Emisiones SA
95980020140005209562
FERROVIAL EMISIO
N/A
2300000.00000000
PA
2726160.78000000
0.002842040482
Long
DBT
CORP
ES
N
2
2024-07-15
Fixed
2.50000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
1307650000.00000000
PA
11373760.85000000
0.011857220238
Long
DBT
NUSS
JP
N
2
2023-12-01
Fixed
0.00500000
N
N
N
N
N
N
Investor AB
549300VEBQPHRZBKUX38
INVESTOR AB
N/A
4000000.00000000
PA
4058967.21000000
0.004231499922
Long
DBT
CORP
SE
N
2
2035-10-29
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
248365.19000000
0.000258922338
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
56000000.00000000
EUR
63164080.00000000
USD
2022-02-02
248365.19000000
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
43209000.00000000
PA
50170619.09000000
0.052303199258
Long
DBT
NUSS
NL
Y
2
2040-01-15
Fixed
0.50000000
N
N
N
N
N
N
iA Financial Corp Inc
549300ZXLJVHQAIXV215
IA FINANCIAL COR
45075EAA2
1355000.00000000
PA
1078753.75000000
0.001124607855
Long
DBT
CORP
CA
N
2
2031-09-24
Variable
3.07200000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-579179.70000000
-0.00060379863
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
45518976.00000000
USD
40000000.00000000
EUR
2022-02-02
-579179.70000000
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2150000.00000000
PA
3542951.65000000
0.003693550318
Long
DBT
CORP
ES
N
2
2036-03-24
Fixed
4.12500000
N
N
N
N
N
N
Wellcome Trust Ltd/The
549300YQJTZ9YPHW5V73
WELLCOME TRUST
N/A
1941000.00000000
PA
2826833.72000000
0.002946992682
Long
DBT
CORP
GB
N
2
2118-02-07
Fixed
2.51700000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAH4
3566000.00000000
PA
2615781.84000000
0.002726969714
Long
DBT
CORP
CA
N
2
2027-09-08
Fixed
1.34000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
11677000.00000000
PA
13474389.42000000
0.014047139291
Long
DBT
CORP
GB
N
2
2025-11-20
Fixed
1.12500000
N
N
N
N
N
N
Nordea Kiinnitysluottopankki Oyj
7437001LESKGLAEOEU84
NORDEA MORTGAGE
N/A
2257000.00000000
PA
2556641.18000000
0.002665315188
Long
DBT
CORP
FI
N
2
2023-11-21
Fixed
0.25000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
5600000.00000000
PA
6540174.52000000
0.006818174806
Long
DBT
CORP
DE
N
2
2030-01-18
Fixed
0.87500000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
6769000.00000000
PA
8569776.89000000
0.008934048580
Long
DBT
NUSS
DE
N
2
2038-11-05
Fixed
1.45000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
AX3516959
3000000.00000000
PA
3452517.15000000
0.003599271759
Long
DBT
CORP
FR
N
2
2024-08-28
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
6510812.67000000
0.006787564885
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
709000000.00000000
EUR
803068702.00000000
USD
2022-02-02
6510812.67000000
N
N
N
Terega SA
969500Y0L922VYT3UI51
TEREGA SA
N/A
2300000.00000000
PA
2494123.60000000
0.002600140201
Long
DBT
CORP
FR
N
2
2030-09-17
Fixed
0.87500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
1590000.00000000
PA
1186197.17000000
0.001236618324
Long
DBT
NUSS
NL
N
2
2025-07-22
Fixed
3.40000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
60400000000.00000000
PA
44589634.87000000
0.046484986626
Long
DBT
NUSS
KR
N
2
2041-09-10
Fixed
1.87500000
N
N
N
N
N
N
Capital Power Corp
549300QRKTEXGXYVPO80
CAPITAL POWER
14046ZAL3
758000.00000000
PA
642467.42000000
0.000669776496
Long
DBT
CORP
CA
N
2
2026-01-23
Fixed
4.98600000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901AW2
1833000.00000000
PA
1537635.59000000
0.001602995181
Long
DBT
CORP
CA
N
2
2025-03-03
Fixed
4.95000000
N
N
N
N
N
N
State Grid Europe Development 2014 PLC
529900B2DHSUP1S0V619
STATE GRID EUR
N/A
1012000.00000000
PA
1226581.99000000
0.001278719764
Long
DBT
CORP
GB
N
2
2027-01-26
Fixed
2.45000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
1715000.00000000
PA
2824679.16000000
0.002944746539
Long
DBT
CORP
GB
N
2
2049-10-27
Fixed
3.75000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BULGARIA REP
N/A
1355000.00000000
PA
1688864.64000000
0.001760652457
Long
DBT
NUSS
BG
N
2
2027-03-26
Fixed
2.62500000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
N/A
2976000.00000000
PA
3194713.42000000
0.003330509680
Long
DBT
CORP
US
N
2
2081-09-15
Variable
1.87500000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
8800000.00000000
PA
9691274.41000000
0.010103217096
Long
DBT
CORP
DE
N
2
2032-01-15
Fixed
0.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
AL0887862
6453000.00000000
PA
7359691.76000000
0.007672526900
Long
DBT
CORP
NO
N
2
2026-11-09
Fixed
0.75000000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
10300000.00000000
PA
10070608.13000000
0.010498674986
Long
DBT
NUSS
FR
N
2
2070-02-18
Fixed
1.00000000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
3159000.00000000
PA
3644604.75000000
0.003799524341
Long
DBT
CORP
SE
N
2
2027-11-01
Fixed
0.75000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
318400000.00000000
PA
15406753.65000000
0.016061641667
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
7447000.00000000
PA
5515716.42000000
0.005750170522
Long
DBT
CORP
N/A
N
2
2026-10-19
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
-70854.84000000
-0.00007386663
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
252875000.00000000
PLN
61890578.19000000
USD
2022-02-02
-70854.84000000
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
391906AH7
2844000.00000000
PA
2099952.86000000
0.002189214621
Long
DBT
CORP
CA
N
2
2028-05-03
Fixed
1.54000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
400000.00000000
PA
508778.75000000
0.000530405181
Long
DBT
CORP
FR
N
2
2028-06-05
Fixed
2.75000000
N
N
N
N
N
N
ING-DiBa AG
3KXUNHVVQFIJN6RHLO76
ING-DIBA AG
N/A
2300000.00000000
PA
2605498.21000000
0.002716248962
Long
DBT
CORP
DE
N
2
2023-10-09
Fixed
0.25000000
N
N
N
N
N
N
Swedbank Hypotek AB
549300TJREQ7GHIXWR36
SWEDBANK HYPOTEK
ZS7519300
2000000.00000000
PA
2242211.85000000
0.002337520550
Long
DBT
CORP
SE
N
2
2025-05-28
Fixed
0.05000000
N
N
N
N
N
N
FLUVIUS System Operator CVBA
549300WSQWO0M3PK2J78
FLUVIUS
N/A
2700000.00000000
PA
3224837.06000000
0.003361913773
Long
DBT
CORP
BE
N
2
2026-12-04
Fixed
1.75000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
1300000.00000000
PA
1492754.58000000
0.001556206434
Long
DBT
CORP
DE
N
2
2027-01-20
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-191066.58000000
-0.00019918816
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
40203562.34000000
USD
158000000000.00000000
COP
2022-02-02
-191066.58000000
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
400000.00000000
PA
493265.12000000
0.000514232120
Long
DBT
NUSS
FR
N
2
2032-04-20
Fixed
1.50000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
N/A
5900000.00000000
PA
7019900.69000000
0.007318292483
Long
DBT
CORP
FR
N
2
2028-04-18
Fixed
1.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148PZ0
4513000.00000000
PA
4465425.24000000
0.004655235082
Long
DBT
NUSS
CA
N
2
2026-04-01
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-32367.99000000
-0.00003374384
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
44000000000.00000000
JPY
382316140.69000000
USD
2022-02-02
-32367.99000000
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
517476000.00000000
PA
80818226.56000000
0.084253530934
Long
DBT
NUSS
DK
N
2
2029-11-15
Fixed
0.50000000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
AEGON NV
N/A
497000.00000000
PA
570075.02000000
0.000594306945
Long
DBT
CORP
NL
N
2
2023-12-08
Fixed
1.00000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
2300000.00000000
PA
2634554.05000000
0.002746539866
Long
DBT
CORP
FR
N
2
2027-09-22
Fixed
0.62500000
N
N
N
N
N
N
Canton of Zurich
N/A
CANTON OF ZURICH
N/A
4515000.00000000
PA
6112783.29000000
0.006372616647
Long
DBT
NUSS
CH
N
2
2038-07-29
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2350889.48000000
0.002450817692
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
564422500.00000000
USD
2022-03-02
2350889.48000000
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
1039000.00000000
PA
1223562.79000000
0.001275572228
Long
DBT
CORP
DE
N
2
2024-01-15
Fixed
2.62500000
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK
N/A
2500000.00000000
PA
3011147.44000000
0.003139140943
Long
DBT
CORP
DE
N
2
2026-07-31
Fixed
2.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
7178600000.00000000
PA
56955953.08000000
0.059376954419
Long
DBT
NUSS
JP
N
2
2050-03-20
Fixed
0.40000000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
9800000.00000000
PA
11150953.64000000
0.011624942261
Long
DBT
CORP
FR
N
2
2025-10-10
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
16351850000.00000000
PA
139597042.16000000
0.145530831478
Long
DBT
NUSS
JP
N
2
2051-06-20
Fixed
0.70000000
N
N
N
N
N
N
Global Switch Finance BV
635400GVJAKOJNEUMF33
GLOBAL SWITCH
N/A
600000.00000000
PA
651303.15000000
0.000678987803
Long
DBT
CORP
NL
N
2
2030-10-07
Fixed
1.37500000
N
N
N
N
N
N
Metropolitan Funding PLC
213800LCRSEF1I4UB827
METROPOLITAN FNG
N/A
904000.00000000
PA
1489813.76000000
0.001553140610
Long
DBT
CORP
GB
N
2
2048-04-05
Fixed
4.12500000
N
N
N
N
N
N
Aareal Bank AG
EZKODONU5TYHW4PP1R34
AAREAL BANK AG
N/A
993000.00000000
PA
1126080.28000000
0.001173946073
Long
DBT
CORP
DE
N
2
2025-07-15
Fixed
0.37500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
N/A
400000.00000000
PA
467818.07000000
0.000487703404
Long
DBT
CORP
CH
N
2
2024-03-04
Fixed
2.12500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHF2
948000.00000000
PA
1082428.84000000
0.001128439160
Long
DBT
CORP
US
N
2
2023-09-05
Fixed
1.05000000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AK0
2000000.00000000
PA
1550550.60000000
0.001616459164
Long
DBT
CORP
CA
N
2
2028-12-21
Fixed
2.68000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
5000000.00000000
PA
5645211.57000000
0.005885170064
Long
DBT
CORP
IT
N
2
2024-09-30
Fixed
0.25000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
3745450000.00000000
PA
33030348.29000000
0.034434354598
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.40000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1504528000.00000000
PA
17600249.08000000
0.018348375031
Long
DBT
NUSS
RU
N
2
2030-04-10
Fixed
7.65000000
N
N
N
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
KANSAI EL PW CO
N/A
110000000.00000000
PA
966794.57000000
0.001007889676
Long
DBT
CORP
JP
N
2
2027-07-23
Fixed
0.49000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
5000000.00000000
PA
5818137.92000000
0.006065446918
Long
DBT
CORP
CH
N
2
2028-01-21
Fixed
1.50000000
N
N
N
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
CAN WESTERN BANK
136765BG8
1806000.00000000
PA
1430910.50000000
0.001491733575
Long
DBT
CORP
CA
N
2
2024-09-06
Fixed
2.59700000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
5100000.00000000
PA
5913405.64000000
0.006164764140
Long
DBT
CORP
GB
N
2
2031-07-29
Fixed
1.60000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
N/A
2490000.00000000
PA
3962311.83000000
0.004130736054
Long
DBT
CORP
GB
N
2
2063-12-19
Variable
6.34000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
NATURGY FINANCE
N/A
2900000.00000000
PA
3279269.04000000
0.003418659469
Long
DBT
CORP
NL
N
2
2029-11-28
Fixed
0.75000000
N
N
N
N
N
N
Hyde Housing Association Ltd
213800WOZ2BUYBVOGK96
HYDE HOUSING
N/A
1720000.00000000
PA
1951191.08000000
0.002034129490
Long
DBT
CORP
GB
N
2
2055-08-18
Fixed
1.75000000
N
N
N
N
N
N
Manulife Bank of Canada
5493001ECI4NJPXI5P10
MANULIFE BK CAN
565018DG0
391000.00000000
PA
294174.20000000
0.000306678531
Long
DBT
CORP
CA
N
2
2026-09-14
Fixed
1.53600000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
69945000.00000000
PA
15820615.43000000
0.016493095286
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
6769000.00000000
PA
7667615.42000000
0.007993539334
Long
DBT
NUSS
DE
N
2
2023-01-19
Fixed
0.37500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAU3
3385000.00000000
PA
4614705.33000000
0.004810860554
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-492407.03000000
-0.00051333755
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
821630000.00000000
CNY
128521261.70000000
USD
2022-02-08
-492407.03000000
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHM8
33525000.00000000
PA
25527295.62000000
0.026612373009
Long
DBT
NUSS
CA
Y
2
2030-06-15
Fixed
1.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAH0
41656000.00000000
PA
32078098.82000000
0.033441628284
Long
DBT
NUSS
CA
N
2
2030-06-02
Fixed
2.05000000
N
N
N
N
N
N
Canary Wharf Group Investment Holdings PLC
2138002C1D5FMEDILF18
CANARY WHARF GRP
N/A
1974000.00000000
PA
2606272.83000000
0.002717056508
Long
DBT
CORP
GB
Y
2
2028-04-23
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
3019410.71000000
0.003147755456
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
317107234.99000000
USD
6935214506.00000000
CZK
2022-02-02
3019410.71000000
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
700000000.00000000
PA
6095050.49000000
0.006354130087
Long
DBT
CORP
FR
N
2
2023-10-12
Fixed
0.44300000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DEUT GENOS-HYPBK
N/A
5867000.00000000
PA
6618973.13000000
0.006900322873
Long
DBT
CORP
DE
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
717045000.00000000
PA
79041847.18000000
0.082401643786
Long
DBT
NUSS
SE
Y
2
2023-11-13
Fixed
1.50000000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
2950000.00000000
PA
384265.02000000
0.000400598802
Long
DBT
NUSS
HK
N
2
2032-03-02
Fixed
1.89000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JS1
1399000.00000000
PA
1149078.06000000
0.001197921409
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.09000000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
4800000.00000000
PA
5557816.69000000
0.005794060329
Long
DBT
NUSS
BE
N
2
2036-10-13
Fixed
1.00000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
58808000.00000000
PA
14855894.16000000
0.015487367038
Long
DBT
NUSS
MY
N
2
2033-11-07
Fixed
4.64200000
N
N
N
N
N
N
Artis Real Estate Investment Trust
549300OG2O5VI2N1XS44
ARTIS REAL EST
04315LAL9
600000.00000000
PA
475750.51000000
0.000495973025
Long
DBT
CORP
CA
N
2
2023-09-18
Fixed
3.82400000
N
N
N
N
N
N
AMCO - Asset Management Co SpA
815600188E751D28E867
AMCO SPA
N/A
16318000.00000000
PA
18722386.80000000
0.019518210960
Long
DBT
CORP
IT
N
2
2023-07-17
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
N/A
10996000.00000000
PA
12364718.88000000
0.012890300480
Long
DBT
CORP
DE
N
2
2027-07-05
Fixed
0.50000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
10000000.00000000
PA
11852221.34000000
0.012356018435
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
58663000.00000000
PA
1859524.42000000
0.001938566396
Long
DBT
NUSS
TH
N
2
2023-03-13
Fixed
5.50000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
6600000.00000000
PA
7764534.47000000
0.008094578079
Long
DBT
CORP
FR
N
2
2027-04-08
Fixed
1.49100000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
17599000.00000000
PA
21390821.66000000
0.022300071792
Long
DBT
CORP
DE
N
2
2033-05-09
Fixed
1.12500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
100000.00000000
PA
117678.95000000
0.000122681076
Long
DBT
CORP
NL
N
2
2024-10-08
Fixed
1.87500000
N
N
N
N
N
N
Sagen MI Canada Inc
549300YDFEOS1DI1X211
GENWORTH MI CAN
37252BAD4
836000.00000000
PA
651232.40000000
0.000678914045
Long
DBT
CORP
CA
N
2
2027-03-01
Fixed
2.95500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
11489000.00000000
PA
13282934.33000000
0.013847546105
Long
DBT
CORP
BE
N
2
2027-01-22
Fixed
1.15000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
1900000.00000000
PA
2142567.70000000
0.002233640871
Long
DBT
CORP
FR
N
2
2025-07-15
Variable
0.50000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
EJ7591906
98000.00000000
PA
140300.05000000
0.000146263721
Long
DBT
CORP
DE
N
2
2026-07-24
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
5367245.62000000
0.005595388739
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
591017560000.00000000
KRW
495529102.04000000
USD
2022-02-07
5367245.62000000
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
9932000.00000000
PA
8866826.85000000
0.009243725111
Long
DBT
NUSS
MX
N
2
2051-10-25
Fixed
2.12500000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
27500000.00000000
PA
8063588.46000000
0.008406343824
Long
DBT
NUSS
PE
N
2
2026-08-12
Fixed
8.20000000
N
N
N
N
N
N
Nordea Kiinnitysluottopankki Oyj
7437001LESKGLAEOEU84
NORDEA MORTGAGE
N/A
12511000.00000000
PA
14111080.88000000
0.014710894312
Long
DBT
CORP
FI
N
2
2026-03-18
Fixed
0.25000000
N
N
N
N
N
N
Iceland Government International Bond
N/A
ICELAND (REP OF)
N/A
2065000.00000000
PA
2333267.31000000
0.002432446464
Long
DBT
NUSS
IS
N
2
2026-06-03
Fixed
0.62500000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
6849000.00000000
PA
7581375.90000000
0.007903634069
Long
DBT
CORP
DE
N
2
2028-01-24
Fixed
0.01000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
11323450000.00000000
PA
98873014.02000000
0.103075765206
Long
DBT
NUSS
JP
N
2
2029-03-20
Fixed
0.10000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
79396000.00000000
PA
91418078.70000000
0.095303946269
Long
DBT
NUSS
DE
N
2
2027-02-15
Fixed
0.25000000
N
N
N
N
N
N
Eurogrid GmbH
967600Q53854Z2NBCC81
EUROGRID GMBH
N/A
9000000.00000000
PA
10576602.35000000
0.011026177277
Long
DBT
CORP
DE
N
2
2025-06-10
Fixed
1.87500000
N
N
N
N
N
N
La Mondiale SAM
969500L0T16HX3R78P61
LA MONDIALE
N/A
1000000.00000000
PA
1124411.34000000
0.001172206192
Long
DBT
CORP
FR
N
2
2031-06-23
Fixed
2.12500000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
N/A
4400000.00000000
PA
4971595.40000000
0.005182920792
Long
DBT
CORP
FR
N
2
2024-09-09
Fixed
0.25000000
N
N
N
N
N
N
Keyera Corp
N/A
KEYERA CORP
49327ZAA3
994000.00000000
PA
807559.88000000
0.000841886468
Long
DBT
CORP
CA
N
2
2028-06-21
Fixed
3.93400000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS
N/A
5000000.00000000
PA
5492336.95000000
0.005725797271
Long
DBT
NUSS
CA
N
2
2028-05-19
Fixed
0.10000000
N
N
N
N
N
N
Clarion Funding PLC
213800BLOAKXC1BXLJ29
CLARION FND PLC
N/A
3000000.00000000
PA
3827490.42000000
0.003990183851
Long
DBT
CORP
GB
N
2
2035-01-22
Fixed
1.87500000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JL3
3339000.00000000
PA
3285846.56000000
0.003425516576
Long
DBT
NUSS
CA
N
2
2040-06-01
Fixed
4.75000000
N
N
N
N
N
N
Telia Co AB
213800FSR9RNDUOTXO25
TELIASONERA AB
N/A
100000.00000000
PA
116158.98000000
0.000121096498
Long
DBT
CORP
SE
N
2
2035-02-23
Fixed
1.62500000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AN5
2000000.00000000
PA
1591645.68000000
0.001659301054
Long
DBT
CORP
CA
N
2
2023-03-01
Fixed
2.53700000
N
N
N
N
N
N
John Deere Cash Management SARL
54930045CRYTH0OUOH72
JOHN DEERE CASH
N/A
4513000.00000000
PA
5729384.35000000
0.005972920739
Long
DBT
CORP
LU
N
2
2032-04-02
Fixed
2.20000000
N
N
N
N
N
N
Shinkin Central Bank
549300V8G2QIKUZN3A81
SHINKIN CENTRAL
AT0000154
140000000.00000000
PA
1217248.05000000
0.001268989070
Long
DBT
CORP
JP
N
2
2023-06-27
Fixed
0.11000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
2234000.00000000
PA
2557697.90000000
0.002666416825
Long
DBT
CORP
JP
N
2
2024-10-16
Fixed
0.95600000
N
N
N
N
N
N
SBB Treasury Oyj
5493003HHOCW6FIMH724
SBB TREASURY OYJ
N/A
976000.00000000
PA
1029989.73000000
0.001073771044
Long
DBT
CORP
FI
N
2
2029-11-26
Fixed
1.12500000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AQ9
2781000.00000000
PA
2099129.61000000
0.002188356377
Long
DBT
CORP
CA
N
2
2031-06-01
Fixed
2.80000000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
100000.00000000
PA
124585.16000000
0.000129880845
Long
DBT
CORP
FR
N
2
2036-04-18
Fixed
2.00000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
269514000.00000000
PA
28908052.25000000
0.030136833956
Long
DBT
NUSS
NO
Y
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
16145000.00000000
PA
18362492.26000000
0.019143018543
Long
DBT
CORP
LU
N
2
2050-01-20
Fixed
0.70000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBV4
2000000.00000000
PA
1495593.44000000
0.001559165964
Long
DBT
CORP
CA
N
2
2031-11-13
Fixed
2.85000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
4513000.00000000
PA
5474641.18000000
0.005707349315
Long
DBT
CORP
AU
N
2
2032-05-17
Fixed
1.37500000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAC9
3385000.00000000
PA
3655663.10000000
0.003811052743
Long
DBT
CORP
LU
N
2
2031-09-18
Fixed
0.75000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
2347000.00000000
PA
2820225.38000000
0.002940103444
Long
DBT
NUSS
RO
N
2
2024-04-24
Fixed
3.62500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5819850000.00000000
PA
64101015.34000000
0.066825728659
Long
DBT
NUSS
JP
N
2
2041-09-20
Fixed
2.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
4197000.00000000
PA
4760744.59000000
0.004963107440
Long
DBT
CORP
NO
N
2
2028-03-20
Variable
1.12500000
N
N
N
N
N
N
Tasmanian Public Finance Corp
254900YGZAI23JWAJW51
TASMANIAN PUBFIN
N/A
4331000.00000000
PA
3229261.24000000
0.003366526009
Long
DBT
NUSS
AU
N
2
2026-02-19
Fixed
3.25000000
N
N
N
N
N
N
Central Nippon Expressway Co Ltd
3538005TH2GJERPBFN83
CNTRL NIPPON EXP
N/A
450000000.00000000
PA
3907417.88000000
0.004073508752
Long
DBT
CORP
JP
N
2
2025-10-21
Fixed
0.07000000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
452000.00000000
PA
645132.06000000
0.000672554401
Long
DBT
CORP
JE
N
2
2026-01-23
Fixed
5.25000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
3400000.00000000
PA
4133162.64000000
0.004308849144
Long
DBT
CORP
FR
N
2
2038-10-11
Fixed
2.12500000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
CRD MUTUEL ARKEA
N/A
9800000.00000000
PA
11272629.69000000
0.011751790341
Long
DBT
CORP
FR
N
2
2024-05-31
Fixed
1.25000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZER0
32996000.00000000
PA
28585253.89000000
0.029800314550
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.50000000
N
N
N
N
N
N
Korea International Bond
N/A
REP OF KOREA
N/A
5592000.00000000
PA
6270128.98000000
0.006536650560
Long
DBT
NUSS
KR
N
2
2025-09-16
None
0.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
400000.00000000
PA
458396.54000000
0.000477881397
Long
DBT
CORP
DE
N
2
2024-12-10
Fixed
0.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
2776000.00000000
PA
4121724.01000000
0.004296924297
Long
DBT
CORP
FR
N
2
2170-03-04
Variable
5.45300000
N
N
N
N
N
N
Sampo Oyj
743700UF3RL386WIDA22
SAMPO OYJ
N/A
11973000.00000000
PA
13587636.96000000
0.014165200594
Long
DBT
CORP
FI
N
2
2052-09-03
Variable
2.50000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
42428000.00000000
PA
34257983.67000000
0.035714172529
Long
DBT
NUSS
SG
N
2
2027-03-01
Fixed
3.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
33850000.00000000
PA
3694587.15000000
0.003851631321
Long
DBT
CORP
N/A
N
2
2028-05-12
Fixed
1.37500000
N
N
N
N
N
N
Bridging North America GP
5493009WN5XYV6UQLC09
BRIDGING NA GP
108780AB3
983000.00000000
PA
794639.14000000
0.000828416512
Long
DBT
CORP
CA
N
2
2053-08-31
Fixed
4.34100000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
EJ9229422
2300000.00000000
PA
2690378.43000000
0.002804737148
Long
DBT
CORP
FR
N
2
2023-11-14
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
243205.82000000
0.000253543661
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1490742500000.00000000
IDR
103877255.94000000
USD
2022-02-03
243205.82000000
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
109340000.00000000
PA
193969542.33000000
0.202214519305
Long
DBT
NUSS
GB
N
2
2044-01-22
Fixed
3.25000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
4648000.00000000
PA
5297902.79000000
0.005523098385
Long
DBT
CORP
GB
N
2
2028-02-07
Variable
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2471732.42000000
0.002576797249
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
395694950.00000000
USD
2022-02-02
2471732.42000000
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
4400000.00000000
PA
4155826.61000000
0.004332476481
Long
DBT
NUSS
BE
N
2
2051-01-16
Fixed
0.65000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
74586000.00000000
PA
18150987.36000000
0.018922523298
Long
DBT
NUSS
MY
N
2
2039-09-15
Fixed
4.46700000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
2300000.00000000
PA
2723413.02000000
0.002839175924
Long
DBT
CORP
ES
N
2
2032-05-21
Fixed
1.80700000
N
N
N
N
N
N
Broadgate Financing PLC
213800FFPA11956QDF26
BROADGATE FINANC
N/A
2935000.00000000
PA
4420056.71000000
0.004607938092
Long
DBT
CORP
GB
N
2
2033-10-05
Fixed
4.99900000
N
N
N
N
N
N
Northern Powergrid Yorkshire PLC
213800VZL2QT3Q7NOP46
NORTHERN PWRGRID
ED9245900
692000.00000000
PA
1187086.52000000
0.001237545478
Long
DBT
CORP
GB
N
2
2035-05-04
Fixed
5.12500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
8123000.00000000
PA
10098973.83000000
0.010528246414
Long
DBT
NUSS
MX
N
2
2031-02-23
Fixed
3.37500000
N
N
N
N
N
N
Equitable Bank
5493004QI4QQE17ETY06
EQUITABLE BANK
29446NAF7
1600000.00000000
PA
1250619.74000000
0.001303779276
Long
DBT
CORP
CA
N
2
2023-09-21
Fixed
1.77400000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAT8
2291000.00000000
PA
1740305.71000000
0.001814280109
Long
DBT
CORP
CA
N
2
2051-12-10
Fixed
4.49000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
4361000.00000000
PA
5842580.47000000
0.006090928436
Long
DBT
CORP
DE
N
2
2023-12-15
Fixed
1.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2000000.00000000
PA
2173619.81000000
0.002266012899
Long
DBT
CORP
FR
N
2
2028-06-29
Fixed
0.25000000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
6769000.00000000
PA
7474415.10000000
0.007792126734
Long
DBT
NUSS
SI
N
2
2030-01-14
Fixed
0.27500000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
ZS7516140
4600000.00000000
PA
5241848.10000000
0.005464661003
Long
DBT
CORP
FR
N
2
2031-05-29
Fixed
0.62500000
N
N
N
N
N
N
Vivendi SE
969500FU4DRAEVJW7U54
VIVENDI SA
N/A
2500000.00000000
PA
2857791.97000000
0.002979266860
Long
DBT
CORP
FR
N
2
2028-12-11
Fixed
1.12500000
N
N
N
N
N
N
Arkea Home Loans SFH SA
9695003L69OAFQ15LD18
ARKEA HL
N/A
4600000.00000000
PA
5702106.49000000
0.005944483391
Long
DBT
CORP
FR
N
2
2033-06-01
Fixed
1.50000000
N
N
N
N
N
N
Newfoundland & Labrador Hydro
54930010KSPD8P06YF46
NFLAB HYDRO
651329BE3
1655000.00000000
PA
1368662.94000000
0.001426840086
Long
DBT
NUSS
CA
N
2
2045-12-01
Fixed
3.60000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
10159000.00000000
PA
10948539.93000000
0.011413924642
Long
DBT
CORP
SE
N
2
2028-01-12
Fixed
0.20000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
904000.00000000
PA
1273288.90000000
0.001327412024
Long
DBT
CORP
GB
N
2
2057-07-20
Fixed
2.75000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
135380000.00000000
PA
14540230.85000000
0.015158285969
Long
DBT
NUSS
SE
N
2
2026-02-04
Fixed
0.75000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
4965000.00000000
PA
3644704.87000000
0.003799628717
Long
DBT
NUSS
AU
N
2
2025-04-16
Fixed
2.75000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
141566000.00000000
PA
179912435.69000000
0.187559893492
Long
DBT
NUSS
FR
Y
2
2050-05-25
Fixed
1.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
045167FD0
2600000.00000000
PA
1976446.10000000
0.002060458014
Long
DBT
CORP
N/A
N
2
2028-05-04
Fixed
1.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FU3
2355000.00000000
PA
1810222.72000000
0.001887169051
Long
DBT
CORP
US
N
2
2029-04-04
Variable
2.59800000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
4672000.00000000
PA
8115922.18000000
0.008460902070
Long
DBT
CORP
GB
N
2
2029-02-08
Fixed
6.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
19519000.00000000
PA
22135607.13000000
0.023076515526
Long
DBT
NUSS
DE
N
2
2029-08-15
None
0.00000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
105661000.00000000
PA
110316202.05000000
0.115005363734
Long
DBT
NUSS
DE
N
2
2050-08-15
None
0.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOILHYDRO
N/A
4291000.00000000
PA
7271193.13000000
0.007580266499
Long
DBT
CORP
NO
N
2
2028-11-27
Fixed
6.12500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PFD0
9810000.00000000
PA
7876739.68000000
0.008211552746
Long
DBT
NUSS
CA
Y
2
2025-12-15
Fixed
2.25000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910BE2
1941000.00000000
PA
1532957.87000000
0.001598118627
Long
DBT
CORP
CA
N
2
2025-02-12
Fixed
2.57600000
N
N
N
N
N
N
ISS Global A/S
213800W6DPUGWBGTD766
ISS GLOBAL A/S
N/A
9071000.00000000
PA
10304753.42000000
0.010742772985
Long
DBT
CORP
DK
N
2
2027-08-31
Fixed
1.50000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087K37
72125000.00000000
PA
54822149.23000000
0.057152449919
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
1.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
1955000.00000000
PA
2805906.03000000
0.002925175428
Long
DBT
CORP
US
N
2
2029-09-12
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
4000000.00000000
PA
3984963.29000000
0.004154350350
Long
DBT
CORP
CH
N
2
2033-01-18
Fixed
0.62500000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
2000000.00000000
PA
2531071.83000000
0.002638658973
Long
DBT
CORP
DE
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAP0
500000.00000000
PA
363780.63000000
0.000379243691
Long
DBT
CORP
CA
N
2
2049-07-08
Fixed
3.10600000
N
N
N
N
N
N
General Motors Financial of Canada Ltd
5493001CSMJPUBB7NS44
GM FIN CAD
37045YAH7
2000000.00000000
PA
1520988.40000000
0.001585640376
Long
DBT
CORP
CA
N
2
2025-07-09
Fixed
1.70000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
8500000.00000000
PA
9783301.71000000
0.010199156160
Long
DBT
CORP
ES
N
2
2024-03-07
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
12852.69000000
0.000013399013
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3996905.62000000
USD
310000000.00000000
RUB
2022-02-01
12852.69000000
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CF7
2254000.00000000
PA
1806056.26000000
0.001882825489
Long
DBT
CORP
CA
N
2
2025-09-22
Fixed
2.80000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
233367000.00000000
PA
265440880.36000000
0.276723857680
Long
DBT
NUSS
DE
N
2
2027-11-15
None
0.00000000
N
N
N
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP SA
N/A
7600000.00000000
PA
8952377.61000000
0.009332912339
Long
DBT
CORP
PT
N
2
2027-04-15
Fixed
1.62500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
914400000.00000000
PA
44496389.35000000
0.046387777561
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
451300000.00000000
PA
3988785.72000000
0.004158335258
Long
DBT
NUSS
JP
N
2
2025-11-25
Fixed
0.49600000
N
N
N
N
N
N
WPP Finance 2016
54930075XV07BV32MP65
WPP FIN 2016
N/A
6408000.00000000
PA
7432483.78000000
0.007748413058
Long
DBT
CORP
GB
N
2
2025-03-20
Fixed
1.37500000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
3610000.00000000
PA
5185421.87000000
0.005405836288
Long
DBT
CORP
GB
N
2
2025-06-19
Fixed
4.00000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBP0
2000000.00000000
PA
1618795.26000000
0.001687604669
Long
DBT
CORP
CA
N
2
2033-06-01
Fixed
3.43000000
N
N
N
N
N
N
Greater Toronto Airports Authority
254900S2XROLM5WUR914
GREATER TORONTO
39191ZBD0
4246000.00000000
PA
3059809.60000000
0.003189871564
Long
DBT
CORP
CA
N
2
2039-10-17
Fixed
2.75000000
N
N
N
N
N
N
NORD/LB Luxembourg SA Covered Bond Bank
CAF7KSNT1N0CTA93RI98
NORDLB LX COV
N/A
2300000.00000000
PA
2598741.48000000
0.002709205027
Long
DBT
CORP
LU
N
2
2024-03-07
Fixed
0.37500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
19200000.00000000
PA
21872497.46000000
0.022802221971
Long
DBT
NUSS
FR
N
2
2024-04-30
Fixed
0.37500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
N/A
4301000.00000000
PA
5049241.56000000
0.005263867422
Long
DBT
CORP
NO
N
2
2035-02-17
Fixed
1.62500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
6800000.00000000
PA
8248801.11000000
0.008599429226
Long
DBT
NUSS
FR
N
2
2032-07-05
Fixed
1.37500000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KAZ4
1100000.00000000
PA
858660.96000000
0.000895159679
Long
DBT
CORP
CA
N
2
2029-12-10
Fixed
3.30000000
N
N
N
N
N
N
Sagen MI Canada Inc
549300YDFEOS1DI1X211
SAGEN MI CANADA
786688AA9
700000.00000000
PA
537904.09000000
0.000560768539
Long
DBT
CORP
CA
N
2
2031-03-05
Fixed
3.26100000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
18019000.00000000
PA
19681475.25000000
0.020518066955
Long
DBT
NUSS
DE
N
2
2030-08-13
Fixed
0.01000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
90250000.00000000
PA
845069.46000000
0.000880990451
Long
DBT
NUSS
JP
N
2
2025-09-20
Fixed
2.10000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
N/A
2000000.00000000
PA
2484602.51000000
0.002590214402
Long
DBT
CORP
US
N
2
2028-12-14
Fixed
0.75000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
11282000.00000000
PA
12315836.36000000
0.012839340132
Long
DBT
NUSS
DE
N
2
2030-11-08
None
0.00000000
N
N
N
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R REAL ESTATE
403925BC3
2257000.00000000
PA
1760232.55000000
0.001835053971
Long
DBT
CORP
CA
N
2
2026-06-02
Fixed
2.90600000
N
N
N
N
N
N
55 Ontario School Board Trust/The
N/A
55 SCHOOL BRD TR
31680PAA4
2322000.00000000
PA
2370226.50000000
0.002470976662
Long
DBT
CORP
CA
N
2
2033-06-02
Fixed
5.90000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
1128000.00000000
PA
1312360.45000000
0.001368144371
Long
DBT
CORP
IT
N
2
2025-02-07
Fixed
1.25000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBS8
1444000.00000000
PA
1210181.62000000
0.001261622271
Long
DBT
CORP
CA
N
2
2046-02-23
Fixed
3.91000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
8104000.00000000
PA
8034956.47000000
0.008376494787
Long
DBT
NUSS
AT
Y
2
2071-04-20
Fixed
0.70000000
N
N
N
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
80000.00000000
PA
59843.84000000
0.000062387595
Long
DBT
NUSS
AU
N
2
2028-04-18
Fixed
3.00000000
N
N
N
N
N
N
Arkea Home Loans SFH SA
9695003L69OAFQ15LD18
ARKEA HL
N/A
400000.00000000
PA
453736.20000000
0.000473022962
Long
DBT
CORP
FR
N
2
2024-03-04
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3384400000.00000000
PA
34116351.86000000
0.035566520439
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
2.10000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
9836000.00000000
PA
11100203.61000000
0.011572035022
Long
DBT
CORP
DK
N
2
2030-02-12
Variable
1.37500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
31903000.00000000
PA
23811062.18000000
0.024823188398
Long
DBT
NUSS
AU
N
2
2041-05-21
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
2675489.82000000
0.002789215674
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
444937500.00000000
ILS
143243356.36000000
USD
2022-02-02
2675489.82000000
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3610000.00000000
PA
4098311.90000000
0.004272517019
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
Criteria Caixa SA
959800DQQUAMV0K08004
CRITERIA CAIXA
N/A
3000000.00000000
PA
3327667.89000000
0.003469115587
Long
DBT
CORP
ES
N
2
2027-10-28
Fixed
0.87500000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
4513000.00000000
PA
4996913.62000000
0.005209315202
Long
DBT
NUSS
DE
N
2
2030-01-10
Fixed
0.12500000
N
N
N
N
N
N
Algonquin Power Co
549300U14HGDC7PUZF92
ALGONQUIN PWR CO
01585PAK1
1713000.00000000
PA
1303300.23000000
0.001358699032
Long
DBT
CORP
CA
N
2
2031-07-15
Fixed
2.85000000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
1000000.00000000
PA
1184633.78000000
0.001234988480
Long
DBT
CORP
FR
N
2
2028-11-30
Fixed
1.45000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
8200000.00000000
PA
9349987.09000000
0.009747422828
Long
DBT
CORP
ES
N
2
2025-03-27
Fixed
0.62500000
N
N
N
N
N
N
Stantec Inc
549300MZ7NGUZDCP2T16
STANTEC INC
85472NAC3
800000.00000000
PA
600447.41000000
0.000625970360
Long
DBT
CORP
CA
N
2
2027-10-08
Fixed
2.04800000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
N/A
4120000.00000000
PA
4597224.13000000
0.004792636289
Long
DBT
CORP
US
N
2
2025-11-15
None
0.00000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
2300000.00000000
PA
2837400.25000000
0.002958008359
Long
DBT
NUSS
FR
N
2
2025-12-29
Fixed
2.62500000
N
N
N
N
N
N
Societe Generale SCF SA
969500F9HMMIJD7DJC28
SOC GENERALE SCF
N/A
2200000.00000000
PA
2587697.93000000
0.002697692053
Long
DBT
CORP
FR
N
2
2023-02-03
Fixed
4.25000000
N
N
N
N
N
N
Glencore Capital Finance DAC
213800HCUCI1HC7X6Q34
GLENCORE FIN DAC
N/A
3371000.00000000
PA
3549121.46000000
0.003699982385
Long
DBT
CORP
IE
N
2
2033-03-01
Fixed
1.25000000
N
N
N
N
N
N
UNIQA Insurance Group AG
529900OOW8ELHOXWZP82
UNIQA INSURANCE
EJ7495447
1300000.00000000
PA
1590759.72000000
0.001658377435
Long
DBT
CORP
AT
N
2
2043-07-31
Variable
6.87500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
32307000.00000000
PA
35532103.27000000
0.037042450563
Long
DBT
CORP
N/A
N
2
2030-10-04
None
0.00000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
100000.00000000
PA
113163.14000000
0.000117973315
Long
DBT
CORP
FR
N
2
2027-01-13
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2283782.42000000
0.002380858142
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
395507000.00000000
USD
2022-02-02
2283782.42000000
N
N
N
ICADE
969500UDH342QLTE1M42
ICADE
N/A
5100000.00000000
PA
5824003.88000000
0.006071562219
Long
DBT
CORP
FR
N
2
2025-11-17
Fixed
1.12500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDF5
3242000.00000000
PA
4034511.71000000
0.004206004902
Long
DBT
CORP
US
N
2
2036-02-20
Fixed
1.87500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
1300000.00000000
PA
1457470.56000000
0.001519422612
Long
DBT
CORP
ES
N
2
2028-02-07
Fixed
1.25000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
2708000.00000000
PA
3167986.25000000
0.003302646431
Long
DBT
CORP
US
N
2
2035-03-16
Fixed
1.62500000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
118811000.00000000
PA
27098387.84000000
0.028250246947
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220202
N/A
1.00000000
NC
704059.60000000
0.000733986747
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
75000000.00000000
USD
239625000.00000000
ILS
2022-02-02
704059.60000000
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
100000.00000000
PA
121029.64000000
0.000126174193
Long
DBT
CORP
FR
N
2
2026-06-04
Fixed
2.50000000
N
N
N
N
N
N
Sunderland SHG Finance PLC
213800Z4JT6R9UTTK872
SUNDERLAND FINAN
N/A
53000.00000000
PA
95143.55000000
0.000099187774
Long
DBT
CORP
GB
N
2
2042-03-31
Fixed
6.38000000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
N/A
4600000.00000000
PA
5061883.69000000
0.005277046926
Long
DBT
CORP
FR
N
2
2028-02-11
Fixed
0.12500000
N
N
N
N
N
N
Northern Courier Pipeline LP
N/A
NORTHERN COUR
66509CAB6
1300717.99000000
PA
1023226.65000000
0.001066720489
Long
DBT
CORP
CA
Y
2
2042-06-30
Fixed
3.36500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGC0
2550000.00000000
PA
2185945.10000000
0.002278862095
Long
DBT
CORP
US
N
2
2048-11-25
Fixed
5.10000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
13887550000.00000000
PA
108613251.78000000
0.113230026916
Long
DBT
NUSS
JP
N
2
2060-03-20
Fixed
0.50000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX CAPITAL
74949LAA0
904000.00000000
PA
1046292.45000000
0.001090766737
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.30000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
2257000.00000000
PA
2662847.96000000
0.002776036452
Long
DBT
CORP
AU
N
2
2024-01-16
Fixed
2.50000000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
3272000.00000000
PA
3682274.91000000
0.003838795730
Long
DBT
CORP
DE
N
2
2029-05-16
Fixed
0.37500000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAD8
2304000.00000000
PA
2172596.69000000
0.002264946290
Long
DBT
CORP
CA
N
2
2040-11-15
Fixed
4.87200000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
11400000.00000000
PA
12966505.99000000
0.013517667487
Long
DBT
CORP
FR
N
2
2025-01-17
Fixed
0.50000000
N
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
DT PFANDBRIEFBAN
N/A
16200000.00000000
PA
18049773.68000000
0.018817007373
Long
DBT
CORP
DE
N
2
2026-08-25
Fixed
0.01000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBB6
722000.00000000
PA
897132.30000000
0.000935266303
Long
DBT
CORP
US
N
2
2026-06-02
Fixed
3.00000000
N
N
N
N
N
N
Region Stockholm
549300D8Z03IV5KIG791
REGION STOCKHOLM
N/A
2257000.00000000
PA
2573639.52000000
0.002683036069
Long
DBT
NUSS
SE
N
2
2025-02-26
Fixed
0.75000000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
5643000.00000000
PA
6673669.20000000
0.006957343885
Long
DBT
NUSS
DE
N
2
2039-05-27
Fixed
1.00000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YAM3
904000.00000000
PA
1029991.68000000
0.001073773077
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.95000000
N
N
N
N
N
N
Borealis AG
549300TAT2TADBW0WR70
BOREALIS AG
N/A
59000.00000000
PA
69328.91000000
0.000072275843
Long
DBT
CORP
AT
N
2
2025-12-10
Fixed
1.75000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
6602000.00000000
PA
8003083.07000000
0.008343266558
Long
DBT
CORP
GB
N
2
2030-05-21
Fixed
1.75000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
46273000.00000000
PA
65031845.81000000
0.067796125526
Long
DBT
NUSS
GB
N
2
2054-10-22
Fixed
1.62500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
180000000.00000000
PA
18850028.15000000
0.019651277904
Long
DBT
CORP
SE
N
2
2026-12-16
Fixed
0.50000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1750000.00000000
PA
2375442.54000000
0.002476414418
Long
DBT
CORP
DE
N
2
2026-02-13
Fixed
1.87500000
N
N
N
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
4600000.00000000
PA
5184399.97000000
0.005404770951
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
0.37500000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
DOLLARAMA INC.
25675TAL1
2191000.00000000
PA
1659013.17000000
0.001729532104
Long
DBT
CORP
CA
N
2
2029-07-09
Fixed
2.44300000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
3700000.00000000
PA
4112327.52000000
0.004287128394
Long
DBT
CORP
FR
N
2
2030-06-12
Fixed
1.25000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
4919000.00000000
PA
3604237.23000000
0.003757440937
Long
DBT
CORP
N/A
N
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-1011104.79000000
-0.00105408337
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3156000000.00000000
RUB
39517921.43000000
USD
2022-03-01
-1011104.79000000
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTW
N/A
1806000.00000000
PA
2135283.99000000
0.002226047555
Long
DBT
NUSS
PL
N
2
2026-05-06
Fixed
1.75000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
4800000.00000000
PA
5204364.47000000
0.005425584073
Long
DBT
NUSS
FR
N
2
2030-11-19
None
0.00000000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
N/A
8230000.00000000
PA
5261509.11000000
0.005485157735
Long
DBT
CORP
AU
N
2
2030-12-16
Fixed
2.20000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
721900000.00000000
PA
6282688.55000000
0.006549743994
Long
DBT
NUSS
JP
N
2
2029-02-22
Fixed
0.14000000
N
N
N
N
N
N
Bayerische Landesbodenkreditanstalt
5299005GH66DVCCLC652
BAYERNLABO
N/A
1355000.00000000
PA
1586751.94000000
0.001654199298
Long
DBT
CORP
DE
N
2
2024-04-24
Fixed
1.75000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
108302000.00000000
PA
34046854.64000000
0.035494069131
Long
DBT
NUSS
IL
N
2
2025-04-30
Fixed
0.50000000
N
N
N
N
N
N
SES SA
5493008JPA4HYMH1HX51
SES
N/A
1710000.00000000
PA
1890334.05000000
0.001970685637
Long
DBT
CORP
LU
N
2
2027-11-04
Fixed
0.87500000
N
N
N
N
N
N
University of Technology Sydney
N/A
UNI OF TECH/SYD
N/A
60000.00000000
PA
45224.21000000
0.000047146535
Long
DBT
CORP
AU
N
2
2027-07-20
Fixed
3.75000000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
900000.00000000
PA
691389.86000000
0.000720778460
Long
DBT
NUSS
AU
N
2
2028-04-21
Fixed
3.50000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
6769000.00000000
PA
7036266.43000000
0.007335353874
Long
DBT
CORP
LU
N
2
2031-04-23
Fixed
0.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
19225000.00000000
PA
21006648.07000000
0.021899568306
Long
DBT
CORP
US
N
2
2023-12-04
Fixed
0.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DEUT GENOS-HYPBK
N/A
20000.00000000
PA
22832.94000000
0.000023803489
Long
DBT
CORP
DE
N
2
2024-06-05
Fixed
0.62500000
N
N
N
N
N
N
Cardiff University
549300OORZW54UVPSL54
CARDIFF UNI
N/A
904000.00000000
PA
1397110.08000000
0.001456496416
Long
DBT
CORP
GB
N
2
2055-12-07
Fixed
3.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
250000.00000000
PA
368454.21000000
0.000384115929
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.37500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
8112550000.00000000
PA
88928464.72000000
0.092708507376
Long
DBT
NUSS
JP
N
2
2040-09-20
Fixed
2.00000000
N
N
N
N
N
N
Morguard Corp
549300UZ0SQJ32MWEL16
MORGUARD CORP
617577AE1
1256000.00000000
PA
992577.23000000
0.001034768268
Long
DBT
CORP
CA
N
2
2024-01-25
Fixed
4.71500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
6769000.00000000
PA
10373466.36000000
0.010814406676
Long
DBT
CORP
N/A
N
2
2055-12-01
Fixed
1.85000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
7447000.00000000
PA
8468735.28000000
0.008828712040
Long
DBT
NUSS
MX
N
2
2028-04-17
Fixed
1.75000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
23904000.00000000
PA
15646609.32000000
0.016311692776
Long
DBT
NUSS
AU
N
2
2032-02-20
Fixed
1.50000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
80000000.00000000
PA
13247916.30000000
0.013811039579
Long
DBT
NUSS
CN
N
2
2030-11-16
Fixed
3.74000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
BH2956143
32477000.00000000
PA
40464948.67000000
0.042184974227
Long
DBT
NUSS
GB
N
2
2030-10-22
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220302
N/A
1.00000000
NC
1738347.57000000
0.001812238736
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
5080467019.00000000
THB
154304237.48000000
USD
2022-03-02
1738347.57000000
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
11935000.00000000
PA
8927732.77000000
0.009307219932
Long
DBT
NUSS
NL
N
2
2028-07-17
Fixed
3.30000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
11282000.00000000
PA
12778465.34000000
0.013321633876
Long
DBT
NUSS
DE
N
2
2025-06-10
Fixed
0.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
6366000.00000000
PA
6996449.38000000
0.007293844338
Long
DBT
CORP
N/A
N
2
2030-09-09
None
0.00000000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AD6
904000.00000000
PA
723442.73000000
0.000754193788
Long
DBT
CORP
CA
N
2
2024-06-21
Fixed
3.00000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
EK0518127
2250000.00000000
PA
2531011.69000000
0.002638596277
Long
DBT
CORP
DE
N
2
2024-08-26
Fixed
1.50000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
13478000.00000000
PA
15259790.04000000
0.015908431141
Long
DBT
NUSS
DE
N
2
2024-02-16
Fixed
0.20000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
13600000.00000000
PA
119700.85000000
0.000124788920
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
0.72000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
7000000.00000000
PA
7764331.91000000
0.008094366909
Long
DBT
CORP
FR
N
2
2027-01-25
Fixed
0.75000000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-182
N/A
190496000.00000000
PA
216906762.73000000
0.226126721921
Long
DBT
NUSS
DE
N
2
2025-10-10
None
0.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2699389.48000000
0.002814131226
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
564771000.00000000
USD
2022-03-02
2699389.48000000
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1083006000.00000000
PA
12972353.23000000
0.013523763273
Long
DBT
NUSS
RU
N
2
2025-11-12
Fixed
7.15000000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
6400000.00000000
PA
7319862.44000000
0.007631004573
Long
DBT
CORP
FR
N
2
2029-03-29
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
12199550000.00000000
PA
122803895.10000000
0.128023865593
Long
DBT
NUSS
JP
N
2
2031-12-20
Fixed
1.80000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
10025000.00000000
PA
10906655.79000000
0.011370260151
Long
DBT
CORP
CH
N
2
2028-01-14
Variable
0.65000000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
193910000.00000000
PA
20602253.60000000
0.021477984421
Long
DBT
NUSS
SE
N
2
2071-06-23
Fixed
1.37500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
8513000.00000000
PA
10325897.01000000
0.010764815316
Long
DBT
CORP
BE
N
2
2027-12-02
Fixed
2.12500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087WL4
18224000.00000000
PA
18370950.40000000
0.019151836209
Long
DBT
NUSS
CA
N
2
2029-06-01
Fixed
5.75000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
900000.00000000
PA
1021526.26000000
0.001064947821
Long
DBT
CORP
ES
N
2
2023-04-18
Fixed
0.75000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHN6
37825000.00000000
PA
29033641.58000000
0.030267761656
Long
DBT
NUSS
CA
Y
2
2025-06-15
Fixed
0.95000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
6700000.00000000
PA
7748790.89000000
0.008078165294
Long
DBT
CORP
ES
N
2
2024-11-27
Fixed
1.12500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
50000000.00000000
PA
8305776.59000000
0.008658826537
Long
DBT
NUSS
CN
N
2
2030-10-26
Fixed
3.79000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMARTCENTRS REIT
83179XAH1
2257000.00000000
PA
1831482.48000000
0.001909332490
Long
DBT
CORP
CA
N
2
2027-12-21
Fixed
3.83400000
N
N
N
N
N
N
Reliance LP
N/A
RELIANCE LP
759480AJ5
2000000.00000000
PA
1626114.78000000
0.001695235316
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.83600000
N
N
N
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
IBERDROLA FIN SA
N/A
6000000.00000000
PA
6883977.01000000
0.007176591155
Long
DBT
CORP
ES
N
2
2025-06-16
Fixed
0.87500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
631800000.00000000
PA
6290278.87000000
0.006557656953
Long
DBT
NUSS
JP
N
2
2030-09-20
Fixed
1.80000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
320000.00000000
PA
244981.06000000
0.000255394360
Long
DBT
NUSS
NO
N
2
2025-07-16
Fixed
4.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
AX3104962
10980000.00000000
PA
11894163.06000000
0.012399742953
Long
DBT
CORP
CH
N
2
2029-04-09
Fixed
0.30000000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
N/A
12625000.00000000
PA
17559793.37000000
0.018306199688
Long
DBT
CORP
GB
N
2
2027-06-15
Fixed
2.62500000
N
N
N
N
N
N
Industrial Alliance Insurance & Financial Services Inc
5493004ZY2IJ1U4E5128
INDUSTRIAL ALL
455870AD7
2257000.00000000
PA
1808804.17000000
0.001885690203
Long
DBT
CORP
CA
N
2
2028-09-15
Variable
3.30000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
836399.21000000
0.000871951658
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
477099236.64000000
USD
55000000000.00000000
JPY
2022-02-02
836399.21000000
N
N
N
Johnson Controls International plc / Tyco Fire & Security Finance SCA
N/A
JOHNSON CONTROLS
N/A
1625000.00000000
PA
1779426.43000000
0.001855063717
Long
DBT
CORP
IE
N
2
2032-09-15
Fixed
1.00000000
N
N
N
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS
N/A
4288000.00000000
PA
4930245.92000000
0.005139813688
Long
DBT
CORP
DE
N
2
2025-05-16
Fixed
1.12500000
N
N
N
N
N
N
bcIMC Realty Corp
254900UNUB2L2QPXR184
BCIMC REALTY
07329VAP5
3159000.00000000
PA
2527538.48000000
0.002634975432
Long
DBT
CORP
CA
N
2
2025-06-03
Fixed
2.84000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1128000.00000000
PA
1317614.48000000
0.001373621732
Long
DBT
CORP
DE
N
2
2025-10-23
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
-1246475.51000000
-0.00129945888
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
11052234375.00000000
HUF
33674533.26000000
USD
2022-02-02
-1246475.51000000
N
N
N
ING Belgium SA
JLS56RAMYQZECFUF2G44
ING BELGIUM SA
AS7501776
10800000.00000000
PA
12346858.87000000
0.012871681302
Long
DBT
CORP
BE
N
2
2025-05-30
Fixed
0.62500000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
N/A
7085000.00000000
PA
8198496.32000000
0.008546986152
Long
DBT
CORP
GB
N
2
2023-03-22
Fixed
2.50000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AD8
1850000.00000000
PA
1393183.53000000
0.001452402962
Long
DBT
CORP
CA
N
2
2043-02-23
Fixed
3.70000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
304596000000.00000000
PA
23720003.69000000
0.024728259326
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
3312000.00000000
PA
5850691.32000000
0.006099384051
Long
DBT
CORP
GB
N
2
2033-12-19
Fixed
5.25000000
N
N
N
N
N
N
Japan Highway Public Corp
N/A
JAPAN HIGHWAY
N/A
230000000.00000000
PA
2024695.72000000
0.002110758559
Long
DBT
NUSS
JP
N
2
2022-12-20
Fixed
1.54000000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA
N/A
100000.00000000
PA
112625.01000000
0.000117412311
Long
DBT
CORP
FR
N
2
2023-05-27
None
0.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
52288000.00000000
PA
56438136.29000000
0.058837127021
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.62500000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR NEDERLAND NV
N/A
2775000.00000000
PA
3359635.35000000
0.003502441874
Long
DBT
CORP
NL
N
2
2049-05-02
Variable
3.37500000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BULGARIA REP
N/A
4257000.00000000
PA
5768823.61000000
0.006014036426
Long
DBT
NUSS
BG
N
2
2035-03-26
Fixed
3.12500000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
40000000.00000000
PA
6425601.11000000
0.006698731275
Long
DBT
NUSS
CN
N
2
2026-05-14
Fixed
3.22000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE
N/A
910000.00000000
PA
609815.30000000
0.000635736447
Long
DBT
CORP
AU
N
2
2027-02-05
Fixed
1.81400000
N
N
N
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
5867000.00000000
PA
6729486.54000000
0.007015533828
Long
DBT
CORP
DE
N
2
2027-05-07
Fixed
0.62500000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBY3
3779000.00000000
PA
3042904.37000000
0.003172247751
Long
DBT
CORP
CA
N
2
2025-07-17
Fixed
3.30000000
N
N
N
N
N
N
Equitable Bank
5493004QI4QQE17ETY06
EQUITABLE BANK
29446NAH3
391000.00000000
PA
300742.23000000
0.000313525746
Long
DBT
CORP
CA
N
2
2025-03-10
Fixed
1.93900000
N
N
N
N
N
N
Nederlandse Gasunie NV
724500MQFZSYSBC5H178
NEDERLANDSE GASU
N/A
7793000.00000000
PA
8985491.01000000
0.009367433275
Long
DBT
CORP
NL
N
2
2026-05-11
Fixed
1.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
95500000.00000000
PA
832804.15000000
0.000868203785
Long
DBT
NUSS
JP
N
2
2027-06-30
Fixed
0.13000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
9367000.00000000
PA
10396324.51000000
0.010838236447
Long
DBT
CORP
SE
N
2
2026-11-02
Fixed
0.25000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L51
49355000.00000000
PA
36769212.92000000
0.038332145483
Long
DBT
NUSS
CA
N
2
2026-03-01
Fixed
0.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
654350000.00000000
PA
7377723.47000000
0.007691325076
Long
DBT
NUSS
JP
N
2
2036-06-20
Fixed
2.50000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KP2
7388000.00000000
PA
5695532.79000000
0.005937630266
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.15000000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
58350000.00000000
PA
6740906.00000000
0.007027438690
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
4513000.00000000
PA
5054930.62000000
0.005269798305
Long
DBT
CORP
NO
N
2
2026-05-14
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
ILS/USD FWD 20220302
N/A
1.00000000
NC
-2430276.47000000
-0.00253357914
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
801375000.00000000
ILS
250878289.24000000
USD
2022-03-02
-2430276.47000000
N
N
N
Arkea Home Loans SFH SA
9695003L69OAFQ15LD18
ARKEA HL
N/A
2800000.00000000
PA
3264906.67000000
0.003403686604
Long
DBT
CORP
FR
N
2
2023-07-11
Fixed
2.37500000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
12455000.00000000
PA
14021387.51000000
0.014617388386
Long
DBT
CORP
VG
N
2
2026-08-05
Fixed
0.79700000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
557565000000.00000000
PA
43437771.63000000
0.045284161649
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
14062000.00000000
PA
18694082.00000000
0.019488703020
Long
DBT
CORP
N/A
N
2
2028-12-13
Fixed
1.25000000
N
N
N
N
N
N
Canton of Geneva Switzerland
N/A
CANTON OF GENEVA
N/A
13000000.00000000
PA
13738939.84000000
0.014322934838
Long
DBT
NUSS
CH
N
2
2030-06-28
Fixed
0.03000000
N
N
N
N
N
N
AXA Bank Europe SCF
CVRWQDHDBEPUUVU2FD09
AXA BANK EUROPE
N/A
7100000.00000000
PA
8685138.22000000
0.009054313523
Long
DBT
CORP
FR
N
2
2033-04-18
Fixed
1.37500000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
LW0777554
10781000.00000000
PA
13270185.70000000
0.013834255575
Long
DBT
CORP
AU
N
2
2026-06-01
Fixed
3.12500000
N
N
N
N
N
N
Argentum Netherlands BV for Zurich Insurance Co Ltd
N/A
ARGENTUM NET
N/A
10357000.00000000
PA
12784752.28000000
0.013328188053
Long
DBT
CORP
NL
N
2
2046-10-01
Variable
3.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
100000.00000000
PA
113915.34000000
0.000118757488
Long
DBT
CORP
AU
N
2
2027-04-17
Fixed
0.87500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
2257000.00000000
PA
2469917.15000000
0.002574904818
Long
DBT
CORP
NL
N
2
2027-11-08
Fixed
0.12500000
N
N
N
N
N
N
Global Switch Holdings Ltd
635400NTV7KC9RQ3ZL20
SWITCH HOLDINGS
N/A
100000.00000000
PA
114437.21000000
0.000119301541
Long
DBT
CORP
VG
N
2
2027-05-31
Fixed
2.25000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAS5
1507000.00000000
PA
1241642.57000000
0.001294420517
Long
DBT
CORP
CA
N
2
2046-12-03
Fixed
3.71700000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
100000.00000000
PA
115894.00000000
0.000120820254
Long
DBT
NUSS
ID
N
2
2023-06-14
Fixed
2.62500000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FIN PLC
N/A
4378000.00000000
PA
5459477.57000000
0.005691541152
Long
DBT
CORP
GB
N
2
2035-10-10
Fixed
2.25000000
N
N
N
N
N
N
Finnvera Oyj
743700T69OBBJO7TCA15
FINNVERA PLC
N/A
6769000.00000000
PA
7628113.91000000
0.007952358751
Long
DBT
NUSS
FI
N
2
2029-04-09
Fixed
0.37500000
N
N
N
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP
N/A
11790000.00000000
PA
7956995.21000000
0.008295219662
Long
DBT
CORP
AU
N
2
2027-11-15
Fixed
1.85000000
N
N
N
N
N
N
BAT INTERNATIONAL FINANCE PLC
21380041YBGOQDFAC823
BATSLN 5.75 7/5/2040
BVN110671
79000.00000000
PA
121771.03000000
0.000126947096
Long
DBT
CORP
GB
N
2
2040-07-05
Fixed
5.75000000
N
N
N
N
N
N
Brussels Airport Co NV/SA
549300R9I8GUZLNIV408
BRUSSELS AIRPORT
N/A
7400000.00000000
PA
8412360.47000000
0.008769940931
Long
DBT
CORP
BE
N
2
2024-05-03
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
6009000000.00000000
PA
52270086.45000000
0.054491907742
Long
DBT
NUSS
JP
N
2
2023-10-01
Fixed
0.00500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086NK6
3777000.00000000
PA
3005566.13000000
0.003133322391
Long
DBT
CORP
CA
N
2
2023-12-05
Fixed
2.33300000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003AN8
8890000.00000000
PA
10285469.78000000
0.010722669664
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
1.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9742000000.00000000
PA
94327617.63000000
0.098337159675
Long
DBT
NUSS
JP
N
2
2035-09-20
Fixed
1.20000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415EV93
4965000.00000000
PA
3885480.93000000
0.004050639337
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.16000000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
497000.00000000
PA
710978.31000000
0.000741199548
Long
DBT
CORP
GB
N
2
2026-04-21
Fixed
3.50000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
AS3615984
3115000.00000000
PA
3710019.37000000
0.003867719511
Long
DBT
CORP
VG
N
2
2030-05-02
Fixed
2.12500000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
2257000.00000000
PA
2697270.62000000
0.002811922301
Long
DBT
CORP
LU
N
2
2026-11-09
Fixed
1.62500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
33900000.00000000
PA
313417.22000000
0.000326739506
Long
DBT
NUSS
JP
N
2
2025-03-20
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1984532.42000000
0.002068888056
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
350000000.00000000
EUR
395207750.00000000
USD
2022-02-02
1984532.42000000
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
1200000.00000000
PA
1411253.87000000
0.001471241409
Long
DBT
CORP
FR
N
2
2025-01-15
Fixed
1.87500000
N
N
N
N
N
N
National Westminster Bank PLC
213800IBT39XQ9C4CP71
NATL WESTMSTR BK
N/A
100000.00000000
PA
144012.29000000
0.000150133756
Long
DBT
CORP
GB
N
2
2024-01-13
Fixed
5.12500000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBN5
971000.00000000
PA
762970.34000000
0.000795401580
Long
DBT
CORP
CA
N
2
2027-05-04
Fixed
2.43000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AB2
5675000.00000000
PA
7186752.82000000
0.007492236922
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
2.50000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
4603000.00000000
PA
5920246.06000000
0.006171895323
Long
DBT
CORP
N/A
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
16500000.00000000
PA
19289948.94000000
0.020109898211
Long
DBT
CORP
FR
N
2
2028-03-20
Fixed
1.37500000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
EXPERIAN FINANCE
N/A
2928000.00000000
PA
4210601.04000000
0.004389579183
Long
DBT
CORP
GB
N
2
2032-04-07
Fixed
3.25000000
N
N
N
N
N
N
Akelius Residential Property Financing BV
724500ABLEHD1CIBAA35
AKELIUS RESIDENT
N/A
3805000.00000000
PA
4108857.54000000
0.004283510918
Long
DBT
CORP
NL
N
2
2029-01-11
Fixed
1.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
20300000.00000000
PA
23493324.80000000
0.024491945097
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
1.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
4739000.00000000
PA
5447606.19000000
0.005679165160
Long
DBT
CORP
NL
N
2
2024-04-07
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-842921.77000000
-0.00087875147
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
55000000000.00000000
JPY
477201068.24000000
USD
2022-03-02
-842921.77000000
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
40000000.00000000
PA
386895.20000000
0.000403340782
Long
DBT
NUSS
JP
N
2
2027-04-20
Fixed
2.28000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CR1
1241000.00000000
PA
1008730.18000000
0.001051607824
Long
DBT
CORP
CA
N
2
2028-07-31
Fixed
3.20000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
4515000.00000000
PA
4982956.50000000
0.005194764813
Long
DBT
CORP
CH
N
2
2033-02-15
Fixed
0.65000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WELLS FARGO BANK
N/A
4250000.00000000
PA
5995615.13000000
0.006250468072
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
5.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
13538000.00000000
PA
16422792.57000000
0.017120868901
Long
DBT
CORP
N/A
N
2
2033-04-13
Fixed
1.12500000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
17500000.00000000
PA
20522215.39000000
0.021394544062
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
1.12500000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
12952000.00000000
PA
14987226.77000000
0.015624282145
Long
DBT
NUSS
NO
N
2
2027-05-24
Fixed
0.87500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2257000.00000000
PA
3052232.09000000
0.003181971960
Long
DBT
CORP
N/A
N
2
2047-11-15
Fixed
1.50000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
7680000.00000000
PA
8342632.37000000
0.008697248929
Long
DBT
CORP
CH
N
2
2023-07-25
None
0.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
4513000.00000000
PA
5828521.14000000
0.006076271493
Long
DBT
CORP
N/A
N
2
2026-09-15
Fixed
0.50000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
10000000.00000000
PA
10776786.15000000
0.011234870200
Long
DBT
CORP
DE
N
2
2027-02-12
Fixed
0.12500000
N
N
N
N
N
N
Credit Suisse AG/London
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE LD
N/A
2437000.00000000
PA
2778683.77000000
0.002896796043
Long
DBT
CORP
CH
N
2
2023-06-07
Fixed
1.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
5867000.00000000
PA
6671124.67000000
0.006954691196
Long
DBT
CORP
CA
N
2
2024-04-03
Fixed
0.50000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148SA2
2837000.00000000
PA
2221243.23000000
0.002315660627
Long
DBT
NUSS
CA
N
2
2027-02-13
Fixed
1.85000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
135377000.00000000
PA
1652675.94000000
0.001722925500
Long
DBT
NUSS
RU
N
2
2024-10-16
Fixed
7.10000000
N
N
N
N
N
N
Argenta Spaarbank NV
A6NZLYKYN1UV7VVGFX65
ARGENTA SPBNK
N/A
10400000.00000000
PA
11866096.04000000
0.012370482901
Long
DBT
CORP
BE
N
2
2024-02-06
Fixed
1.00000000
N
N
N
N
N
N
Westcoast Energy Inc
2X3624VST50Z5U73GU35
WESTCOAST ENERGY
95751ZAR4
1763000.00000000
PA
1443535.36000000
0.001504895074
Long
DBT
CORP
CA
N
2
2025-12-08
Fixed
3.77000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AY5
2121000.00000000
PA
2388324.89000000
0.002489844352
Long
DBT
CORP
US
N
2
2024-12-05
Fixed
0.25000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAM3
1955000.00000000
PA
1562566.91000000
0.001628986245
Long
DBT
CORP
CA
N
2
2029-04-03
Fixed
3.62000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1023997000.00000000
PA
31255885.32000000
0.032584465321
Long
DBT
NUSS
TH
N
2
2024-12-17
Fixed
1.45000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
18050000.00000000
PA
21037396.01000000
0.021931623235
Long
DBT
CORP
N/A
N
2
2025-09-23
Fixed
1.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
EC3941787
4513000.00000000
PA
8174856.27000000
0.008522341245
Long
DBT
NUSS
NL
N
2
2032-06-07
Fixed
5.37500000
N
N
N
N
N
N
Scentre Group Trust 2
549300VRF0U0JH8TBJ74
SCENTRE TRUST 2
N/A
2831000.00000000
PA
3342295.87000000
0.003484365352
Long
DBT
CORP
AU
N
2
2023-09-11
Fixed
3.25000000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
11507000.00000000
PA
13007971.78000000
0.013560895844
Long
DBT
CORP
DE
N
2
2023-10-23
Fixed
0.12500000
N
N
N
N
N
N
Aegon Bank NV
549300772D1G8JPIUR96
AEGON BANK
N/A
1200000.00000000
PA
1376099.49000000
0.001434592738
Long
DBT
CORP
NL
N
2
2059-06-27
Fixed
0.75000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBW9
48000.00000000
PA
38729.44000000
0.000040375695
Long
DBT
CORP
CA
N
2
2025-06-26
Fixed
2.97000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
24414000.00000000
PA
32689806.08000000
0.034079337112
Long
DBT
NUSS
AT
Y
2
2047-02-20
Fixed
1.50000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBS1
991000.00000000
PA
705877.10000000
0.000735881503
Long
DBT
CORP
CA
N
2
2030-10-07
Fixed
2.05000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
13537000.00000000
PA
18435763.23000000
0.019219404009
Long
DBT
CORP
N/A
N
2
2030-09-13
Fixed
2.75000000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
MUNICH RE
N/A
2000000.00000000
PA
2471351.45000000
0.002576400085
Long
DBT
CORP
DE
N
2
2049-05-26
Variable
3.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-1205410.89000000
-0.00125664875
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
297500000000.00000000
JPY
2583991892.11000000
USD
2022-02-02
-1205410.89000000
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
44759000.00000000
PA
11398499.86000000
0.011883010818
Long
DBT
NUSS
MY
N
2
2033-06-15
Fixed
4.72400000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1444000.00000000
PA
1908497.25000000
0.001989620892
Long
DBT
CORP
N/A
N
2
2026-09-21
Fixed
1.00000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
EH6872624
350000.00000000
PA
710206.09000000
0.000740394504
Long
DBT
CORP
NL
N
2
2039-01-27
Fixed
6.75000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
1998000.00000000
PA
3769249.37000000
0.003929467174
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
7.62500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
26328000.00000000
PA
29910606.30000000
0.031182003125
Long
DBT
NUSS
ES
N
2
2023-07-30
Fixed
0.35000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
4432000.00000000
PA
5946081.60000000
0.006198829043
Long
DBT
CORP
N/A
N
2
2025-03-07
Fixed
1.37500000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
35827000.00000000
PA
40664972.23000000
0.042393500099
Long
DBT
NUSS
NL
Y
2
2024-01-15
None
0.00000000
N
N
N
N
N
N
Bayerische Landesbank
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBK
N/A
2257000.00000000
PA
2552931.05000000
0.002661447353
Long
DBT
CORP
DE
N
2
2022-12-01
Fixed
0.35000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
2961000.00000000
PA
3319760.97000000
0.003460872571
Long
DBT
CORP
DE
N
2
2027-03-31
None
0.00000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DP4
1806000.00000000
PA
1450799.45000000
0.001512467936
Long
DBT
NUSS
CA
N
2
2046-06-24
Fixed
3.25000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
361100000.00000000
PA
3166823.15000000
0.003301433891
Long
DBT
NUSS
JP
N
2
2023-03-20
Fixed
0.86000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
41070000.00000000
PA
2318969.55000000
0.002417540956
Long
DBT
NUSS
CZ
N
2
2057-11-26
Fixed
4.85000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
N/A
1550000.00000000
PA
2167394.67000000
0.002259523150
Long
DBT
CORP
US
N
2
2023-04-26
Fixed
5.00000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
AR4086880
4600000.00000000
PA
5280586.98000000
0.005505046539
Long
DBT
CORP
FR
N
2
2025-09-02
Fixed
0.75000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
4513000.00000000
PA
5143730.43000000
0.005362372689
Long
DBT
CORP
FR
N
2
2025-03-14
Fixed
1.00000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
564066000.00000000
PA
18661636.12000000
0.019454877977
Long
DBT
NUSS
TH
N
2
2025-12-12
Fixed
3.85000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBT2
2470000.00000000
PA
2002998.72000000
0.002088139294
Long
DBT
CORP
CA
N
2
2030-03-06
Fixed
3.14000000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
30000.00000000
PA
42878.40000000
0.000044701013
Long
DBT
CORP
AT
N
2
2033-10-24
Fixed
3.00000000
N
N
N
N
N
N
John Deere Cash Management SARL
54930045CRYTH0OUOH72
JOHN DEERE CASH
N/A
2257000.00000000
PA
2772991.56000000
0.002890861877
Long
DBT
CORP
LU
N
2
2039-06-13
Fixed
1.65000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
5000000.00000000
PA
5419817.10000000
0.005650194852
Long
DBT
CORP
FI
N
2
2028-06-16
Fixed
0.37500000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
11282000.00000000
PA
12740656.52000000
0.013282217934
Long
DBT
CORP
DE
N
2
2023-01-10
Fixed
0.10000000
N
N
N
N
N
N
Labrador-Island Link Funding Trust
N/A
LABRADOR-ISLAND
505443AC5
3039000.00000000
PA
2951141.42000000
0.003076584274
Long
DBT
NUSS
CA
Y
2
2053-12-01
Fixed
3.85000000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV
N/A
5000000.00000000
PA
5653316.71000000
0.005893619726
Long
DBT
CORP
NL
N
2
2056-02-27
Fixed
0.25000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
4000000.00000000
PA
4280497.69000000
0.004462446899
Long
DBT
CORP
NL
N
2
2041-06-09
Fixed
1.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746SZ5
3381000.00000000
PA
2610312.87000000
0.002721268276
Long
DBT
CORP
US
N
2
2027-02-18
Fixed
2.49300000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
24000000.00000000
PA
2609694.59000000
0.002720623716
Long
DBT
CORP
SE
N
2
2024-12-18
Fixed
1.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
10089000.00000000
PA
11087169.64000000
0.011558447023
Long
DBT
CORP
US
N
2
2028-08-24
Variable
0.58300000
N
N
N
N
N
N
Bundesschatzanweisungen
N/A
BUNDESSCHATZANW
N/A
449902000.00000000
PA
510491016.51000000
0.532190230865
Long
DBT
NUSS
DE
N
2
2023-12-15
Fixed
0.00000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
216289.70000000
0.000225483429
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
28300000000.00000000
KRW
23686963.80000000
USD
2022-02-07
216289.70000000
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
110737000.00000000
PA
2682590.27000000
0.002796617940
Long
DBT
NUSS
TH
N
2
2071-06-17
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
9071000.00000000
PA
10883456.35000000
0.011346074583
Long
DBT
CORP
FR
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
900000000.00000000
PA
7789596.98000000
0.008120705910
Long
DBT
CORP
ES
N
2
2024-12-05
Fixed
0.46300000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
9025000.00000000
PA
10891923.79000000
0.011354901945
Long
DBT
NUSS
ES
N
2
2029-04-30
Fixed
1.57100000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
174702.95000000
0.000182128970
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
50283578.24000000
USD
3901000000.00000000
RUB
2022-02-01
174702.95000000
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
3746000.00000000
PA
3711627.14000000
0.003869395622
Long
DBT
NUSS
AU
N
2
2033-03-14
Fixed
6.50000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
55517000.00000000
PA
98718988.87000000
0.102915192977
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Keyera Corp
N/A
KEYERA CORP
49327ZAB1
1293000.00000000
PA
1043479.84000000
0.001087834572
Long
DBT
CORP
CA
N
2
2030-05-29
Fixed
3.95900000
N
N
N
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
MANPOWERGROUP
N/A
100000.00000000
PA
117914.91000000
0.000122927066
Long
DBT
CORP
US
N
2
2026-06-22
Fixed
1.75000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667AX9
4965000.00000000
PA
5430693.64000000
0.005661533716
Long
DBT
CORP
US
N
2
2031-12-03
Fixed
1.00000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
22879000.00000000
PA
16992274.34000000
0.017714557379
Long
DBT
NUSS
AU
Y
2
2023-07-21
Fixed
4.25000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087VW1
2301000.00000000
PA
2395400.46000000
0.002497220680
Long
DBT
NUSS
CA
N
2
2027-06-01
Fixed
8.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06369ZCF9
3701000.00000000
PA
2854238.63000000
0.002975562480
Long
DBT
CORP
CA
N
2
2030-06-17
Variable
2.07700000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
10000000.00000000
PA
6445846.68000000
0.006719837414
Long
DBT
CORP
N/A
N
2
2028-05-24
Fixed
0.75000000
N
N
N
N
N
N
Lower Mattagami Energy LP
549300GKT6WU4LUC2K28
LOWER MATTAGAMI
548243AJ3
3091000.00000000
PA
2375146.38000000
0.002476105669
Long
DBT
CORP
CA
N
2
2031-05-14
Fixed
2.43300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
9116000.00000000
PA
10331953.13000000
0.010771128861
Long
DBT
CORP
US
N
2
2024-07-26
Variable
0.63700000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
EJ8924148
3300000.00000000
PA
4398834.40000000
0.004585813695
Long
DBT
NUSS
FR
N
2
2028-10-25
Fixed
3.12500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
7013000.00000000
PA
8781593.49000000
0.009154868774
Long
DBT
NUSS
SI
N
2
2040-11-03
Fixed
1.75000000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
N/A
6800000.00000000
PA
7696328.95000000
0.008023473378
Long
DBT
CORP
DE
N
2
2023-03-20
Fixed
0.25000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
23100000.00000000
PA
26087661.25000000
0.027196557851
Long
DBT
CORP
N/A
N
2
2023-02-10
None
0.00000000
N
N
N
N
N
N
Elia Group SA/NV
549300S1MP1NFDIKT460
ELIA SYSTEM OP
N/A
1200000.00000000
PA
1410719.06000000
0.001470683866
Long
DBT
CORP
BE
N
2
2028-09-05
Fixed
1.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
20000000000.00000000
PA
16732449.61000000
0.017443688395
Long
DBT
NUSS
KR
N
2
2023-03-10
Fixed
2.37500000
N
N
N
N
N
N
Bank of Scotland PLC
OQ3T05P7YR8P5YJEVI93
BANK OF SCOTLAND
N/A
633000.00000000
PA
934277.18000000
0.000973990084
Long
DBT
CORP
GB
N
2
2024-12-20
Fixed
4.87500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
8144000.00000000
PA
7688688.45000000
0.008015508106
Long
DBT
NUSS
SI
N
2
2050-10-20
Fixed
0.48750000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA
N/A
6531000.00000000
PA
4385333.04000000
0.004571738439
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
60000000000.00000000
PA
48821738.70000000
0.050896982610
Long
DBT
NUSS
KR
N
2
2027-06-10
Fixed
2.12500000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
38000000.00000000
PA
42660038.08000000
0.044473369325
Long
DBT
NUSS
FR
N
2
2026-11-25
Fixed
0.10000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642869AA9
1350000.00000000
PA
1341259.91000000
0.001398272247
Long
DBT
NUSS
CA
N
2
2041-06-03
Fixed
4.80000000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220302
N/A
1.00000000
NC
-2980039.63000000
-0.00310671084
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
6935214506.00000000
CZK
316157472.37000000
USD
2022-03-02
-2980039.63000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
9952000.00000000
PA
10665769.21000000
0.011119134313
Long
DBT
CORP
GB
N
2
2029-08-09
Variable
0.57700000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1635138000.00000000
PA
18886560.79000000
0.019689363420
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UW3
6982000.00000000
PA
4503188.70000000
0.004694603737
Long
DBT
NUSS
CA
N
2
2052-09-05
Fixed
2.05000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
8213000.00000000
PA
9941216.38000000
0.010363783238
Long
DBT
NUSS
NL
N
2
2036-05-27
Fixed
1.25000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
98000.00000000
PA
111657.50000000
0.000116403675
Long
DBT
CORP
DE
N
2
2026-05-04
Fixed
0.50000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
230000000.00000000
PA
36417819.92000000
0.037965815977
Long
DBT
NUSS
CN
N
2
2024-11-11
Fixed
2.73000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
900000000.00000000
PA
8422286.50000000
0.008780288882
Long
DBT
NUSS
JP
N
2
2035-01-31
Fixed
0.97000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234SL3
12162000.00000000
PA
12572764.94000000
0.013107189861
Long
DBT
NUSS
CA
N
2
2033-03-08
Fixed
5.85000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHD8
17085000.00000000
PA
13411208.21000000
0.013981272466
Long
DBT
NUSS
CA
Y
2
2029-09-15
Fixed
2.10000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
11070TAL2
10343000.00000000
PA
8332615.84000000
0.008686806631
Long
DBT
NUSS
CA
N
2
2027-06-18
Fixed
2.55000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
2257000.00000000
PA
2648141.58000000
0.002760704955
Long
DBT
NUSS
CA
N
2
2024-05-21
Fixed
1.87500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
30000000.00000000
PA
4754187.12000000
0.004956271235
Long
DBT
NUSS
CN
N
2
2050-03-16
Fixed
3.39000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CB8
542000.00000000
PA
635953.42000000
0.000662985608
Long
DBT
CORP
US
N
2
2028-11-20
Fixed
1.15000000
N
N
N
N
N
N
Energir Inc
549300SULPFDEWWFVD15
GAZ METRO INC
368271BB7
1145000.00000000
PA
914525.37000000
0.000953398692
Long
DBT
CORP
CA
N
2
2047-05-16
Fixed
3.53000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DK5
2508000.00000000
PA
2007798.67000000
0.002093143274
Long
DBT
NUSS
CA
N
2
2025-02-06
Fixed
2.45000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
5326000.00000000
PA
6098103.21000000
0.006357312568
Long
DBT
CORP
FR
N
2
2023-10-10
Fixed
1.12500000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
609207AK1
1452000.00000000
PA
1172424.63000000
0.001222260361
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
6318000.00000000
PA
4984750.65000000
0.005196635226
Long
DBT
CORP
N/A
N
2
2024-07-30
Fixed
1.75000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
6200000.00000000
PA
7209151.58000000
0.007515587776
Long
DBT
CORP
FR
N
2
2025-03-19
Fixed
1.37500000
N
N
N
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
SAPUTO INC
80310ZAJ8
700000.00000000
PA
526505.51000000
0.000548885445
Long
DBT
CORP
CA
N
2
2028-06-22
Fixed
2.29700000
N
N
N
N
N
N
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
529900MUF4C20K50JS49
MUNICH RE
N/A
6300000.00000000
PA
6745100.49000000
0.007031811473
Long
DBT
CORP
DE
N
2
2041-05-26
Variable
1.25000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
587000.00000000
PA
691949.56000000
0.000721361951
Long
DBT
CORP
NL
N
2
2030-09-04
Fixed
1.37500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
3654000.00000000
PA
5881665.99000000
0.006131675347
Long
DBT
CORP
N/A
N
2
2038-04-04
Fixed
3.37500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
5416000.00000000
PA
6589109.80000000
0.006869190156
Long
DBT
CORP
N/A
N
2
2033-05-23
Fixed
1.20000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
8700000.00000000
PA
10206012.94000000
0.010639835388
Long
DBT
CORP
NL
N
2
2170-06-17
Variable
3.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
8524200000.00000000
PA
75085550.51000000
0.078277178575
Long
DBT
NUSS
JP
N
2
2024-03-20
Fixed
0.60000000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
6769000.00000000
PA
7655150.67000000
0.007980544751
Long
DBT
CORP
NL
N
2
2027-05-06
Fixed
0.62500000
N
N
N
N
N
N
Wessex Water Services Finance PLC
213800B9BFRCA1YMEI57
WESSEX WATER FIN
ED8391200
282000.00000000
PA
446708.63000000
0.000465696674
Long
DBT
CORP
GB
N
2
2028-03-10
Fixed
5.37500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZAP5
452000.00000000
PA
436752.44000000
0.000455317281
Long
DBT
CORP
CA
N
2
2036-05-20
Fixed
5.36000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
4900000.00000000
PA
5671915.08000000
0.005913008649
Long
DBT
CORP
FR
N
2
2026-01-09
Fixed
1.12500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
N/A
1806000.00000000
PA
1954508.69000000
0.002037588120
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
Toromont Industries Ltd
5493008W5EPRSLQ0B737
TOROMONT INDS
891102AE5
992000.00000000
PA
818975.04000000
0.000853786847
Long
DBT
CORP
CA
N
2
2027-10-27
Fixed
3.84200000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
1704000.00000000
PA
2331969.66000000
0.002431093656
Long
DBT
CORP
GB
N
2
2055-06-03
Variable
4.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
3135000.00000000
PA
3323035.04000000
0.003464285810
Long
DBT
CORP
ES
N
2
2028-06-09
Fixed
0.31000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109BK6
4231000.00000000
PA
3422621.88000000
0.003568105744
Long
DBT
CORP
CA
N
2
2027-03-31
Fixed
3.65000000
N
N
N
N
N
N
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
UNICREDIT BK AUS
N/A
100000.00000000
PA
114639.92000000
0.000119512868
Long
DBT
CORP
AT
N
2
2025-02-25
Fixed
0.75000000
N
N
N
N
N
N
Canton of Geneva Switzerland
N/A
CANTON OF GENEVA
N/A
1355000.00000000
PA
1521455.09000000
0.001586126904
Long
DBT
NUSS
CH
N
2
2046-07-04
Fixed
0.60000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
100000.00000000
PA
121518.74000000
0.000126684082
Long
DBT
NUSS
FR
N
2
2035-01-22
Fixed
1.25000000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
733300000.00000000
PA
8686171.08000000
0.009055390286
Long
DBT
NUSS
JP
N
2
2049-03-20
Fixed
2.20000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
28998000.00000000
PA
19272812.51000000
0.020092033370
Long
DBT
NUSS
AU
N
2
2030-11-20
Fixed
1.50000000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
86682ZAQ9
4306000.00000000
PA
3350157.77000000
0.003492561434
Long
DBT
CORP
CA
N
2
2033-11-21
Variable
2.80000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
800000.00000000
PA
1110397.96000000
0.001157597151
Long
DBT
CORP
FR
N
2
2170-07-22
Variable
5.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4704791.68000000
0.004904776165
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
450000000.00000000
EUR
510277500.00000000
USD
2022-02-02
4704791.68000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBK2
4519000.00000000
PA
3590208.01000000
0.003742815383
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
3.20000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KG5
2437000.00000000
PA
2634700.04000000
0.002746692061
Long
DBT
CORP
US
N
2
2040-02-11
Fixed
1.20000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
455619000000.00000000
PA
33147238.98000000
0.034556213909
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.50000000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
247000.00000000
PA
286382.50000000
0.000298555633
Long
DBT
CORP
FR
N
2
2027-08-02
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
18974777.23000000
0.019781329637
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
2000000000.00000000
GBP
2708740000.00000000
USD
2022-02-02
18974777.23000000
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
6228000.00000000
PA
8359788.57000000
0.008715134380
Long
DBT
CORP
N/A
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
66526000.00000000
PA
75214503.45000000
0.078411612860
Long
DBT
NUSS
DE
N
2
2026-03-13
Fixed
0.25000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
2000000000.00000000
PA
6136551.52000000
0.006397395183
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
3.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
2437000.00000000
PA
2281566.60000000
0.002378548135
Long
DBT
CORP
N/A
N
2
2061-01-21
Fixed
0.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
13680000.00000000
PA
14475046.51000000
0.015090330867
Long
DBT
CORP
US
N
2
2031-02-07
Variable
0.49700000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
2257000.00000000
PA
2884698.85000000
0.003007317459
Long
DBT
CORP
N/A
N
2
2026-07-22
Fixed
0.25000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
10283000.00000000
PA
11673961.13000000
0.012170180998
Long
DBT
NUSS
SK
N
2
2024-06-17
None
0.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
82192000.00000000
PA
91021872.30000000
0.094890898500
Long
DBT
NUSS
FR
N
2
2029-11-25
None
0.00000000
N
N
N
N
N
N
Beyond Housing Ltd
213800UATCLLVNUS9C51
BEYOND HOUSING
N/A
1781000.00000000
PA
2260207.21000000
0.002356280831
Long
DBT
CORP
GB
N
2
2051-05-17
Fixed
2.12500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
900000.00000000
PA
1048813.16000000
0.001093394594
Long
DBT
CORP
FR
N
2
2028-06-22
Fixed
1.37500000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
16876696.00000000
PA
2593425.54000000
0.002703663124
Long
DBT
CORP
DK
N
2
2047-10-01
Fixed
2.00000000
N
N
N
N
N
N
Gazprom PJSC Via Gaz Capital SA
N/A
GAZPROM
N/A
100000.00000000
PA
113447.12000000
0.000118269366
Long
DBT
CORP
LU
N
2
2023-11-17
Fixed
3.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
1400000.00000000
PA
1900314.68000000
0.001981090510
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
2.25000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAD0
4575000.00000000
PA
5429987.35000000
0.005660797404
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
1.80000000
N
N
N
N
N
N
Alliander NV
724500XBZ9QOPTI11U82
ALLIANDER
N/A
100000.00000000
PA
120016.47000000
0.000125117956
Long
DBT
CORP
NL
N
2
2024-06-14
Fixed
2.87500000
N
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
DT PFANDBRIEFBAN
N/A
4513000.00000000
PA
5480549.91000000
0.005713509204
Long
DBT
CORP
DE
N
2
2035-04-20
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
-287361.13000000
-0.00029957586
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
148750000.00000000
PLN
36160540.65000000
USD
2022-02-02
-287361.13000000
N
N
N
DWR Cymru Financing UK PLC
213800GDOFO2ED5PNC85
DWR CYMRU
N/A
1217000.00000000
PA
1679724.82000000
0.001751124135
Long
DBT
CORP
GB
N
2
2036-03-31
Fixed
2.50000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
16707000.00000000
PA
18957752.16000000
0.019763580890
Long
DBT
CORP
N/A
N
2
2029-03-21
Fixed
0.50000000
N
N
N
N
N
N
Norsk Hydro ASA
549300N1SDN71ZZ8BO45
NORSK HYDRO ASA
N/A
542000.00000000
PA
617952.83000000
0.000644219875
Long
DBT
CORP
NO
N
2
2025-04-11
Fixed
1.12500000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
3000000.00000000
PA
3264464.70000000
0.003403225847
Long
DBT
CORP
LU
N
2
2027-07-19
Fixed
0.12500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
820000.00000000
PA
596206.66000000
0.000621549351
Long
DBT
CORP
GB
N
2
2023-03-20
Fixed
3.65000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
451300000.00000000
PA
3965619.14000000
0.004134183947
Long
DBT
NUSS
JP
N
2
2026-01-19
Fixed
0.32000000
N
N
N
N
N
N
LeasePlan Corp NV
724500C60L930FVHS484
LEASEPLAN CORP
N/A
2976000.00000000
PA
3663350.13000000
0.003819066522
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
3.50000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFD0
20596000.00000000
PA
16774014.95000000
0.017487020535
Long
DBT
NUSS
CA
N
2
2028-09-01
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
8482747.27000000
0.008843319631
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
2625000000.00000000
SEK
289996387.68000000
USD
2022-02-02
8482747.27000000
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
6769000.00000000
PA
7750237.51000000
0.008079673405
Long
DBT
CORP
DE
N
2
2026-02-11
Fixed
0.62500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
27614000.00000000
PA
29513895.56000000
0.030768429578
Long
DBT
NUSS
CA
N
2
2030-11-25
Fixed
0.01000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
N/A
1490000.00000000
PA
1673415.39000000
0.001744546512
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.45000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KA5
7705000.00000000
PA
5796355.46000000
0.006042738560
Long
DBT
NUSS
CA
N
2
2046-12-02
Fixed
2.75000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
2844000.00000000
PA
5150737.78000000
0.005369677897
Long
DBT
CORP
NL
N
2
2032-06-07
Fixed
6.37500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
N/A
4337000.00000000
PA
4681475.56000000
0.004880468957
Long
DBT
CORP
NL
Y
2
2029-09-09
Fixed
0.25000000
N
N
N
N
N
N
CT Real Estate Investment Trust
549300QXEHJXT6D53X16
CT REIT
126462AG5
904000.00000000
PA
650483.59000000
0.000678133406
Long
DBT
CORP
CA
N
2
2031-01-06
Fixed
2.37100000
N
N
N
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
KANSAI EL PW CO
N/A
316000000.00000000
PA
2771580.59000000
0.002889390932
Long
DBT
CORP
JP
N
2
2027-12-20
Fixed
0.46000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0338
N/A
7040000.00000000
PA
10560392.29000000
0.011009278183
Long
DBT
NUSS
BE
Y
2
2057-06-22
Fixed
2.25000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
6883000.00000000
PA
8412670.52000000
0.008770264160
Long
DBT
NUSS
CA
N
2
2033-03-04
Fixed
1.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
8900000.00000000
PA
9843144.13000000
0.010261542275
Long
DBT
CORP
US
N
2
2031-07-25
Variable
1.00100000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
3193100000.00000000
PA
36825971.25000000
0.038391316414
Long
DBT
NUSS
JP
N
2
2052-03-20
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
1113487.24000000
0.001160817746
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
2912374100000.00000000
IDR
203577107.51000000
USD
2022-02-03
1113487.24000000
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
4513000.00000000
PA
8076716.26000000
0.008420029642
Long
DBT
CORP
N/A
N
2
2042-04-04
Fixed
3.75000000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAQ8
851000.00000000
PA
594744.33000000
0.000620024862
Long
DBT
CORP
CA
N
2
2050-05-19
Fixed
2.89900000
N
N
N
N
N
N
N/A
N/A
CHF/USD FWD 20220202
N/A
1.00000000
NC
1242456.27000000
0.001295268805
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
65000000.00000000
CHF
71391149.91000000
USD
2022-02-02
1242456.27000000
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557BH7
411000.00000000
PA
574465.29000000
0.000598883830
Long
DBT
CORP
US
N
2
2029-02-17
Fixed
3.12500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
14779000.00000000
PA
17299224.50000000
0.018034554933
Long
DBT
CORP
N/A
N
2
2031-04-04
Fixed
0.75000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
64269000.00000000
PA
15755958.02000000
0.016425689512
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.88200000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0326
N/A
18196000.00000000
PA
28027030.31000000
0.029218362809
Long
DBT
NUSS
BE
N
2
2032-03-28
Fixed
4.00000000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG IMMOBILIEN
N/A
2300000.00000000
PA
2560581.40000000
0.002669422893
Long
DBT
CORP
DE
N
2
2027-11-28
Fixed
0.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
6183000.00000000
PA
7254763.07000000
0.007563138053
Long
DBT
CORP
IT
N
2
2027-10-04
Fixed
1.12500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
7000000.00000000
PA
8389764.02000000
0.008746383983
Long
DBT
CORP
ES
N
2
2029-03-12
Fixed
1.78800000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHT3
42980000.00000000
PA
32935183.64000000
0.034335144827
Long
DBT
NUSS
CA
Y
2
2026-06-15
Fixed
1.25000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PFA6
41410000.00000000
PA
32885162.76000000
0.034282997732
Long
DBT
NUSS
CA
Y
2
2025-12-15
Fixed
1.95000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
MICHELIN
N/A
2300000.00000000
PA
3118617.47000000
0.003251179154
Long
DBT
CORP
FR
N
2
2038-09-03
Fixed
2.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058JD6
7763000.00000000
PA
5889524.24000000
0.006139867624
Long
DBT
CORP
N/A
N
2
2025-07-02
Fixed
0.75000000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
EJ7155512
542000.00000000
PA
756806.31000000
0.000788975538
Long
DBT
NUSS
AT
N
2
2033-06-20
Fixed
2.75000000
N
N
N
N
N
N
La Banque Postale Home Loan SFH SA
969500D5PFMTWUYSUF61
LA BANQUE POST H
N/A
4100000.00000000
PA
4765246.38000000
0.004967800586
Long
DBT
CORP
FR
N
2
2028-02-07
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220302
N/A
1.00000000
NC
45042.11000000
0.000046956694
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
148297133.00000000
PEN
38478757.91000000
USD
2022-03-02
45042.11000000
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
-84835.47000000
-0.00008844153
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
18759278.03000000
USD
404562590.00000000
CZK
2022-02-02
-84835.47000000
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
30594000.00000000
PA
58733797.92000000
0.061230369318
Long
DBT
NUSS
GB
N
2
2039-09-07
Fixed
4.25000000
N
N
N
N
N
N
2i Rete Gas SpA
549300RV0WBR05UTDI91
2I RETE GAS SPA
N/A
2934000.00000000
PA
3409752.89000000
0.003554689737
Long
DBT
CORP
IT
N
2
2027-10-31
Fixed
1.60800000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
3000000.00000000
PA
3312467.27000000
0.003453268841
Long
DBT
CORP
ES
N
2
2031-06-18
Variable
1.25000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
7600000.00000000
PA
8386956.88000000
0.008743457522
Long
DBT
CORP
ES
N
2
2030-02-03
Fixed
0.66400000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
672931000000.00000000
PA
49764716.65000000
0.051880043304
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
7.00000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
3976000.00000000
PA
4231593.84000000
0.004411464315
Long
DBT
CORP
FR
N
2
2041-10-07
Variable
1.37500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
97174000.00000000
PA
107830176.07000000
0.112413665355
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
8543000.00000000
PA
12489475.09000000
0.013020359647
Long
DBT
CORP
LU
N
2
2053-07-17
Fixed
1.75000000
N
N
N
N
N
N
Allianz Finance II BV
529900C9NVPTCPDI1D65
ALLIANZ FINANCE
N/A
1300000.00000000
PA
1682843.33000000
0.001754375202
Long
DBT
CORP
NL
N
2
2028-03-13
Fixed
3.00000000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
19206000.00000000
PA
23444113.00000000
0.024440641473
Long
DBT
NUSS
IE
N
2
2033-05-15
Fixed
1.30000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BJ8
1702000.00000000
PA
2501683.63000000
0.002608021582
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.05000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
243205.82000000
0.000253543661
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1490742500000.00000000
IDR
103877255.94000000
USD
2022-02-03
243205.82000000
N
N
N
Schlumberger Finance France SAS
9695001SZIOZQ9ZXF834
SCHLUMBERGER FIN
N/A
1535000.00000000
PA
1762143.76000000
0.001837046420
Long
DBT
CORP
FR
N
2
2026-02-18
Fixed
1.00000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
117326000.00000000
PA
28445762.28000000
0.029654893632
Long
DBT
NUSS
MY
N
2
2024-06-14
Fixed
3.47800000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHQ9
11675000.00000000
PA
8367204.26000000
0.008722865286
Long
DBT
NUSS
CA
Y
2
2031-03-15
Fixed
1.10000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
1000000.00000000
PA
1141356.79000000
0.001189871934
Long
DBT
CORP
FR
N
2
2024-03-27
Fixed
0.87500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
22087000.00000000
PA
15289983.96000000
0.015939908500
Long
DBT
NUSS
AU
N
2
2031-03-20
Fixed
2.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
28929000.00000000
PA
56377810.19000000
0.058774236666
Long
DBT
NUSS
GB
N
2
2040-12-07
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDD0
4402000.00000000
PA
4744325.03000000
0.004945989941
Long
DBT
CORP
US
N
2
2040-02-20
Fixed
1.25000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
37123000.00000000
PA
41752403.23000000
0.043527154044
Long
DBT
CORP
DE
N
2
2026-06-15
Fixed
0.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CW8
8760000.00000000
PA
10370597.42000000
0.010811415787
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
1.37500000
N
N
N
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
TALANX AG
N/A
900000.00000000
PA
1112148.19000000
0.001159421777
Long
DBT
CORP
DE
N
2
2026-07-23
Fixed
2.50000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051EG8
30146000.00000000
PA
23112364.17000000
0.024094791143
Long
DBT
NUSS
CA
N
2
2030-06-01
Fixed
2.05000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
2257000.00000000
PA
2598284.04000000
0.002708728142
Long
DBT
NUSS
CA
N
2
2025-01-21
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-198348.32000000
-0.00020677942
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
24915236.28000000
USD
22000000.00000000
EUR
2022-02-02
-198348.32000000
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
6387100000.00000000
PA
55789670.11000000
0.058161096778
Long
DBT
NUSS
JP
N
2
2028-12-20
Fixed
0.10000000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
ZS3077402
12300000.00000000
PA
14601346.35000000
0.015221999278
Long
DBT
NUSS
BE
N
2
2034-05-03
Fixed
1.25000000
N
N
N
N
N
N
Blackstone Holdings Finance Co LLC
549300D2L6J4NC1QVZ22
BLACKSTONE HLDGS
N/A
4738000.00000000
PA
5467259.65000000
0.005699654021
Long
DBT
CORP
US
N
2
2029-04-10
Fixed
1.50000000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
6769000.00000000
PA
8327209.55000000
0.008681170538
Long
DBT
CORP
AU
N
2
2027-10-21
Fixed
2.28000000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
2800000.00000000
PA
3116353.77000000
0.003248819232
Long
DBT
CORP
BE
N
2
2026-02-13
Fixed
0.37500000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
1355000.00000000
PA
1590145.40000000
0.001657737002
Long
DBT
CORP
AU
N
2
2024-09-18
Fixed
2.00000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
N/A
1786000.00000000
PA
2119478.76000000
0.002209570500
Long
DBT
CORP
US
N
2
2030-05-21
Fixed
2.00000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
3040000.00000000
PA
3573223.95000000
0.003725109389
Long
DBT
CORP
NL
N
2
2027-01-30
Fixed
1.37500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
67860000.00000000
PA
79201933.58000000
0.082568534907
Long
DBT
NUSS
GB
N
2
2046-01-31
Fixed
0.87500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
4300000.00000000
PA
5273463.79000000
0.005497620567
Long
DBT
CORP
NL
N
2
2170-06-27
Variable
4.62500000
N
N
N
N
N
N
Westcoast Energy Inc
2X3624VST50Z5U73GU35
WESTCOAST ENERGY
95751ZAN3
999000.00000000
PA
843855.61000000
0.000879725004
Long
DBT
CORP
CA
N
2
2041-10-28
Fixed
4.79100000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHG0
1715000.00000000
PA
2020887.95000000
0.002106788934
Long
DBT
CORP
US
N
2
2026-09-05
Fixed
1.80000000
N
N
N
N
N
N
Vicinity Centres Trust
N/A
VICINITY CNTRS T
N/A
569000.00000000
PA
799983.39000000
0.000833987927
Long
DBT
CORP
AU
N
2
2026-04-07
Fixed
3.37500000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
2844000.00000000
PA
3076420.63000000
0.003207188672
Long
DBT
NUSS
KZ
Y
2
2026-09-30
Fixed
0.60000000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
4600000.00000000
PA
5058307.01000000
0.005273318213
Long
DBT
CORP
FR
N
2
2028-09-13
Fixed
0.01000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
110442000.00000000
PA
124697475.65000000
0.129997935729
Long
DBT
NUSS
IT
N
2
2026-02-01
Fixed
0.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
3204000.00000000
PA
4558138.54000000
0.004751889305
Long
DBT
CORP
N/A
N
2
2035-03-15
Fixed
2.62500000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
520510000.00000000
PA
21622233.31000000
0.022541319954
Long
DBT
NUSS
CZ
N
2
2024-12-12
None
0.00000000
N
N
N
N
N
N
GTA Finance Co Pty Ltd
213800FMNBVIYOR3SP94
GTA FINANCE
N/A
790000.00000000
PA
533006.84000000
0.000555663124
Long
DBT
CORP
AU
N
2
2027-08-26
Fixed
2.20000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
225700000.00000000
PA
1994860.67000000
0.002079655324
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.53300000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
10380000.00000000
PA
12903644.38000000
0.013452133846
Long
DBT
CORP
DE
N
2
2036-07-04
Fixed
1.25000000
N
N
N
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
11543000.00000000
PA
13317788.36000000
0.013883881660
Long
DBT
NUSS
DK
N
2
2027-05-18
Fixed
0.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
6995000.00000000
PA
7895712.30000000
0.008231331827
Long
DBT
CORP
N/A
N
2
2026-10-15
Fixed
0.10000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709GH9
9307000.00000000
PA
7669725.80000000
0.007995739419
Long
DBT
NUSS
CA
N
2
2028-12-18
Fixed
2.95000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
18536000.00000000
PA
23916936.86000000
0.024933563446
Long
DBT
CORP
N/A
N
2
2026-06-22
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
483860.86000000
0.000504428118
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
140000000.00000000
SGD
104110738.13000000
USD
2022-02-04
483860.86000000
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
123789000.00000000
PA
24243575.50000000
0.025274086369
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
Smurfit Kappa Treasury ULC
635400B3DOXSWFOWJT40
SMURFIT KAPPA
N/A
6000000.00000000
PA
6979014.85000000
0.007275668726
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
1.50000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087H49
34007000.00000000
PA
26938873.19000000
0.028083951878
Long
DBT
NUSS
CA
N
2
2023-03-01
Fixed
1.75000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
2586000.00000000
PA
2785421.66000000
0.002903820338
Long
DBT
CORP
LU
N
2
2030-04-06
Fixed
0.62500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
15900000.00000000
PA
16997842.47000000
0.017720362192
Long
DBT
CORP
FR
N
2
2029-06-12
Variable
0.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4997453.69000000
0.005209878229
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
556750000.00000000
USD
500000000.00000000
EUR
2022-02-02
4997453.69000000
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
8200000.00000000
PA
8851234.48000000
0.009227469963
Long
DBT
CORP
BE
N
2
2028-02-08
Fixed
0.12500000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAW8
2257000.00000000
PA
1697783.35000000
0.001769950270
Long
DBT
CORP
CA
N
2
2046-08-09
Fixed
4.13000000
N
N
N
N
N
N
Canton of Geneva Switzerland
N/A
CANTON OF GENEVA
N/A
2260000.00000000
PA
2422794.63000000
0.002525779282
Long
DBT
NUSS
CH
N
2
2036-04-28
Fixed
0.40000000
N
N
N
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
WINTERSHALL FIN
N/A
4600000.00000000
PA
5145210.97000000
0.005363916161
Long
DBT
CORP
NL
N
2
2025-09-25
Fixed
0.84000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
EI4061228
150000.00000000
PA
267589.17000000
0.000278963463
Long
DBT
CORP
FR
N
2
2050-09-22
Fixed
5.12500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
3747000.00000000
PA
2986768.29000000
0.003113725519
Long
DBT
CORP
N/A
N
2
2023-07-06
Fixed
2.37500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
680000000.00000000
PA
5856649.50000000
0.006105595492
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.17000000
N
N
N
N
N
N
Hospital Infrastructure Partners NOH Partnership
549300ZF3VY59ROCXE25
HOSPITAL INFRAST
44107EAA7
2039347.55000000
PA
1887468.10000000
0.001967697866
Long
DBT
CORP
CA
N
2
2045-01-31
Fixed
5.43900000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1026500000.00000000
PA
8947331.87000000
0.009327652122
Long
DBT
NUSS
JP
N
2
2029-01-25
Fixed
0.16000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBN2
3100000.00000000
PA
2424137.08000000
0.002527178795
Long
DBT
CORP
CA
N
2
2030-02-19
Fixed
3.15000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064151S95
8187000.00000000
PA
6676381.12000000
0.006960171079
Long
DBT
CORP
CA
N
2
2028-02-02
Fixed
3.10000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DEUT GENOS-HYPBK
N/A
4513000.00000000
PA
5142173.39000000
0.005360749464
Long
DBT
CORP
DE
N
2
2026-09-30
Fixed
0.50000000
N
N
N
N
N
N
South Coast British Columbia Transportation Authority
5493004X8NYYAND33669
TRANSLINK
83740TAH0
447000.00000000
PA
321395.59000000
0.000335057009
Long
DBT
NUSS
CA
N
2
2050-10-29
Fixed
2.65000000
N
N
N
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
AEGON NV
N/A
904000.00000000
PA
1079093.04000000
0.001124961567
Long
DBT
CORP
NL
N
2
2044-04-25
Variable
4.00000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
3159000.00000000
PA
4420628.67000000
0.004608534364
Long
DBT
CORP
FR
N
2
2170-04-01
Variable
5.75000000
N
N
N
N
N
N
AYT Cedulas Cajas Global FTA
959800XDZEM9FGN2F384
AYT CEDULAS CAJA
N/A
400000.00000000
PA
482925.33000000
0.000503452821
Long
DBT
CORP
ES
N
2
2023-10-25
Fixed
4.25000000
N
N
N
N
N
N
BAT Netherlands Finance BV
2138009B37VJ9VOWAO51
BAT NETHERLANDS
N/A
4513000.00000000
PA
5310166.11000000
0.005535882976
Long
DBT
CORP
NL
N
2
2024-10-07
Fixed
2.37500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBQ9
1355000.00000000
PA
1105852.58000000
0.001152858563
Long
DBT
CORP
CA
N
2
2024-11-19
Fixed
3.95000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
97220000.00000000
PA
23031293.73000000
0.024010274678
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.84400000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
42896000.00000000
PA
46958039.61000000
0.048954064092
Long
DBT
CORP
LU
N
2
2031-01-20
None
0.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060BA3
5000000.00000000
PA
5622592.02000000
0.005861589035
Long
DBT
CORP
JP
N
2
2027-07-09
Fixed
0.75000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
13944000.00000000
PA
9421597.45000000
0.009822077098
Long
DBT
NUSS
AU
N
2
2031-10-22
Fixed
1.75000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
4739000.00000000
PA
5337455.17000000
0.005564332000
Long
DBT
CORP
GB
N
2
2025-11-12
Variable
0.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FZ2
2978000.00000000
PA
2256132.01000000
0.002352032408
Long
DBT
CORP
US
N
2
2027-09-15
Variable
1.97800000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2824882.42000000
0.002944958439
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
396048100.00000000
USD
2022-02-02
2824882.42000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
497000.00000000
PA
573196.89000000
0.000597561515
Long
DBT
CORP
SE
N
2
2027-11-15
Fixed
0.75000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAR1
904000.00000000
PA
716082.64000000
0.000746520845
Long
DBT
CORP
CA
N
2
2026-08-05
Fixed
2.50000000
N
N
N
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
IBERDROLA FIN SA
N/A
1300000.00000000
PA
1488682.60000000
0.001551961368
Long
DBT
CORP
ES
N
2
2024-03-07
Fixed
1.00000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
46588000.00000000
PA
54583310.28000000
0.056903458748
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
Eurofins Scientific SE
529900JEHFM47DYY3S57
EUROFINS SCIEN
N/A
5000000.00000000
PA
6384989.02000000
0.006656392905
Long
DBT
CORP
LU
N
2
2026-07-17
Fixed
3.75000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
5200000.00000000
PA
3375141.48000000
0.003518607116
Long
DBT
CORP
AU
N
2
2029-11-27
Fixed
2.95000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAQ6
236000.00000000
PA
188107.48000000
0.000196103280
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
3.35000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
592179KA2
2937000.00000000
PA
2206747.17000000
0.002300548389
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
1.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
2708000.00000000
PA
3685434.12000000
0.003842089227
Long
DBT
CORP
US
N
2
2025-07-25
Fixed
2.30000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
045167FJ7
5000000.00000000
PA
3921527.75000000
0.004088218384
Long
DBT
CORP
N/A
N
2
2025-01-28
Fixed
1.62500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
7221000.00000000
PA
8795702.31000000
0.009169577312
Long
DBT
CORP
GB
N
2
2032-06-29
Fixed
1.37500000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
500000.00000000
PA
568940.87000000
0.000593124586
Long
DBT
CORP
FR
N
2
2026-02-19
Fixed
0.50000000
N
N
N
N
N
N
Royal Schiphol Group NV
724500XSMG4AYQ8NDK42
ROYAL SCHIPHOL
N/A
5000000.00000000
PA
5444360.00000000
0.005675780986
Long
DBT
CORP
NL
N
2
2032-09-08
Fixed
0.87500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
994200000.00000000
PA
50609373.14000000
0.052760603231
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
3598000.00000000
PA
3836804.78000000
0.003999894132
Long
DBT
CORP
US
N
2
2032-03-22
Fixed
0.75000000
N
N
N
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
4120000.00000000
PA
2768924.77000000
0.002886622222
Long
DBT
NUSS
AU
N
2
2031-10-23
Fixed
1.75000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
7221000.00000000
PA
8201657.09000000
0.008550281276
Long
DBT
CORP
AU
N
2
2023-11-22
Fixed
0.45000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBY5
1074000.00000000
PA
856567.87000000
0.000892977619
Long
DBT
CORP
CA
N
2
2024-04-05
Fixed
2.54000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
3807422.59000000
0.003969263006
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
389111058193.00000000
KRW
326517628.76000000
USD
2022-02-07
3807422.59000000
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
100000.00000000
PA
120609.28000000
0.000125735964
Long
DBT
CORP
FR
N
2
2030-04-08
Fixed
1.75000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
4300000.00000000
PA
5128649.80000000
0.005346651033
Long
DBT
CORP
FR
N
2
2032-01-13
Fixed
1.62500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
N/A
3562000.00000000
PA
3913742.88000000
0.004080102606
Long
DBT
CORP
CA
N
2
2026-09-04
Fixed
0.12500000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
ASSICURAZIONI
N/A
3700000.00000000
PA
4414431.32000000
0.004602073586
Long
DBT
CORP
IT
N
2
2042-12-12
Variable
7.75000000
N
N
N
N
N
N
City of Winnipeg Canada
549300EMTXVHLF48QI47
WINNIPEG CANADA
975026HC2
752000.00000000
PA
681460.96000000
0.000710427517
Long
DBT
NUSS
CA
N
2
2045-06-01
Fixed
4.10000000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM FINANCIAL
449586AD8
406000.00000000
PA
357082.87000000
0.000372261232
Long
DBT
CORP
CA
N
2
2047-01-25
Fixed
4.56000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
BJ5968117
1679000.00000000
PA
1989987.97000000
0.002074575502
Long
DBT
NUSS
RO
Y
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2842950000.00000000
PA
28958306.49000000
0.030189224331
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
2.20000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
995000.00000000
PA
1100457.12000000
0.001147233760
Long
DBT
CORP
CH
N
2
2024-09-23
Fixed
0.75000000
N
N
N
N
N
N
Liverpool Victoria Friendly Society Ltd
213800RSZOU8QUI2OH34
LV FRIENDLY SOC
N/A
1241000.00000000
PA
1736221.50000000
0.001810022294
Long
DBT
CORP
GB
N
2
2043-05-22
Variable
6.50000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
4600000.00000000
PA
5304362.81000000
0.005529832998
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
1.12500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
20403000000.00000000
PA
177268366.40000000
0.184803433926
Long
DBT
NUSS
JP
N
2
2030-09-20
Fixed
0.10000000
N
N
N
N
N
N
Latvia Government International Bond
N/A
REP OF LATVIA
N/A
452000.00000000
PA
540891.94000000
0.000563883392
Long
DBT
NUSS
LV
N
2
2024-04-30
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
9025000.00000000
PA
10666942.36000000
0.011120357329
Long
DBT
CORP
US
N
2
2026-04-27
Fixed
2.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DB3
2813000.00000000
PA
2883874.65000000
0.003006458225
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.80000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
N/A
100000.00000000
PA
114934.61000000
0.000119820084
Long
DBT
CORP
FR
N
2
2023-09-08
Fixed
1.50000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
AP9090220
4367000.00000000
PA
5035045.06000000
0.005249067478
Long
DBT
CORP
DE
N
2
2027-11-15
Fixed
1.00000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
80000000.00000000
PA
12805098.86000000
0.013349399496
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
21663000.00000000
PA
15795393.69000000
0.016466801457
Long
DBT
NUSS
AU
N
2
2024-07-23
Fixed
2.50000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
N/A
4000000.00000000
PA
4404778.26000000
0.004592010208
Long
DBT
CORP
JP
N
2
2028-12-13
Fixed
0.39900000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1394400000.00000000
PA
12189000.74000000
0.012707113167
Long
DBT
NUSS
JP
N
2
2027-01-25
Fixed
0.18000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
N/A
1579000.00000000
PA
1965831.45000000
0.002049392172
Long
DBT
CORP
GB
N
2
2030-03-18
Variable
4.50000000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
3115000.00000000
PA
3535154.31000000
0.003685421540
Long
DBT
CORP
SE
N
2
2024-02-21
Fixed
0.37500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4284000.00000000
PA
4372132.15000000
0.004557976424
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Fast Retailing Co Ltd
353800ZCXKHDPY0N5218
FAST RETAILING
N/A
700000000.00000000
PA
6133585.77000000
0.006394303369
Long
DBT
CORP
JP
N
2
2028-06-06
Fixed
0.40500000
N
N
N
N
N
N
LVMH Moet Hennessy Louis Vuitton SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNES
ZP9016590
9000000.00000000
PA
9994073.24000000
0.010418886861
Long
DBT
CORP
FR
N
2
2026-02-11
None
0.00000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-180370.77000000
-0.00018803771
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3901000000.00000000
RUB
49915868.54000000
USD
2022-03-01
-180370.77000000
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
5000000.00000000
PA
5715130.63000000
0.005958061143
Long
DBT
CORP
ES
N
2
2024-02-27
Fixed
1.00000000
N
N
N
N
N
N
Raiffeisen-Landesbank Steiermark AG
529900UNUKYZ9HND3309
RAIFF LB STEIER
N/A
100000.00000000
PA
126601.16000000
0.000131982539
Long
DBT
CORP
AT
N
2
2028-06-14
Fixed
2.37500000
N
N
N
N
N
N
Alberta Powerline LP
N/A
ALBERTA POWER
013047AD7
654231.48000000
PA
549314.81000000
0.000572664290
Long
DBT
CORP
CA
N
2
2054-03-01
Fixed
4.06500000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SNCF SA
N/A
2650000.00000000
PA
3186875.41000000
0.003322338504
Long
DBT
NUSS
FR
N
2
2023-06-12
Fixed
4.87500000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
901000.00000000
PA
1018522.60000000
0.001061816486
Long
DBT
NUSS
DE
N
2
2024-01-25
Fixed
0.12500000
N
N
N
N
N
N
Allianz Finance II BV
529900C9NVPTCPDI1D65
ALLIANZ FINANCE
N/A
900000.00000000
PA
1037222.26000000
0.001081311004
Long
DBT
CORP
NL
N
2
2026-01-15
Fixed
0.87500000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
69550000.00000000
PA
8808806.48000000
0.009183238495
Long
DBT
NUSS
HK
N
2
2024-04-15
Fixed
0.36000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
519000000.00000000
PA
4805502.99000000
0.005009768366
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
1.90000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
8574000.00000000
PA
9783364.43000000
0.010199221546
Long
DBT
CORP
N/A
N
2
2033-01-12
Fixed
0.62500000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
1952000.00000000
PA
1346374.95000000
0.001403604710
Long
DBT
NUSS
AU
N
2
2033-09-15
Fixed
2.25000000
N
N
N
N
N
N
InPower BC General Partnership
N/A
INPOWER BC GP
45780MAA0
1678076.92000000
PA
1388410.86000000
0.001447427422
Long
DBT
CORP
CA
N
2
2033-03-31
Fixed
4.47100000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
12593CAF8
3597000.00000000
PA
2973198.73000000
0.003099579164
Long
DBT
NUSS
CA
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONAL
N/A
15900000.00000000
PA
17196891.90000000
0.017927872527
Long
DBT
NUSS
FR
N
2
2040-05-25
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
106567.88000000
0.000111097713
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
4025299.48000000
USD
1307704677.00000000
HUF
2022-02-02
106567.88000000
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
2483000.00000000
PA
2878797.09000000
0.003001164836
Long
DBT
NUSS
DE
N
2
2024-09-30
Fixed
1.12500000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
4100000.00000000
PA
4665612.67000000
0.004863931790
Long
DBT
CORP
FR
N
2
2025-01-30
Fixed
0.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
3000000.00000000
PA
3409615.61000000
0.003554546622
Long
DBT
CORP
NL
N
2
2024-02-27
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4164341.68000000
0.004341353497
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
450000000.00000000
EUR
509737050.00000000
USD
2022-02-02
4164341.68000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1640600000.00000000
PA
16587003.46000000
0.017292059831
Long
DBT
NUSS
JP
N
2
2045-09-20
Fixed
1.40000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
4900000.00000000
PA
5621632.16000000
0.005860588375
Long
DBT
CORP
DE
N
2
2050-07-08
Variable
2.12100000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3195532.42000000
0.003331363493
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
396418750.00000000
USD
2022-02-02
3195532.42000000
N
N
N
Hong Kong Government Bond Programme
N/A
GBHK-10GB2301
EJ5081850
11300000.00000000
PA
1459799.48000000
0.001521850526
Long
DBT
NUSS
HK
N
2
2023-01-17
Fixed
1.10000000
N
N
N
N
N
N
AIB Mortgage Bank
549300CGO72ED3XVUZ04
AIB MORTGAGE BNK
N/A
585000.00000000
PA
657221.34000000
0.000685157554
Long
DBT
CORP
IE
N
2
2022-02-03
Fixed
0.62500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCG7
3400000.00000000
PA
2598765.12000000
0.002709229671
Long
DBT
CORP
CA
N
2
2031-03-17
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
20211513.10000000
0.021070634888
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
5000000000.00000000
EUR
5637686050.00000000
USD
2022-02-02
20211513.10000000
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
7000000.00000000
PA
7414852.91000000
0.007730032761
Long
DBT
CORP
DE
N
2
2033-06-16
Fixed
1.00000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910BG7
1355000.00000000
PA
1023135.92000000
0.001066625903
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
1.97400000
N
N
N
N
N
N
State of Schleswig-Holstein Germany
529900QC5O0RTEVUB539
LAND SCHLES-HOLS
N/A
6891000.00000000
PA
7542171.88000000
0.007862763622
Long
DBT
NUSS
DE
N
2
2030-05-22
Fixed
0.01000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
N/A
50000.00000000
PA
84404.64000000
0.000087992390
Long
DBT
CORP
GB
N
2
2046-03-24
Fixed
4.75000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
33149000.00000000
PA
25884060.30000000
0.026984302526
Long
DBT
NUSS
SG
N
2
2028-05-01
Fixed
2.62500000
N
N
N
N
N
N
Canary Wharf Group Investment Holdings PLC
2138002C1D5FMEDILF18
CANARY WHARF GRP
N/A
4101000.00000000
PA
5462881.68000000
0.005695089959
Long
DBT
CORP
GB
Y
2
2025-04-23
Fixed
2.62500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
4513000.00000000
PA
6345922.98000000
0.006615666302
Long
DBT
CORP
N/A
N
2
2045-10-20
Fixed
1.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
2098000.00000000
PA
2713376.80000000
0.002828713099
Long
DBT
CORP
NL
N
2
2028-03-10
Fixed
2.87500000
N
N
N
N
N
N
Bayerische Landesbank
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBK
N/A
2257000.00000000
PA
2596777.88000000
0.002707157961
Long
DBT
CORP
DE
N
2
2023-04-18
Fixed
1.62500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
451300000.00000000
PA
3943720.42000000
0.004111354388
Long
DBT
NUSS
JP
N
2
2027-10-15
Fixed
0.17000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
140930000.00000000
PA
172056876.61000000
0.179370421660
Long
DBT
NUSS
FR
Y
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
COUNCIL OF EUROP
N/A
23154000.00000000
PA
26656973.91000000
0.027790070031
Long
DBT
CORP
N/A
N
2
2025-06-09
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2964182.42000000
0.003090179602
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
396187400.00000000
USD
2022-02-02
2964182.42000000
N
N
N
Central 1 Credit Union
549300XXHOD8SXSZKY72
CENTRAL 1 CREDIT
154728AS8
1991000.00000000
PA
1524514.09000000
0.001589315931
Long
DBT
CORP
CA
N
2
2031-06-30
Variable
2.39100000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
ARKEMA
N/A
100000.00000000
PA
116401.57000000
0.000121349399
Long
DBT
CORP
FR
N
2
2025-01-20
Fixed
1.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
143639000.00000000
PA
158654549.51000000
0.165398407809
Long
DBT
NUSS
DE
N
2
2035-05-15
None
0.00000000
N
N
N
N
N
N
West Nippon Expressway Co Ltd
N/A
WEST NIPPON EXP
N/A
1000000000.00000000
PA
8674978.28000000
0.009043721719
Long
DBT
CORP
JP
N
2
2026-03-19
Fixed
0.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5200691.68000000
0.005421755165
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
450000000.00000000
EUR
510773400.00000000
USD
2022-02-02
5200691.68000000
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
1966000.00000000
PA
3807504.12000000
0.003969348002
Long
DBT
CORP
GB
N
2
2042-04-10
Fixed
5.25000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS DIS
29290ZAK6
1219000.00000000
PA
1186138.16000000
0.001236556806
Long
DBT
CORP
CA
N
2
2050-11-22
Fixed
4.95000000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
N/A
3000000.00000000
PA
3154790.79000000
0.003288890077
Long
DBT
CORP
LU
N
2
2036-02-12
Fixed
1.21300000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
8500000.00000000
PA
9762966.41000000
0.010177956476
Long
DBT
CORP
FR
N
2
2024-02-15
Fixed
1.25000000
N
N
N
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
6769000.00000000
PA
7767818.66000000
0.008098001869
Long
DBT
CORP
DE
N
2
2027-11-10
Fixed
0.62500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
4461000.00000000
PA
4896063.71000000
0.005104178510
Long
DBT
NUSS
MX
N
2
2039-04-08
Fixed
2.87500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087J96
37129000.00000000
PA
29282006.45000000
0.030526683661
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
13904000.00000000
PA
14982429.87000000
0.015619281345
Long
DBT
CORP
DK
N
2
2028-01-17
Fixed
0.37500000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENL GRP
N/A
1998000.00000000
PA
3158234.60000000
0.003292480272
Long
DBT
CORP
GB
N
2
2064-06-27
Variable
5.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
11184000.00000000
PA
11961740.43000000
0.012470192804
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
0.25000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0341
N/A
57445000.00000000
PA
67551032.19000000
0.070422393839
Long
DBT
NUSS
BE
Y
2
2027-06-22
Fixed
0.80000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
600000.00000000
PA
744893.28000000
0.000776556127
Long
DBT
CORP
NL
N
2
2038-03-22
Fixed
2.75000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
N/A
2166000.00000000
PA
2493003.54000000
0.002598972531
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
81302000.00000000
PA
98902650.15000000
0.103106661065
Long
DBT
NUSS
GB
N
2
2031-07-31
Fixed
0.25000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
517000.00000000
PA
1070921.82000000
0.001116443017
Long
DBT
CORP
GB
N
2
2039-03-09
Fixed
6.37500000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER S
N/A
1500000.00000000
PA
2092743.19000000
0.002181698493
Long
DBT
CORP
KY
N
2
2037-05-28
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
48621.94000000
0.000050688691
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
4392987.68000000
USD
96222904.00000000
CZK
2022-02-02
48621.94000000
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086RQ9
8015000.00000000
PA
6219846.19000000
0.006484230422
Long
DBT
CORP
CA
N
2
2027-01-28
Fixed
2.32800000
N
N
N
N
N
N
Daimler Trucks Finance Canada Inc
54930098P2A2K13NYP58
DAIMLER TRCKS FI
233852AE2
1391000.00000000
PA
1080343.52000000
0.001126265201
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
2.46000000
N
N
N
N
N
N
Acef Holding SCA
213800KW7LHVG5QUS111
ACEF HOLDING
N/A
1293000.00000000
PA
1397061.58000000
0.001456445854
Long
DBT
CORP
LU
N
2
2028-06-14
Fixed
0.75000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
21569000.00000000
PA
25478869.67000000
0.026561888639
Long
DBT
NUSS
PL
N
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220302
N/A
1.00000000
NC
-232012.66000000
-0.00024187471
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
6262788000000.00000000
IDR
434288527.68000000
USD
2022-03-02
-232012.66000000
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
135940000.00000000
PA
89345697.96000000
0.093143475764
Long
DBT
NUSS
AU
N
2
2030-12-21
Fixed
1.00000000
N
N
N
N
N
N
South Coast British Columbia Transportation Authority
5493004X8NYYAND33669
TRANSLINK
83740TAG2
1300000.00000000
PA
1062227.48000000
0.001107379110
Long
DBT
NUSS
CA
N
2
2028-11-23
Fixed
3.25000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
29784000.00000000
PA
14234758.37000000
0.014839828906
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
4600000.00000000
PA
5200983.67000000
0.005422059567
Long
DBT
CORP
DE
N
2
2025-01-10
Fixed
0.25000000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-181
N/A
192221000.00000000
PA
218907631.96000000
0.228212641208
Long
DBT
NUSS
DE
N
2
2025-04-11
None
0.00000000
N
N
N
N
N
N
LCR Finance PLC
2138008GSNH2EM5YC581
LCR FINANCE PLC
N/A
3024000.00000000
PA
7129666.36000000
0.007432723913
Long
DBT
CORP
GB
N
2
2051-03-07
Fixed
5.10000000
N
N
N
N
N
N
Moat Homes Finance PLC
213800OEBSZ4X3VVE789
MOAT HOMES FIN P
N/A
935000.00000000
PA
1739928.05000000
0.001813886396
Long
DBT
CORP
GB
N
2
2041-09-23
Fixed
5.00000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709GC0
16372000.00000000
PA
13536380.93000000
0.014111765847
Long
DBT
NUSS
CA
N
2
2044-06-18
Fixed
3.20000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
4600000.00000000
PA
5275534.35000000
0.005499779139
Long
DBT
CORP
DE
N
2
2027-08-30
Fixed
0.62500000
N
N
N
N
N
N
State of Brandenburg
967600V011J0F1GJ4789
LAND BRANDENBURG
N/A
6363000.00000000
PA
8049232.35000000
0.008391377485
Long
DBT
NUSS
DE
N
2
2038-11-26
Fixed
1.45000000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
98000.00000000
PA
73250.49000000
0.000076364115
Long
DBT
CORP
N/A
N
2
2028-08-08
Fixed
3.35000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
100000.00000000
PA
142841.49000000
0.000148913189
Long
DBT
CORP
AU
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
Nordea Kiinnitysluottopankki Oyj
7437001LESKGLAEOEU84
NORDEA MORTGAGE
N/A
10380000.00000000
PA
11900233.31000000
0.012406071229
Long
DBT
CORP
FI
N
2
2027-03-17
Fixed
0.62500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746SY8
2257000.00000000
PA
1809419.75000000
0.001886331949
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
3.18400000
N
N
N
N
N
N
South Coast British Columbia Transportation Authority
5493004X8NYYAND33669
TRANSLINK
83740TAF4
4240000.00000000
PA
3347374.51000000
0.003489659867
Long
DBT
NUSS
CA
N
2
2048-11-16
Fixed
3.15000000
N
N
N
N
N
N
EnBW International Finance BV
724500CNCIO1ZTJ0X675
ENBW
EH8901157
1934000.00000000
PA
3752976.63000000
0.003912502736
Long
DBT
CORP
NL
N
2
2039-07-07
Fixed
6.12500000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
866796AD7
2190000.00000000
PA
2059707.79000000
0.002147258871
Long
DBT
CORP
CA
N
2
2042-05-29
Variable
5.40000000
N
N
N
N
N
N
Greene King Finance PLC
213800QIJMYMW6TSBG41
GREENE KING FIN
N/A
374833.83000000
PA
527745.46000000
0.000550178101
Long
DBT
CORP
GB
N
2
2035-03-15
Fixed
4.06430000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-395983.45000000
-0.00041281534
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2723200000.00000000
THB
81392811.78000000
USD
2022-02-02
-395983.45000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFH1
20376000.00000000
PA
14884307.74000000
0.015516988382
Long
DBT
NUSS
CA
N
2
2031-09-01
Fixed
1.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
1399000.00000000
PA
2387234.94000000
0.002488708072
Long
DBT
CORP
FR
N
2
2031-07-18
Fixed
5.87500000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
13087000.00000000
PA
15554420.31000000
0.016215585128
Long
DBT
NUSS
FI
Y
2
2024-04-15
Fixed
2.00000000
N
N
N
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
DOLLARAMA INC
25675TAJ6
2018000.00000000
PA
1627101.90000000
0.001696264396
Long
DBT
CORP
CA
N
2
2023-11-06
Fixed
3.55000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
125579000.00000000
PA
131347678.40000000
0.136930815686
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
31168000.00000000
PA
23749399.53000000
0.024758904681
Long
DBT
NUSS
AU
Y
2
2029-08-21
Fixed
3.25000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
BAA FUNDING LTD
N/A
993000.00000000
PA
1381155.95000000
0.001439864131
Long
DBT
CORP
JE
N
2
2023-02-15
Fixed
5.22500000
N
N
N
N
N
N
ORLEN Capital AB
259400MOAC94K67KZ966
ORLEN CAPITAL
N/A
2573000.00000000
PA
2976276.92000000
0.003102788197
Long
DBT
CORP
SE
N
2
2023-06-07
Fixed
2.50000000
N
N
N
N
N
N
Brookfield Asset Management Inc
C6J3FGIWG6MBDGTE8F80
BROOKFIELD ASSET
11257ZAE9
8574000.00000000
PA
7256277.07000000
0.007564716408
Long
DBT
CORP
CA
N
2
2026-01-28
Fixed
4.82000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
9701950000.00000000
PA
84693538.41000000
0.088293568939
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.10000000
N
N
N
N
N
N
Instituto de Credito Oficial
PJQDPSI1D8J2Q1IM3G17
INSTIT CRDT OFCL
N/A
1355000.00000000
PA
1549491.66000000
0.001615355212
Long
DBT
NUSS
ES
N
2
2023-10-31
Fixed
0.75000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
4918660000.00000000
PA
13442026.82000000
0.014013401069
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
Koninklijke DSM NV
724500SNT1MK246AHP04
DSM NV
N/A
4000000.00000000
PA
4419423.11000000
0.004607277560
Long
DBT
CORP
NL
N
2
2028-06-23
Fixed
0.25000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZAS9
2257000.00000000
PA
2089630.08000000
0.002178453055
Long
DBT
CORP
CA
N
2
2037-03-13
Fixed
4.89000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
6340000.00000000
PA
8831472.60000000
0.009206868073
Long
DBT
CORP
N/A
N
2
2045-09-15
Fixed
1.75000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853EK1
3219000.00000000
PA
2382721.96000000
0.002484003261
Long
DBT
NUSS
CA
N
2
2030-09-01
Fixed
1.75000000
N
N
N
N
N
N
Manchester Airport Group Funding PLC
2138006NA5VAMMBK3892
MANCHESTER AGF
N/A
1806000.00000000
PA
2272746.86000000
0.002369353498
Long
DBT
CORP
GB
N
2
2044-09-30
Fixed
2.87500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
6318000.00000000
PA
7529395.22000000
0.007849443870
Long
DBT
NUSS
SI
N
2
2027-03-22
Fixed
1.25000000
N
N
N
N
N
N
Calgary Airport Authority/The
254900Q63DTCVHIU0H11
CALGARY AIRPORT
12959CAB5
2748000.00000000
PA
2107171.11000000
0.002196739694
Long
DBT
CORP
CA
N
2
2038-10-07
Fixed
3.34100000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
5900000.00000000
PA
6632980.29000000
0.006914925430
Long
DBT
NUSS
BE
N
2
2030-04-08
Fixed
0.50000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
14249000.00000000
PA
16287237.00000000
0.016979551331
Long
DBT
CORP
SE
N
2
2028-10-31
Variable
1.37500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
4513000.00000000
PA
5307839.43000000
0.005533457397
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DC3
552000.00000000
PA
563157.25000000
0.000587095124
Long
DBT
NUSS
CA
N
2
2040-06-01
Fixed
5.20000000
N
N
N
N
N
N
SR-Boligkreditt AS
5493005EFLOPQ4K0ZF42
SR-BOLIGKREDITT
N/A
11564000.00000000
PA
13115566.18000000
0.013673063712
Long
DBT
CORP
NO
N
2
2024-10-03
Fixed
0.37500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
8900000.00000000
PA
10547504.12000000
0.010995842181
Long
DBT
CORP
ES
N
2
2029-03-29
Fixed
2.25000000
N
N
N
N
N
N
Italgas SpA
815600F25FF44EF1FA76
ITALGAS SPA
N/A
2708000.00000000
PA
3001377.24000000
0.003128955446
Long
DBT
CORP
IT
N
2
2030-04-24
Fixed
0.87500000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GF7
1700000.00000000
PA
1267335.52000000
0.001321205586
Long
DBT
NUSS
CA
N
2
2027-06-02
Fixed
1.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
N/A
2030000.00000000
PA
1392501.03000000
0.001451691451
Long
DBT
CORP
US
N
2
2026-12-02
Fixed
2.20000000
N
N
N
N
N
N
Coca-Cola HBC Finance BV
549300BXVNOCYQ83FU09
COCA-COLA HBC BV
ZS5623393
5000000.00000000
PA
5681388.92000000
0.005922885189
Long
DBT
CORP
NL
N
2
2027-05-14
Fixed
1.00000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
AV0298134
25000000.00000000
PA
4433775.05000000
0.004622239552
Long
DBT
NUSS
CN
N
2
2048-10-22
Fixed
4.08000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
2051000.00000000
PA
2477808.65000000
0.002583131759
Long
DBT
CORP
GB
N
2
2026-08-25
Fixed
2.20000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEW0
4513000.00000000
PA
5150846.36000000
0.005369791092
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
1.25000000
N
N
N
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
N/A
586000.00000000
PA
633721.56000000
0.000660658880
Long
DBT
CORP
NL
N
2
2027-02-18
Fixed
0.75000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
103563000.00000000
PA
33892277.21000000
0.035332921147
Long
DBT
NUSS
IL
N
2
2025-08-31
Fixed
1.75000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
1900000.00000000
PA
2191474.43000000
0.002284626457
Long
DBT
CORP
FR
N
2
2023-03-15
Fixed
2.12500000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
2366000.00000000
PA
1793399.95000000
0.001869631203
Long
DBT
CORP
N/A
N
2
2024-02-28
Fixed
4.75000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
830000.00000000
PA
611058.07000000
0.000637032043
Long
DBT
CORP
N/A
N
2
2026-10-14
Fixed
3.00000000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827FZ5
2155000.00000000
PA
1823679.28000000
0.001901197603
Long
DBT
NUSS
CA
N
2
2045-06-01
Fixed
3.45000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
3159000.00000000
PA
3607203.13000000
0.003760532907
Long
DBT
CORP
CH
N
2
2025-07-17
Variable
1.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCH3
6911000.00000000
PA
7903400.85000000
0.008239347191
Long
DBT
CORP
US
N
2
2023-09-05
Fixed
1.30000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
2435000.00000000
PA
4181550.45000000
0.004359293753
Long
DBT
CORP
GB
N
2
2037-06-23
Fixed
6.37500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
N/A
904000.00000000
PA
1023323.65000000
0.001066821612
Long
DBT
CORP
CA
N
2
2023-07-24
Fixed
0.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
4745000.00000000
PA
5313779.90000000
0.005539650376
Long
DBT
CORP
CH
N
2
2023-06-16
Fixed
2.25000000
N
N
N
N
N
N
Carmila SA
222100P6D3QKU33LZQ72
CARMILA SA
N/A
1100000.00000000
PA
1230752.34000000
0.001283067381
Long
DBT
CORP
FR
N
2
2029-04-01
Fixed
1.62500000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
KOREA DEV BANK
N/A
6081000.00000000
PA
6908060.14000000
0.007201697976
Long
DBT
NUSS
KR
N
2
2023-07-17
Fixed
0.62500000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
N/A
1715000.00000000
PA
1927876.65000000
0.002009824044
Long
DBT
CORP
US
N
2
2024-12-03
Fixed
0.25000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
3554000.00000000
PA
3959740.49000000
0.004128055416
Long
DBT
NUSS
DE
N
2
2030-04-09
Fixed
0.20000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
4000000.00000000
PA
4242595.17000000
0.004422933273
Long
DBT
CORP
NL
N
2
2031-07-14
Fixed
1.00000000
N
N
N
N
N
N
ISS Global A/S
213800W6DPUGWBGTD766
ISS GLOBAL A/S
N/A
100000.00000000
PA
111574.70000000
0.000116317356
Long
DBT
CORP
DK
N
2
2026-06-18
Fixed
0.87500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
9166000.00000000
PA
12936299.82000000
0.013486177356
Long
DBT
CORP
GB
N
2
2026-05-06
Fixed
3.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
70408000.00000000
PA
52812334.76000000
0.055057205160
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
3355000.00000000
PA
4385777.55000000
0.004572201843
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.50000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
9296000.00000000
PA
13818960.20000000
0.014406356588
Long
DBT
NUSS
CH
N
2
2033-04-08
Fixed
3.50000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2260000.00000000
PA
2562746.11000000
0.002671679617
Long
DBT
CORP
CH
N
2
2028-09-22
Fixed
1.00000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
111457000.00000000
PA
144332985.10000000
0.150468083036
Long
DBT
NUSS
GB
N
2
2026-01-30
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
172926.74000000
0.000180277259
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
67000000.00000000
SEK
7358227.28000000
USD
2022-02-02
172926.74000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
6510000.00000000
PA
4991054.47000000
0.005203207000
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
43884000.00000000
PA
94787675.01000000
0.098816772509
Long
DBT
NUSS
FR
N
2
2060-04-25
Fixed
4.00000000
N
N
N
N
N
N
Elia Transmission Belgium SA
549300A3EZXECDLW2V25
ELIA TRANS BE
N/A
100000.00000000
PA
129890.71000000
0.000135411916
Long
DBT
CORP
BE
N
2
2028-04-04
Fixed
3.25000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
ZP3884035
300000.00000000
PA
354825.87000000
0.000369908295
Long
DBT
CORP
IT
N
2
2045-01-17
Fixed
1.00000000
N
N
N
N
N
N
Tesco Property Finance 1 PLC
2138005QTX8CMPSEOS15
TESCO PROPERTY
N/A
868356.58000000
PA
1624009.45000000
0.001693040496
Long
DBT
CORP
GB
N
2
2039-07-13
Fixed
7.62270000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
SANTANDER ISSUAN
N/A
4400000.00000000
PA
5194727.15000000
0.005415537104
Long
DBT
CORP
ES
N
2
2025-03-18
Fixed
2.50000000
N
N
N
N
N
N
Telefonaktiebolaget LM Ericsson
549300W9JLPW15XIFM52
ERICSSON LM
N/A
1300000.00000000
PA
1416083.18000000
0.001476275997
Long
DBT
CORP
SE
N
2
2029-05-26
Fixed
1.00000000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEV CAN
N/A
3170000.00000000
PA
2298522.60000000
0.002396224876
Long
DBT
NUSS
CA
N
2
2023-05-31
Fixed
2.80000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
13032000000.00000000
PA
113585340.19000000
0.118413461674
Long
DBT
NUSS
JP
N
2
2024-03-20
Fixed
0.10000000
N
N
N
N
N
N
ARC Resources Ltd
FIR47I6FEYKYNJBYW622
ARC RESOURCES LT
00208DAB7
1983000.00000000
PA
1544429.63000000
0.001610078012
Long
DBT
CORP
CA
N
2
2031-03-10
Fixed
3.46500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RGE6
1244000.00000000
PA
1727896.17000000
0.001801343083
Long
DBT
CORP
US
N
2
2026-12-04
Fixed
2.90000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
100000.00000000
PA
117488.43000000
0.000122482458
Long
DBT
CORP
FR
N
2
2033-01-17
Fixed
1.50000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCB4
1000000.00000000
PA
780938.44000000
0.000814133442
Long
DBT
CORP
CA
N
2
2025-02-28
Fixed
1.76000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1346371000.00000000
PA
40357142.17000000
0.042072585244
Long
DBT
NUSS
TH
N
2
2025-06-17
Fixed
0.95000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KE0
3385000.00000000
PA
3715102.86000000
0.003873019083
Long
DBT
CORP
US
N
2
2028-02-11
Fixed
0.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
16256000.00000000
PA
18391857.40000000
0.019173631893
Long
DBT
CORP
US
N
2
2026-05-09
Variable
0.80800000
N
N
N
N
N
N
A2A SpA
81560076E3944316DB24
A2A SPA
N/A
1806000.00000000
PA
2075943.45000000
0.002164184653
Long
DBT
CORP
IT
N
2
2024-03-16
Fixed
1.25000000
N
N
N
N
N
N
Jersey International Bond
N/A
STATES OF JERSEY
N/A
682000.00000000
PA
1277673.78000000
0.001331983290
Long
DBT
NUSS
JE
N
2
2054-06-09
Fixed
3.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
11025000.00000000
PA
13105339.47000000
0.013662402300
Long
DBT
CORP
NL
N
2
2027-01-20
Fixed
1.62500000
N
N
N
N
N
N
PSP Capital Inc
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAP7
2000000.00000000
PA
1500178.89000000
0.001563946326
Long
DBT
NUSS
CA
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZES8
26842000.00000000
PA
22252206.99000000
0.023198071645
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
3.75000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
6204000.00000000
PA
7042457.06000000
0.007341807646
Long
DBT
CORP
JE
N
2
2030-02-11
Fixed
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
313600000.00000000
PA
2711084.26000000
0.002826323111
Long
DBT
NUSS
JP
N
2
2030-02-25
Fixed
0.09500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBH6
2079000.00000000
PA
1751138.02000000
0.001825572864
Long
DBT
CORP
CA
N
2
2044-09-29
Fixed
4.75000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
6775000.00000000
PA
7053587.65000000
0.007353411359
Long
DBT
CORP
CH
N
2
2035-07-13
Fixed
0.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
N/A
1633000.00000000
PA
2596217.21000000
0.002706573459
Long
DBT
CORP
US
N
2
2037-09-18
Fixed
4.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48124BAG0
8650000.00000000
PA
6508299.06000000
0.006784944430
Long
DBT
CORP
US
N
2
2028-03-05
Variable
1.89600000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
31430WGC2
3232000.00000000
PA
2448981.36000000
0.002553079120
Long
DBT
CORP
CA
N
2
2031-05-28
Variable
1.99200000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
1600000.00000000
PA
1860744.02000000
0.001939837837
Long
DBT
NUSS
FR
N
2
2025-09-09
Fixed
1.12500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
90000000000.00000000
PA
71303965.16000000
0.074334851060
Long
DBT
NUSS
KR
N
2
2026-03-10
Fixed
1.25000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1507200000.00000000
PA
14131127.65000000
0.014731793201
Long
DBT
NUSS
JP
N
2
2025-12-20
Fixed
2.00000000
N
N
N
N
N
N
WSP Global Inc
549300IQ87LU6X6ERQ78
WSP GLOBAL INC
92938WAA1
1371000.00000000
PA
1045745.18000000
0.001090196204
Long
DBT
CORP
CA
N
2
2028-04-19
Fixed
2.40800000
N
N
N
N
N
N
SpareBank 1 SMN
7V6Z97IO7R1SEAO84Q32
SPAREBANK 1 SMN
N/A
4547000.00000000
PA
4872596.19000000
0.005079713466
Long
DBT
CORP
NO
N
2
2028-02-18
Fixed
0.01000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
RECKITT BEN TSY
BJ4447733
1941000.00000000
PA
2519469.42000000
0.002626563384
Long
DBT
CORP
GB
Y
2
2032-05-19
Fixed
1.75000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
50000000.00000000
PA
488489.79000000
0.000509253808
Long
DBT
NUSS
JP
N
2
2027-12-20
Fixed
2.25000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3390000.00000000
PA
3704902.52000000
0.003862385161
Long
DBT
CORP
CH
N
2
2023-08-30
Fixed
0.37500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
40000000.00000000
PA
6413791.54000000
0.006686419721
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
10418.28000000
0.000010861125
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
23170686.55000000
USD
2667641142.00000000
JPY
2022-02-02
10418.28000000
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
AW7792137
10000000.00000000
PA
10878875.52000000
0.011341299038
Long
DBT
NUSS
CA
N
2
2029-02-07
Fixed
0.37500000
N
N
N
N
N
N
Atlas Copco AB
213800T8PC8Q4FYJZR07
ATLAS COPCO
N/A
100000.00000000
PA
113327.59000000
0.000118144755
Long
DBT
CORP
SE
N
2
2026-08-30
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3647453.69000000
0.003802494380
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
558100000.00000000
USD
500000000.00000000
EUR
2022-02-02
3647453.69000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
3610000.00000000
PA
4866701.90000000
0.005073568630
Long
DBT
NUSS
CA
N
2
2023-12-15
Fixed
1.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
992000.00000000
PA
1839853.49000000
0.001918059323
Long
DBT
CORP
NL
N
2
2033-01-24
Fixed
7.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
9251000.00000000
PA
10771986.98000000
0.011229867034
Long
DBT
CORP
FR
N
2
2025-11-17
Fixed
1.50000000
N
N
N
N
N
N
SEC LP and Arci Ltd
N/A
SEC LP AND ARCI
784103AA1
914581.91000000
PA
776290.78000000
0.000809288226
Long
DBT
CORP
CA
N
2
2033-08-29
Fixed
5.18800000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
451250000.00000000
PA
5047560.24000000
0.005262114635
Long
DBT
NUSS
JP
N
2
2035-09-20
Fixed
2.50000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
4513000.00000000
PA
5182359.26000000
0.005402643497
Long
DBT
CORP
IT
N
2
2023-03-04
Fixed
2.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
8439000.00000000
PA
12275776.32000000
0.012797577278
Long
DBT
NUSS
DE
N
2
2078-09-26
Fixed
1.95000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
6500000.00000000
PA
7642718.86000000
0.007967584507
Long
DBT
CORP
FR
N
2
2024-05-07
Fixed
2.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087C93
26336000.00000000
PA
24426813.52000000
0.025465113206
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
115336000.00000000
PA
28452014.06000000
0.029661411154
Long
DBT
NUSS
PL
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
2031000.00000000
PA
1542495.17000000
0.001608061325
Long
DBT
CORP
N/A
N
2
2025-04-03
Fixed
4.00000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
17718000.00000000
PA
19615551.69000000
0.020449341212
Long
DBT
NUSS
FI
Y
2
2031-09-15
Fixed
0.12500000
N
N
N
N
N
N
DWR Cymru Financing UK PLC
213800GDOFO2ED5PNC85
DWR CYMRU FIN UK
N/A
1082000.00000000
PA
1413549.79000000
0.001473634921
Long
DBT
CORP
GB
N
2
2034-03-31
Fixed
2.37500000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
1806000.00000000
PA
2100997.55000000
0.002190303717
Long
DBT
NUSS
DE
N
2
2024-06-10
Fixed
1.37500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415EUC7
6761000.00000000
PA
5365680.44000000
0.005593757029
Long
DBT
CORP
CA
N
2
2029-07-03
Variable
2.83600000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAY4
2071000.00000000
PA
1606072.35000000
0.001674340952
Long
DBT
CORP
CA
N
2
2049-02-22
Fixed
4.33000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
38080000.00000000
PA
90268287.90000000
0.094105281824
Long
DBT
NUSS
GB
N
2
2068-07-22
Fixed
3.50000000
N
N
N
N
N
N
Pension Insurance Corp PLC
M31AVDIX8NY21MAUQF46
PENSION INS
BJ2189485
2000000.00000000
PA
2829164.14000000
0.002949422160
Long
DBT
CORP
GB
N
2
2031-05-07
Fixed
4.62500000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
13638ZCR4
4513000.00000000
PA
3645712.63000000
0.003800679313
Long
DBT
CORP
CA
N
2
2024-06-03
Fixed
3.55000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
300000.00000000
PA
332952.43000000
0.000347105090
Long
DBT
CORP
N/A
N
2
2026-02-04
Fixed
0.25000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709FY3
5836000.00000000
PA
5952639.66000000
0.006205665863
Long
DBT
NUSS
CA
N
2
2040-06-18
Fixed
4.95000000
N
N
N
N
N
N
Eastern Power Networks PLC
213800U5R8Q5KGM2KU56
EASTERN POWER
N/A
2000000.00000000
PA
2508821.73000000
0.002615463098
Long
DBT
CORP
GB
N
2
2035-06-01
Fixed
1.87500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHJ5
33315000.00000000
PA
26211484.05000000
0.027325643932
Long
DBT
NUSS
CA
Y
2
2024-12-15
Fixed
1.80000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
699500000.00000000
PA
6164950.37000000
0.006427001170
Long
DBT
NUSS
JP
N
2
2024-04-12
Fixed
0.66900000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
4900000.00000000
PA
5444508.48000000
0.005675935777
Long
DBT
CORP
FR
N
2
2026-01-15
Fixed
0.25000000
N
N
N
N
N
N
Deposit Insurance Corp of Japan
N/A
DEPOSIT INS CORP
N/A
1500000000.00000000
PA
13042941.87000000
0.013597352393
Long
DBT
NUSS
JP
N
2
2024-12-10
Fixed
0.10000000
N
N
N
N
N
N
Western Power Distribution South West PLC
549300UY9FEOG85HFK93
WESTERN POWER
N/A
993000.00000000
PA
1572887.96000000
0.001639746008
Long
DBT
CORP
GB
N
2
2027-03-25
Fixed
5.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
3088000.00000000
PA
3451296.51000000
0.003597999234
Long
DBT
CORP
CH
N
2
2027-06-24
Variable
1.00000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
4880000.00000000
PA
5343342.21000000
0.005570469278
Long
DBT
NUSS
CH
N
2
2035-06-23
Fixed
0.25000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
41133250000.00000000
PA
355895509.02000000
0.371023400968
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
0.10000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
277151.40000000
0.000288932151
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
356208831.13000000
USD
1492336898.00000000
MYR
2022-02-04
277151.40000000
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
50000000.00000000
PA
8207743.49000000
0.008556626388
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
370000000.00000000
PA
3235882.13000000
0.003373428331
Long
DBT
NUSS
JP
N
2
2023-04-28
Fixed
0.57600000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
N/A
2600000.00000000
PA
3021266.80000000
0.003149690442
Long
DBT
CORP
FR
N
2
2025-06-03
Fixed
1.25000000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAU2
2528000.00000000
PA
2025164.56000000
0.002111247328
Long
DBT
CORP
CA
N
2
2045-09-29
Fixed
4.55000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
15795000.00000000
PA
3909241.93000000
0.004075410336
Long
DBT
NUSS
MY
N
2
2046-03-15
Fixed
4.73600000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BJ0
2708000.00000000
PA
3200314.38000000
0.003336348718
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.00000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
429000.00000000
PA
529075.70000000
0.000551564885
Long
DBT
CORP
JE
N
2
2051-08-09
Fixed
2.75000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
185377000.00000000
PA
4969719.35000000
0.005180964997
Long
DBT
NUSS
TH
N
2
2035-06-17
Fixed
1.60000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KC1
8035000.00000000
PA
6668888.82000000
0.006952360307
Long
DBT
NUSS
CA
N
2
2048-06-02
Fixed
3.30000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4775000.00000000
PA
5655428.79000000
0.005895821583
Long
DBT
CORP
DE
N
2
2025-08-25
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-510781.00000000
-0.00053249254
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
290356898.00000000
MYR
68849002.44000000
USD
2022-02-04
-510781.00000000
N
N
N
Deutsche Apotheker-und Aerztebank eG
5299007S3UH5RKUYDA52
DEUTSCHE APO ARZ
N/A
300000.00000000
PA
346178.83000000
0.000360893699
Long
DBT
CORP
DE
N
2
2027-10-05
Fixed
0.75000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
2708000.00000000
PA
3288156.93000000
0.003427925152
Long
DBT
NUSS
PL
N
2
2024-07-09
Fixed
3.37500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAR8
16286000.00000000
PA
12134816.92000000
0.012650626180
Long
DBT
NUSS
CA
N
2
2029-11-01
Fixed
1.55000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
AP9353636
586000.00000000
PA
705881.62000000
0.000735886215
Long
DBT
CORP
DE
N
2
2037-11-15
Fixed
1.62500000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
100000000.00000000
PA
15895396.17000000
0.016571054697
Long
DBT
NUSS
CN
N
2
2024-01-08
Fixed
2.98000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
684200000.00000000
PA
5916461.95000000
0.006167950363
Long
DBT
NUSS
JP
N
2
2031-02-25
Fixed
0.14500000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
MUNI FINANCE PLC
N/A
4513000.00000000
PA
5508196.31000000
0.005742330758
Long
DBT
NUSS
FI
N
2
2033-02-23
Fixed
1.25000000
N
N
N
N
N
N
Sovereign Housing Capital PLC
213800L5VZHLHFDW4I46
SOV HOUSING CAP
N/A
1255000.00000000
PA
1685798.10000000
0.001757455569
Long
DBT
CORP
GB
N
2
2048-11-04
Fixed
2.37500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
300000.00000000
PA
218869.44000000
0.000228172825
Long
DBT
CORP
AU
N
2
2024-04-24
Fixed
3.00000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZAB6
513000.00000000
PA
539135.41000000
0.000562052198
Long
DBT
CORP
CA
N
2
2032-06-01
Fixed
6.93000000
N
N
N
N
N
N
Canton of Zurich
N/A
CANTON OF ZURICH
N/A
5645000.00000000
PA
5927959.09000000
0.006179936207
Long
DBT
NUSS
CH
N
2
2039-07-12
Fixed
0.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
N/A
4603000.00000000
PA
5405865.82000000
0.005635650551
Long
DBT
CORP
US
N
2
2026-10-30
Fixed
1.62500000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
6781000.00000000
PA
7395948.86000000
0.007710325165
Long
DBT
CORP
GB
N
2
2028-07-01
Fixed
0.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CV0
15689000.00000000
PA
18035490.92000000
0.018802117502
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
0.87500000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
AM2651611
2300000.00000000
PA
2616867.53000000
0.002728101553
Long
DBT
CORP
FR
N
2
2025-04-03
Fixed
0.50000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
19695000.00000000
PA
22530255.57000000
0.023487939112
Long
DBT
CORP
GB
N
2
2027-03-25
Fixed
0.62500000
N
N
N
N
N
N
Stockland Trust
N/A
STOCKLAND TRUST
AR8329708
5215000.00000000
PA
6078775.99000000
0.006337163814
Long
DBT
CORP
AU
N
2
2026-04-27
Fixed
1.62500000
N
N
N
N
N
N
Luminor Bank AS/Estonia
213800JD2L89GGG7LF07
LUMINOR BANK
N/A
22685000.00000000
PA
25316453.89000000
0.026392569123
Long
DBT
CORP
EE
N
2
2026-09-23
Variable
0.53900000
N
N
N
N
N
N
Lansforsakringar Hypotek AB
5493001P7BX1N0JAG961
LANSFORSAKRINGAR
N/A
248300000.00000000
PA
27061247.67000000
0.028211528076
Long
DBT
CORP
SE
N
2
2023-09-20
Fixed
1.25000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
3191000000.00000000
PA
38643397.55000000
0.040285995244
Long
DBT
NUSS
RU
N
2
2026-09-16
Fixed
7.75000000
N
N
N
N
N
N
AltaGas Ltd
549300D7A8QA85Z2MH11
ALTAGAS LTD
02138ZAT0
1100000.00000000
PA
849757.46000000
0.000885877722
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
2.15700000
N
N
N
N
N
N
Royal Office Finance LP
N/A
ROYAL OFFICE FIN
780632AA3
2262404.91000000
PA
2103361.66000000
0.002192768317
Long
DBT
NUSS
CA
N
2
2037-11-12
Fixed
5.20900000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
AMXLMM 5.75 6/28/2030
BVN10TFG9
1760000.00000000
PA
2950616.62000000
0.003076037166
Long
DBT
CORP
MX
N
2
2030-06-28
Fixed
5.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
561300000.00000000
PA
4964003.95000000
0.005175006655
Long
DBT
NUSS
JP
N
2
2025-07-25
Fixed
0.55300000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709EK4
6127000.00000000
PA
5940465.23000000
0.006192973940
Long
DBT
NUSS
CA
N
2
2029-06-18
Fixed
5.70000000
N
N
N
N
N
N
Orbit Capital PLC
213800QIGGLJLT7WXP16
ORBIT CAPITAL
AT0021507
126000.00000000
PA
192977.80000000
0.000201180621
Long
DBT
CORP
GB
N
2
2048-06-14
Fixed
3.37500000
N
N
N
N
N
N
Fresenius Finance Ireland PLC
549300GFSOR556BX2290
FRESENIUS FIN IR
N/A
710000.00000000
PA
912738.48000000
0.000951535848
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.00000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
04269KAA1
650000.00000000
PA
533812.38000000
0.000556502905
Long
DBT
CORP
LU
N
2
2025-09-18
Fixed
4.62500000
N
N
N
N
N
N
New Zealand Government Bond
N/A
NEW ZEALAND GVT
N/A
44040000.00000000
PA
27932512.65000000
0.029119827528
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
Brookfield Renewable Partners ULC
549300459XW8D7IBW569
BROOKFLD REN ENG
11282ZAA6
2393000.00000000
PA
1952627.20000000
0.002035626655
Long
DBT
CORP
CA
N
2
2025-06-02
Fixed
3.75200000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827GB7
7947000.00000000
PA
6493840.89000000
0.006769871693
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
3.15000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
45950KCY4
1825000.00000000
PA
1426806.44000000
0.001487455066
Long
DBT
CORP
N/A
N
2
2027-01-28
Fixed
1.85000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GH3
1735000.00000000
PA
1340335.71000000
0.001397308763
Long
DBT
NUSS
CA
N
2
2052-12-02
Fixed
3.15000000
N
N
N
N
N
N
Paccar Financial Ltd/Canada
O29GGLRMPBH5IZRCGE80
PACCAR FINL LTD
69371JAB0
2000000.00000000
PA
1535480.63000000
0.001600748621
Long
DBT
CORP
CA
N
2
2024-05-14
Fixed
0.98500000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
32807000.00000000
PA
35586138.41000000
0.037098782551
Long
DBT
NUSS
PT
Y
2
2031-10-17
Fixed
0.30000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
7000000.00000000
PA
5581944.41000000
0.005819213635
Long
DBT
NUSS
SG
N
2
2030-05-31
Fixed
3.08000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3755110.52000000
-0.00391472733
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
500000000.00000000
EUR
558316500.00000000
USD
2022-03-02
-3755110.52000000
N
N
N
Canadian Tire Corp Ltd
549300RLHDA7VQYMUB14
CAN TIRE CORP
13668ZAN8
904000.00000000
PA
786107.13000000
0.000819521835
Long
DBT
CORP
CA
N
2
2035-09-04
Fixed
5.61000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
N/A
15316000.00000000
PA
18864047.07000000
0.019665892720
Long
DBT
CORP
NO
N
2
2025-09-10
Fixed
2.87500000
N
N
N
N
N
N
Flughafen Zurich AG
529900PFO97GCN5SYB55
FLUGHAFEN ZURICH
N/A
1355000.00000000
PA
1491338.75000000
0.001554730422
Long
DBT
CORP
CH
N
2
2023-04-17
Fixed
1.50000000
N
N
N
N
N
N
ANZ New Zealand Int'l Ltd/London
213800VD256NU2D97H12
ANZ NZ INTL/LDN
N/A
5976000.00000000
PA
6529131.55000000
0.006806662437
Long
DBT
CORP
NZ
N
2
2027-09-23
Fixed
0.20000000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
636273AC8
2564000.00000000
PA
1938978.43000000
0.002021397722
Long
DBT
CORP
GB
N
2
2029-06-22
Fixed
2.30100000
N
N
N
N
N
N
Canary Wharf Group Investment Holdings PLC
2138002C1D5FMEDILF18
CANARY WHARF GRP
N/A
2229000.00000000
PA
2508631.99000000
0.002615265293
Long
DBT
CORP
GB
Y
2
2026-04-07
Fixed
1.75000000
N
N
N
N
N
N
Aeroports de Montreal
549300KK0OFPB3OVOT20
AEROPORTS DE MON
007863AM5
2000000.00000000
PA
1548192.90000000
0.001614001246
Long
DBT
CORP
CA
N
2
2051-04-26
Fixed
3.44100000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
WESTPAC SEC NZ
N/A
2625000.00000000
PA
2862187.65000000
0.002983849386
Long
DBT
CORP
NZ
N
2
2024-02-05
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
398383.63000000
0.000415317545
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
496341319.00000000
DKK
75343471.75000000
USD
2022-02-02
398383.63000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBT3
2391000.00000000
PA
1873834.12000000
0.001953484352
Long
DBT
CORP
CA
N
2
2025-06-02
Fixed
2.44000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3680110.52000000
-0.00383653933
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
558391500.00000000
USD
2022-03-02
-3680110.52000000
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
100000.00000000
PA
113342.37000000
0.000118160163
Long
DBT
CORP
FR
N
2
2023-06-12
Fixed
0.87500000
N
N
N
N
N
N
Muenchener Hypothekenbank eG
529900GM944JT8YIRL63
MUNCHEN HYPOBANK
N/A
542000.00000000
PA
621349.33000000
0.000647760749
Long
DBT
CORP
DE
N
2
2026-10-23
Fixed
0.62500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10531600000.00000000
PA
95093099.97000000
0.099135180032
Long
DBT
NUSS
JP
N
2
2038-09-20
Fixed
0.70000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
8700000.00000000
PA
9039069.48000000
0.009423289181
Long
DBT
CORP
FR
N
2
2032-03-29
Fixed
0.87500000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
13638ZDX0
2277000.00000000
PA
1738365.86000000
0.001812257803
Long
DBT
CORP
CA
N
2
2028-01-17
Fixed
2.50000000
N
N
N
N
N
N
VW Credit Canada Inc
5493008EKOD7VIY3LM85
VW CREDIT CANADA
918423AZ7
1675000.00000000
PA
1296912.39000000
0.001352039667
Long
DBT
CORP
CA
N
2
2026-12-10
Fixed
2.45000000
N
N
N
N
N
N
RioCan Real Estate Investment Trust
549300S8HVUSEU3JBY60
RIOCAN REIT
766910BD4
2391000.00000000
PA
1908975.23000000
0.001990119190
Long
DBT
CORP
CA
N
2
2023-09-29
Fixed
3.20900000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
10159000.00000000
PA
10965306.97000000
0.011431404391
Long
DBT
CORP
CH
N
2
2028-11-05
Variable
0.25000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
31430WAD6
2257000.00000000
PA
1814192.27000000
0.001891307333
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
3.05600000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FYZ6
4693000.00000000
PA
3510622.07000000
0.003659846519
Long
DBT
CORP
CA
N
2
2025-12-09
Fixed
1.12800000
N
N
N
N
N
N
Affinity Sutton Capital Markets PLC
213800CIN9MC8IN3GK94
AFFINITY SUTTON
EH5480601
2000000.00000000
PA
4023740.97000000
0.004194776335
Long
DBT
CORP
GB
N
2
2038-09-17
Fixed
5.98100000
N
N
N
N
N
N
BP Capital Markets BV
7245003VD7E4T30HJD24
BP CAP MKY BV
N/A
781000.00000000
PA
813206.13000000
0.000847772720
Long
DBT
CORP
NL
N
2
2041-09-21
Fixed
1.46700000
N
N
N
N
N
N
Covivio Hotels SACA
969500N2QX5LGFFZ0I67
COVIVIO HOTELS
AU3675330
400000.00000000
PA
468969.56000000
0.000488903840
Long
DBT
CORP
FR
N
2
2025-09-24
Fixed
1.87500000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
2000000.00000000
PA
2148310.95000000
0.002239628247
Long
DBT
CORP
LU
N
2
2027-04-15
Fixed
0.37500000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
14928000.00000000
PA
10100156.58000000
0.010529479438
Long
DBT
NUSS
AU
N
2
2025-11-20
Fixed
0.50000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
3213000.00000000
PA
3679483.21000000
0.003835885364
Long
DBT
CORP
GB
N
2
2027-06-23
Fixed
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
180500000.00000000
PA
1591138.56000000
0.001658772378
Long
DBT
NUSS
JP
N
2
2024-05-24
Fixed
0.67400000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
20000000000.00000000
PA
19353829.95000000
0.020176494582
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
4.75000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FFK0
6769000.00000000
PA
5422516.15000000
0.005653008629
Long
DBT
CORP
CA
N
2
2023-05-30
Fixed
3.00500000
N
N
N
N
N
N
SELP Finance Sarl
549300Y4VYEJE1MH6D45
SELP FINANCE SAR
N/A
1000000.00000000
PA
1078324.71000000
0.001124160578
Long
DBT
CORP
LU
N
2
2029-05-27
Fixed
0.87500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
1586000.00000000
PA
1795162.80000000
0.001871468985
Long
DBT
CORP
DK
N
2
2025-05-26
Fixed
0.62500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
509702000.00000000
PA
14899037.24000000
0.015532343982
Long
DBT
NUSS
TH
N
2
2046-06-17
Fixed
2.87500000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
16300000.00000000
PA
18783520.71000000
0.019581943461
Long
DBT
CORP
FR
N
2
2027-05-05
Fixed
0.75000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
AO3138408
4000000.00000000
PA
4601621.59000000
0.004797220670
Long
DBT
CORP
US
N
2
2025-07-18
Fixed
0.87500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
776000.00000000
PA
948841.69000000
0.000989173681
Long
DBT
CORP
NL
N
2
2023-09-29
Fixed
5.25000000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM FINANCIAL
449586AE6
2747000.00000000
PA
2269734.71000000
0.002366213312
Long
DBT
CORP
CA
N
2
2047-12-09
Fixed
4.11500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
56344ZQE2
1623000.00000000
PA
1426249.09000000
0.001486874025
Long
DBT
NUSS
CA
N
2
2063-03-05
Fixed
3.45000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
8574000.00000000
PA
9790481.86000000
0.010206641513
Long
DBT
CORP
JP
N
2
2024-09-07
Fixed
0.87200000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
180510000.00000000
PA
561764.90000000
0.000585643590
Long
DBT
NUSS
HU
N
2
2022-10-26
Fixed
1.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
3023400000.00000000
PA
30177228.49000000
0.031459958505
Long
DBT
NUSS
JP
N
2
2031-12-20
Fixed
1.70000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
24061000.00000000
PA
30701771.09000000
0.032006797604
Long
DBT
NUSS
CH
N
2
2027-06-27
Fixed
3.25000000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAG1
2000000.00000000
PA
1593191.99000000
0.001660913092
Long
DBT
CORP
CA
N
2
2023-03-07
Fixed
3.19600000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
2200000.00000000
PA
2396271.74000000
0.002498128995
Long
DBT
CORP
FR
N
2
2027-01-14
Fixed
0.01000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
20848000.00000000
PA
16366697.17000000
0.017062389079
Long
DBT
NUSS
AU
N
2
2024-07-22
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220302
N/A
1.00000000
NC
908205.60000000
0.000946810291
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
2983700000.00000000
THB
90508402.60000000
USD
2022-03-02
908205.60000000
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBU1
18000.00000000
PA
20189.07000000
0.000021047237
Long
DBT
CORP
CA
N
2
2039-02-17
Fixed
8.05000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
39481000.00000000
PA
68534232.77000000
0.071447386889
Long
DBT
NUSS
NL
Y
2
2037-01-15
Fixed
4.00000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JJ8
47000.00000000
PA
47148.68000000
0.000049152807
Long
DBT
NUSS
CA
N
2
2037-03-05
Fixed
5.00000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTL
N/A
3101000.00000000
PA
3900649.71000000
0.004066452890
Long
DBT
CORP
GB
N
2
2040-04-22
Fixed
2.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
QZ7966521
13179000.00000000
PA
14858376.95000000
0.015489955363
Long
DBT
CORP
N/A
N
2
2029-09-14
Fixed
0.25000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
4061000.00000000
PA
4563669.96000000
0.004757655847
Long
DBT
CORP
DE
N
2
2030-02-08
Fixed
0.75000000
N
N
N
N
N
N
Coentreprise de Transport d'Electricite SA
969500BH61SHYYBTJQ29
CTE CO TRANSP EL
N/A
7400000.00000000
PA
9037766.74000000
0.009421931066
Long
DBT
CORP
FR
N
2
2032-07-29
Fixed
2.12500000
N
N
N
N
N
N
Yorkshire Water Finance PLC
213800O8BDOGHJMTCP32
YORKSHIRE WATER
N/A
2888000.00000000
PA
4271351.81000000
0.004452912259
Long
DBT
CORP
GB
N
2
2029-08-01
Fixed
3.62500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CL1
4061000.00000000
PA
4220698.03000000
0.004400105362
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
0.80000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
4513000.00000000
PA
3382919.21000000
0.003526715450
Long
DBT
NUSS
AU
N
2
2027-10-21
Fixed
3.00000000
N
N
N
N
N
N
East Japan Railway Co
353800SENYJ2DSM6PS44
EAST JAPAN RAIL
N/A
2826000.00000000
PA
3613247.10000000
0.003766833785
Long
DBT
CORP
JP
N
2
2028-09-15
Fixed
1.16200000
N
N
N
N
N
N
Hammerson PLC
213800G1C9KKVVDN1A60
HAMMERSON PLC
N/A
1806000.00000000
PA
2835353.70000000
0.002955874817
Long
DBT
CORP
GB
N
2
2028-04-21
Fixed
7.25000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
72876000.00000000
PA
16762389.00000000
0.017474900406
Long
DBT
NUSS
PL
N
2
2026-07-25
Fixed
2.50000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
AZ3211200
25855000.00000000
PA
28577589.32000000
0.029792324185
Long
DBT
CORP
DE
N
2
2029-12-18
Fixed
0.05000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
21851400000.00000000
PA
188740518.10000000
0.196763227270
Long
DBT
NUSS
JP
N
2
2040-12-20
Fixed
0.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
139322.84000000
0.000145244973
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
11400000000.00000000
KRW
9593940.67000000
USD
2022-02-07
139322.84000000
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
31500000.00000000
PA
34630132.79000000
0.036102140426
Long
DBT
NUSS
FR
N
2
2029-05-25
None
0.00000000
N
N
N
N
N
N
Hamburg Commercial Bank AG
TUKDD90GPC79G1KOE162
HAMBURG COM BANK
N/A
3000000.00000000
PA
3339469.17000000
0.003481418499
Long
DBT
CORP
DE
N
2
2026-03-09
Fixed
0.37500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-350378.29000000
-0.00036527166
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
154487658.04000000
USD
5132080000.00000000
THB
2022-02-02
-350378.29000000
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
296822000.00000000
PA
332929666.10000000
0.347081359188
Long
DBT
NUSS
ES
N
2
2026-01-31
None
0.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5067600000.00000000
PA
51004610.17000000
0.053172640425
Long
DBT
NUSS
JP
N
2
2032-12-20
Fixed
1.70000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CX8
1247000.00000000
PA
886478.54000000
0.000924159688
Long
DBT
CORP
CA
N
2
2050-02-08
Fixed
3.05000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAB4
2000000.00000000
PA
1596450.30000000
0.001664309902
Long
DBT
CORP
JE
N
2
2027-05-21
Fixed
3.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
2257000.00000000
PA
2357778.36000000
0.002457999395
Long
DBT
CORP
NL
N
2
2052-09-10
Fixed
1.75000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
22563000.00000000
PA
5326725.79000000
0.005553146551
Long
DBT
NUSS
PL
N
2
2024-10-25
Fixed
2.25000000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
15439000.00000000
PA
18605722.99000000
0.019396588173
Long
DBT
CORP
NL
N
2
2026-08-22
Fixed
2.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
16981000.00000000
PA
16718234.86000000
0.017428869425
Long
DBT
NUSS
DE
N
2
2051-01-27
Fixed
0.20000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1300000000.00000000
PA
11489095.67000000
0.011977457544
Long
DBT
NUSS
JP
N
2
2038-01-29
Fixed
0.59100000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CN7
2423000.00000000
PA
2685227.55000000
0.002799367321
Long
DBT
CORP
US
N
2
2025-08-13
Fixed
0.03400000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
1806000.00000000
PA
2161763.63000000
0.002253652754
Long
DBT
CORP
IT
N
2
2024-02-05
Fixed
3.12500000
N
N
N
N
N
N
Lendlease Europe Finance PLC
5493002DM420BXGOTQ52
LENDLEASE EUR
N/A
796000.00000000
PA
1036130.68000000
0.001080173025
Long
DBT
CORP
GB
N
2
2033-12-02
Fixed
3.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
2195000.00000000
PA
1659052.48000000
0.001729573085
Long
DBT
CORP
N/A
N
2
2027-09-10
Fixed
3.40000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
5037000.00000000
PA
5746657.83000000
0.005990928455
Long
DBT
CORP
IT
N
2
2170-10-13
Variable
3.37500000
N
N
N
N
N
N
Linde Finance BV
5H8RMHHYTWIP1RKLCE38
LINDE FINANCE BV
N/A
983000.00000000
PA
1390722.70000000
0.001449837530
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
5.87500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
8844000.00000000
PA
13879382.32000000
0.014469347044
Long
DBT
NUSS
DE
N
2
2119-03-21
Fixed
2.15000000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
1400000.00000000
PA
1535046.53000000
0.001600296069
Long
DBT
CORP
FR
N
2
2034-06-18
Fixed
1.12500000
N
N
N
N
N
N
Jyske Realkredit A/S
529900R9HQNZRT2OXB26
JYSKE REALKREDIT
N/A
3159000.00000000
PA
3575243.85000000
0.003727215148
Long
DBT
CORP
DK
N
2
2025-04-01
Fixed
0.37500000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED A/S
N/A
4000000.00000000
PA
5578198.10000000
0.005815308083
Long
DBT
CORP
DK
N
2
2033-05-16
Fixed
2.50000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
1806000.00000000
PA
3719226.43000000
0.003877317931
Long
DBT
CORP
FR
N
2
2055-04-25
Fixed
3.87500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
15420000.00000000
PA
20530995.35000000
0.021403697228
Long
DBT
CORP
N/A
N
2
2025-06-10
Fixed
1.12500000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
2253000.00000000
PA
3224111.63000000
0.003361157507
Long
DBT
CORP
GB
N
2
2049-09-12
Variable
4.37500000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AN9
1355000.00000000
PA
1092912.63000000
0.001139368580
Long
DBT
CORP
CA
N
2
2026-08-26
Fixed
3.67700000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
70562000.00000000
PA
17180541.29000000
0.017910826909
Long
DBT
NUSS
MY
N
2
2024-10-15
Fixed
3.65500000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
1100000.00000000
PA
1158964.62000000
0.001208228213
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
1.62500000
N
N
N
N
N
N
State of Bremen
5299000FMNZDQIMTS006
BREMEN FREIE HAN
N/A
8184000.00000000
PA
8930998.77000000
0.009310624758
Long
DBT
NUSS
DE
N
2
2050-02-04
Fixed
0.55000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
1300000.00000000
PA
1578585.26000000
0.001645685480
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
SEGRO PLC
N/A
1600000.00000000
PA
2288760.46000000
0.002386047781
Long
DBT
CORP
GB
N
2
2037-10-11
Fixed
2.87500000
N
N
N
N
N
N
In'li SA
969500X711HT6Q60P382
IN'LI
AZ2976761
800000.00000000
PA
904401.16000000
0.000942844137
Long
DBT
CORP
FR
N
2
2029-07-02
Fixed
1.12500000
N
N
N
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
AHOLD DELHAIZE
N/A
4000000.00000000
PA
4342961.08000000
0.004527565393
Long
DBT
CORP
NL
N
2
2030-03-18
Fixed
0.37500000
N
N
N
N
N
N
ELO SACA
969500ASEC557H5A4F22
ELO SACA
N/A
3700000.00000000
PA
4302408.13000000
0.004485288676
Long
DBT
CORP
FR
N
2
2025-04-25
Fixed
2.37500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
9274000.00000000
PA
12455774.64000000
0.012985226706
Long
DBT
CORP
DE
N
2
2023-12-29
Fixed
1.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
17712000.00000000
PA
20437476.87000000
0.021306203600
Long
DBT
NUSS
DE
N
2
2023-05-15
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
CZK/USD FWD 20220202
N/A
1.00000000
NC
-309354.54000000
-0.00032250413
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1550000000.00000000
CZK
71238007.17000000
USD
2022-02-02
-309354.54000000
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
-38197.55000000
-0.00003982119
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
5417728.00000000
USD
4000000.00000000
GBP
2022-02-02
-38197.55000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
4600000.00000000
PA
5349837.49000000
0.005577240650
Long
DBT
CORP
NL
N
2
2029-02-15
Variable
2.50000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
4123750000.00000000
PA
35887672.55000000
0.037413133868
Long
DBT
NUSS
JP
N
2
2023-01-01
Fixed
0.10000000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
200000.00000000
PA
230624.76000000
0.000240427823
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
1.50000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
21952000.00000000
PA
23735897.33000000
0.024744828549
Long
DBT
NUSS
NL
N
2
2033-04-19
Fixed
0.12500000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
4475000.00000000
PA
4860934.16000000
0.005067555724
Long
DBT
CORP
AU
N
2
2025-10-31
Fixed
0.30000000
N
N
N
N
N
N
Santander Consumer Finance SA
5493000LM0MZ4JPMGM90
SANTAN CONS FIN
N/A
9200000.00000000
PA
10341404.02000000
0.010780981476
Long
DBT
CORP
ES
N
2
2025-01-17
Fixed
0.37500000
N
N
N
N
N
N
Swedbank Hypotek AB
549300TJREQ7GHIXWR36
SWEDBANK HYPOTEK
N/A
4513000.00000000
PA
5136078.59000000
0.005354395595
Long
DBT
CORP
SE
N
2
2026-02-05
Fixed
0.50000000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
N/A
1960000.00000000
PA
1460428.22000000
0.001522505992
Long
DBT
CORP
N/A
N
2
2029-05-21
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
191292.33000000
0.000199423507
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
15000000000.00000000
KRW
12631578.95000000
USD
2022-02-07
191292.33000000
N
N
N
Kommunekredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
15452000.00000000
PA
17489966.58000000
0.018233404802
Long
DBT
NUSS
DK
N
2
2023-03-29
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2425532.42000000
0.002528633446
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
350000000.00000000
EUR
395648750.00000000
USD
2022-02-02
2425532.42000000
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
1000000.00000000
PA
1128041.32000000
0.001175990470
Long
DBT
CORP
AU
N
2
2024-04-09
Fixed
0.25000000
N
N
N
N
N
N
Redexis Gas Finance BV
724500XI19XTPCL36320
REDEXIS GAS FIN
N/A
3800000.00000000
PA
4444992.28000000
0.004633933587
Long
DBT
CORP
NL
N
2
2025-05-28
Fixed
1.87500000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
11056000.00000000
PA
14765915.11000000
0.015393563289
Long
DBT
CORP
N/A
N
2
2025-12-15
Fixed
1.25000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
53113000.00000000
PA
60434170.42000000
0.063003018795
Long
DBT
CORP
DE
N
2
2025-09-15
Fixed
0.25000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
109460000.00000000
PA
109979219.18000000
0.114654056884
Long
DBT
NUSS
GB
N
2
2061-10-22
Fixed
0.50000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
EJ7708625
24400000.00000000
PA
214686.63000000
0.000223812218
Long
DBT
NUSS
JP
N
2
2023-08-14
Fixed
0.83500000
N
N
N
N
N
N
Land Baden-Wuerttemberg
5299005LOAAELUENZ090
BADEN-WURTTEMBRG
EK6919022
4000000.00000000
PA
4580661.15000000
0.004775369274
Long
DBT
NUSS
DE
N
2
2025-01-16
Fixed
0.62500000
N
N
N
N
N
N
Red Electrica Financiaciones SAU
9598006P00EGK6U2SG18
RED ELECTRICA FI
N/A
3100000.00000000
PA
3592642.68000000
0.003745353542
Long
DBT
CORP
ES
N
2
2023-07-01
Fixed
2.12500000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852PQ8
2677000.00000000
PA
2223237.18000000
0.002317739332
Long
DBT
NUSS
CA
N
2
2028-09-01
Fixed
3.15000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FZ4
6769000.00000000
PA
5498218.30000000
0.005731928617
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
2.85000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
31430WFL3
1800000.00000000
PA
1339760.89000000
0.001396709509
Long
DBT
CORP
CA
N
2
2026-01-21
Fixed
1.09300000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
6318000.00000000
PA
7510073.87000000
0.007829301236
Long
DBT
NUSS
ES
N
2
2025-04-30
Fixed
1.82600000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
12200000.00000000
PA
13963708.42000000
0.014557257556
Long
DBT
CORP
FR
N
2
2029-07-03
Fixed
1.00000000
N
N
N
N
N
N
Summit Industrial Income REIT
2549002JNRHTJ9H0MR86
SUMMIT INDUSTRIA
866120AD0
2391000.00000000
PA
1801572.93000000
0.001878151588
Long
DBT
CORP
CA
N
2
2028-07-14
Fixed
2.44000000
N
N
N
N
N
N
Vattenfall AB
549300T5RZ1HA5HZ3109
VATTENFALL AB
N/A
2663000.00000000
PA
2962264.28000000
0.003088179928
Long
DBT
CORP
SE
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
257250000.00000000
PA
2517168.45000000
0.002624164608
Long
DBT
NUSS
JP
N
2
2030-06-20
Fixed
1.60000000
N
N
N
N
N
N
Balder Finland Oyj
5493007P4MCJM21IB748
BALDER FINLAND
N/A
3671000.00000000
PA
3929283.35000000
0.004096303647
Long
DBT
CORP
FI
N
2
2030-05-24
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
13603950000.00000000
PA
116302104.88000000
0.121245706671
Long
DBT
NUSS
JP
N
2
2051-03-20
Fixed
0.70000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
4513000.00000000
PA
4941252.70000000
0.005151288328
Long
DBT
CORP
NL
N
2
2029-09-05
Fixed
0.12500000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
902133AS6
1682000.00000000
PA
1910221.50000000
0.001991418434
Long
DBT
CORP
LU
N
2
2023-03-01
Fixed
1.10000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
1200000.00000000
PA
1375431.62000000
0.001433896479
Long
DBT
CORP
NL
N
2
2025-09-08
Fixed
1.12500000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
264190000.00000000
PA
10713171.87000000
0.011168551896
Long
DBT
NUSS
CZ
N
2
2033-10-13
Fixed
2.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
500769BQ6
1061000.00000000
PA
1015723.85000000
0.001058898771
Long
DBT
CORP
DE
N
2
2037-06-02
Fixed
4.70000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
33298000.00000000
PA
69636724.73000000
0.072596741984
Long
DBT
NUSS
GB
N
2
2052-07-22
Fixed
3.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234YD4
38105000.00000000
PA
36846927.97000000
0.038413163932
Long
DBT
NUSS
CA
N
2
2037-06-02
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
796608.30000000
0.000830469374
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
38767956.53000000
USD
3058791615.00000000
RUB
2022-02-01
796608.30000000
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827EW3
9000.00000000
PA
9595.11000000
0.000010002965
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
6.60000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
4984000.00000000
PA
5425041.01000000
0.005655640812
Long
DBT
NUSS
CL
N
2
2031-07-02
Fixed
0.83000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE
N/A
1490000.00000000
PA
1714006.62000000
0.001786863136
Long
DBT
CORP
AU
N
2
2025-07-30
Fixed
1.25000000
N
N
N
N
N
N
Global Switch Holdings Ltd
635400NTV7KC9RQ3ZL20
SWITCH HOLDINGS
N/A
813000.00000000
PA
923402.55000000
0.000962653211
Long
DBT
CORP
VG
N
2
2024-01-31
Fixed
1.50000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
52500000000.00000000
PA
10388028.48000000
0.010829587781
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
Coles Group Treasury Pty Ltd
549300HRZIAKP6NVUB83
COLES GRP TREASU
N/A
490000.00000000
PA
315760.15000000
0.000329182026
Long
DBT
CORP
AU
N
2
2030-08-27
Fixed
2.10000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
44041000.00000000
PA
58988286.18000000
0.061495674997
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3610000.00000000
PA
3966976.46000000
0.004135598962
Long
DBT
CORP
CH
N
2
2028-05-05
Fixed
0.50000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
5600000.00000000
PA
6328891.17000000
0.006597910529
Long
DBT
NUSS
FR
N
2
2026-07-21
Fixed
0.25000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415EK46
6950000.00000000
PA
5509058.30000000
0.005743229388
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
2.38000000
N
N
N
N
N
N
Sweden Government International Bond
N/A
SWEDEN KINGDOM
N/A
13538000.00000000
PA
15311391.84000000
0.015962226355
Long
DBT
NUSS
SE
N
2
2023-04-24
Fixed
0.12500000
N
N
N
N
N
N
CPI Property Group SA
222100CO2ZOTEPGJO223
CPI PROPERTY GRO
N/A
5794000.00000000
PA
6491659.79000000
0.006767597882
Long
DBT
CORP
LU
N
2
2027-04-23
Fixed
1.62500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
16246000.00000000
PA
18815394.56000000
0.019615172159
Long
DBT
CORP
LU
N
2
2023-05-23
Fixed
1.87500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS INFRAEST
N/A
1900000.00000000
PA
2142900.05000000
0.002233987348
Long
DBT
CORP
ES
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
8447000.00000000
PA
7427639.82000000
0.007743363198
Long
DBT
NUSS
AU
Y
2
2047-02-20
Fixed
4.20000000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
N/A
180500000.00000000
PA
1589224.23000000
0.001656776676
Long
DBT
NUSS
JP
N
2
2025-03-13
Fixed
0.45000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
N/A
1367000.00000000
PA
1044394.74000000
0.001088788362
Long
DBT
CORP
N/A
N
2
2032-06-28
Fixed
3.29000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
26996000.00000000
PA
25082525.08000000
0.026148696806
Long
DBT
NUSS
AT
Y
2
2120-06-30
Fixed
0.85000000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AZ8
1871000.00000000
PA
1381188.79000000
0.001439898366
Long
DBT
CORP
CA
N
2
2028-02-25
Fixed
1.64600000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323AER1
14937000.00000000
PA
12053670.75000000
0.012566030765
Long
DBT
NUSS
CA
N
2
2025-02-05
Fixed
2.65000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3349532.42000000
0.003491909503
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
350000000.00000000
EUR
396572750.00000000
USD
2022-02-02
3349532.42000000
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
100000.00000000
PA
114624.57000000
0.000119496865
Long
DBT
CORP
FR
N
2
2023-11-22
Fixed
1.12500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2300000.00000000
PA
2616379.94000000
0.002727593237
Long
DBT
CORP
IT
N
2
2024-03-05
Fixed
0.50000000
N
N
N
N
N
N
SBB Treasury Oyj
5493003HHOCW6FIMH724
SBB TREASURY OYJ
N/A
8513000.00000000
PA
8895267.52000000
0.009273374696
Long
DBT
CORP
FI
N
2
2028-12-14
Fixed
0.75000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
412266000000.00000000
PA
29414588.59000000
0.030664901411
Long
DBT
NUSS
ID
N
2
2023-05-15
Fixed
5.62500000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
1435950000.00000000
PA
16323946.48000000
0.017017821205
Long
DBT
NUSS
JP
N
2
2053-03-20
Fixed
1.90000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
1490000.00000000
PA
1545454.15000000
0.001611146081
Long
DBT
CORP
US
N
2
2035-02-06
Fixed
1.00000000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
31401000.00000000
PA
36389498.01000000
0.037936290200
Long
DBT
NUSS
FI
Y
2
2029-09-15
Fixed
0.50000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
3159000.00000000
PA
3648686.44000000
0.003803779530
Long
DBT
CORP
VG
N
2
2025-05-02
Fixed
1.37500000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
7807000.00000000
PA
8531007.45000000
0.008893631185
Long
DBT
CORP
DE
N
2
2031-11-07
Fixed
0.62500000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
292000.00000000
PA
327702.26000000
0.000341631754
Long
DBT
CORP
AT
N
2
2022-02-08
Fixed
3.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
6318000.00000000
PA
7929441.17000000
0.008266494395
Long
DBT
CORP
DE
N
2
2035-07-31
Fixed
1.37500000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
UNION GAS LTD
90664ZAU4
1558000.00000000
PA
1439516.74000000
0.001500705637
Long
DBT
CORP
CA
N
2
2041-06-21
Fixed
4.88000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
1300000.00000000
PA
1499768.70000000
0.001563518700
Long
DBT
CORP
ES
N
2
2028-02-08
Fixed
2.12500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
451300000.00000000
PA
3977829.89000000
0.004146913734
Long
DBT
NUSS
JP
N
2
2024-10-31
Fixed
0.53900000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
1952000.00000000
PA
1270362.27000000
0.001324360993
Long
DBT
NUSS
AU
N
2
2035-09-17
Fixed
2.00000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
452000.00000000
PA
513636.10000000
0.000535469001
Long
DBT
CORP
GB
N
2
2023-10-27
Fixed
0.62500000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
46000000.00000000
PA
5214842.86000000
0.005436507863
Long
DBT
CORP
SE
N
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDJ0
2212000.00000000
PA
2534367.04000000
0.002642094251
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
0.87500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
11757000.00000000
PA
7102486.45000000
0.007404388679
Long
DBT
CORP
N/A
N
2
2028-05-10
Fixed
1.62500000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA
N/A
904000.00000000
PA
639543.91000000
0.000666728718
Long
DBT
NUSS
NZ
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
24456000.00000000
PA
29225009.98000000
0.030467264467
Long
DBT
CORP
N/A
N
2
2031-03-14
Fixed
1.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
N/A
4513000.00000000
PA
5127267.21000000
0.005345209674
Long
DBT
CORP
CA
N
2
2023-03-22
Fixed
0.75000000
N
N
N
N
N
N
Central Nippon Expressway Co Ltd
3538005TH2GJERPBFN83
CNTRL NIPPON EXP
N/A
4600000000.00000000
PA
39890614.01000000
0.041586226579
Long
DBT
CORP
JP
N
2
2026-05-08
Fixed
0.05000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
1332516.27000000
0.001389156945
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
476603119.58000000
USD
55000000000.00000000
JPY
2022-02-02
1332516.27000000
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
10751150000.00000000
PA
93774897.27000000
0.097760945077
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.10000000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAE9
1445000.00000000
PA
1053237.05000000
0.001098006528
Long
DBT
CORP
CA
N
2
2044-05-30
Fixed
4.63700000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
7756100000.00000000
PA
69557524.35000000
0.072514175068
Long
DBT
NUSS
JP
N
2
2057-03-20
Fixed
0.90000000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
N/A
3849000.00000000
PA
4057447.88000000
0.004229916010
Long
DBT
CORP
LU
N
2
2030-09-03
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
6191350000.00000000
PA
54087258.07000000
0.056386321067
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
0.10000000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAM8
1820000.00000000
PA
1471013.15000000
0.001533540851
Long
DBT
CORP
CA
N
2
2024-09-09
Fixed
3.55600000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
2708000.00000000
PA
3025468.93000000
0.003154071190
Long
DBT
CORP
IT
N
2
2034-10-11
Fixed
1.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
1900000.00000000
PA
2520360.29000000
0.002627492122
Long
DBT
CORP
ES
N
2
2024-07-31
Fixed
1.37500000
N
N
N
N
N
N
Agence France Locale
969500NMI4UP00IO8G47
AGENCE FRANCE
N/A
4100000.00000000
PA
4841190.22000000
0.005046972537
Long
DBT
NUSS
FR
N
2
2028-06-20
Fixed
1.12500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CR8
8729000.00000000
PA
11340164.33000000
0.011822195646
Long
DBT
CORP
GB
N
2
2027-07-24
Variable
1.75000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
1930425.20000000
0.002012480924
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
744271706.00000000
SEK
81748572.78000000
USD
2022-02-02
1930425.20000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1615500000.00000000
PA
17653315.89000000
0.018403697528
Long
DBT
NUSS
JP
N
2
2035-06-20
Fixed
2.30000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
7547000.00000000
PA
8670658.23000000
0.009039218038
Long
DBT
CORP
GB
N
2
2026-01-24
Variable
1.37500000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
8000000.00000000
PA
8953483.99000000
0.009334065747
Long
DBT
CORP
NL
N
2
2026-07-09
Fixed
0.62500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
47652000.00000000
PA
100055337.95000000
0.104308345653
Long
DBT
NUSS
GB
N
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
2708000.00000000
PA
3089998.93000000
0.003221344138
Long
DBT
NUSS
DE
N
2
2025-01-21
Fixed
0.50000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
21968000000.00000000
PA
13744290.59000000
0.014328513030
Long
DBT
NUSS
KR
N
2
2070-09-10
Fixed
1.62500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
8200000.00000000
PA
10785701.74000000
0.011244164761
Long
DBT
CORP
FR
N
2
2027-03-25
Fixed
4.12500000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AG1
1355000.00000000
PA
1174953.69000000
0.001224896923
Long
DBT
CORP
CA
N
2
2037-06-01
Fixed
4.75000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
PROSUS NV
N/A
2586000.00000000
PA
2679643.52000000
0.002793545934
Long
DBT
CORP
NL
Y
2
2033-07-13
Fixed
1.98500000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
ARKEMA
N/A
8900000.00000000
PA
10474163.60000000
0.010919384208
Long
DBT
CORP
FR
N
2
2027-04-20
Fixed
1.50000000
N
N
N
N
N
N
Molnlycke Holding AB
549300WAUZKYD5PU9L16
MOLNLYCKE HLD
N/A
2257000.00000000
PA
2639820.91000000
0.002752030602
Long
DBT
CORP
SE
N
2
2025-02-28
Fixed
1.87500000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
PROSUS NV
N/A
696000.00000000
PA
767445.57000000
0.000800067037
Long
DBT
CORP
NL
N
2
2028-08-03
Fixed
1.53900000
N
N
N
N
N
N
Bertelsmann SE & Co KGaA
5299001BUUGXAREGE533
BERTELSMANN SE
N/A
2700000.00000000
PA
3157791.38000000
0.003292018212
Long
DBT
CORP
DE
N
2
2024-10-14
Fixed
1.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
110378000.00000000
PA
142540486.18000000
0.148599391163
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
17870000.00000000
PA
13877846.37000000
0.014467745806
Long
DBT
NUSS
SG
N
2
2039-07-01
Fixed
2.37500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
10648000.00000000
PA
12004639.52000000
0.012514915387
Long
DBT
CORP
NL
N
2
2025-02-15
Fixed
0.37500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
54963000.00000000
PA
78005517.96000000
0.081321263781
Long
DBT
NUSS
GB
N
2
2049-01-22
Fixed
1.75000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
1400000.00000000
PA
1604052.26000000
0.001672234995
Long
DBT
CORP
ES
N
2
2024-02-28
Fixed
1.12500000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
ASSICURAZIONI
N/A
3286000.00000000
PA
4179061.86000000
0.004356699381
Long
DBT
CORP
IT
N
2
2024-09-16
Fixed
5.12500000
N
N
N
N
N
N
OeBB-Infrastruktur AG
529900UUANUJ60MNMX97
OEBB INFRASTRUKT
N/A
1355000.00000000
PA
1724136.06000000
0.001797423143
Long
DBT
CORP
AT
N
2
2029-05-28
Fixed
2.25000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
N/A
2301000.00000000
PA
2630875.53000000
0.002742704984
Long
DBT
NUSS
CA
N
2
2026-01-16
Fixed
0.62500000
N
N
N
N
N
N
Annington Funding PLC
549300KK63W8VZIONZ83
ANNINGTON FND PL
N/A
3813000.00000000
PA
5394962.96000000
0.005624284248
Long
DBT
CORP
GB
N
2
2047-07-12
Fixed
3.93500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
11417000.00000000
PA
14658778.21000000
0.015281872368
Long
DBT
CORP
FR
N
2
2025-10-24
Fixed
4.00000000
N
N
N
N
N
N
EUROFIMA
4S66HJ5RNB5ZWG9YW219
EUROFIMA
298713AK4
1220000.00000000
PA
1062630.03000000
0.001107798771
Long
DBT
CORP
N/A
N
2
2027-03-30
Fixed
4.55000000
N
N
N
N
N
N
Canadian Western Bank
549300QG7XFGLKN6HL17
CAN WESTERN BANK
136765BJ2
2979000.00000000
PA
2354017.45000000
0.002454078621
Long
DBT
CORP
CA
N
2
2025-01-30
Fixed
2.60600000
N
N
N
N
N
N
UNIQA Insurance Group AG
529900OOW8ELHOXWZP82
UNIQA INSURANCE
N/A
800000.00000000
PA
1074120.45000000
0.001119777609
Long
DBT
CORP
AT
N
2
2046-07-27
Variable
6.00000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZFL2
19287000.00000000
PA
15147317.77000000
0.015791178062
Long
DBT
NUSS
CA
N
2
2053-12-01
Fixed
2.85000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
600000.00000000
PA
642615.86000000
0.000669931246
Long
DBT
CORP
FR
N
2
2033-05-25
Fixed
1.37500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
47976000.00000000
PA
54036289.14000000
0.056333185624
Long
DBT
CORP
N/A
N
2
2026-07-06
None
0.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
3562000.00000000
PA
3896911.60000000
0.004062555886
Long
DBT
CORP
FI
N
2
2028-11-02
Fixed
0.50000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
174508000.00000000
PA
210164906.35000000
0.219098292453
Long
DBT
NUSS
IT
N
2
2026-07-15
Fixed
2.10000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
22559000.00000000
PA
17235585.31000000
0.017968210661
Long
DBT
NUSS
SG
N
2
2025-06-01
Fixed
2.37500000
N
N
N
N
N
N
Clydesdale Bank PLC
NHXOBHMY8K53VRC7MZ54
CLYDESDALE BANK
N/A
5867000.00000000
PA
8915785.31000000
0.009294764626
Long
DBT
CORP
GB
N
2
2026-06-08
Fixed
4.62500000
N
N
N
N
N
N
WPP Finance Deutschland GmbH
549300187TP95ZWG8155
WPP FINANCE
N/A
1869000.00000000
PA
2197251.42000000
0.002290649007
Long
DBT
CORP
DE
N
2
2030-03-23
Fixed
1.62500000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
8184000.00000000
PA
8896785.80000000
0.009274957512
Long
DBT
CORP
FR
N
2
2171-01-25
Variable
1.62500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
6800000.00000000
PA
7529295.16000000
0.007849339557
Long
DBT
CORP
FR
N
2
2027-06-11
Fixed
0.37500000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
69000000000.00000000
PA
15263757.07000000
0.015912566795
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAK7
391000.00000000
PA
300262.65000000
0.000313025780
Long
DBT
CORP
CA
N
2
2024-07-17
Fixed
1.09000000
N
N
N
N
N
N
Enbridge Gas Inc
5493008F8CJ4MIYYVW73
ENBRIDGE GAS
29260ZAC0
2257000.00000000
PA
1791625.47000000
0.001867781296
Long
DBT
CORP
CA
N
2
2030-04-01
Fixed
2.90000000
N
N
N
N
N
N
WPP Finance 2017
549300IYY97T872E8L21
WPP FINANCE 2017
N/A
1967000.00000000
PA
2866382.34000000
0.002988222377
Long
DBT
CORP
GB
N
2
2032-05-19
Fixed
3.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
6769000.00000000
PA
8890944.98000000
0.009268868419
Long
DBT
CORP
N/A
N
2
2025-10-15
Fixed
4.50000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109AP6
1774000.00000000
PA
1753115.60000000
0.001827634504
Long
DBT
CORP
CA
N
2
2039-11-04
Fixed
6.68000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
COUNCIL OF EUROP
N/A
4193000.00000000
PA
4680801.47000000
0.004879766214
Long
DBT
CORP
N/A
N
2
2027-04-09
None
0.00000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
153100000.00000000
PA
208643351.81000000
0.217512061872
Long
DBT
NUSS
IT
Y
2
2035-03-01
Fixed
3.35000000
N
N
N
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
4107000.00000000
PA
4646856.31000000
0.004844378162
Long
DBT
CORP
FR
N
2
2024-04-26
Fixed
0.75000000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
500000.00000000
PA
397021.55000000
0.000413897568
Long
DBT
NUSS
AU
N
2
2042-11-21
Fixed
4.10000000
N
N
N
N
N
N
Ivanhoe Cambridge II Inc
N/A
IVANHOE CAMB II
46578WAB0
2391000.00000000
PA
1886528.43000000
0.001966718254
Long
DBT
CORP
CA
N
2
2024-12-12
Fixed
2.29600000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
3390000.00000000
PA
3637023.14000000
0.003791620463
Long
DBT
CORP
CH
N
2
2031-06-06
Fixed
0.30000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
897000.00000000
PA
1717985.23000000
0.001791010863
Long
DBT
CORP
DE
N
2
2037-03-15
Fixed
4.87500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
2819000.00000000
PA
2649987.00000000
0.002762628817
Long
DBT
NUSS
RO
Y
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
Vienna Insurance Group AG Wiener Versicherung Gruppe
549300JCRU23I1THU176
VIENNA INSURANCE
EJ8498473
400000.00000000
PA
483802.12000000
0.000504366881
Long
DBT
CORP
AT
N
2
2043-10-09
Variable
5.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
891160RP0
5610000.00000000
PA
4513311.31000000
0.004705156624
Long
DBT
CORP
CA
N
2
2028-09-14
Variable
3.58900000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
N/A
4800000.00000000
PA
5465578.00000000
0.005697900890
Long
DBT
CORP
FR
N
2
2030-06-23
Fixed
1.12500000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
10100000.00000000
PA
11125564.47000000
0.011598473885
Long
DBT
CORP
FR
N
2
2028-07-20
Fixed
0.01000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
35904000.00000000
PA
7835974.44000000
0.008169054716
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
21074000.00000000
PA
24144549.14000000
0.025170850740
Long
DBT
CORP
N/A
N
2
2026-03-02
Fixed
0.50000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JV4
4242000.00000000
PA
5079968.41000000
0.005295900365
Long
DBT
CORP
US
N
2
2031-01-31
Fixed
1.75000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGE
N/A
8100000.00000000
PA
10878156.75000000
0.011340549715
Long
DBT
CORP
DE
N
2
2023-03-20
Fixed
1.12500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
3339000.00000000
PA
4337488.31000000
0.004521859994
Long
DBT
CORP
N/A
N
2
2026-09-15
Fixed
0.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFH2
2706000.00000000
PA
1947462.31000000
0.002030242223
Long
DBT
CORP
US
N
2
2050-05-16
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4797453.69000000
0.005001376918
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
556950000.00000000
USD
500000000.00000000
EUR
2022-02-02
4797453.69000000
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PER0
22005000.00000000
PA
17793802.32000000
0.018550155552
Long
DBT
NUSS
CA
Y
2
2025-03-15
Fixed
2.55000000
N
N
N
N
N
N
Network Rail Infrastructure Finance PLC
213800H88F5EE4B1D697
NETWRK RAIL INFR
N/A
3159000.00000000
PA
4531307.32000000
0.004723917582
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
4.75000000
N
N
N
N
N
N
Hastings Group Finance PLC
6354002VILB9PBA8GH72
HASTINGS GRP FIN
N/A
4965000.00000000
PA
6941108.06000000
0.007236150649
Long
DBT
CORP
JE
N
2
2025-05-24
Fixed
3.00000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
200000000.00000000
PA
32518356.41000000
0.033900599707
Long
DBT
NUSS
CN
N
2
2028-01-08
Fixed
3.40000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
30000000.00000000
PA
4983576.24000000
0.005195410896
Long
DBT
NUSS
CN
N
2
2036-01-25
Fixed
3.80000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
24233000.00000000
PA
27865876.85000000
0.029050359270
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
0.50000000
N
N
N
N
N
N
de Volksbank NV
724500A1FNICHSDF2I11
VOLKSBANK NV
N/A
6800000.00000000
PA
7482518.73000000
0.007800574822
Long
DBT
CORP
NL
N
2
2026-06-22
Fixed
0.25000000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
CRD MUTUEL ARKEA
N/A
5900000.00000000
PA
6682891.15000000
0.006966957828
Long
DBT
CORP
FR
N
2
2027-05-07
Fixed
0.87500000
N
N
N
N
N
N
Programa Cedulas TDA Fondo de Titulizacion de Activos
959800B2SA7684UFA098
PROGRAMA CEDULAS
N/A
3900000.00000000
PA
5254852.77000000
0.005478218457
Long
DBT
CORP
ES
N
2
2027-03-28
Fixed
4.25000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
11665000.00000000
PA
3169110.44000000
0.003303818406
Long
DBT
NUSS
PL
N
2
2029-04-25
Fixed
5.75000000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN
115637AR1
4207000.00000000
PA
5869664.90000000
0.006119164132
Long
DBT
CORP
US
N
2
2028-07-07
Fixed
2.60000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334BW3
6318000.00000000
PA
7176929.01000000
0.007481995536
Long
DBT
CORP
US
N
2
2023-04-27
Fixed
1.00000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
15682000.00000000
PA
17866264.42000000
0.018625697767
Long
DBT
NUSS
SK
N
2
2025-05-14
Fixed
0.25000000
N
N
N
N
N
N
Basler Kantonalbank
HV5W8PGLJ127N2SFSM23
BASLER KANTNALBK
N/A
2395000.00000000
PA
2611417.39000000
0.002722419746
Long
DBT
CORP
CH
N
2
2023-08-10
Fixed
0.37500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
50000000.00000000
PA
8095628.68000000
0.008439745963
Long
DBT
NUSS
CN
N
2
2025-09-23
Fixed
3.45000000
N
N
N
N
N
N
Alectra Inc
5493008DXEYO6JTJEB46
ALECTRA INC
014443AK1
1043000.00000000
PA
826999.27000000
0.000862152159
Long
DBT
CORP
CA
N
2
2049-04-12
Fixed
3.45800000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
ASSICURAZIONI
N/A
1355000.00000000
PA
1771389.62000000
0.001846685289
Long
DBT
CORP
IT
N
2
2048-06-08
Variable
5.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
455000.00000000
PA
342781.63000000
0.000357352096
Long
DBT
NUSS
CA
N
2
2024-08-22
Fixed
4.25000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
7161000.00000000
PA
8378683.35000000
0.008734832312
Long
DBT
NUSS
RO
N
2
2030-05-26
Fixed
3.62400000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-269501.85000000
-0.00028095744
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
22739400.00000000
USD
20000000.00000000
EUR
2022-02-02
-269501.85000000
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
993000.00000000
PA
1199727.61000000
0.001250723897
Long
DBT
CORP
AT
N
2
2028-12-04
Fixed
1.87500000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
25433000.00000000
PA
10043964.78000000
0.010470899119
Long
DBT
NUSS
IL
N
2
2026-10-30
Fixed
6.25000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
40000000.00000000
PA
6813285.68000000
0.007102894980
Long
DBT
NUSS
CN
N
2
2071-03-22
Fixed
3.76000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
60000000000.00000000
PA
48762863.54000000
0.050835604870
Long
DBT
NUSS
KR
N
2
2024-09-10
Fixed
1.37500000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PEF6
57205000.00000000
PA
46290151.89000000
0.048257786766
Long
DBT
NUSS
CA
Y
2
2024-06-15
Fixed
2.90000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
12635000.00000000
PA
14987773.09000000
0.015624851687
Long
DBT
NUSS
NL
N
2
2023-05-26
Fixed
3.87500000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
N/A
501000.00000000
PA
850434.21000000
0.000886583238
Long
DBT
CORP
GB
N
2
2029-05-11
Fixed
5.87500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
28141000.00000000
PA
32092301.61000000
0.033456434786
Long
DBT
CORP
N/A
N
2
2047-01-04
Fixed
0.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
3162000.00000000
PA
6357160.29000000
0.006627381272
Long
DBT
CORP
N/A
N
2
2039-04-15
Fixed
5.00000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BP7
2392000.00000000
PA
1841529.70000000
0.001919806783
Long
DBT
CORP
CA
N
2
2024-07-22
Fixed
1.27000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
N/A
1039000.00000000
PA
1192115.63000000
0.001242788358
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
1.12500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1165134000.00000000
PA
14237650.70000000
0.014842844179
Long
DBT
NUSS
RU
N
2
2024-02-28
Fixed
6.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
282000.00000000
PA
552871.09000000
0.000576371735
Long
DBT
CORP
NL
N
2
2041-05-23
Fixed
5.25000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MBE2
1619000.00000000
PA
1341069.73000000
0.001398073983
Long
DBT
CORP
CA
N
2
2048-03-06
Fixed
4.70000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
2257000.00000000
PA
2416798.78000000
0.002519528569
Long
DBT
CORP
JP
N
2
2029-09-06
Fixed
0.40200000
N
N
N
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WP CAREY INC
N/A
7839000.00000000
PA
9202003.97000000
0.009593149455
Long
DBT
CORP
NL
N
2
2027-04-15
Fixed
2.12500000
N
N
N
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAR9
3440000.00000000
PA
2792442.97000000
0.002911140100
Long
DBT
CORP
CA
N
2
2025-06-05
Fixed
3.33100000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
EK0245689
1900000.00000000
PA
2283247.51000000
0.002380300495
Long
DBT
CORP
FR
N
2
2171-01-22
Variable
5.00000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
3545000.00000000
PA
3581227.61000000
0.003733453257
Long
DBT
NUSS
DE
N
2
2041-01-18
Fixed
0.10000000
N
N
N
N
N
N
VW Credit Canada Inc
5493008EKOD7VIY3LM85
VW CREDIT CANADA
918423AX2
2000000.00000000
PA
1551895.69000000
0.001617861429
Long
DBT
CORP
CA
N
2
2023-09-25
Fixed
1.20000000
N
N
N
N
N
N
London Power Networks PLC
213800JDI3GTKPG4XI38
LONDON POWER
N/A
212000.00000000
PA
344662.65000000
0.000359313071
Long
DBT
CORP
GB
N
2
2027-06-07
Fixed
6.12500000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
4062000.00000000
PA
2991930.28000000
0.003119106928
Long
DBT
NUSS
NO
N
2
2026-12-09
Fixed
3.00000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
AR0736298
5900000.00000000
PA
51624.74000000
0.000053819129
Long
DBT
NUSS
JP
N
2
2028-02-15
Fixed
0.19500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
10260000.00000000
PA
11527470.75000000
0.012017463816
Long
DBT
NUSS
IT
N
2
2024-04-15
None
0.00000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
1380000000.00000000
PA
12168202.76000000
0.012685431137
Long
DBT
NUSS
JP
N
2
2024-05-21
Fixed
0.66000000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
7356000.00000000
PA
8478891.29000000
0.008839299747
Long
DBT
CORP
KY
N
2
2025-04-13
Fixed
1.25000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
5200000.00000000
PA
6301016.16000000
0.006568850648
Long
DBT
CORP
NL
N
2
2029-06-25
Fixed
2.50000000
N
N
N
N
N
N
Legal & General Finance PLC
213800AJC8I72ZCD2E71
LEGAL & GENL FIN
EC3157236
3159000.00000000
PA
5624166.26000000
0.005863230191
Long
DBT
CORP
GB
N
2
2031-12-11
Fixed
5.87500000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAN9
1057000.00000000
PA
825750.04000000
0.000860849829
Long
DBT
CORP
CA
N
2
2046-09-13
Fixed
4.34000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
2130000.00000000
PA
1541598.85000000
0.001607126905
Long
DBT
CORP
DE
N
2
2027-03-23
Fixed
2.60000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
15500000.00000000
PA
3975472.77000000
0.004144456421
Long
DBT
NUSS
PE
N
2
2042-02-12
Fixed
6.85000000
N
N
N
N
N
N
Affordable Housing Finance PLC
213800CUPSEPGZJDL997
AFFORDABLE HSG
N/A
1207000.00000000
PA
1932779.46000000
0.002014935255
Long
DBT
CORP
GB
N
2
2045-08-11
Fixed
2.89300000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
33810000.00000000
PA
26317036.16000000
0.027435682699
Long
DBT
NUSS
AU
Y
2
2030-08-21
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3143732.42000000
0.003277361654
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
396366950.00000000
USD
2022-02-02
3143732.42000000
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
37029000.00000000
PA
39668510.44000000
0.041354682151
Long
DBT
CORP
N/A
N
2
2036-06-04
Fixed
0.20000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
1900000.00000000
PA
2071295.96000000
0.002159339615
Long
DBT
CORP
FR
N
2
2049-09-04
Fixed
1.37500000
N
N
N
N
N
N
Kansai Electric Power Co Inc/The
353800PFUKP5ONPJNZ86
KANSAI EL PW CO
N/A
42000000.00000000
PA
365856.61000000
0.000381407914
Long
DBT
CORP
JP
N
2
2024-04-25
Fixed
0.28000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
6475000.00000000
PA
7058348.14000000
0.007358374201
Long
DBT
CORP
CH
N
2
2025-12-01
Fixed
0.25000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
4739000.00000000
PA
5369242.30000000
0.005597470291
Long
DBT
CORP
NL
N
2
2023-07-10
Fixed
0.37500000
N
N
N
N
N
N
Region Wallonne Belgium
529900HPQFHMCG25MZ72
REGION WALLONNE
N/A
2600000.00000000
PA
2626834.67000000
0.002738492361
Long
DBT
NUSS
BE
N
2
2071-06-22
Fixed
1.25000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TR
N/A
2755000.00000000
PA
2196661.20000000
0.002290033699
Long
DBT
NUSS
CA
N
2
2029-05-14
Fixed
2.60000000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
VEOLIA ENVRNMT
N/A
2900000.00000000
PA
3444092.21000000
0.003590488704
Long
DBT
CORP
FR
N
2
2028-01-10
Fixed
1.59000000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUES
N/A
2300000.00000000
PA
2655861.96000000
0.002768753501
Long
DBT
CORP
FR
N
2
2028-07-24
Fixed
1.12500000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
61000.00000000
PA
71668.76000000
0.000074715152
Long
DBT
NUSS
DE
N
2
2024-01-16
Fixed
2.12500000
N
N
N
N
N
N
EssilorLuxottica SA
549300M3VH1A3ER1TB49
ESSILORLUXOTTICA
N/A
9100000.00000000
PA
10233021.38000000
0.010667991863
Long
DBT
CORP
FR
N
2
2028-06-05
Fixed
0.50000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
7900000.00000000
PA
9044985.46000000
0.009429456629
Long
DBT
CORP
ES
N
2
2024-02-05
Fixed
1.06900000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
N/A
1560000.00000000
PA
1131993.72000000
0.001180110873
Long
DBT
CORP
US
N
2
2023-02-21
Fixed
3.85000000
N
N
N
N
N
N
BP Capital Markets BV
7245003VD7E4T30HJD24
BP CAP MKY BV
N/A
4159000.00000000
PA
3979332.92000000
0.004148480652
Long
DBT
CORP
NL
N
2
2040-12-04
Fixed
0.93300000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
N/A
1919000.00000000
PA
2428956.01000000
0.002532202561
Long
DBT
CORP
DE
N
2
2039-03-29
Fixed
2.25000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
175643000.00000000
PA
185695466.93000000
0.193588741466
Long
DBT
NUSS
IT
Y
2
2031-08-01
Fixed
0.60000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
7000000.00000000
PA
8347672.72000000
0.008702503527
Long
DBT
CORP
DE
N
2
2170-09-18
Variable
3.37500000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
15795000.00000000
PA
18594662.26000000
0.019385057289
Long
DBT
NUSS
SI
N
2
2028-03-06
Fixed
1.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
2301000.00000000
PA
2789175.51000000
0.002907733751
Long
DBT
CORP
MX
N
2
2028-03-10
Fixed
2.12500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
86598000.00000000
PA
97398780.53000000
0.101538867129
Long
DBT
NUSS
DE
N
2
2031-08-15
None
0.00000000
N
N
N
N
N
N
N/A
N/A
KOREA 3YR BND FUT Mar22
N/A
961.00000000
NC
-56611.71000000
-0.00005901807
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
KFE 3 Year Treasury Bond Future
2022-03-15
86604259.31000000
KRW
-56611.71000000
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
32829000.00000000
PA
9515477.56000000
0.009919947728
Long
DBT
NUSS
IL
N
2
2037-05-31
Fixed
1.50000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
15341000.00000000
PA
17409478.64000000
0.018149495597
Long
DBT
NUSS
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
10600000.00000000
PA
11954021.49000000
0.012462145759
Long
DBT
CORP
ES
N
2
2026-07-10
Variable
0.75000000
N
N
N
N
N
N
Canal de Isabel II Gestion SA
959800T25J8CA6LUCP08
CANAL DE ISABEL
N/A
1600000.00000000
PA
1857605.37000000
0.001936565774
Long
DBT
CORP
ES
N
2
2025-02-26
Fixed
1.68000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
1806000.00000000
PA
2294940.54000000
0.002392490555
Long
DBT
NUSS
FR
N
2
2024-07-08
Fixed
5.37500000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
2257000.00000000
PA
1687986.74000000
0.001759737240
Long
DBT
NUSS
AU
N
2
2023-11-20
Fixed
4.25000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
N/A
1039000.00000000
PA
1578351.75000000
0.001645442045
Long
DBT
CORP
MX
N
2
2026-10-27
Fixed
5.00000000
N
N
N
N
N
N
Alstom SA
96950032TUYMW11FB530
ALSTOM S
N/A
1700000.00000000
PA
1797785.88000000
0.001874203563
Long
DBT
CORP
FR
N
2
2029-01-11
None
0.00000000
N
N
N
N
N
N
ING-DiBa AG
3KXUNHVVQFIJN6RHLO76
ING-DIBA AG
N/A
17300000.00000000
PA
19330870.33000000
0.020152559028
Long
DBT
CORP
DE
N
2
2027-05-23
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
8118642.35000000
0.008463737865
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
631894756.00000000
EUR
718049182.72000000
USD
2022-02-02
8118642.35000000
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0348
N/A
43791000.00000000
PA
57244848.35000000
0.059678129631
Long
DBT
NUSS
BE
Y
2
2050-06-22
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
21601058.24000000
0.022519244805
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1505000000.00000000
EUR
1712460893.85000000
USD
2022-02-02
21601058.24000000
N
N
N
La Banque Postale SA
96950066U5XAAIRCPA78
LA BANQUE POSTAL
N/A
10000000.00000000
PA
10584800.84000000
0.011034724256
Long
DBT
CORP
FR
N
2
2031-06-23
Fixed
0.75000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
20000000000.00000000
PA
16537320.61000000
0.017240265134
Long
DBT
NUSS
KR
N
2
2025-12-10
Fixed
2.25000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BN2
392000.00000000
PA
296707.53000000
0.000309319544
Long
DBT
CORP
CA
N
2
2026-07-20
Fixed
1.66000000
N
N
N
N
N
N
Carmila SA
222100P6D3QKU33LZQ72
CARMILA SA
N/A
500000.00000000
PA
583300.53000000
0.000608094625
Long
DBT
CORP
FR
N
2
2028-03-07
Fixed
2.12500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
4513000.00000000
PA
5086640.75000000
0.005302856323
Long
DBT
CORP
NL
N
2
2028-08-15
Fixed
0.75000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
135036000.00000000
PA
152445428.86000000
0.158925358832
Long
DBT
NUSS
IT
Y
2
2052-09-01
Fixed
2.15000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
20000000.00000000
PA
5028537.57000000
0.005242283377
Long
DBT
NUSS
MY
N
2
2037-08-04
Fixed
4.75500000
N
N
N
N
N
N
Cameco Corp
N4BHALMXL3GMZKCUON55
CAMECO CORP
13321LAK4
1242000.00000000
PA
1011551.08000000
0.001054548631
Long
DBT
CORP
CA
N
2
2024-06-24
Fixed
4.19000000
N
N
N
N
N
N
Brenntag Finance BV
724500LOJA6NM43PH951
BRENNTAG FINANCE
N/A
1625000.00000000
PA
1870274.29000000
0.001949773206
Long
DBT
CORP
NL
N
2
2025-09-27
Fixed
1.12500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCA0
3655000.00000000
PA
2999219.13000000
0.003126705602
Long
DBT
CORP
CA
N
2
2028-08-21
Fixed
3.80000000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA
N/A
7221000.00000000
PA
8105854.10000000
0.008450406031
Long
DBT
CORP
IT
N
2
2026-01-15
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5006453.69000000
0.005219260788
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
556741000.00000000
USD
500000000.00000000
EUR
2022-02-02
5006453.69000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
7800000.00000000
PA
8623047.81000000
0.008989583864
Long
DBT
CORP
ES
N
2
2027-03-24
Variable
0.50000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
AKZO NOBEL NV
N/A
1625000.00000000
PA
1907300.34000000
0.001988373106
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
1.75000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
N/A
4513000.00000000
PA
5044410.10000000
0.005258830594
Long
DBT
CORP
JP
N
2
2026-06-18
Fixed
0.26700000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
N/A
1355000.00000000
PA
1611347.34000000
0.001679840163
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
1.75000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
N/A
4875000.00000000
PA
5194968.45000000
0.005415788660
Long
DBT
CORP
LU
N
2
2039-09-18
Fixed
1.35000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
3953000.00000000
PA
4043879.72000000
0.004215771114
Long
DBT
NUSS
IT
Y
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
225700000.00000000
PA
1986394.96000000
0.002070829766
Long
DBT
NUSS
JP
N
2
2023-07-25
Fixed
0.91000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
5077000.00000000
PA
5828958.28000000
0.006076727214
Long
DBT
CORP
GB
N
2
2026-11-24
Fixed
0.90000000
N
N
N
N
N
N
Cie Generale des Etablissements Michelin SCA
549300SOSI58J6VIW052
MICHELIN
N/A
7200000.00000000
PA
7770883.81000000
0.008101197308
Long
DBT
CORP
FR
N
2
2028-11-02
None
0.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
136069YW5
3610000.00000000
PA
2887105.98000000
0.003009826908
Long
DBT
CORP
CA
N
2
2028-04-04
Variable
3.45000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
282000.00000000
PA
326228.07000000
0.000340094901
Long
DBT
CORP
NL
N
2
2023-03-23
Fixed
2.37500000
N
N
N
N
N
N
Aspire Defence Finance PLC
213800EQV9JHWCGV7H79
ASPIRE DEFENCE
N/A
1304355.76000000
PA
2182435.14000000
0.002275202938
Long
DBT
CORP
GB
N
2
2040-03-31
Fixed
4.67400000
N
N
N
N
N
N
HOCHTIEF AG
529900Y25S8NZIYTT924
HOCHTIEF AKTIENG
N/A
1391000.00000000
PA
1489922.80000000
0.001553254285
Long
DBT
CORP
DE
N
2
2029-04-26
Fixed
0.62500000
N
N
N
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
4000000.00000000
PA
5311611.06000000
0.005537389346
Long
DBT
CORP
NL
N
2
2023-09-18
Fixed
1.12500000
N
N
N
N
N
N
Fairfax Financial Holdings Ltd
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLD
303901AZ5
3113000.00000000
PA
2547929.10000000
0.002656232787
Long
DBT
CORP
CA
N
2
2027-12-06
Fixed
4.25000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
5592000.00000000
PA
5236790.54000000
0.005459388463
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368B5B0
6305000.00000000
PA
4975178.45000000
0.005186656145
Long
DBT
CORP
CA
N
2
2024-07-29
Fixed
2.28000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
BANK GOSPODARSTW
N/A
2340000.00000000
PA
2708612.80000000
0.002823746598
Long
DBT
NUSS
PL
N
2
2025-06-01
Fixed
1.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2392282.42000000
0.002493970103
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
350000000.00000000
EUR
395615500.00000000
USD
2022-02-02
2392282.42000000
N
N
N
China Government International Bond
N/A
CHINA (PEOPLE'S)
N/A
4513000.00000000
PA
4722319.87000000
0.004923049418
Long
DBT
NUSS
CN
N
2
2035-11-25
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
135131.45000000
0.000140875422
N/A
DFE
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
44000000000.00000000
JPY
382483640.13000000
USD
2022-02-02
135131.45000000
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
N/A
150000000.00000000
PA
23959819.18000000
0.024978268546
Long
DBT
NUSS
CN
N
2
2024-03-03
Fixed
3.19000000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAG6
2708000.00000000
PA
2184053.39000000
0.002276889975
Long
DBT
CORP
CA
N
2
2030-04-08
Fixed
3.21500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CB3
17744000.00000000
PA
24362436.82000000
0.025398000075
Long
DBT
CORP
GB
N
2
2028-07-22
Variable
3.00000000
N
N
N
N
N
N
University of Manchester
213800L6WZJ6FSGIEJ60
UNIV OF MANCHEST
EJ7285376
857000.00000000
PA
1659095.18000000
0.001729617600
Long
DBT
CORP
GB
N
2
2053-07-04
Fixed
4.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
FRANCE TELECOM
N/A
212000.00000000
PA
406232.72000000
0.000423500273
Long
DBT
CORP
FR
N
2
2033-01-28
Fixed
8.12500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5398150000.00000000
PA
48111166.67000000
0.050156206611
Long
DBT
NUSS
JP
N
2
2047-06-20
Fixed
0.80000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
11430000.00000000
PA
13072075.91000000
0.013627724820
Long
DBT
CORP
DE
N
2
2023-08-30
Fixed
1.12500000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
ZP3538151
33845000.00000000
PA
37903141.41000000
0.039514273366
Long
DBT
NUSS
PT
Y
2
2030-10-18
Fixed
0.47500000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
-38145.55000000
-0.00003976698
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
5417676.00000000
USD
4000000.00000000
GBP
2022-02-02
-38145.55000000
N
N
N
Scentre Group Trust 1 / Scentre Group Trust 2
N/A
SCENTRE GROUP TR
N/A
6061000.00000000
PA
7095545.08000000
0.007397152255
Long
DBT
CORP
AU
N
2
2028-04-11
Fixed
1.75000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087J54
20635000.00000000
PA
16530402.00000000
0.017233052438
Long
DBT
NUSS
CA
N
2
2024-03-01
Fixed
2.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
4513000.00000000
PA
5227743.01000000
0.005449956354
Long
DBT
CORP
IT
N
2
2025-09-25
Fixed
1.00000000
N
N
N
N
N
N
Aeroports de Montreal
549300KK0OFPB3OVOT20
AEROPORTS DE MON
007863AF0
904000.00000000
PA
905040.15000000
0.000943510288
Long
DBT
CORP
CA
N
2
2037-10-16
Fixed
5.67000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
8024050000.00000000
PA
71673906.24000000
0.074720517061
Long
DBT
NUSS
JP
N
2
2037-06-20
Fixed
0.60000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
42915000.00000000
PA
88499347.05000000
0.092261149392
Long
DBT
NUSS
GB
N
2
2042-12-07
Fixed
4.50000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KG2
1764000.00000000
PA
1371835.80000000
0.001430147813
Long
DBT
NUSS
CA
N
2
2058-06-02
Fixed
2.95000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
-288791.66000000
-0.00030106719
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
40635270.00000000
USD
30000000.00000000
GBP
2022-02-02
-288791.66000000
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
AX7282384
5200000.00000000
PA
6030204.77000000
0.006286527999
Long
DBT
CORP
FR
N
2
2029-03-22
Fixed
1.75000000
N
N
N
N
N
N
Sagen MI Canada Inc
549300YDFEOS1DI1X211
GENWORTH MI CAN
37252BAC6
463000.00000000
PA
377324.84000000
0.000393363618
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
4.24200000
N
N
N
N
N
N
Glencore Capital Finance DAC
213800HCUCI1HC7X6Q34
GLENCORE FIN DAC
N/A
12330000.00000000
PA
13820263.38000000
0.014407715162
Long
DBT
CORP
IE
N
2
2028-03-10
Fixed
1.12500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
N/A
1039000.00000000
PA
1175831.81000000
0.001225812369
Long
DBT
CORP
US
N
2
2031-08-05
Fixed
1.30000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
N/A
904000.00000000
PA
1183102.78000000
0.001233392403
Long
DBT
NUSS
PE
N
2
2030-03-01
Fixed
3.75000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
7152000.00000000
PA
10861339.52000000
0.011323017643
Long
DBT
CORP
GB
N
2
2029-10-15
Fixed
3.87500000
N
N
N
N
N
N
Freshwater Finance PLC
5493004P1F1N0081ID73
FRESHWATER FIN
EF7379946
508000.00000000
PA
827108.24000000
0.000862265761
Long
DBT
CORP
IE
N
2
2036-10-17
Fixed
4.60700000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAK7
2174000.00000000
PA
1781907.48000000
0.001857650227
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.02000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
1128000.00000000
PA
1282268.03000000
0.001336772826
Long
DBT
CORP
AU
N
2
2024-05-17
Fixed
0.50000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
3727000.00000000
PA
4136536.43000000
0.004312366342
Long
DBT
CORP
NL
N
2
2025-11-18
Fixed
0.00000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
40800000.00000000
PA
46119087.17000000
0.048079450674
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
0.12500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
3000000.00000000
PA
3145727.57000000
0.003279441611
Long
DBT
CORP
NL
N
2
2041-01-21
Fixed
1.50000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PGL1
29925000.00000000
PA
24385497.95000000
0.025422041454
Long
DBT
NUSS
CA
Y
2
2028-03-15
Fixed
2.65000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5650650000.00000000
PA
57098796.93000000
0.059525870069
Long
DBT
NUSS
JP
N
2
2033-06-20
Fixed
1.70000000
N
N
N
N
N
N
Tritax Big Box REIT PLC
213800L6X88MIYPVR714
TRITAX BIG BOX
N/A
1500000.00000000
PA
1822198.10000000
0.001899653463
Long
DBT
CORP
GB
N
2
2033-11-27
Fixed
1.50000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DT1
10425000.00000000
PA
8266684.24000000
0.008618072506
Long
DBT
NUSS
CA
N
2
2026-06-01
Fixed
2.20000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415EXV2
10542000.00000000
PA
8340798.22000000
0.008695336816
Long
DBT
CORP
CA
N
2
2024-09-23
Fixed
2.49000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
4000000.00000000
PA
5585055.48000000
0.005822456946
Long
DBT
CORP
LU
N
2
2031-04-10
Fixed
3.62500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
110000000.00000000
PA
17584994.85000000
0.018332472396
Long
DBT
NUSS
CN
N
2
2023-07-12
Fixed
3.30000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZAL8
2257000.00000000
PA
2357624.40000000
0.002457838890
Long
DBT
CORP
CA
N
2
2031-04-02
Fixed
7.85000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
4135000.00000000
PA
5644792.16000000
0.005884732827
Long
DBT
NUSS
FR
Y
2
2066-05-25
Fixed
1.75000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBK5
2483000.00000000
PA
2267055.67000000
0.002363420396
Long
DBT
CORP
CA
N
2
2043-10-09
Fixed
4.59000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
40059000.00000000
PA
47547553.04000000
0.049568635707
Long
DBT
NUSS
ES
Y
2
2025-04-30
Fixed
1.60000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
4513000.00000000
PA
5158942.34000000
0.005378231205
Long
DBT
NUSS
DE
N
2
2026-04-16
Fixed
0.50000000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
298062000.00000000
PA
337209863.53000000
0.351543493064
Long
DBT
NUSS
DE
N
2
2030-08-15
Fixed
0.00000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
731000.00000000
PA
856777.18000000
0.000893195826
Long
DBT
CORP
IT
N
2
2026-02-02
Fixed
1.50000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
11264000.00000000
PA
12797290.43000000
0.013341259156
Long
DBT
NUSS
DE
N
2
2120-01-15
Fixed
1.37500000
N
N
N
N
N
N
UniCredit Bank Austria AG
D1HEB8VEU6D9M8ZUXG17
UNICREDIT BK AUS
N/A
2300000.00000000
PA
2710697.99000000
0.002825920422
Long
DBT
CORP
AT
N
2
2024-01-22
Fixed
2.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
1715000.00000000
PA
2601650.04000000
0.002712237219
Long
DBT
CORP
N/A
N
2
2027-12-07
Fixed
3.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
AU2694738
1000000.00000000
PA
1162750.21000000
0.001212174715
Long
DBT
CORP
NL
N
2
2027-09-06
Fixed
1.00000000
N
N
N
N
N
N
Caisse Nationale de Reassurance Mutuelle Agricole Groupama
969500P4HYOPYINEPE06
CAISSE NA REA MU
N/A
3800000.00000000
PA
4635898.82000000
0.004832954907
Long
DBT
CORP
FR
N
2
2028-09-24
Fixed
3.37500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
217000.00000000
PA
252616.44000000
0.000263354294
Long
DBT
CORP
NL
N
2
2028-05-12
Fixed
1.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
AT5926718
200000000.00000000
PA
1704696.56000000
0.001777157337
Long
DBT
NUSS
JP
N
2
2048-07-31
Fixed
0.68600000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
23014000.00000000
PA
26706460.51000000
0.027841660136
Long
DBT
NUSS
FI
Y
2
2027-09-15
Fixed
0.50000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
364051000000.00000000
PA
26243404.33000000
0.027358921033
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
2700000.00000000
PA
3175102.21000000
0.003310064866
Long
DBT
CORP
DE
N
2
2028-03-10
Fixed
1.25000000
N
N
N
N
N
N
IM Cedulas 10 Fondo de Titulazion de Activos
95980020DUPSSRY6SE92
IM CEDULAS 10
N/A
2300000.00000000
PA
2590603.89000000
0.002700721536
Long
DBT
CORP
ES
N
2
2022-02-21
Fixed
4.50000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
626862000.00000000
PA
16333064.04000000
0.017027326321
Long
DBT
NUSS
TH
N
2
2042-06-17
Fixed
2.00000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
59115000.00000000
PA
14189465.84000000
0.014792611146
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
3610000.00000000
PA
2775872.62000000
0.002893865401
Long
DBT
NUSS
NL
N
2
2024-05-20
Fixed
5.25000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
1900000.00000000
PA
2181516.30000000
0.002274245042
Long
DBT
CORP
ES
N
2
2025-01-17
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3672453.69000000
0.003828557043
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
558075000.00000000
USD
500000000.00000000
EUR
2022-02-02
3672453.69000000
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
63176000.00000000
PA
14131643.29000000
0.014732330759
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAK7
2708000.00000000
PA
2081283.40000000
0.002169751586
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
1.10000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368B2H0
5459000.00000000
PA
4360932.12000000
0.004546300320
Long
DBT
CORP
CA
N
2
2024-03-06
Fixed
2.85000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
32161000.00000000
PA
63532347.12000000
0.066232888312
Long
DBT
NUSS
ES
Y
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DA5
4513000.00000000
PA
4714898.72000000
0.004915312820
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.37500000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
5000000.00000000
PA
5475622.81000000
0.005708372670
Long
DBT
CORP
DE
N
2
2034-11-10
Fixed
0.37500000
N
N
N
N
N
N
Akelius Residential Property AB
213800REBFN6T3PU8L97
AKELIUS RESIDENT
N/A
5370000.00000000
PA
6132159.74000000
0.006392816723
Long
DBT
CORP
SE
N
2
2024-03-14
Fixed
1.12500000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALM CO
194162AG8
857000.00000000
PA
972436.46000000
0.001013771383
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
0.50000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
8800000.00000000
PA
10379925.83000000
0.010821140715
Long
DBT
CORP
LU
N
2
2024-02-19
Fixed
2.12500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
2300000.00000000
PA
2519421.63000000
0.002626513563
Long
DBT
CORP
NL
N
2
2032-02-20
Fixed
0.50000000
N
N
N
N
N
N
AXA Bank Europe SCF
CVRWQDHDBEPUUVU2FD09
AXA BANK EUROPE
N/A
2750000.00000000
PA
3115093.50000000
0.003247505392
Long
DBT
CORP
FR
N
2
2023-03-23
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
6673600000.00000000
PA
67030211.35000000
0.069879434700
Long
DBT
NUSS
JP
N
2
2032-09-20
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-1836.76000000
-0.00000191483
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
96630000.00000000
THB
2900355.98000000
USD
2022-02-02
-1836.76000000
N
N
N
Network Rail Infrastructure Finance PLC
213800H88F5EE4B1D697
NETWRK RAIL INFR
N/A
4017000.00000000
PA
6660881.84000000
0.006944012978
Long
DBT
CORP
GB
N
2
2030-12-09
Fixed
4.37500000
N
N
N
N
N
N
Credit Suisse AG/London
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE LD
N/A
282000.00000000
PA
327699.67000000
0.000341629053
Long
DBT
CORP
CH
N
2
2026-04-10
Fixed
1.50000000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
9547000.00000000
PA
10768514.90000000
0.011226247368
Long
DBT
CORP
DK
N
2
2025-07-10
Fixed
0.50000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
3039000.00000000
PA
3443931.99000000
0.003590321673
Long
DBT
CORP
JP
N
2
2024-06-10
Fixed
0.52300000
N
N
N
N
N
N
N/A
N/A
NOK/USD FWD 20220202
N/A
1.00000000
NC
-425438.39000000
-0.00044352231
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
400000000.00000000
NOK
44547324.66000000
USD
2022-02-02
-425438.39000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
452000.00000000
PA
686707.90000000
0.000715897486
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
4.50000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
COUNCIL OF EUROP
N/A
49191000.00000000
PA
55940874.06000000
0.058318727887
Long
DBT
CORP
N/A
N
2
2026-06-08
Fixed
0.37500000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853EL9
2715000.00000000
PA
1948580.37000000
0.002031407808
Long
DBT
NUSS
CA
N
2
2041-12-01
Fixed
2.40000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M35
67577000.00000000
PA
52388588.80000000
0.054615447219
Long
DBT
NUSS
CA
N
2
2023-08-01
Fixed
0.25000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
15000000000.00000000
PA
12439723.35000000
0.012968493131
Long
DBT
NUSS
KR
N
2
2025-06-10
Fixed
2.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
N/A
5672000.00000000
PA
6006333.31000000
0.006261641845
Long
DBT
CORP
US
N
2
2032-10-09
Fixed
0.40000000
N
N
N
N
N
N
Crombie Real Estate Investment Trust
549300OGQML2MCFAPT83
CROMBIE REAL EST
227107AM1
2000000.00000000
PA
1661873.26000000
0.001732513766
Long
DBT
CORP
CA
N
2
2025-01-31
Fixed
4.80000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
4600000.00000000
PA
5257070.06000000
0.005480529996
Long
DBT
NUSS
FR
N
2
2025-10-31
Fixed
0.50000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PGM9
35100000.00000000
PA
28050744.25000000
0.029243084746
Long
DBT
NUSS
CA
Y
2
2023-06-15
Fixed
2.35000000
N
N
N
N
N
N
de Volksbank NV
724500A1FNICHSDF2I11
SNS BANK
QZ8314606
2257000.00000000
PA
2601189.87000000
0.002711757489
Long
DBT
CORP
NL
N
2
2031-10-24
Fixed
0.75000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
AO1139366
1592000.00000000
PA
1996581.71000000
0.002081449519
Long
DBT
CORP
DE
N
2
2037-07-03
Fixed
2.12500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
1128000.00000000
PA
1269558.76000000
0.001323523328
Long
DBT
NUSS
DE
N
2
2036-08-25
Fixed
0.62500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368BJ90
7416000.00000000
PA
5936466.73000000
0.006188805478
Long
DBT
CORP
CA
N
2
2023-06-20
Fixed
2.89000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
12942000.00000000
PA
14769270.26000000
0.015397061055
Long
DBT
CORP
GB
N
2
2024-09-06
Fixed
0.87500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
3610000.00000000
PA
4131246.66000000
0.004306851722
Long
DBT
CORP
IT
N
2
2171-01-13
Variable
2.62500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
401700000.00000000
PA
3512818.33000000
0.003662136134
Long
DBT
NUSS
JP
N
2
2028-05-25
Fixed
0.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
2687000.00000000
PA
3179658.77000000
0.003314815109
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
4700000.00000000
PA
5436399.60000000
0.005667482217
Long
DBT
CORP
FR
N
2
2023-06-07
Fixed
1.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
6002000.00000000
PA
6906015.71000000
0.007199566645
Long
DBT
CORP
US
N
2
2026-10-26
Fixed
1.37500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
451300000.00000000
PA
3969286.64000000
0.004138007339
Long
DBT
NUSS
JP
N
2
2024-02-16
Fixed
0.66000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
3159000.00000000
PA
2656894.68000000
0.002769830119
Long
DBT
CORP
GB
N
2
2052-09-09
Fixed
2.25000000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
N/A
542000.00000000
PA
634748.15000000
0.000661729107
Long
DBT
CORP
JE
N
2
2048-10-07
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-857309.83000000
-0.00089375111
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
90469981.81000000
USD
2983700000.00000000
THB
2022-02-02
-857309.83000000
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
3836000.00000000
PA
4423022.23000000
0.004611029666
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
2.00000000
N
N
N
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
2000000.00000000
PA
2253446.58000000
0.002349232830
Long
DBT
CORP
DE
N
2
2023-05-17
None
0.00000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBF7
1949000.00000000
PA
2665958.35000000
0.002779279054
Long
DBT
CORP
US
N
2
2029-06-30
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5097453.69000000
0.005314128884
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
556650000.00000000
USD
500000000.00000000
EUR
2022-02-02
5097453.69000000
N
N
N
Jyske Bank A/S
3M5E1GQGKL17HI6CPN30
JYSKE BANK A/S
N/A
5010000.00000000
PA
5784167.33000000
0.006030032355
Long
DBT
CORP
DK
N
2
2029-04-05
Variable
2.25000000
N
N
N
N
N
N
FortisAlberta Inc
N/A
FORTISALBERTA
34957ZAY0
318000.00000000
PA
209213.03000000
0.000218105955
Long
DBT
CORP
CA
N
2
2051-06-08
Fixed
2.63200000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
1225000.00000000
PA
1432544.90000000
0.001493437448
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.62500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
N/A
1128000.00000000
PA
1418133.67000000
0.001478413646
Long
DBT
CORP
US
N
2
2029-05-14
Fixed
2.87500000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
13205000.00000000
PA
13875997.54000000
0.014465818389
Long
DBT
CORP
CH
N
2
2030-07-19
None
0.00000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
1128000.00000000
PA
1570922.84000000
0.001637697357
Long
DBT
CORP
GB
N
2
2028-02-28
Fixed
2.62500000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
4269000.00000000
PA
4470808.88000000
0.004660847562
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
24730000.00000000
PA
7980655.22000000
0.008319885378
Long
DBT
NUSS
IL
N
2
2023-11-30
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
2551167.37000000
0.002659608705
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
177500000000.00000000
KRW
149761225.76000000
USD
2022-02-07
2551167.37000000
N
N
N
CPIF Finance Pty Ltd
N/A
CPIF FINANCE
N/A
3090000.00000000
PA
2025213.28000000
0.002111298119
Long
DBT
CORP
AU
N
2
2030-10-28
Fixed
2.48500000
N
N
N
N
N
N
Raiffeisenlandesbank Niederoesterreich-Wien AG
529900GPOO9ISPD1EE83
RAIFF LB NIEDER
N/A
100000.00000000
PA
114113.22000000
0.000118963779
Long
DBT
CORP
AT
N
2
2025-03-03
Fixed
0.62500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
7400000.00000000
PA
7977014.86000000
0.008316090279
Long
DBT
CORP
ES
N
2
2032-02-27
Fixed
0.10000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
3930000.00000000
PA
4260377.01000000
0.004441470958
Long
DBT
CORP
N/A
N
2
2026-02-26
Fixed
0.50000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
261800000.00000000
PA
15142900.11000000
0.015786572622
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
25447000.00000000
PA
19688008.33000000
0.020524877734
Long
DBT
NUSS
SG
N
2
2024-09-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
-1327286.37000000
-0.00138370474
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
366719722.64000000
USD
2327020000.00000000
CNY
2022-02-08
-1327286.37000000
N
N
N
CTP NV
3157000YTVO4TN65UM14
CTP NV
N/A
600000.00000000
PA
702025.65000000
0.000731866341
Long
DBT
CORP
NL
N
2
2025-10-01
Fixed
2.12500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
40000000.00000000
PA
6824167.09000000
0.007114238922
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
Swiss Re Finance Luxembourg SA
549300CLQZ6TM98LW631
SWISS RE FIN
N/A
5000000.00000000
PA
5854045.83000000
0.006102881149
Long
DBT
CORP
LU
N
2
2050-04-30
Variable
2.53400000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
1064508.08000000
0.001109756651
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
607217210.27000000
USD
70000000000.00000000
JPY
2022-02-02
1064508.08000000
N
N
N
Northwestern Hydro Acquisition Co II LP
5493009PMN30L0XHJ570
NORTHWESTERN HYD
66815PAA8
1540000.00000000
PA
1247446.64000000
0.001300471298
Long
DBT
CORP
CA
N
2
2036-12-31
Fixed
3.87700000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
N/A
19087000.00000000
PA
21330144.67000000
0.022236815632
Long
DBT
CORP
CA
N
2
2025-09-24
Fixed
0.01000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
55224000.00000000
PA
69897081.04000000
0.072868165143
Long
DBT
NUSS
GB
N
2
2051-07-31
Fixed
1.25000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3390000.00000000
PA
3699790.72000000
0.003857056076
Long
DBT
CORP
CH
N
2
2022-08-15
Fixed
1.37500000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
GAS NAT FENOSA F
EK0996935
1900000.00000000
PA
2263987.20000000
0.002360221495
Long
DBT
CORP
NL
N
2
2024-03-11
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220204
N/A
1.00000000
NC
1868062.18000000
0.001947467067
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
136581720000.00000000
KRW
115152914.20000000
USD
2022-02-04
1868062.18000000
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GR2
2800000.00000000
PA
2201277.77000000
0.002294846504
Long
DBT
NUSS
CA
N
2
2025-08-14
Fixed
1.80000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
BG7387338
200000000.00000000
PA
1523061.52000000
0.001587801617
Long
DBT
NUSS
JP
N
2
2050-03-31
Fixed
0.30600000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2300000.00000000
PA
2620373.67000000
0.002731756726
Long
DBT
CORP
FR
N
2
2027-11-15
Fixed
1.62500000
N
N
N
N
N
N
BMW Canada Inc
549300GR80F607MKF166
BMW CANADA INC
05590HAY3
2000000.00000000
PA
1587198.21000000
0.001654664537
Long
DBT
CORP
CA
N
2
2023-11-27
Fixed
2.41000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
302400000.00000000
PA
2669864.06000000
0.002783350782
Long
DBT
NUSS
JP
N
2
2025-12-19
Fixed
0.44400000
N
N
N
N
N
N
SpareBank 1 Boligkreditt AS
549300M6HRHPF3NQBP83
SPAREBANK1BOKR
N/A
4513000.00000000
PA
5288900.96000000
0.005513713918
Long
DBT
CORP
NO
N
2
2029-01-30
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
1121076.78000000
0.001168729891
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
5130000000.00000000
THB
155195885.65000000
USD
2022-02-02
1121076.78000000
N
N
N
Akelius Residential Property Financing BV
724500ABLEHD1CIBAA35
AKELIUS RESIDENT
N/A
4762000.00000000
PA
4917688.73000000
0.005126722735
Long
DBT
CORP
NL
N
2
2030-02-22
Fixed
0.75000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
50541000.00000000
PA
65609004.95000000
0.068397817712
Long
DBT
NUSS
FR
N
2
2026-04-25
Fixed
3.50000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ
N/A
4700000.00000000
PA
5387856.98000000
0.005616876217
Long
DBT
CORP
FR
N
2
2025-04-03
Fixed
1.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
5300000.00000000
PA
6976970.10000000
0.007273537061
Long
DBT
CORP
ES
N
2
2034-11-27
Fixed
2.00000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
2800000.00000000
PA
3252944.66000000
0.003391216130
Long
DBT
NUSS
FR
N
2
2029-01-22
Fixed
0.87500000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
497000.00000000
PA
1391306.91000000
0.001450446573
Long
DBT
CORP
GB
N
2
2058-04-09
Fixed
7.73800000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
105751000.00000000
PA
24681219.70000000
0.025730333317
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.82800000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBS4
7000.00000000
PA
5639.91000000
0.000005879643
Long
DBT
CORP
CA
N
2
2048-05-11
Fixed
3.72000000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORGWARNER INC
N/A
4329000.00000000
PA
4636027.00000000
0.004833088535
Long
DBT
CORP
US
N
2
2031-05-19
Fixed
1.00000000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
62895ZAP5
3159000.00000000
PA
2463180.51000000
0.002567881827
Long
DBT
CORP
CA
N
2
2048-03-30
Fixed
3.29300000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
452000.00000000
PA
573635.92000000
0.000598019206
Long
DBT
CORP
GB
N
2
2025-06-16
Fixed
4.00000000
N
N
N
N
N
N
Tasmanian Public Finance Corp
254900YGZAI23JWAJW51
TASMANIAN PUBFIN
N/A
677000.00000000
PA
509131.66000000
0.000530773092
Long
DBT
NUSS
AU
N
2
2028-01-24
Fixed
3.25000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UX1
8302000.00000000
PA
6345548.13000000
0.006615275519
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.05000000
N
N
N
N
N
N
CPI Property Group SA
222100CO2ZOTEPGJO223
CPI PROPERTY GRO
N/A
1093000.00000000
PA
1434221.50000000
0.001495185314
Long
DBT
CORP
LU
N
2
2028-01-22
Fixed
2.75000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC
N/A
100000.00000000
PA
133565.17000000
0.000139242565
Long
DBT
CORP
GB
N
2
2026-07-22
Fixed
1.50000000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQX7
2257000.00000000
PA
1819268.06000000
0.001896598877
Long
DBT
NUSS
CA
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
Aptiv PLC
N/A
APTIV PLC
N/A
5425000.00000000
PA
6265622.53000000
0.006531952557
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
ZR4755156
22600000.00000000
PA
195005.71000000
0.000203294730
Long
DBT
NUSS
JP
N
2
2029-09-25
Fixed
0.05000000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAF3
1621000.00000000
PA
1377661.14000000
0.001436220768
Long
DBT
CORP
CA
N
2
2042-06-30
Fixed
3.99000000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
40630850000.00000000
PA
353492596.49000000
0.368518348905
Long
DBT
NUSS
JP
N
2
2026-06-20
Fixed
0.00500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO POP ESPAN
N/A
19500000.00000000
PA
22503654.81000000
0.023460207645
Long
DBT
CORP
ES
N
2
2025-04-07
Fixed
1.00000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
01306ZDC2
6696000.00000000
PA
5933129.56000000
0.006185326456
Long
DBT
NUSS
CA
N
2
2033-12-01
Fixed
3.90000000
N
N
N
N
N
N
Bayerische Landesbank
VDYMYTQGZZ6DU0912C88
BAYERISCHE LNDBK
N/A
904000.00000000
PA
1037238.68000000
0.001081328122
Long
DBT
CORP
DE
N
2
2027-07-19
Fixed
0.62500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
64173000.00000000
PA
38493005.64000000
0.040129210692
Long
DBT
NUSS
AU
N
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ ENVIRON
N/A
400000.00000000
PA
669011.31000000
0.000697448675
Long
DBT
CORP
FR
N
2
2030-12-02
Fixed
5.37500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
ZP2939566
247000.00000000
PA
328255.61000000
0.000342208625
Long
DBT
CORP
DE
N
2
2024-07-18
Fixed
0.87500000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
84250000000.00000000
PA
18277618.03000000
0.019054536601
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
FortisBC Inc
894500C61ICFDNRMGI86
FORTISBC INC
34958ZAC7
948000.00000000
PA
785640.48000000
0.000819035350
Long
DBT
CORP
CA
N
2
2044-10-28
Fixed
4.00000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
1810000.00000000
PA
1364065.36000000
0.001422047078
Long
DBT
NUSS
NL
N
2
2028-07-17
Fixed
3.45000000
N
N
N
N
N
N
Alectra Inc
5493008DXEYO6JTJEB46
ALECTRA INC
014443AG0
4965000.00000000
PA
3919956.46000000
0.004086580303
Long
DBT
CORP
CA
N
2
2027-05-17
Fixed
2.48800000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
11282000.00000000
PA
12580471.55000000
0.013115224053
Long
DBT
NUSS
IE
N
2
2030-10-18
Fixed
0.20000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
17148000.00000000
PA
19438709.56000000
0.020264982132
Long
DBT
NUSS
DE
N
2
2023-03-10
Fixed
0.37500000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZAW3
2304000.00000000
PA
2072720.02000000
0.002160824207
Long
DBT
CORP
CA
N
2
2041-10-24
Fixed
4.54300000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
8600000.00000000
PA
9749833.76000000
0.010164265602
Long
DBT
CORP
FR
N
2
2027-03-17
Fixed
0.57100000
N
N
N
N
N
N
Walgreens Boots Alliance Inc
549300RPTUOIXG4LIH86
WALGREENS BOOTS
931427AL2
599000.00000000
PA
843783.69000000
0.000879650027
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.60000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432AT7
4513000.00000000
PA
5146436.36000000
0.005365193639
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
1.50000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
85000000.00000000
PA
14289764.11000000
0.014897172750
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
6175000.00000000
PA
6449992.58000000
0.006724159542
Long
DBT
CORP
DE
N
2
2033-05-20
Fixed
0.20000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
N/A
3000000.00000000
PA
2094427.95000000
0.002183454866
Long
DBT
CORP
AU
N
2
2025-02-12
Fixed
1.70000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
1400000.00000000
PA
1658289.28000000
0.001728777444
Long
DBT
CORP
ES
N
2
2024-06-12
Fixed
2.25000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
53607000.00000000
PA
43098996.29000000
0.044930986136
Long
DBT
NUSS
SG
N
2
2030-09-01
Fixed
2.87500000
N
N
N
N
N
N
Credit Suisse Schweiz AG
549300CWR0W0BCS9Q144
CREDIT SUISSE S
N/A
5150000.00000000
PA
5563814.02000000
0.005800312585
Long
DBT
CORP
CH
N
2
2025-07-31
None
0.00000000
N
N
N
N
N
N
Gibson Energy Inc
549300WYW5D9I3FR0643
GIBSON ENERGY
37482ZAA9
1637000.00000000
PA
1304068.60000000
0.001359500063
Long
DBT
CORP
CA
N
2
2029-09-17
Fixed
3.60000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPER
N/A
904000.00000000
PA
1565662.11000000
0.001632213012
Long
DBT
CORP
GB
N
2
2030-11-29
Fixed
5.62500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEZ3
2245000.00000000
PA
2406761.36000000
0.002509064493
Long
DBT
CORP
US
N
2
2039-09-19
Fixed
1.50000000
N
N
N
N
N
N
Bevco Lux Sarl
529900A04GL02604LJ24
BEVCO LUX SARL
N/A
2586000.00000000
PA
2801770.92000000
0.002920864549
Long
DBT
CORP
LU
N
2
2030-01-16
Fixed
1.00000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
4600000.00000000
PA
5038171.43000000
0.005252326739
Long
DBT
CORP
FR
N
2
2029-12-06
Fixed
0.05000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
N/A
6318000.00000000
PA
7682625.26000000
0.008009187191
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
7900000.00000000
PA
9000413.91000000
0.009382990496
Long
DBT
CORP
NL
N
2
2023-08-29
Fixed
0.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBZ4
2166000.00000000
PA
2712092.43000000
0.002827374135
Long
DBT
CORP
US
N
2
2025-12-17
Fixed
3.50000000
N
N
N
N
N
N
RELX Finance BV
54930086P8MBY4IN4E29
RELX FINANCE
N/A
2465000.00000000
PA
2765582.59000000
0.002883137977
Long
DBT
CORP
NL
N
2
2024-03-18
None
0.00000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
4749000.00000000
PA
5575633.79000000
0.005812634773
Long
DBT
CORP
NL
N
2
2029-06-26
Fixed
1.37500000
N
N
N
N
N
N
Transport for London
213800FGQ9DJHGRLQZ89
TFL
N/A
2154000.00000000
PA
4001214.83000000
0.004171292687
Long
DBT
CORP
GB
N
2
2064-04-07
Fixed
4.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
10700000.00000000
PA
11379398.28000000
0.011863097296
Long
DBT
CORP
NL
N
2
2041-09-17
Fixed
0.40000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
40300000.00000000
PA
45815211.75000000
0.047762658557
Long
DBT
NUSS
FR
N
2
2023-05-25
Fixed
0.50000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
AS3795851
42000000.00000000
PA
10513310.95000000
0.010960195577
Long
DBT
NUSS
MY
N
2
2028-10-31
Fixed
4.36900000
N
N
N
N
N
N
CPUK Finance Ltd
6354003CVDDPNXREIR29
CPUK FINANCE
N/A
1355000.00000000
PA
1909518.19000000
0.001990685229
Long
DBT
CORP
JE
N
2
2042-02-28
Fixed
3.58800000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
114171000.00000000
PA
26731824.18000000
0.027868101928
Long
DBT
NUSS
MY
N
2
2030-10-15
Fixed
3.46500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXT6
4399000.00000000
PA
3263283.51000000
0.003401994449
Long
DBT
CORP
US
N
2
2029-02-28
Variable
2.01300000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
5363000.00000000
PA
6334465.68000000
0.006603721992
Long
DBT
CORP
NL
N
2
2028-04-03
Fixed
1.50000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
64154000.00000000
PA
60838899.18000000
0.063424951180
Long
DBT
NUSS
ES
Y
2
2071-10-31
Fixed
1.45000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
5000000.00000000
PA
5656972.98000000
0.005897431411
Long
DBT
CORP
GB
N
2
2025-06-09
Variable
0.75000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
10334000.00000000
PA
12507595.64000000
0.013039250439
Long
DBT
CORP
BE
N
2
2028-03-17
Fixed
2.00000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89117FPG8
4423000.00000000
PA
3501327.73000000
0.003650157108
Long
DBT
CORP
CA
N
2
2032-01-26
Variable
3.06000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
100000000000.00000000
PA
82175794.28000000
0.085668804180
Long
DBT
NUSS
KR
N
2
2023-06-10
Fixed
1.00000000
N
N
N
N
N
N
Alectra Inc
5493008DXEYO6JTJEB46
ALECTRA INC
014443AL9
900000.00000000
PA
651376.12000000
0.000679063874
Long
DBT
CORP
CA
N
2
2031-02-11
Fixed
1.75100000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
4355000.00000000
PA
4889132.40000000
0.005096952574
Long
DBT
CORP
CA
N
2
2024-07-23
Fixed
0.12500000
N
N
N
N
N
N
N/A
N/A
HUF/USD FWD 20220202
N/A
1.00000000
NC
-296004.43000000
-0.00030858655
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
3157781250.00000000
HUF
9681426.65000000
USD
2022-02-02
-296004.43000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2252546.31000000
-0.00234829429
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
564000000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2252546.31000000
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
2812000.00000000
PA
2201673.04000000
0.002295258575
Long
DBT
CORP
N/A
N
2
2026-06-02
Fixed
4.50000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
28000000.00000000
PA
31933381.64000000
0.033290759675
Long
DBT
CORP
FR
N
2
2024-02-03
Fixed
0.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
5499841.25000000
0.005733620553
Long
DBT
CORP
N/A
N
2
2042-11-14
Fixed
1.00000000
N
N
N
N
N
N
Riverside Finance Plc
213800JXNDC257C21Q43
RIVERSIDE FINANC
EK6192778
993000.00000000
PA
1656585.49000000
0.001727001231
Long
DBT
CORP
GB
N
2
2044-12-05
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220302
N/A
1.00000000
NC
-330065.56000000
-0.00034409550
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
158000000000.00000000
COP
39545576.28000000
USD
2022-03-02
-330065.56000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3642453.69000000
0.003797281847
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
558105000.00000000
USD
500000000.00000000
EUR
2022-02-02
3642453.69000000
N
N
N
DekaBank Deutsche Girozentrale
0W2PZJM8XOY22M4GG883
DEKABANK
ZQ6159698
2300000.00000000
PA
2577230.21000000
0.002686779387
Long
DBT
CORP
DE
N
2
2026-11-20
Fixed
0.30000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6543250000.00000000
PA
58368354.31000000
0.060849391959
Long
DBT
NUSS
JP
N
2
2047-03-20
Fixed
0.80000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SCOTTISH & SOUTH
EH5062086
722000.00000000
PA
1399806.19000000
0.001459307128
Long
DBT
CORP
GB
N
2
2038-08-27
Fixed
6.25000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
7221000.00000000
PA
8194631.73000000
0.008542957292
Long
DBT
CORP
LU
N
2
2025-04-28
Fixed
0.20000000
N
N
N
N
N
N
Essity AB
549300G8E6YUVJ1DA153
ESSITY AB
N/A
768000.00000000
PA
880857.60000000
0.000918299821
Long
DBT
CORP
SE
N
2
2024-03-27
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
HKD/USD FWD 20220207
N/A
1.00000000
NC
13684.45000000
0.000014266128
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
70000000.00000000
HKD
8991404.31000000
USD
2022-02-07
13684.45000000
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
18428000.00000000
PA
20167370.17000000
0.021024615594
Long
DBT
CORP
N/A
N
2
2031-04-22
None
0.00000000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
4039000.00000000
PA
4747486.56000000
0.004949285857
Long
DBT
NUSS
ES
N
2
2023-07-17
Fixed
2.87500000
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE
N/A
7610000.00000000
PA
8585376.78000000
0.008950311568
Long
DBT
CORP
NL
N
2
2032-06-23
Fixed
1.90800000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
5600000.00000000
PA
7023093.87000000
0.007321621394
Long
DBT
CORP
ES
N
2
2025-02-03
Fixed
4.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA/Australia
DG3RU1DBUFHT4ZF9WN62
RABOBANK NED AU
N/A
500000.00000000
PA
380161.77000000
0.000396321137
Long
DBT
CORP
NL
N
2
2026-05-12
Fixed
4.25000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
ZR6339934
18050000.00000000
PA
19817018.79000000
0.020659371984
Long
DBT
CORP
GB
N
2
2029-09-23
Fixed
0.12500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
50000000.00000000
PA
8091432.52000000
0.008435371439
Long
DBT
NUSS
CN
N
2
2025-10-22
Fixed
3.02000000
N
N
N
N
N
N
Cloverie PLC for Zurich Insurance Co Ltd
N/A
CLOVERIE PLC
N/A
3000000.00000000
PA
3510386.75000000
0.003659601196
Long
DBT
CORP
IE
N
2
2028-12-15
Fixed
1.50000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
2600000.00000000
PA
2919909.40000000
0.003044024688
Long
DBT
CORP
FR
N
2
2026-09-14
Fixed
0.22500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
20000000000.00000000
PA
16624892.58000000
0.017331559487
Long
DBT
NUSS
KR
N
2
2035-09-10
Fixed
2.62500000
N
N
N
N
N
N
Panasonic Corp
254900GE1G59KGWPHX32
PANASONIC CORP
N/A
600000000.00000000
PA
5339772.16000000
0.005566747477
Long
DBT
CORP
JP
N
2
2025-03-19
Fixed
0.93400000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
1835370000.00000000
PA
81541817.61000000
0.085007879346
Long
DBT
NUSS
CZ
N
2
2029-07-23
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
5000000.00000000
PA
5272818.68000000
0.005496948036
Long
DBT
CORP
US
N
2
2033-02-17
Variable
0.59700000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2300000.00000000
PA
2674613.58000000
0.002788302188
Long
DBT
CORP
IT
N
2
2025-07-14
Fixed
1.12500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
88050000.00000000
PA
64818217.86000000
0.067573416987
Long
DBT
NUSS
AU
N
2
2024-04-21
Fixed
2.75000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
905000.00000000
PA
1056409.19000000
0.001101313505
Long
DBT
CORP
CH
N
2
2029-09-20
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
11091800000.00000000
PA
93108952.72000000
0.097066693518
Long
DBT
NUSS
JP
N
2
2039-12-20
Fixed
0.30000000
N
N
N
N
N
N
Manchester Airport Group Funding PLC
2138006NA5VAMMBK3892
MANCHESTER AGF
N/A
904000.00000000
PA
1269344.27000000
0.001323299721
Long
DBT
CORP
GB
N
2
2024-04-02
Fixed
4.12500000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
3374000.00000000
PA
6289720.91000000
0.006557075276
Long
DBT
CORP
GB
N
2
2041-02-11
Fixed
5.50000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
2000000.00000000
PA
1899499.73000000
0.001980240919
Long
DBT
CORP
NL
N
2
2041-01-28
Fixed
1.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
23538000.00000000
PA
27275732.27000000
0.028435129677
Long
DBT
CORP
N/A
N
2
2029-01-22
Fixed
0.62500000
N
N
N
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SPA
N/A
1562000.00000000
PA
1645389.84000000
0.001715329693
Long
DBT
CORP
IT
N
2
2030-07-28
Fixed
0.25000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
19088000.00000000
PA
21650934.16000000
0.022571240778
Long
DBT
NUSS
NL
N
2
2041-10-04
Fixed
0.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
4513000.00000000
PA
5202046.58000000
0.005423167657
Long
DBT
CORP
FR
N
2
2025-03-19
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
-563833.68000000
-0.00058780030
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
82834751.89000000
USD
61173308.00000000
GBP
2022-02-02
-563833.68000000
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0304
N/A
2000000.00000000
PA
3534608.45000000
0.003684852477
Long
DBT
NUSS
BE
Y
2
2035-03-28
Fixed
5.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
114093000.00000000
PA
192950391.61000000
0.201152047999
Long
DBT
NUSS
FR
N
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
07589LAC1
13656000.00000000
PA
15709505.00000000
0.016377261934
Long
DBT
CORP
LU
N
2
2026-06-04
Fixed
1.20800000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBR4
2153000.00000000
PA
1717856.03000000
0.001790876171
Long
DBT
CORP
CA
N
2
2045-12-18
Fixed
4.35000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
4586000.00000000
PA
4950869.63000000
0.005161314041
Long
DBT
CORP
AU
N
2
2031-05-21
Fixed
0.95000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAN1
2528000.00000000
PA
1924149.77000000
0.002005938747
Long
DBT
CORP
CA
N
2
2049-04-03
Fixed
4.54000000
N
N
N
N
N
N
Ventas Canada Finance Ltd
549300DAU6CCV22N5X51
VENTAS CANADA FI
92277LAF3
3880000.00000000
PA
3081701.03000000
0.003212693523
Long
DBT
CORP
CA
N
2
2024-04-12
Fixed
2.80000000
N
N
N
N
N
N
Merlin Properties Socimi SA
959800L8KD863DP30X04
MERLIN PROPERTIE
N/A
4364000.00000000
PA
5069026.86000000
0.005284493727
Long
DBT
CORP
ES
N
2
2025-05-26
Fixed
1.75000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
21100000.00000000
PA
23165629.35000000
0.024150320442
Long
DBT
CORP
FR
N
2
2026-05-11
Fixed
0.01000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
6769000.00000000
PA
4422622.61000000
0.004610613060
Long
DBT
NUSS
AU
Y
2
2040-04-16
Fixed
2.25000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DS8
2466000.00000000
PA
1992574.76000000
0.002077272248
Long
DBT
NUSS
CA
N
2
2029-11-09
Fixed
2.65000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
42541000.00000000
PA
54053502.58000000
0.056351130748
Long
DBT
NUSS
GB
N
2
2039-01-31
Fixed
1.12500000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
13638ZDD4
1003000.00000000
PA
828596.12000000
0.000863816886
Long
DBT
CORP
CA
N
2
2047-05-30
Fixed
4.85000000
N
N
N
N
N
N
Waste Management of Canada Corp
N/A
WASTE MNGMT
94107TAA9
1753000.00000000
PA
1384381.12000000
0.001443226391
Long
DBT
CORP
CA
N
2
2026-09-23
Fixed
2.60000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
245000000.00000000
PA
39160906.08000000
0.040825501279
Long
DBT
NUSS
CN
N
2
2028-10-14
Fixed
2.91000000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
554000000.00000000
PA
60734251.06000000
0.063315854829
Long
DBT
CORP
SE
N
2
2024-12-03
Fixed
1.50000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823TAG1
274000.00000000
PA
211279.05000000
0.000220259794
Long
DBT
CORP
CA
N
2
2024-05-21
Fixed
1.20700000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
451300000.00000000
PA
3965290.90000000
0.004133841754
Long
DBT
NUSS
JP
N
2
2025-03-19
Fixed
0.38600000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBB9
293000.00000000
PA
229149.21000000
0.000238889553
Long
DBT
CORP
CA
N
2
2023-11-24
Fixed
1.58900000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
905000.00000000
PA
1081893.25000000
0.001127880804
Long
DBT
CORP
CH
N
2
2030-07-03
Fixed
1.62500000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
31967200000.00000000
PA
278066778.09000000
0.289886438823
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.00500000
N
N
N
N
N
N
JT International Financial Services BV
549300U2F0PG10VZUN93
JT INTL FIN SERV
N/A
5055000.00000000
PA
5651597.50000000
0.005891827438
Long
DBT
CORP
NL
N
2
2029-11-26
Fixed
1.00000000
N
N
N
N
N
N
LYB International Finance II BV
549300ZSNDBYN4Z4VZ93
LYB INT FINANCE
N/A
4061000.00000000
PA
4600052.29000000
0.004795584664
Long
DBT
CORP
NL
N
2
2026-09-17
Fixed
0.87500000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
6200000.00000000
PA
7162944.56000000
0.007467416655
Long
DBT
CORP
FR
N
2
2025-02-24
Fixed
1.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087VH4
5416000.00000000
PA
5292652.48000000
0.005517624902
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
9.00000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
11282000.00000000
PA
13225825.05000000
0.013788009306
Long
DBT
CORP
LU
N
2
2027-07-26
Fixed
0.87500000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
7582000.00000000
PA
8651016.72000000
0.009018741636
Long
DBT
NUSS
DE
N
2
2025-02-05
Fixed
0.50000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
18050000.00000000
PA
20924571.72000000
0.021814003173
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
0.62500000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER S
N/A
7586000.00000000
PA
9908099.55000000
0.010329258726
Long
DBT
CORP
KY
N
2
2027-03-30
Fixed
1.62500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
70000000000.00000000
PA
52936920.78000000
0.055187086902
Long
DBT
NUSS
KR
N
2
2030-12-10
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
SEK/USD FWD 20220202
N/A
1.00000000
NC
3557964.41000000
0.003709201219
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
264550264.55000000
USD
2500000000.00000000
SEK
2022-02-02
3557964.41000000
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
AQ6887402
3200000.00000000
PA
3674852.44000000
0.003831057756
Long
DBT
CORP
DE
N
2
2028-01-17
Fixed
1.75000000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
N/A
4116000.00000000
PA
6626120.64000000
0.006907774199
Long
DBT
CORP
AU
N
2
2042-09-25
Fixed
4.30000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
N/A
6800000.00000000
PA
7473531.67000000
0.007791205753
Long
DBT
CORP
FR
N
2
2029-03-11
Fixed
0.25000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GG6
5371000.00000000
PA
4763588.34000000
0.004966072068
Long
DBT
NUSS
CA
N
2
2045-08-14
Fixed
3.80000000
N
N
N
N
N
N
John Deere Financial Inc
CWQ698NK2DINVLMZRZ97
JOHN DEERE FINAN
47788ZAG6
2000000.00000000
PA
1579767.61000000
0.001646918088
Long
DBT
CORP
CA
N
2
2025-01-14
Fixed
2.41000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
11800000.00000000
PA
12528087.90000000
0.013060613754
Long
DBT
CORP
NL
N
2
2033-02-25
Fixed
0.62500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZBX7
4116000.00000000
PA
3309733.84000000
0.003450419222
Long
DBT
CORP
CA
N
2
2049-06-25
Fixed
3.63000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
2663000.00000000
PA
3007241.63000000
0.003135069111
Long
DBT
CORP
SE
N
2
2027-11-22
Variable
1.00000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CM2
4508000.00000000
PA
3544155.45000000
0.003694805287
Long
DBT
CORP
CA
N
2
2047-08-01
Fixed
3.60000000
N
N
N
N
N
N
CK Hutchison Finance 16 II Ltd
254900X1B76DSAVBLZ88
CK HUTCHISON FIN
N/A
5145000.00000000
PA
5865438.15000000
0.006114757718
Long
DBT
CORP
KY
N
2
2024-10-03
Fixed
0.87500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
62483000.00000000
PA
55571057.77000000
0.057933191980
Long
DBT
NUSS
AU
N
2
2033-04-21
Fixed
4.50000000
N
N
N
N
N
N
Greene King Finance PLC
213800QIJMYMW6TSBG41
GREENE KING FIN
EF3958438
490540.00000000
PA
727833.64000000
0.000758771340
Long
DBT
CORP
GB
N
2
2034-03-15
Fixed
5.10600000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
812150000.00000000
PA
7315427.01000000
0.007626380608
Long
DBT
NUSS
JP
N
2
2023-12-20
Fixed
1.90000000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP ASSURANCES
N/A
3500000.00000000
PA
4568501.99000000
0.004762693270
Long
DBT
CORP
FR
N
2
2047-06-10
Variable
4.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
1900000.00000000
PA
2397582.64000000
0.002499495617
Long
DBT
CORP
IT
N
2
2026-02-10
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
58700000.00000000
PA
564443.91000000
0.000588436475
Long
DBT
CORP
US
N
2
2027-06-25
Fixed
2.80000000
N
N
N
N
N
N
Deutsche Post AG
8ER8GIG7CSMVD8VUFE78
DEUTSCHE POST AG
N/A
1592000.00000000
PA
1819167.29000000
0.001896493824
Long
DBT
CORP
DE
N
2
2029-05-20
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-623977.75000000
-0.00065050089
N/A
DFE
N/A
N
2
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
154000000000.00000000
JPY
1337595802.63000000
USD
2022-02-02
-623977.75000000
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
KLEPI
N/A
3500000.00000000
PA
4119078.27000000
0.004294166096
Long
DBT
CORP
FR
N
2
2026-02-19
Fixed
1.87500000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YAK7
100000.00000000
PA
118333.93000000
0.000123363897
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
1.50000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
3300000.00000000
PA
4645222.55000000
0.004842674956
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
3.37500000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
62529000.00000000
PA
15116192.66000000
0.015758729931
Long
DBT
NUSS
MY
N
2
2041-09-30
Fixed
4.41700000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
15440000.00000000
PA
24419994.47000000
0.025458004302
Long
DBT
NUSS
FI
Y
2
2042-07-04
Fixed
2.62500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
1355000.00000000
PA
1463773.60000000
0.001525993572
Long
DBT
CORP
CH
N
2
2022-02-14
Fixed
2.87500000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
9586000.00000000
PA
11390063.19000000
0.011874215534
Long
DBT
CORP
IT
N
2
2080-05-24
Variable
3.50000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
133855000.00000000
PA
161765049.11000000
0.168641124030
Long
DBT
NUSS
IT
N
2
2027-08-01
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
5867000.00000000
PA
6481272.66000000
0.006756769231
Long
DBT
CORP
US
N
2
2027-10-08
Variable
0.50000000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
N/A
6318000.00000000
PA
7739989.54000000
0.008068989829
Long
DBT
NUSS
PE
N
2
2026-01-30
Fixed
2.75000000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAQ2
1237000.00000000
PA
976329.46000000
0.001017829861
Long
DBT
CORP
CA
N
2
2024-04-18
Fixed
2.73400000
N
N
N
N
N
N
H&R Real Estate Investment Trust
549300TGNP6B6GUVGW10
H&R REAL ESTATE
403925AY6
684000.00000000
PA
547279.48000000
0.000570542445
Long
DBT
CORP
CA
N
2
2024-01-30
Fixed
3.36900000
N
N
N
N
N
N
Swisscom AG
5493005SL9HHOXS3B739
SWISSCOM AG
N/A
905000.00000000
PA
1021438.97000000
0.001064856821
Long
DBT
CORP
CH
N
2
2024-07-10
Fixed
1.75000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718ES4
4423000.00000000
PA
5925761.17000000
0.006177644861
Long
DBT
CORP
US
N
2
2025-05-03
Fixed
1.37500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087H72
112306000.00000000
PA
87634285.02000000
0.091359316556
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
EK7852644
10835000.00000000
PA
11982654.10000000
0.012491995442
Long
DBT
CORP
CH
N
2
2029-07-16
Fixed
0.62500000
N
N
N
N
N
N
Development Bank of Japan Inc
5493001HGBABMWFZUI25
DEV BANK JAPAN
N/A
20600000.00000000
PA
178874.07000000
0.000186477390
Long
DBT
NUSS
JP
N
2
2026-03-16
Fixed
0.02000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718ET2
5698000.00000000
PA
7719151.99000000
0.008047266546
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
1.80000000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI
N/A
100000.00000000
PA
117078.06000000
0.000122054644
Long
DBT
CORP
JP
N
2
2023-07-24
Fixed
2.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
11803000.00000000
PA
14717546.51000000
0.015343138706
Long
DBT
CORP
US
N
2
2028-11-03
Fixed
1.12500000
N
N
N
N
N
N
Emirates Telecommunications Group Co PJSC
529900XDPQPWEQ9BGB80
EMIRATES TELECOM
N/A
2265000.00000000
PA
2512806.83000000
0.002619617591
Long
DBT
CORP
AE
N
2
2028-05-17
Fixed
0.37500000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DY0
23544000.00000000
PA
18687088.49000000
0.019481412240
Long
DBT
NUSS
CA
N
2
2048-12-01
Fixed
3.05000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BGARIA-FLIRB-REG
N/A
3159000.00000000
PA
3215071.39000000
0.003351732998
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.37500000
N
N
N
N
N
N
Northwestern Hydro Acquisition Co III LP
549300RT75SCBKVO3335
NORTHWESTERN HYD
66816DAA4
1647000.00000000
PA
1327638.39000000
0.001384071723
Long
DBT
CORP
CA
N
2
2038-12-31
Fixed
3.94000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
2946000.00000000
PA
4173759.52000000
0.004351171657
Long
DBT
NUSS
MX
N
2
2114-03-19
Fixed
5.62500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
3300000.00000000
PA
4305252.65000000
0.004488254107
Long
DBT
CORP
FR
N
2
2026-12-23
Fixed
1.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
466900000.00000000
PA
4116999.48000000
0.004291998943
Long
DBT
NUSS
JP
N
2
2024-04-30
Fixed
0.66900000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEF7
2826000.00000000
PA
4094790.95000000
0.004268846405
Long
DBT
CORP
US
N
2
2036-10-27
Fixed
3.37500000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
GECINA
N/A
4900000.00000000
PA
5188035.43000000
0.005408560942
Long
DBT
CORP
FR
N
2
2036-06-30
Fixed
0.87500000
N
N
N
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
1400000.00000000
PA
1831815.42000000
0.001909679582
Long
DBT
CORP
AT
N
2
2027-09-27
Fixed
3.50000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
54151000.00000000
PA
2006269.75000000
0.002091549365
Long
DBT
NUSS
TH
N
2
2028-03-13
Fixed
5.67000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
10900000.00000000
PA
12466954.21000000
0.012996881482
Long
DBT
NUSS
FR
N
2
2029-03-20
Fixed
0.50000000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER
N/A
50000.00000000
PA
97342.90000000
0.000101480611
Long
DBT
CORP
KY
N
2
2052-03-31
Fixed
4.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
39951250000.00000000
PA
345075311.40000000
0.359743274025
Long
DBT
NUSS
JP
N
2
2031-09-20
Fixed
0.10000000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAN6
2257000.00000000
PA
1878134.19000000
0.001957967203
Long
DBT
CORP
CA
N
2
2028-03-08
Fixed
4.17800000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
4000000.00000000
PA
4824812.52000000
0.005029898677
Long
DBT
CORP
FR
N
2
2024-07-19
Fixed
3.00000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
458182EE8
2132000.00000000
PA
1609216.13000000
0.001677618363
Long
DBT
CORP
N/A
N
2
2025-10-15
Fixed
0.75000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308BA6
2798000.00000000
PA
3167243.65000000
0.003301872265
Long
DBT
CORP
US
N
2
2031-06-05
Fixed
1.00000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN
N/A
6769000.00000000
PA
9122354.30000000
0.009510114152
Long
DBT
NUSS
NO
N
2
2023-12-15
Fixed
1.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VED2
851000.00000000
PA
1020038.68000000
0.001063397010
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368DTH7
4531000.00000000
PA
3421655.50000000
0.003567098286
Long
DBT
CORP
CA
N
2
2026-05-28
Fixed
1.55100000
N
N
N
N
N
N
EnBW International Finance BV
724500CNCIO1ZTJ0X675
ENBW
N/A
904000.00000000
PA
1104082.07000000
0.001151012794
Long
DBT
CORP
NL
N
2
2026-06-04
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
6252111.27000000
0.006517866980
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
1260000000.00000000
CAD
997478966.91000000
USD
2022-02-02
6252111.27000000
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHU0
11395000.00000000
PA
8756465.19000000
0.009128672357
Long
DBT
NUSS
CA
Y
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
1850000.00000000
PA
2201549.16000000
0.002295129429
Long
DBT
CORP
NL
N
2
2170-09-04
Variable
5.12500000
N
N
N
N
N
N
Nordea Hypotek AB
5493000K2HPWIF6MFO29
NORDEA HYPOTEK
N/A
19600000.00000000
PA
2060483.12000000
0.002148067158
Long
DBT
CORP
SE
N
2
2026-09-16
Fixed
0.50000000
N
N
N
N
N
N
Credit Agricole Public Sector SCF SA
969500CN2FOU71HFHW51
CREDIT AGRICOLE
N/A
13078000.00000000
PA
14699828.33000000
0.015324667388
Long
DBT
CORP
FR
N
2
2026-10-31
Fixed
0.25000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
9740000.00000000
PA
13007265.75000000
0.013560159804
Long
DBT
CORP
NL
N
2
2028-07-07
Fixed
4.50000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
ZS5870457
112976000.00000000
PA
27692662.00000000
0.028869781654
Long
DBT
NUSS
MY
N
2
2049-11-15
Fixed
4.63800000
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
2392000.00000000
PA
2809393.88000000
0.002928811534
Long
DBT
CORP
NL
N
2
2028-01-18
Fixed
1.75000000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
96040000.00000000
PA
14021863.20000000
0.014617884296
Long
DBT
NUSS
DK
N
2
2052-11-15
Fixed
0.25000000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
5235000.00000000
PA
6340196.86000000
0.006609696785
Long
DBT
CORP
FR
N
2
2024-03-08
Fixed
3.60000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
4918700000.00000000
PA
49389889.96000000
0.051489284022
Long
DBT
NUSS
JP
N
2
2033-12-20
Fixed
1.60000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
400000.00000000
PA
471859.57000000
0.000491916694
Long
DBT
CORP
FR
N
2
2030-09-04
Fixed
1.49100000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK AB
N/A
100000.00000000
PA
115639.08000000
0.000120554498
Long
DBT
CORP
FI
N
2
2025-02-12
Fixed
1.12500000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
89122000.00000000
PA
22996325.01000000
0.023973819558
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
43662000.00000000
PA
49227199.82000000
0.051319678485
Long
DBT
CORP
N/A
N
2
2026-03-04
None
0.00000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBW5
1219000.00000000
PA
948703.06000000
0.000989029158
Long
DBT
CORP
CA
Y
2
2025-05-22
Fixed
1.80000000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
1900000.00000000
PA
2187586.76000000
0.002280573536
Long
DBT
NUSS
FR
N
2
2027-01-11
Fixed
0.75000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
LOBLAW CO LTD
539481AM3
3346000.00000000
PA
2878276.77000000
0.003000622399
Long
DBT
CORP
CA
N
2
2028-12-11
Fixed
4.48800000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
5200000.00000000
PA
9637519.36000000
0.010047177104
Long
DBT
CORP
NL
N
2
2037-10-30
Fixed
5.87500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
3476000.00000000
PA
4358318.70000000
0.004543575812
Long
DBT
CORP
IT
N
2
2036-03-11
Fixed
2.62500000
N
N
N
N
N
N
Omnicom Finance Holdings PLC
213800JBHE39OG74OJ98
OMNICOM FIN HOL
N/A
2031000.00000000
PA
2313146.81000000
0.002411470711
Long
DBT
CORP
GB
N
2
2031-07-08
Fixed
1.40000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
10000000.00000000
PA
10792104.39000000
0.011250839566
Long
DBT
CORP
GB
N
2
2028-01-20
Fixed
0.16300000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAR9
952000.00000000
PA
762113.46000000
0.000794508277
Long
DBT
CORP
CA
N
2
2043-08-17
Fixed
4.55000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
24900000.00000000
PA
28335610.59000000
0.029540059773
Long
DBT
CORP
FR
N
2
2023-06-15
Fixed
0.75000000
N
N
N
N
N
N
IE2 Holdco SAU
9598003ZG5WXDY1BBS58
IE2 HOLDCO
LW1558128
5200000.00000000
PA
6295294.56000000
0.006562885843
Long
DBT
CORP
ES
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
666227000.00000000
PA
20670509.58000000
0.021549141727
Long
DBT
NUSS
TH
N
2
2026-12-17
Fixed
2.12500000
N
N
N
N
N
N
ASB Bank Ltd
549300IBZWZL1KTPF918
ASB BANK LIMITED
N/A
3000000.00000000
PA
1844397.03000000
0.001922795993
Long
DBT
CORP
NZ
N
2
2026-05-04
Fixed
1.64600000
N
N
N
N
N
N
Sun Life Financial Inc
549300V040JZX5S66Z78
SUN LIFE FINANCI
86682ZAL0
2486000.00000000
PA
1960028.00000000
0.002043342037
Long
DBT
CORP
CA
N
2
2029-08-13
Variable
2.38000000
N
N
N
N
N
N
Alimentation Couche-Tard Inc
549300OSW32RVX8CCZ87
ALIMEN COUCHE
01626PAE6
3751000.00000000
PA
3050114.96000000
0.003179764838
Long
DBT
CORP
CA
N
2
2025-06-02
Fixed
3.60000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
1391000.00000000
PA
1073331.78000000
0.001118955416
Long
DBT
CORP
GB
N
2
2027-06-23
Variable
2.16600000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
904000.00000000
PA
1067576.56000000
0.001112955561
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
2.37500000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
10000000.00000000
PA
11348390.94000000
0.011830771941
Long
DBT
CORP
DE
N
2
2025-02-21
Fixed
0.37500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
9724000.00000000
PA
11238617.75000000
0.011716332670
Long
DBT
CORP
GB
N
2
2026-03-08
Variable
1.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
11952000.00000000
PA
12049435.15000000
0.012561615125
Long
DBT
CORP
N/A
N
2
2041-05-15
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
211151.63000000
0.000220126958
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
10527388.00000000
AUD
7654590.14000000
USD
2022-02-02
211151.63000000
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0339
N/A
25000000.00000000
PA
28455399.02000000
0.029664939997
Long
DBT
NUSS
BE
Y
2
2023-10-22
Fixed
0.20000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0328
N/A
31584000.00000000
PA
36899560.43000000
0.038468033616
Long
DBT
NUSS
BE
N
2
2023-06-22
Fixed
2.25000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
11282000.00000000
PA
12760714.33000000
0.013303128332
Long
DBT
NUSS
NL
N
2
2024-01-17
Fixed
0.12500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
4513000.00000000
PA
2998897.92000000
0.003126370738
Long
DBT
CORP
N/A
N
2
2023-02-02
Fixed
3.00000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JT9
1355000.00000000
PA
1552848.89000000
0.001618855146
Long
DBT
CORP
US
N
2
2025-01-31
Fixed
0.87500000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
16814000.00000000
PA
19543156.55000000
0.020373868804
Long
DBT
CORP
DE
N
2
2034-05-22
Fixed
0.85000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
LOBLAW CO LTD
539481AJ0
904000.00000000
PA
739285.60000000
0.000770710083
Long
DBT
CORP
CA
N
2
2023-09-12
Fixed
4.86000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
2500000.00000000
PA
2749056.86000000
0.002865909795
Long
DBT
CORP
FR
N
2
2170-10-25
Variable
2.12500000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-3855.60000000
-0.00000401948
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
18000000.00000000
MYR
4295942.72000000
USD
2022-02-04
-3855.60000000
N
N
N
Scotland Gas Networks PLC
549300Y7M5CC1U5DBX07
SCOTLAND GAS NET
N/A
1655000.00000000
PA
2351644.26000000
0.002451604555
Long
DBT
CORP
GB
N
2
2027-03-08
Fixed
3.25000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
9025000.00000000
PA
10448659.87000000
0.010892796403
Long
DBT
CORP
NL
N
2
2025-03-25
Fixed
1.25000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
282000.00000000
PA
331915.63000000
0.000346024219
Long
DBT
CORP
AU
N
2
2028-07-17
Fixed
1.45000000
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE
N/A
6610000.00000000
PA
7490810.55000000
0.007809219098
Long
DBT
CORP
NL
N
2
2027-06-23
Fixed
1.36200000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
N/A
57124000.00000000
PA
62389857.13000000
0.065041835009
Long
DBT
CORP
CA
N
2
2029-04-30
Fixed
0.01000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
2290202.64000000
0.002387551263
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7502875000.00000000
RUB
99337671.62000000
USD
2022-02-01
2290202.64000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2100650000.00000000
PA
21061219.49000000
0.021956459369
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
1.80000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
6800000.00000000
PA
7910265.98000000
0.008246504134
Long
DBT
CORP
IT
N
2
2027-03-25
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220302
N/A
1.00000000
NC
-224082.87000000
-0.00023360786
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
270500000.00000000
SGD
199977821.31000000
USD
2022-03-02
-224082.87000000
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
240970000.00000000
PA
769965.80000000
0.000802694393
Long
DBT
NUSS
HU
N
2
2022-06-24
Fixed
7.00000000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
2851000.00000000
PA
3242235.10000000
0.003380051343
Long
DBT
NUSS
DE
N
2
2025-04-01
Fixed
0.37500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
4151000.00000000
PA
5189941.74000000
0.005410548282
Long
DBT
CORP
NL
N
2
2039-02-28
Fixed
1.75000000
N
N
N
N
N
N
United Utilities Water Finance PLC
213800313INX42GDLR44
UNITED UTIL W FI
N/A
6043000.00000000
PA
8219983.54000000
0.008569386720
Long
DBT
CORP
GB
N
2
2025-02-14
Fixed
2.00000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
3270000.00000000
PA
3190680.79000000
0.003326305637
Long
DBT
CORP
US
N
2
2041-02-16
Fixed
1.00000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
2708000.00000000
PA
3081060.65000000
0.003212025923
Long
DBT
CORP
NO
N
2
2023-09-25
Fixed
0.60000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
N/A
587000.00000000
PA
776335.70000000
0.000809335055
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
2.12500000
N
N
N
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
22563000.00000000
PA
25630035.94000000
0.026719480466
Long
DBT
NUSS
FI
Y
2
2024-09-15
None
0.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087XG4
50165000.00000000
PA
54926363.53000000
0.057261094009
Long
DBT
NUSS
CA
N
2
2033-06-01
Fixed
5.75000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYRDO-QUEBEC
448814GY3
4193000.00000000
PA
4286129.69000000
0.004468318296
Long
DBT
NUSS
CA
N
2
2031-08-15
Fixed
6.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L85
80479000.00000000
PA
62606033.24000000
0.065267200021
Long
DBT
NUSS
CA
N
2
2023-05-01
Fixed
0.25000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
N/A
8201000.00000000
PA
9550892.63000000
0.009956868170
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
1.90000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
N/A
4288000.00000000
PA
5015102.18000000
0.005228276895
Long
DBT
CORP
US
N
2
2029-03-28
Fixed
1.75000000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
22341000.00000000
PA
17472944.33000000
0.018215658995
Long
DBT
NUSS
AU
Y
2
2025-07-21
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
-2205078.92000000
-0.00229880922
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
6500000000.00000000
RUB
81870498.56000000
USD
2022-02-01
-2205078.92000000
N
N
N
Transurban Queensland Finance Pty Ltd
549300RSN9SFNT54IZ82
TRANSURBAN QLD
N/A
570000.00000000
PA
386319.39000000
0.000402740496
Long
DBT
CORP
AU
N
2
2031-08-05
Fixed
3.25000000
N
N
N
N
N
N
North West Redwater Partnership / NWR Financing Co Ltd
N/A
NW REDWTR PRT/FI
663307AR7
2586000.00000000
PA
1941708.73000000
0.002024244078
Long
DBT
CORP
CA
N
2
2051-06-01
Fixed
3.75000000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
12935000.00000000
PA
14694043.16000000
0.015318636310
Long
DBT
CORP
AU
N
2
2026-07-27
Fixed
0.50000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
2300000.00000000
PA
2629151.82000000
0.002740908005
Long
DBT
CORP
FR
N
2
2026-02-02
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5166510.52000000
-0.00538612108
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
556905100.00000000
USD
2022-03-02
-5166510.52000000
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KB3
4569000.00000000
PA
3675299.79000000
0.003831524121
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.55000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
1400000.00000000
PA
1640830.70000000
0.001710576760
Long
DBT
CORP
FR
N
2
2026-05-18
Fixed
1.50000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BL6
2484000.00000000
PA
1959389.52000000
0.002042676417
Long
DBT
CORP
CA
N
2
2024-10-23
Fixed
2.31000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
21366000.00000000
PA
14538985.57000000
0.015156987756
Long
DBT
NUSS
AU
N
2
2027-11-19
Fixed
1.25000000
N
N
N
N
N
N
Southern Water Services Finance Ltd
213800BTY35K1724Z452
SOUTHERN WATER
ED0617438
10820000.00000000
PA
17165627.69000000
0.017895279383
Long
DBT
CORP
KY
N
2
2026-03-31
Fixed
6.64000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJW3
4099000.00000000
PA
4951634.73000000
0.005162111662
Long
DBT
CORP
US
N
2
2038-05-19
Fixed
2.60000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
11282000.00000000
PA
2749292.26000000
0.002866155202
Long
DBT
NUSS
MY
N
2
2032-04-15
Fixed
4.12700000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
9500000.00000000
PA
10203258.17000000
0.010636963522
Long
DBT
NUSS
FR
N
2
2046-05-10
Fixed
0.87500000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EW4
2844000.00000000
PA
3211397.97000000
0.003347903433
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
0.25000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
4406000.00000000
PA
5849041.29000000
0.006097663883
Long
DBT
CORP
GB
N
2
2029-07-03
Fixed
1.75000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAD0
1219000.00000000
PA
985324.66000000
0.001027207416
Long
DBT
CORP
JE
N
2
2032-09-04
Fixed
3.78200000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAB3
15798000.00000000
PA
12672106.30000000
0.013210753880
Long
DBT
NUSS
CA
N
2
2023-09-08
Fixed
2.60000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBS5
3739000.00000000
PA
2886981.87000000
0.003009697522
Long
DBT
CORP
CA
N
2
2029-10-03
Fixed
2.99000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
5195000.00000000
PA
5640048.90000000
0.005879787947
Long
DBT
CORP
DE
N
2
2023-12-19
Fixed
0.62500000
N
N
N
N
N
N
Deutsche Hypothekenbank AG
802UEDW6ZEY0W4YCVU89
DEUTSCHE HYP HAN
N/A
20000.00000000
PA
22752.71000000
0.000023719849
Long
DBT
CORP
DE
N
2
2026-06-29
Fixed
0.50000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
1400000.00000000
PA
1916833.57000000
0.001998311561
Long
DBT
CORP
FR
N
2
2025-02-12
Fixed
2.12500000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
1600000.00000000
PA
2091086.75000000
0.002179971643
Long
DBT
NUSS
BE
N
2
2042-06-02
Fixed
1.87500000
N
N
N
N
N
N
Reliance LP
N/A
RELIANCE LP
759480AK2
864000.00000000
PA
702705.89000000
0.000732575496
Long
DBT
CORP
CA
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1000000000.00000000
PA
8356746.61000000
0.008711963117
Long
DBT
NUSS
JP
N
2
2036-07-31
Fixed
0.14900000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
6992000.00000000
PA
9583571.25000000
0.009990935846
Long
DBT
NUSS
SK
N
2
2047-10-17
Fixed
2.00000000
N
N
N
N
N
N
Societe Generale SFH SA
969500KN90DZLHUN3566
SOCIETE GENERALE
N/A
400000.00000000
PA
452992.21000000
0.000472247348
Long
DBT
CORP
FR
N
2
2023-09-11
Fixed
0.25000000
N
N
N
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
KOJAMO OYJ
N/A
4562000.00000000
PA
4942314.53000000
0.005152395293
Long
DBT
CORP
FI
N
2
2029-05-28
Fixed
0.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
N/A
2485000.00000000
PA
2767443.38000000
0.002885077863
Long
DBT
CORP
US
N
2
2030-02-25
Fixed
0.75000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
2708000.00000000
PA
3071512.38000000
0.003202071789
Long
DBT
NUSS
NL
N
2
2024-06-07
Fixed
0.25000000
N
N
N
N
N
N
Ventas Canada Finance Ltd
549300DAU6CCV22N5X51
VENTAS CANADA FI
92277LAB2
542000.00000000
PA
443301.47000000
0.000462144688
Long
DBT
CORP
CA
N
2
2024-09-30
Fixed
4.12500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234KG2
6769000.00000000
PA
6792800.53000000
0.007081539077
Long
DBT
NUSS
CA
N
2
2027-06-02
Fixed
7.60000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
3250000.00000000
PA
3872264.29000000
0.004036860904
Long
DBT
CORP
FR
N
2
2170-10-06
Variable
3.36900000
N
N
N
N
N
N
Lansforsakringar Hypotek AB
5493001P7BX1N0JAG961
LANSFORSAKRINGAR
N/A
633000.00000000
PA
718320.43000000
0.000748853756
Long
DBT
CORP
SE
N
2
2024-03-14
Fixed
0.37500000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCJ1
900000.00000000
PA
676214.61000000
0.000704958163
Long
DBT
CORP
CA
N
2
2028-05-29
Fixed
2.20000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
5972000.00000000
PA
6253505.85000000
0.006519320838
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
16697000.00000000
PA
5651254.04000000
0.005891469379
Long
DBT
NUSS
IL
N
2
2024-03-31
Fixed
3.75000000
N
N
N
N
N
N
Euroclear Investments SA
222100BZL5ZNXNUKWZ69
EUROCLEAR INVSTS
N/A
2800000.00000000
PA
3252218.33000000
0.003390458926
Long
DBT
CORP
LU
N
2
2026-12-07
Fixed
1.12500000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA
N/A
3159000.00000000
PA
3605055.64000000
0.003758294135
Long
DBT
CORP
IT
N
2
2025-07-15
Fixed
1.12500000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
506000.00000000
PA
607639.77000000
0.000633468443
Long
DBT
CORP
FR
N
2
2025-01-17
Fixed
2.40000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
51443000.00000000
PA
13105439.48000000
0.013662506561
Long
DBT
NUSS
MY
N
2
2048-07-06
Fixed
4.92100000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
172473000.00000000
PA
184177017.03000000
0.192005747492
Long
DBT
NUSS
FR
Y
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
160000000.00000000
PA
17416577.60000000
0.018156896309
Long
DBT
CORP
SE
N
2
2024-06-12
Fixed
1.00000000
N
N
N
N
N
N
Santander Consumer Bank AS
549300A08LH2961IPN13
SANTANDER CONSUM
N/A
7600000.00000000
PA
8508676.92000000
0.008870351461
Long
DBT
CORP
NO
N
2
2024-09-11
Fixed
0.12500000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
9300000.00000000
PA
9810745.39000000
0.010227766376
Long
DBT
CORP
NL
N
2
2030-02-01
Variable
0.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
900000000.00000000
PA
7776904.07000000
0.008107473468
Long
DBT
CORP
FR
N
2
2027-05-26
Fixed
0.84700000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP MOLLER
N/A
25225000.00000000
PA
29710134.03000000
0.030973009469
Long
DBT
CORP
DK
N
2
2026-03-16
Fixed
1.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
2257000.00000000
PA
2969796.81000000
0.003096032640
Long
DBT
CORP
N/A
N
2
2028-04-04
Fixed
2.87500000
N
N
N
N
N
N
Japan Government Forty Year Bond
N/A
JAPAN GOVT 40-YR
N/A
8900850000.00000000
PA
69856567.04000000
0.072825929033
Long
DBT
NUSS
JP
N
2
2059-03-20
Fixed
0.50000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
BALDER
N/A
1412000.00000000
PA
1580212.67000000
0.001647382066
Long
DBT
CORP
SE
N
2
2027-01-29
Fixed
1.12500000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
30946000.00000000
PA
23509758.32000000
0.024509077149
Long
DBT
NUSS
SG
N
2
2023-07-01
Fixed
2.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
7513000.00000000
PA
9028385.65000000
0.009412151219
Long
DBT
CORP
NL
N
2
2032-04-07
Fixed
1.87500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
13696000.00000000
PA
16793033.32000000
0.017506847310
Long
DBT
CORP
FR
N
2
2049-05-28
Variable
3.25000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
150165000.00000000
PA
178112899.39000000
0.185683865104
Long
DBT
NUSS
ES
Y
2
2030-10-31
Fixed
1.25000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
1050000000.00000000
PA
45115774.99000000
0.047033491150
Long
DBT
NUSS
CZ
N
2
2025-02-14
Fixed
1.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
N/A
2300000.00000000
PA
2616290.54000000
0.002727500037
Long
DBT
CORP
FR
N
2
2023-05-26
Fixed
0.75000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
16388000.00000000
PA
18921272.20000000
0.019725550293
Long
DBT
CORP
GB
N
2
2029-07-25
Variable
2.00000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
200000.00000000
PA
146281.90000000
0.000152499839
Long
DBT
CORP
AU
N
2
2023-11-16
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
1018672.66000000
0.001061972925
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
39803253.88000000
USD
3156000000.00000000
RUB
2022-02-01
1018672.66000000
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
4600000.00000000
PA
5292137.69000000
0.005517088230
Long
DBT
CORP
DE
N
2
2026-02-02
Fixed
0.75000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
270760000.00000000
PA
29303942.70000000
0.030549552345
Long
DBT
NUSS
SE
N
2
2026-11-12
Fixed
1.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
55000000000.00000000
PA
46732681.05000000
0.048719126316
Long
DBT
NUSS
KR
N
2
2023-09-10
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2352546.31000000
-0.00245254494
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
564100000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2352546.31000000
N
N
N
Osaka Prefecture
N/A
OSAKA PREFECTURE
N/A
120000000.00000000
PA
1180682.69000000
0.001230869443
Long
DBT
NUSS
JP
N
2
2034-09-26
Fixed
1.45300000
N
N
N
N
N
N
RL Finance Bonds No. 2 plc
213800NDHTJTEZ5D9N71
RL FINCE BNDS
N/A
100000.00000000
PA
142762.46000000
0.000148830800
Long
DBT
CORP
GB
N
2
2043-11-30
Variable
6.12500000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
900000.00000000
PA
1099329.10000000
0.001146057792
Long
DBT
CORP
IT
N
2
2029-03-21
Fixed
1.62500000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483BK7
4513000.00000000
PA
5201518.77000000
0.005422617412
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.75000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
722000.00000000
PA
822279.66000000
0.000857231935
Long
DBT
CORP
JP
N
2
2023-07-23
Fixed
0.81900000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
N/A
4061000.00000000
PA
6824711.08000000
0.007114806035
Long
DBT
CORP
GB
N
2
2031-12-19
Fixed
6.12500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
60000000000.00000000
PA
55453751.97000000
0.057810899915
Long
DBT
NUSS
KR
N
2
2033-12-10
Fixed
3.75000000
N
N
N
N
N
N
Sveriges Sakerstallda Obligationer AB
1JDCK5BUVTXRHQBEPT93
SWEDISH COVERED
N/A
2257000.00000000
PA
2554135.98000000
0.002662703500
Long
DBT
CORP
SE
N
2
2023-04-19
Fixed
0.25000000
N
N
N
N
N
N
Coca-Cola HBC Finance BV
549300BXVNOCYQ83FU09
COCA-COLA HBC BV
N/A
100000.00000000
PA
117476.53000000
0.000122470052
Long
DBT
CORP
NL
N
2
2024-11-11
Fixed
1.87500000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
4600000.00000000
PA
5301817.11000000
0.005527179089
Long
DBT
NUSS
FR
N
2
2027-09-27
Fixed
0.75000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
N/A
452000.00000000
PA
831664.80000000
0.000867016005
Long
DBT
CORP
US
N
2
2035-09-28
Fixed
5.25000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
15000000.00000000
PA
15846949.23000000
0.016520548445
Long
DBT
CORP
CH
N
2
2031-03-19
Fixed
0.12500000
N
N
N
N
N
N
HeidelbergCement Finance Luxembourg SA
529900RYHTCF5X9DD509
HEIDELCEMENT FIN
N/A
4000000.00000000
PA
4752398.51000000
0.004954406597
Long
DBT
CORP
LU
N
2
2024-10-09
Fixed
2.50000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
676900000.00000000
PA
5931486.83000000
0.006183613899
Long
DBT
NUSS
JP
N
2
2023-02-17
Fixed
0.81500000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BH8
8518000.00000000
PA
10456562.12000000
0.010901034550
Long
DBT
CORP
US
N
2
2028-02-22
Fixed
2.25000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
17148000.00000000
PA
19839604.97000000
0.020682918225
Long
DBT
CORP
DE
N
2
2027-02-22
Fixed
0.62500000
N
N
N
N
N
N
Libra Longhurst Group Treasury Plc
213800SGGF87DMN9FP78
LIBRA TREASURY
N/A
812000.00000000
PA
1475954.78000000
0.001538692532
Long
DBT
CORP
GB
N
2
2038-08-02
Fixed
5.12500000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT
N/A
5731000.00000000
PA
6682116.85000000
0.006966150615
Long
DBT
CORP
DE
N
2
2029-01-11
Fixed
0.87500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
1585000.00000000
PA
1802072.04000000
0.001878671913
Long
DBT
CORP
CH
N
2
2024-01-25
Fixed
2.37500000
N
N
N
N
N
N
Repsol Europe Finance Sarl
222100TAWUOMRM7NNG09
REPSOL EUROPE
N/A
1000000.00000000
PA
1084274.84000000
0.001130363627
Long
DBT
CORP
LU
N
2
2029-07-06
Fixed
0.37500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZDE0
2257000.00000000
PA
1972112.85000000
0.002055940572
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
5.35000000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
11733000.00000000
PA
8011562.22000000
0.008352106128
Long
DBT
NUSS
AU
N
2
2034-11-20
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220301
N/A
1.00000000
NC
-13622.78000000
-0.00001420183
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
310000000.00000000
RUB
3967365.22000000
USD
2022-03-01
-13622.78000000
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
9025000.00000000
PA
10685986.71000000
0.011140211189
Long
DBT
CORP
GB
N
2
2025-09-11
Fixed
1.87500000
N
N
N
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WPC EUROBOND
N/A
924000.00000000
PA
973611.04000000
0.001014995891
Long
DBT
CORP
NL
N
2
2030-06-01
Fixed
0.95000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
90265000.00000000
PA
112544178.47000000
0.117328043756
Long
DBT
NUSS
IT
Y
2
2033-09-01
Fixed
2.45000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
1400000.00000000
PA
2705730.51000000
0.002820741792
Long
DBT
CORP
NL
N
2
2039-07-06
Fixed
6.12500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2442457.71000000
0.002546278172
Long
DBT
CORP
CH
N
2
2035-10-05
Fixed
0.50000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KBA8
1579000.00000000
PA
1167960.64000000
0.001217606622
Long
DBT
CORP
CA
N
2
2049-12-09
Fixed
4.25000000
N
N
N
N
N
N
Stellantis NV
549300LKT9PW7ZIBDF31
STELLANTIS NV
N/A
1700000.00000000
PA
1990883.03000000
0.002075508608
Long
DBT
CORP
NL
N
2
2025-03-20
Fixed
2.00000000
N
N
N
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
2250000.00000000
PA
1734684.13000000
0.001808419575
Long
DBT
NUSS
SG
N
2
2029-01-22
Fixed
2.67500000
N
N
N
N
N
N
JT International Financial Services BV
549300U2F0PG10VZUN93
JT INTL FIN SERV
N/A
2301000.00000000
PA
3144157.21000000
0.003277804500
Long
DBT
CORP
NL
N
2
2033-09-28
Fixed
2.75000000
N
N
N
N
N
N
Alberta Powerline LP
N/A
ALBERTA POWER
013047AB1
2192936.04000000
PA
1839438.16000000
0.001917626338
Long
DBT
CORP
CA
N
2
2053-12-01
Fixed
4.06500000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBU9
904000.00000000
PA
722624.88000000
0.000753341174
Long
DBT
CORP
CA
N
2
2049-03-08
Fixed
3.67000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5822282.42000000
0.006069767586
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
350000000.00000000
EUR
399045500.00000000
USD
2022-02-02
5822282.42000000
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
EMERA INC
290876AC5
10383000.00000000
PA
8271674.55000000
0.008623274937
Long
DBT
CORP
CA
N
2
2023-06-16
Fixed
2.90000000
N
N
N
N
N
N
Molson Coors International LP
549300JY2HGCZWKZS671
MOLSON COORS INT
N/A
1287000.00000000
PA
1038071.02000000
0.001082195842
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.44000000
N
N
N
N
N
N
Land Baden-Wuerttemberg
5299005LOAAELUENZ090
BADEN-WURTTEMBRG
N/A
3610000.00000000
PA
4219551.27000000
0.004398909857
Long
DBT
NUSS
DE
N
2
2023-11-13
Fixed
2.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
251700000.00000000
PA
2204738.90000000
0.002298454754
Long
DBT
NUSS
JP
N
2
2023-02-28
Fixed
0.81500000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
9400000.00000000
PA
10265433.84000000
0.010701782065
Long
DBT
CORP
NL
N
2
2026-09-09
Fixed
0.25000000
N
N
N
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC GROUP NV
N/A
5300000.00000000
PA
6086496.39000000
0.006345212382
Long
DBT
CORP
BE
N
2
2024-01-25
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-902427.95000000
-0.00094078705
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
117000000.00000000
SGD
85700033.77000000
USD
2022-02-04
-902427.95000000
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5259110.52000000
-0.00548265718
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000000.00000000
EUR
556812500.00000000
USD
2022-03-02
-5259110.52000000
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
EASYJET PLC
ZS9903676
2157000.00000000
PA
2429074.51000000
0.002532326098
Long
DBT
CORP
GB
N
2
2025-06-11
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
857065.32000000
0.000893496213
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
409395040000.00000000
KRW
340164716.83000000
USD
2022-03-03
857065.32000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1353750000.00000000
PA
12614778.45000000
0.013150989221
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
2.10000000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAZ1
2047000.00000000
PA
1541152.26000000
0.001606661332
Long
DBT
CORP
CA
N
2
2031-05-12
Fixed
2.82000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
9240000.00000000
PA
7009675.92000000
0.007307633093
Long
DBT
CORP
FR
N
2
2028-04-26
Fixed
4.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
2600000.00000000
PA
3019229.43000000
0.003147566471
Long
DBT
CORP
FR
N
2
2026-11-04
Fixed
1.87500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAN7
22931000.00000000
PA
16608186.48000000
0.017314143268
Long
DBT
NUSS
CA
N
2
2030-12-02
Fixed
1.35000000
N
N
N
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
3159000.00000000
PA
3920016.57000000
0.004086642969
Long
DBT
NUSS
HR
N
2
2030-01-27
Fixed
2.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AV2
987000.00000000
PA
1179467.86000000
0.001229602975
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
1.62500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
100000000.00000000
PA
856339.76000000
0.000892739812
Long
DBT
NUSS
JP
N
2
2036-04-30
Fixed
0.30600000
N
N
N
N
N
N
Deutsche Kreditbank AG
529900K16YGKC8BES892
DEUTSCHE KREDIT
N/A
500000.00000000
PA
584075.43000000
0.000608902464
Long
DBT
CORP
DE
N
2
2024-06-18
Fixed
1.62500000
N
N
N
N
N
N
EPCOR Utilities Inc
549300679TRDUXPT7415
EPCOR UTILITIES
29410ZAM7
1000000.00000000
PA
842785.19000000
0.000878609084
Long
DBT
CORP
CA
N
2
2048-11-26
Fixed
3.94900000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20220202
N/A
1.00000000
NC
21060671.75000000
0.021955888347
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
2208685203.00000000
GBP
2991482995.28000000
USD
2022-02-02
21060671.75000000
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
1367000.00000000
PA
2536456.50000000
0.002644272527
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
2662000.00000000
PA
2869695.31000000
0.002991676170
Long
DBT
CORP
GB
N
2
2031-11-13
Variable
0.77000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
5600000.00000000
PA
6507052.59000000
0.006783644977
Long
DBT
CORP
FR
N
2
2028-04-13
Fixed
0.87500000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SNCF SA
N/A
6400000.00000000
PA
7680584.55000000
0.008007059737
Long
DBT
NUSS
FR
N
2
2029-02-02
Fixed
1.50000000
N
N
N
N
N
N
Amcor UK Finance PLC
549300DEUV6BE727FP17
AMCOR UK FINANCE
0234EVAA9
2257000.00000000
PA
2579723.50000000
0.002689378658
Long
DBT
CORP
GB
N
2
2027-06-23
Fixed
1.12500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DW9
2678000.00000000
PA
1834688.82000000
0.001912675120
Long
DBT
NUSS
CA
N
2
2040-08-25
Fixed
2.15000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
AZ1702481
9025000.00000000
PA
10077945.57000000
0.010506324315
Long
DBT
CORP
N/A
N
2
2035-06-21
Fixed
0.50000000
N
N
N
N
N
N
Westcoast Energy Inc
2X3624VST50Z5U73GU35
WESTCOAST ENERGY
95751ZAS2
3024000.00000000
PA
2443460.04000000
0.002547323108
Long
DBT
CORP
CA
N
2
2024-09-12
Fixed
3.43000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
858282000.00000000
PA
26613052.48000000
0.027744281652
Long
DBT
NUSS
TH
N
2
2023-12-17
Fixed
2.40000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
10000000.00000000
PA
11095529.23000000
0.011567161950
Long
DBT
CORP
LU
N
2
2025-10-15
None
0.00000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FIN PLC
N/A
4253000.00000000
PA
5794588.53000000
0.006040896524
Long
DBT
CORP
GB
N
2
2040-03-21
Fixed
3.12500000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
EK0758251
1400000.00000000
PA
1667388.42000000
0.001738263357
Long
DBT
NUSS
FR
N
2
2024-05-25
Fixed
2.37500000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-180
N/A
169217000.00000000
PA
192595718.76000000
0.200782299228
Long
DBT
NUSS
DE
N
2
2024-10-18
None
0.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
2257000.00000000
PA
2629717.71000000
0.002741497949
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
1.62500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
3836000.00000000
PA
8333151.05000000
0.008687364591
Long
DBT
NUSS
CH
N
2
2049-01-06
Fixed
4.00000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469TQ8
2934000.00000000
PA
2786371.20000000
0.002904810240
Long
DBT
NUSS
CA
N
2
2042-03-05
Fixed
4.40000000
N
N
N
N
N
N
CNH Industrial Finance Europe SA
5493007GVB1I2FDSS786
CNH IND FIN
N/A
13504000.00000000
PA
15845298.66000000
0.016518827715
Long
DBT
CORP
LU
N
2
2026-01-19
Fixed
1.87500000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
N/A
796000.00000000
PA
854624.89000000
0.000890952049
Long
DBT
CORP
SE
N
2
2031-03-23
Fixed
0.75000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
36101000.00000000
PA
45587344.19000000
0.047525105132
Long
DBT
NUSS
PT
Y
2
2024-02-15
Fixed
5.65000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEY6
6976000.00000000
PA
7542375.67000000
0.007862976074
Long
DBT
CORP
US
N
2
2032-03-19
Fixed
0.87500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
82309000.00000000
PA
148472077.78000000
0.154783114286
Long
DBT
NUSS
ES
Y
2
2041-07-30
Fixed
4.70000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
4061000.00000000
PA
5637394.39000000
0.005877020603
Long
DBT
CORP
GB
N
2
2030-11-22
Variable
3.75000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZBT0
1355000.00000000
PA
1099187.00000000
0.001145909652
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
3.55000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0335
N/A
12275000.00000000
PA
14693793.43000000
0.015318375965
Long
DBT
NUSS
BE
Y
2
2031-06-22
Fixed
1.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
BVN14QDL2
1850000.00000000
PA
2947294.23000000
0.003072573553
Long
DBT
CORP
FR
N
2
2040-11-12
Fixed
4.50000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
EH7910860
200000000.00000000
PA
2026763.30000000
0.002112914025
Long
DBT
NUSS
JP
N
2
2029-04-20
Fixed
2.41000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
10133000.00000000
PA
10957336.00000000
0.011423094602
Long
DBT
CORP
US
N
2
2031-03-22
Variable
0.69400000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1782450000.00000000
PA
17568313.86000000
0.018315082355
Long
DBT
NUSS
JP
N
2
2028-03-20
Fixed
2.20000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63306AGT7
2575000.00000000
PA
1940763.41000000
0.002023258576
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
1.53400000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJM5
282000.00000000
PA
325388.49000000
0.000339219633
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
1.95000000
N
N
N
N
N
N
Talanx AG
5299006ZIILJ6VJVSJ32
TALANX AG
N/A
4700000.00000000
PA
5457507.27000000
0.005689487101
Long
DBT
CORP
DE
N
2
2047-12-05
Variable
2.25000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RX1
4558000.00000000
PA
3622109.55000000
0.003776072947
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.97500000
N
N
N
N
N
N
N/A
N/A
NOK/USD FWD 20220202
N/A
1.00000000
NC
1085034.01000000
0.001131155067
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
1193500000.00000000
NOK
135272515.75000000
USD
2022-02-02
1085034.01000000
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2000000.00000000
PA
2241617.32000000
0.002336900749
Long
DBT
CORP
ES
N
2
2025-02-03
Fixed
0.37500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
40700000.00000000
PA
357935.56000000
0.000373150167
Long
DBT
NUSS
JP
N
2
2023-08-25
Fixed
0.82000000
N
N
N
N
N
N
DXC Capital Funding DAC
6354001BJH7XSHGTD882
DXC CAPITAL FUND
N/A
2703000.00000000
PA
2894513.17000000
0.003017548952
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
0.45000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
368700000.00000000
PA
3243093.59000000
0.003380946325
Long
DBT
NUSS
JP
N
2
2023-06-30
Fixed
0.88200000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
4468000.00000000
PA
4431669.82000000
0.004620044835
Long
DBT
CORP
NL
N
2
2039-11-08
Fixed
0.87500000
N
N
N
N
N
N
Trillium Health Partners Volunteers
N/A
TRILLIUM HEALTH
89620LAA4
485000.00000000
PA
396011.93000000
0.000412845032
Long
DBT
CORP
CA
N
2
2058-12-20
Fixed
3.70200000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
4500000000.00000000
PA
39135132.95000000
0.040798632622
Long
DBT
NUSS
JP
N
2
2023-05-01
Fixed
0.00500000
N
N
N
N
N
N
Western Power Distribution West Midlands PLC
549300L22M2RCLXON143
WESTERN POWER
N/A
2528000.00000000
PA
4355464.35000000
0.004540600133
Long
DBT
CORP
GB
N
2
2032-04-16
Fixed
5.75000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
90000000.00000000
PA
14145142.22000000
0.014746403482
Long
DBT
NUSS
CN
N
2
2023-04-07
Fixed
2.17000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
177820000.00000000
PA
19340368.54000000
0.020162460974
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AY0
2000000.00000000
PA
2542042.10000000
0.002650095551
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.62500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UP8
6860000.00000000
PA
5521932.75000000
0.005756651086
Long
DBT
NUSS
CA
N
2
2027-06-02
Fixed
2.60000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DM1
1000000.00000000
PA
839974.12000000
0.000875678525
Long
DBT
NUSS
CA
N
2
2036-06-02
Fixed
3.50000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AW9
11780000.00000000
PA
14600633.17000000
0.015221255783
Long
DBT
CORP
US
N
2
2030-05-22
Fixed
2.12500000
N
N
N
N
N
N
Cie Financiere et Industrielle des Autoroutes SA
213800CP8292W9E8LJ69
COFIROUTE
N/A
3600000.00000000
PA
4065436.04000000
0.004238243719
Long
DBT
CORP
FR
N
2
2025-02-07
Fixed
0.37500000
N
N
N
N
N
N
Orbit Capital PLC
213800QIGGLJLT7WXP16
ORBIT CAPITAL
N/A
2890000.00000000
PA
4441327.36000000
0.004630112884
Long
DBT
CORP
GB
N
2
2045-03-24
Fixed
3.50000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
AW4430954
10000000.00000000
PA
11297806.46000000
0.011778037289
Long
DBT
CORP
DE
N
2
2024-01-09
Fixed
0.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
7000000.00000000
PA
7658677.02000000
0.007984220994
Long
DBT
CORP
FR
N
2
2032-01-15
Variable
1.12500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
3410000.00000000
PA
3415202.45000000
0.003560370940
Long
DBT
NUSS
HU
N
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
2300000.00000000
PA
2616024.65000000
0.002727222845
Long
DBT
NUSS
BE
N
2
2026-10-13
Fixed
0.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
4547000.00000000
PA
5003117.56000000
0.005215782850
Long
DBT
CORP
US
N
2
2032-11-04
Variable
1.04700000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
N/A
633000.00000000
PA
716411.30000000
0.000746863476
Long
DBT
CORP
US
N
2
2024-11-08
Fixed
0.62500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
620465000.00000000
PA
14550264.84000000
0.015168746469
Long
DBT
NUSS
TH
N
2
2049-06-17
Fixed
1.87500000
N
N
N
N
N
N
Choice Properties Real Estate Investment Trust
5493007MYGFSLOZGT937
CHOICE PPTY REIT
17039AAP1
3204000.00000000
PA
2570545.40000000
0.002679810428
Long
DBT
CORP
CA
N
2
2029-06-11
Fixed
3.53200000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HVV1
4800000.00000000
PA
3635301.33000000
0.003789825465
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
1.70000000
N
N
N
N
N
N
Societe Du Grand Paris EPIC
9695004RTVK8D9VA8F57
SOCIETE PARIS
N/A
4800000.00000000
PA
5698046.48000000
0.005940250804
Long
DBT
NUSS
FR
N
2
2028-10-22
Fixed
1.12500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
36150000.00000000
PA
365678.55000000
0.000381222285
Long
DBT
NUSS
JP
N
2
2030-03-20
Fixed
2.10000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
361000000.00000000
PA
3426026.46000000
0.003571655041
Long
DBT
NUSS
JP
N
2
2026-03-20
Fixed
2.20000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432AU4
4829000.00000000
PA
5735289.45000000
0.005979076845
Long
DBT
CORP
US
N
2
2026-11-23
Fixed
1.87500000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
9800000.00000000
PA
10439470.88000000
0.010883216820
Long
DBT
NUSS
FR
N
2
2040-02-13
Fixed
0.37500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087K94
36281000.00000000
PA
27500093.22000000
0.028669027438
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
0.50000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
EI4162968
2700000.00000000
PA
4382249.06000000
0.004568523369
Long
DBT
CORP
ES
N
2
2029-10-08
Fixed
5.44500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L77
74335000.00000000
PA
57990247.22000000
0.060455212839
Long
DBT
NUSS
CA
N
2
2023-02-01
Fixed
0.25000000
N
N
N
N
N
N
TDF Infrastructure SASU
969500BWNQ1B0PI06I59
TDF INFRASTRUCTU
N/A
300000.00000000
PA
354468.45000000
0.000369535682
Long
DBT
CORP
FR
N
2
2026-04-07
Fixed
2.50000000
N
N
N
N
N
N
Rentokil Initial PLC
549300VN4WV7Z6T14K68
RENTOKIL INITIAL
N/A
2301000.00000000
PA
2622189.21000000
0.002733649439
Long
DBT
CORP
GB
N
2
2024-11-22
Fixed
0.95000000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
17433000.00000000
PA
12868620.39000000
0.013415621107
Long
DBT
NUSS
AU
N
2
2029-07-24
Fixed
2.75000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELECTRIC CO
369604BU6
2506000.00000000
PA
2936267.68000000
0.003061078302
Long
DBT
CORP
US
N
2
2037-05-17
Fixed
2.12500000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
10500000.00000000
PA
12425040.70000000
0.012953186373
Long
DBT
CORP
FR
N
2
2028-06-27
Fixed
1.37500000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
1337000.00000000
PA
1090941.31000000
0.001137313466
Long
DBT
CORP
GB
N
2
2030-10-02
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
34445.36000000
0.000035909513
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
10000000.00000000
SGD
7436365.16000000
USD
2022-02-04
34445.36000000
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
97020000.00000000
PA
108324410.73000000
0.112928908228
Long
DBT
NUSS
NL
Y
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
Peru Government Bond
N/A
PERU B SOBERANO
N/A
25001000.00000000
PA
5455342.53000000
0.005687230346
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
60000000000.00000000
PA
47766291.17000000
0.049796671642
Long
DBT
NUSS
KR
N
2
2025-09-10
Fixed
1.12500000
N
N
N
N
N
N
Zimmer Biomet Holdings Inc
2P2YLDVPES3BXQ1FRB91
ZIMMER BIOMET
98956PAM4
2663000.00000000
PA
3029951.98000000
0.003158744799
Long
DBT
CORP
US
N
2
2022-12-13
Fixed
1.41400000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
686000000.00000000
PA
6041853.20000000
0.006298671563
Long
DBT
NUSS
JP
N
2
2024-11-29
Fixed
0.49500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
168728000.00000000
PA
181023497.48000000
0.188718182691
Long
DBT
NUSS
ES
Y
2
2037-07-30
Fixed
0.85000000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
5624250000.00000000
PA
16969662.25000000
0.017690984127
Long
DBT
NUSS
HU
N
2
2024-10-24
Fixed
2.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
N/A
8574000.00000000
PA
9679959.94000000
0.010091421687
Long
DBT
CORP
CA
N
2
2024-05-03
Fixed
0.37500000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
340000000.00000000
PA
35770195.02000000
0.037290662773
Long
DBT
CORP
SE
N
2
2026-06-01
Fixed
0.50000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
24880000.00000000
PA
21273380.69000000
0.022177638811
Long
DBT
NUSS
SG
N
2
2033-09-01
Fixed
3.37500000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS
N/A
7730000.00000000
PA
8492264.51000000
0.008853241416
Long
DBT
NUSS
CA
N
2
2041-05-20
Fixed
0.90000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
222000.00000000
PA
261298.25000000
0.000272405138
Long
DBT
CORP
DE
N
2
2028-12-18
Fixed
1.12500000
N
N
N
N
N
N
Bundesschatzanweisungen
N/A
BUNDESSCHATZANW
N/A
202503000.00000000
PA
229051239.65000000
0.238787418714
Long
DBT
NUSS
DE
N
2
2023-03-10
None
0.00000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
90000000.00000000
PA
910123.44000000
0.000948809651
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
1.98000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UN3
8491000.00000000
PA
7156756.39000000
0.007460965447
Long
DBT
NUSS
CA
N
2
2048-09-05
Fixed
3.40000000
N
N
N
N
N
N
Netherlands Government Bond
N/A
NETHERLANDS GOVT
N/A
91481000.00000000
PA
109030194.84000000
0.113664692789
Long
DBT
NUSS
NL
Y
2
2024-07-15
Fixed
2.00000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234B98
42670000.00000000
PA
42062828.20000000
0.043850774110
Long
DBT
NUSS
CA
N
2
2041-06-02
Fixed
4.65000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
3537000.00000000
PA
3874222.09000000
0.004038901923
Long
DBT
NUSS
PH
N
2
2033-04-28
Fixed
1.20000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA BOND
ZR1469322
9025000.00000000
PA
5341522.38000000
0.005568572093
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
1.50000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
382460000.00000000
PA
15100475.94000000
0.015742345147
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2649532.42000000
0.002762154914
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
350000000.00000000
EUR
395872750.00000000
USD
2022-02-02
2649532.42000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1855032.42000000
0.001933883457
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
395078250.00000000
USD
2022-02-02
1855032.42000000
N
N
N
Traton Finance Luxembourg SA
529900BRKIE6LKIEXD84
TRATON FIN LUX
N/A
6200000.00000000
PA
6885354.88000000
0.007178027594
Long
DBT
CORP
LU
N
2
2025-03-24
Fixed
0.12500000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
12593CAH4
6692000.00000000
PA
5150854.22000000
0.005369799287
Long
DBT
NUSS
CA
N
2
2029-09-30
Fixed
1.95000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
28328000.00000000
PA
22770323.96000000
0.023738211982
Long
DBT
NUSS
AU
N
2
2039-06-21
Fixed
3.25000000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
1084000.00000000
PA
1489064.07000000
0.001552359053
Long
DBT
CORP
GB
N
2
2025-04-18
Variable
3.00000000
N
N
N
N
N
N
City of Ottawa Ontario
5493007HQAUURLO7D125
OTTAWA CITY OF
689551ED7
650000.00000000
PA
621865.18000000
0.000648298526
Long
DBT
NUSS
CA
N
2
2053-07-30
Fixed
4.20000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
AN7235053
2590000.00000000
PA
2820169.99000000
0.002940045700
Long
DBT
CORP
ES
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2114032.42000000
0.002203892654
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
350000000.00000000
EUR
395337250.00000000
USD
2022-02-02
2114032.42000000
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UB9
3957000.00000000
PA
3656411.82000000
0.003811833289
Long
DBT
NUSS
CA
N
2
2045-09-05
Fixed
4.05000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
10000000.00000000
PA
1589627.91000000
0.001657197515
Long
DBT
NUSS
CN
N
2
2023-08-07
Fixed
3.00000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
8467000.00000000
PA
9501922.77000000
0.009905816770
Long
DBT
CORP
N/A
N
2
2046-10-22
Fixed
0.70000000
N
N
N
N
N
N
N/A
N/A
IDR/USD FWD 20220203
N/A
1.00000000
NC
71653.28000000
0.000074699014
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
220000000000.00000000
IDR
15365703.75000000
USD
2022-02-03
71653.28000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
100000.00000000
PA
115875.97000000
0.000120801458
Long
DBT
CORP
GB
N
2
2025-03-03
Fixed
1.25000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
315900000.00000000
PA
2779420.13000000
0.002897563703
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.50500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
-338473.33000000
-0.00035286066
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
601317040000.00000000
KRW
498034620.42000000
USD
2022-03-03
-338473.33000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
EF8021778
1637000.00000000
PA
2663347.59000000
0.002776557320
Long
DBT
CORP
US
N
2
2035-11-02
Fixed
4.62500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
4600000.00000000
PA
5556432.46000000
0.005792617260
Long
DBT
NUSS
FR
N
2
2025-05-27
Fixed
2.25000000
N
N
N
N
N
N
Abbott Ireland Financing DAC
54930021QV18ZVZQDE71
ABBOTT IL FIN
N/A
4513000.00000000
PA
5022192.78000000
0.005235668892
Long
DBT
CORP
IE
N
2
2027-11-19
Fixed
0.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
2257000.00000000
PA
2765522.11000000
0.002883074927
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
164327.98000000
0.000171312996
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
175000000.00000000
USD
714875000.00000000
PLN
2022-02-02
164327.98000000
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
N/A
2993000.00000000
PA
3154141.46000000
0.003288213146
Long
DBT
CORP
US
N
2
2050-10-09
Fixed
1.05000000
N
N
N
N
N
N
ABP Finance PLC
549300MJIRPTCHAYW359
ABP FINANCE PLC
N/A
1941000.00000000
PA
3076063.28000000
0.003206816132
Long
DBT
CORP
GB
N
2
2026-12-14
Fixed
6.25000000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
N/A
34320000.00000000
PA
7561309.75000000
0.007882714977
Long
DBT
NUSS
MY
N
2
2036-07-15
Fixed
3.44700000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
4513000.00000000
PA
5458078.57000000
0.005690082685
Long
DBT
CORP
NL
N
2
2030-03-25
Fixed
1.75000000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0336
N/A
57148000.00000000
PA
76251584.82000000
0.079492776986
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
9700000.00000000
PA
11482420.43000000
0.011970498562
Long
DBT
CORP
FR
N
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
Trillium Windpower LP
N/A
TRILLIUM WIND LP
89620MAA2
265957.90000000
PA
235263.43000000
0.000245263667
Long
DBT
CORP
CA
N
2
2033-02-15
Fixed
5.80300000
N
N
N
N
N
N
Abbott Ireland Financing DAC
54930021QV18ZVZQDE71
ABBOTT IL FIN
N/A
8033000.00000000
PA
9447896.01000000
0.009849493519
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
200000000.00000000
PA
1727775.81000000
0.001801217607
Long
DBT
NUSS
JP
N
2
2031-01-24
Fixed
0.13000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
14755000.00000000
PA
16862088.22000000
0.017578837496
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.37500000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
43700000.00000000
PA
47092066.35000000
0.049093787847
Long
DBT
NUSS
FR
N
2
2031-05-25
None
0.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887BP3
5333000.00000000
PA
6330016.94000000
0.006599084151
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.90000000
N
N
N
N
N
N
Edenred
9695006LOD5B2D7Y0N70
EDENRED
N/A
3000000.00000000
PA
3490810.40000000
0.003639192723
Long
DBT
CORP
FR
N
2
2029-06-18
Fixed
1.37500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
6775000.00000000
PA
7440349.38000000
0.007756612998
Long
DBT
CORP
CH
N
2
2029-06-15
Fixed
0.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
2257000.00000000
PA
2786666.96000000
0.002905118571
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.87500000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
8845000.00000000
PA
10112135.95000000
0.010541968010
Long
DBT
CORP
N/A
N
2
2025-11-03
Fixed
0.50000000
N
N
N
N
N
N
Acef Holding SCA
213800KW7LHVG5QUS111
ACEF HOLDING
N/A
2586000.00000000
PA
2821930.68000000
0.002941881231
Long
DBT
CORP
LU
N
2
2030-04-26
Fixed
1.25000000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
100000.00000000
PA
116609.97000000
0.000121566658
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
1.25000000
N
N
N
N
N
N
NN Group NV
724500OHYNDT9OY6Q215
NN GROUP NV
N/A
1752000.00000000
PA
2107371.89000000
0.002196949008
Long
DBT
CORP
NL
N
2
2170-06-13
Variable
4.37500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
11928000.00000000
PA
13916680.74000000
0.014508230892
Long
DBT
CORP
N/A
N
2
2028-09-05
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
SGD/USD FWD 20220204
N/A
1.00000000
NC
-118537.15000000
-0.00012357575
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
58333333.00000000
SGD
43059328.13000000
USD
2022-02-04
-118537.15000000
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
3159000.00000000
PA
3495415.58000000
0.003643993653
Long
DBT
CORP
SE
N
2
2027-02-11
Fixed
0.37500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086RF3
8871000.00000000
PA
7046968.45000000
0.007346510800
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.60900000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
170204000.00000000
PA
187348881.45000000
0.195312436941
Long
DBT
NUSS
IT
N
2
2028-07-15
Fixed
0.50000000
N
N
N
N
N
N
Yorkshire Water Finance PLC
213800O8BDOGHJMTCP32
YORKSHIRE WATER
N/A
452000.00000000
PA
616275.72000000
0.000642471477
Long
DBT
CORP
GB
N
2
2046-03-22
Variable
3.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
357500000.00000000
PA
3129823.34000000
0.003262861347
Long
DBT
NUSS
JP
N
2
2027-10-25
Fixed
0.21500000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
EXPERIAN FINANCE
N/A
100000.00000000
PA
116628.64000000
0.000121586121
Long
DBT
CORP
GB
N
2
2026-06-25
Fixed
1.37500000
N
N
N
N
N
N
HSBC Bank Canada
DMB80L5QKUQ124HSYW98
HSBC BANK CANADA
40427HTD5
4513000.00000000
PA
3629792.25000000
0.003784082213
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
3.24500000
N
N
N
N
N
N
State of Saxony-Anhalt
529900LA98JTSA1MF831
SACHSEN - ANHALT
N/A
1128000.00000000
PA
1289609.10000000
0.001344425939
Long
DBT
NUSS
DE
N
2
2027-06-25
Fixed
0.50000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
29000000.00000000
PA
255331.80000000
0.000266185075
Long
DBT
NUSS
JP
N
2
2025-08-29
Fixed
0.44000000
N
N
N
N
N
N
La Banque Postale Home Loan SFH SA
969500D5PFMTWUYSUF61
LA BANQUE POST H
N/A
2300000.00000000
PA
2697146.02000000
0.002811792405
Long
DBT
CORP
FR
N
2
2028-10-04
Fixed
1.00000000
N
N
N
N
N
N
Ryanair DAC
635400WKFIPCHCKVW376
RYANAIR
N/A
1355000.00000000
PA
1546183.76000000
0.001611906704
Long
DBT
CORP
IE
N
2
2023-08-15
Fixed
1.12500000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
2708000.00000000
PA
3133710.14000000
0.003266913361
Long
DBT
CORP
DE
N
2
2024-10-01
Fixed
1.50000000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
452000.00000000
PA
528523.62000000
0.000550989338
Long
DBT
NUSS
DE
N
2
2023-10-11
Fixed
2.12500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
14893000.00000000
PA
15921735.75000000
0.016598513882
Long
DBT
NUSS
CA
N
2
2030-10-29
None
0.00000000
N
N
N
N
N
N
Raiffeisenlandesbank Niederoesterreich-Wien AG
529900GPOO9ISPD1EE83
RAIFF LB NIEDER
N/A
2300000.00000000
PA
2629215.38000000
0.002740974267
Long
DBT
CORP
AT
N
2
2026-08-28
Fixed
0.62500000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
5145000.00000000
PA
5907691.06000000
0.006158806653
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
1.12500000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
2300000.00000000
PA
2598621.07000000
0.002709079498
Long
DBT
CORP
DE
N
2
2023-03-10
Fixed
0.12500000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
N/A
2301000.00000000
PA
2608148.98000000
0.002719012407
Long
DBT
CORP
SE
N
2
2023-08-29
Fixed
0.40000000
N
N
N
N
N
N
Compass Group Finance Netherlands BV
213800YZZX39WY5G7M06
COMPASS GROUP
AU2922576
4000000.00000000
PA
4744818.37000000
0.004946504251
Long
DBT
CORP
NL
N
2
2028-09-05
Fixed
1.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
6514000.00000000
PA
10104045.82000000
0.010533533997
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.25000000
N
N
N
N
N
N
Enexis Holding NV
7245009Q5867Q0YC9Q13
ENEXIS HOLDING
N/A
5500000.00000000
PA
6293314.52000000
0.006560821638
Long
DBT
CORP
NL
N
2
2026-04-28
Fixed
0.87500000
N
N
N
N
N
N
Co-operators Financial Services Ltd
549300SZ7EWHCKGFYB31
CO-OPERATORS FIN
18976JAC4
2810000.00000000
PA
2160956.87000000
0.002252811701
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
3.32700000
N
N
N
N
N
N
Denso Corp
549300RYPA10CQM3QK38
DENSO CORP
N/A
400000000.00000000
PA
3482544.66000000
0.003630575635
Long
DBT
CORP
JP
N
2
2028-03-17
Fixed
0.31500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
158000000.00000000
PA
1521458.86000000
0.001586130834
Long
DBT
NUSS
JP
N
2
2027-03-20
Fixed
2.10000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1142600000.00000000
PA
13017106.24000000
0.013570418579
Long
DBT
NUSS
JP
N
2
2038-09-20
Fixed
2.40000000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQU3
1399000.00000000
PA
1197700.39000000
0.001248610507
Long
DBT
NUSS
CA
N
2
2033-05-13
Fixed
3.65000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1336250000.00000000
PA
43598468.28000000
0.045451688960
Long
DBT
NUSS
TH
N
2
2036-06-17
Fixed
3.40000000
N
N
N
N
N
N
University of Ottawa
549300MK3DYR7A7TME46
UNIV OF OTTAWA
914771AC4
1661000.00000000
PA
1075726.40000000
0.001121451823
Long
DBT
CORP
CA
N
2
2060-02-13
Fixed
2.63500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
56707000.00000000
PA
40709383.82000000
0.042439799473
Long
DBT
NUSS
AU
N
2
2022-11-21
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3547453.69000000
0.003698243724
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
558200000.00000000
USD
500000000.00000000
EUR
2022-02-02
3547453.69000000
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AE4
1076000.00000000
PA
898706.28000000
0.000936907187
Long
DBT
CORP
CA
N
2
2029-06-21
Fixed
4.01000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ACG7
39540000.00000000
PA
32423879.37000000
0.033802106774
Long
DBT
NUSS
CA
N
2
2024-06-02
Fixed
3.50000000
N
N
N
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
25000000.00000000
PA
3942327.99000000
0.004109902770
Long
DBT
NUSS
CN
N
2
2030-03-10
Fixed
3.07000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
EI5611799
4061000.00000000
PA
4876926.06000000
0.005084227384
Long
DBT
CORP
IT
N
2
2023-04-30
Fixed
5.25000000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
19162000.00000000
PA
4653178.32000000
0.004850968899
Long
DBT
NUSS
PL
N
2
2023-01-25
Fixed
2.50000000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
2708000.00000000
PA
3014028.96000000
0.003142144947
Long
DBT
CORP
LU
N
2
2029-07-09
Fixed
0.87500000
N
N
N
N
N
N
HeidelbergCement Finance Luxembourg SA
529900RYHTCF5X9DD509
HEIDELCEMENT FIN
N/A
7903000.00000000
PA
9063853.10000000
0.009449126268
Long
DBT
CORP
LU
N
2
2027-12-01
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
1686912.29000000
0.001758617119
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
7502875000.00000000
RUB
98734381.27000000
USD
2022-02-01
1686912.29000000
N
N
N
Octagon Healthcare Funding PLC
21380043QGL93BXMJZ95
OCTAGON HEALTHCA
ED2598123
200708.52000000
PA
329389.52000000
0.000343390733
Long
DBT
CORP
GB
N
2
2036-06-30
Fixed
5.33300000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
247000.00000000
PA
303206.50000000
0.000316094763
Long
DBT
CORP
NL
N
2
2029-10-29
Fixed
2.12500000
N
N
N
N
N
N
Paragon Treasury Plc
213800Q65UKPKCQBC252
PARAGON TREASURY
N/A
1991000.00000000
PA
2553784.25000000
0.002662336820
Long
DBT
CORP
GB
N
2
2036-05-07
Fixed
2.00000000
N
N
N
N
N
N
EnBW International Finance BV
724500CNCIO1ZTJ0X675
ENBW
N/A
6483000.00000000
PA
6851169.34000000
0.007142388944
Long
DBT
CORP
NL
N
2
2030-10-19
Fixed
0.25000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614853CP2
500000.00000000
PA
453090.35000000
0.000472349659
Long
DBT
NUSS
CA
N
2
2032-12-01
Fixed
4.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086RZ9
4951000.00000000
PA
3843340.77000000
0.004006707944
Long
DBT
CORP
CA
N
2
2025-05-01
Fixed
1.93600000
N
N
N
N
N
N
MUFG BANK LTD
C3GTMMZIHMY46P4OIX74
MUFG 1.95 11/12/2025
BRSAYVJN2
300000000.00000000
PA
2749498.96000000
0.002866370688
Long
DBT
CORP
JP
N
2
2025-11-12
Fixed
1.95000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
1167258.60000000
0.001216874741
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
476768377.25000000
USD
55000000000.00000000
JPY
2022-02-02
1167258.60000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2722109.20000000
0.002837816683
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
488000000.00000000
EUR
550987624.00000000
USD
2022-02-02
2722109.20000000
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
1752306.64000000
0.001826791158
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
174313980000.00000000
KRW
146320031.56000000
USD
2022-02-07
1752306.64000000
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
N/A
6499000.00000000
PA
8881624.03000000
0.009259151268
Long
DBT
CORP
GB
N
2
2026-05-08
Variable
2.92000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
48601000.00000000
PA
59188735.89000000
0.061704645134
Long
DBT
NUSS
IT
N
2
2027-06-01
Fixed
2.20000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCD0
1747000.00000000
PA
1181141.73000000
0.001231347995
Long
DBT
CORP
CA
N
2
2050-02-28
Fixed
2.71000000
N
N
N
N
N
N
Vancouver Airport Authority
N/A
VANCOUVER AIRPRT
921947AB3
6769000.00000000
PA
6538907.78000000
0.006816854221
Long
DBT
CORP
CA
Y
2
2026-12-07
Fixed
7.42500000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
N/A
1614000.00000000
PA
2075724.42000000
0.002163956313
Long
DBT
CORP
US
N
2
2039-05-21
Fixed
2.95000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
2257000.00000000
PA
2563367.44000000
0.002672327358
Long
DBT
CORP
SE
N
2
2028-03-02
Variable
1.25000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
3000000.00000000
PA
3389188.25000000
0.003533250965
Long
DBT
CORP
FR
N
2
2170-04-16
Variable
1.37500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
BERLIN LAND
N/A
813000.00000000
PA
941238.47000000
0.000981247274
Long
DBT
NUSS
DE
N
2
2023-06-12
Fixed
1.87500000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
7800000.00000000
PA
13708704.30000000
0.014291414090
Long
DBT
CORP
FR
N
2
2041-10-17
Fixed
5.50000000
N
N
N
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
SAPUTO INC
80310ZAE9
3207000.00000000
PA
2602843.23000000
0.002713481128
Long
DBT
CORP
CA
N
2
2025-08-14
Fixed
3.60300000
N
N
N
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SPA
N/A
2763000.00000000
PA
3165561.79000000
0.003300118915
Long
DBT
CORP
IT
N
2
2026-10-24
Fixed
1.00000000
N
N
N
N
N
N
Eutelsat SA
549300MCOOY1V7P2PG30
EUTELSAT SA
N/A
400000.00000000
PA
462999.32000000
0.000482679825
Long
DBT
CORP
FR
N
2
2027-07-13
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
76750000.00000000
PA
789045.29000000
0.000822584886
Long
DBT
NUSS
JP
N
2
2030-05-20
Fixed
2.30000000
N
N
N
N
N
N
Digital Euro Finco LLC
635400OUEAPTXSW3SC91
DIGITAL EURO FIN
N/A
2301000.00000000
PA
2708182.50000000
0.002823298007
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.62500000
N
N
N
N
N
N
Scentre Group Trust 1 / Scentre Group Trust 2
N/A
SCENTRE GROUP TR
N/A
6842000.00000000
PA
7780599.59000000
0.008111326072
Long
DBT
CORP
AU
N
2
2029-03-28
Fixed
1.45000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-88947.04000000
-0.00009272787
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
1181250000.00000000
THB
35388805.00000000
USD
2022-02-02
-88947.04000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
11959000.00000000
PA
14428843.22000000
0.015042163634
Long
DBT
CORP
GB
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
GE Capital European Funding Unlimited Co
YHZHHIVHTKEV7XROHS46
GE CAP EUR FUND
N/A
1241000.00000000
PA
2252794.89000000
0.002348553439
Long
DBT
CORP
IE
N
2
2038-03-01
Fixed
6.02500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
6092000.00000000
PA
7055529.96000000
0.007355436230
Long
DBT
NUSS
HU
N
2
2025-10-22
Fixed
1.25000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
1432000.00000000
PA
3000412.55000000
0.003127949750
Long
DBT
CORP
FR
N
2
2111-03-16
Fixed
5.95000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852J93
2257000.00000000
PA
1844132.27000000
0.001922519979
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
DBS Group Holdings Ltd
5493007FKT78NKPM5V55
DBS GROUP HLDGS
N/A
2257000.00000000
PA
2574471.46000000
0.002683903372
Long
DBT
CORP
SG
N
2
2028-04-11
Variable
1.50000000
N
N
N
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
10244000.00000000
PA
11640573.98000000
0.012135374675
Long
DBT
CORP
NL
N
2
2023-09-26
Fixed
0.62500000
N
N
N
N
N
N
AltaLink LP
549300FMC7ABSCYLX778
ALTALINK LP
02135ZAM8
4513000.00000000
PA
3656711.19000000
0.003812145384
Long
DBT
CORP
CA
N
2
2024-06-06
Fixed
3.39900000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2639850000.00000000
PA
26300652.59000000
0.027418602719
Long
DBT
NUSS
JP
N
2
2028-03-20
Fixed
2.40000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5618150000.00000000
PA
56005627.69000000
0.058386233971
Long
DBT
NUSS
JP
N
2
2034-06-20
Fixed
1.50000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
33807000.00000000
PA
24190151.60000000
0.025218391603
Long
DBT
NUSS
SG
N
2
2025-11-01
Fixed
0.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
224687000.00000000
PA
263770797.73000000
0.274982785591
Long
DBT
NUSS
FR
N
2
2028-05-25
Fixed
0.75000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
5000000.00000000
PA
5428172.76000000
0.005658905682
Long
DBT
NUSS
CA
N
2
2031-06-09
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
133763.07000000
0.000139448877
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
33823555.00000000
CAD
26742347.25000000
USD
2022-02-02
133763.07000000
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-63591.73000000
-0.00006629479
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
44000000000.00000000
JPY
382284916.95000000
USD
2022-02-02
-63591.73000000
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UC7
2855000.00000000
PA
2330422.98000000
0.002429481232
Long
DBT
NUSS
CA
N
2
2024-06-02
Fixed
3.30000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
5800000.00000000
PA
7376566.04000000
0.007690118448
Long
DBT
CORP
FR
N
2
2025-11-12
Fixed
4.00000000
N
N
N
N
N
N
Leeds Building Society
O8VR8MK4M5SM9ZVEFS35
LEEDS BLDG SOC
N/A
100000.00000000
PA
113480.76000000
0.000118304436
Long
DBT
CORP
GB
N
2
2024-07-03
Fixed
0.50000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
73772000.00000000
PA
18022324.22000000
0.018788391131
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
ESM
N/A
23014000.00000000
PA
26040756.69000000
0.027147659540
Long
DBT
CORP
N/A
N
2
2023-07-31
Fixed
0.10000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
5156000.00000000
PA
5653997.15000000
0.005894329089
Long
DBT
CORP
N/A
N
2
2030-02-21
None
0.00000000
N
N
N
N
N
N
Daimler Trucks Finance Canada Inc
54930098P2A2K13NYP58
DAIMLER TRCKS FI
233852AD4
2491000.00000000
PA
1942907.89000000
0.002025494210
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
2.14000000
N
N
N
N
N
N
Origin Energy Finance Ltd
5493002W5C9Z753C7Q57
ORIGIN ENER FIN
N/A
2301000.00000000
PA
2481565.87000000
0.002587048685
Long
DBT
CORP
AU
N
2
2029-09-17
Fixed
1.00000000
N
N
N
N
N
N
Bayer AG
549300J4U55H3WP1XT59
BAYER AG
N/A
6200000.00000000
PA
6906740.72000000
0.007200322472
Long
DBT
CORP
DE
N
2
2025-01-12
Fixed
0.05000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851AS1
217000.00000000
PA
252359.44000000
0.000263086370
Long
DBT
CORP
US
N
2
2024-03-30
Fixed
1.70000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
22465000.00000000
PA
26154949.72000000
0.027266706522
Long
DBT
CORP
IT
N
2
2027-07-22
Variable
2.20000000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
1670000.00000000
PA
2218039.18000000
0.002312320383
Long
DBT
NUSS
CA
N
2
2023-07-25
Fixed
0.37500000
N
N
N
N
N
N
Kingdom of Belgium Government Bond
N/A
BELGIAN 0333
N/A
57206000.00000000
PA
83691970.22000000
0.087249427536
Long
DBT
NUSS
BE
Y
2
2034-06-22
Fixed
3.00000000
N
N
N
N
N
N
Indigo Group SAS
213800H5J9NKEXSUQX44
INDIGO GROUP
N/A
100000.00000000
PA
113912.58000000
0.000118754611
Long
DBT
CORP
FR
N
2
2028-04-19
Fixed
1.62500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CE0
4919000.00000000
PA
5404890.20000000
0.005634633461
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
1.87500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1195820000.00000000
PA
13786846.36000000
0.014372877699
Long
DBT
NUSS
RU
N
2
2028-01-19
Fixed
7.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5008110.52000000
-0.00522098804
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
557063500.00000000
USD
2022-03-02
-5008110.52000000
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
100000.00000000
PA
114499.68000000
0.000119366666
Long
DBT
CORP
JP
N
2
2024-10-11
Fixed
0.93400000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
ZP6261850
7400000.00000000
PA
9807446.76000000
0.010224327532
Long
DBT
CORP
DE
N
2
2025-02-03
Fixed
1.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
PUBLIC STORAGE
74460DAE9
3024000.00000000
PA
3203014.32000000
0.003339163423
Long
DBT
CORP
US
N
2
2032-01-24
Fixed
0.87500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
4547000.00000000
PA
5115547.79000000
0.005332992102
Long
DBT
CORP
IT
N
2
2030-01-20
Fixed
1.80000000
N
N
N
N
N
N
SATO Oyj
7437009ELUGUOA45V564
SATO-OYJ
ZS8454481
3000000.00000000
PA
3430873.09000000
0.003576707684
Long
DBT
CORP
FI
N
2
2024-05-31
Fixed
1.37500000
N
N
N
N
N
N
Equitable Bank
5493004QI4QQE17ETY06
EQUITABLE BANK
29446NAG5
904000.00000000
PA
685125.47000000
0.000714247793
Long
DBT
CORP
CA
N
2
2025-11-26
Fixed
1.87600000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
9000000.00000000
PA
11402469.24000000
0.011887148923
Long
DBT
CORP
GB
N
2
2028-06-26
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
31210.96000000
0.000032537630
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
252875000.00000000
PLN
61992643.99000000
USD
2022-02-02
31210.96000000
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CRB4
1339000.00000000
PA
1001120.42000000
0.001043674599
Long
DBT
NUSS
CA
N
2
2030-05-27
Fixed
1.70000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
2260000.00000000
PA
2896195.19000000
0.003019302469
Long
DBT
CORP
CH
N
2
2040-12-05
Fixed
1.50000000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AJ1
2391000.00000000
PA
1762505.86000000
0.001837423911
Long
DBT
CORP
CA
N
2
2032-02-06
Fixed
3.09500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234HL5
1160000.00000000
PA
1018313.73000000
0.001061598738
Long
DBT
NUSS
CA
N
2
2024-02-07
Fixed
7.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63309ZNL8
4489000.00000000
PA
3577448.54000000
0.003729513552
Long
DBT
CORP
CA
N
2
2028-02-01
Variable
3.18300000
N
N
N
N
N
N
Grainger PLC
2138007CEIRKZMNI2979
GRAINGER PLC
N/A
900000.00000000
PA
1209440.10000000
0.001260849231
Long
DBT
CORP
GB
N
2
2030-07-03
Fixed
3.00000000
N
N
N
N
N
N
Norddeutsche Landesbank-Girozentrale
DSNHHQ2B9X5N6OUJ1236
NORDDEUTSCHE L/B
N/A
12800000.00000000
PA
14266911.94000000
0.014873349213
Long
DBT
CORP
DE
N
2
2026-09-23
Fixed
0.01000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
9362000.00000000
PA
10749621.49000000
0.011206550864
Long
DBT
CORP
NL
N
2
2039-06-03
Fixed
1.50000000
N
N
N
N
N
N
Manulife Bank of Canada
5493001ECI4NJPXI5P10
MANULIFE BK CAN
565018DF2
4142000.00000000
PA
3122890.74000000
0.003255634066
Long
DBT
CORP
CA
N
2
2026-02-26
Fixed
1.33700000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
1353760000.00000000
PA
3276131.79000000
0.003415388865
Long
DBT
NUSS
HU
N
2
2038-10-27
Fixed
3.00000000
N
N
N
N
N
N
Northumbrian Water Finance PLC
213800JTFA6F3S7XX781
NORTHUMBRIAN WTR
N/A
3115000.00000000
PA
4150684.82000000
0.004327116131
Long
DBT
CORP
GB
N
2
2026-10-11
Fixed
1.62500000
N
N
N
N
N
N
London Stock Exchange Group PLC
213800QAUUUP6I445N30
LONDON STOCK EX
N/A
6002000.00000000
PA
7131098.04000000
0.007434216449
Long
DBT
CORP
GB
N
2
2027-12-06
Fixed
1.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RAU6
2900000.00000000
PA
5937510.04000000
0.006189893135
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
Segro PLC
213800XC35KGM9NFC641
SEGRO PLC
N/A
542000.00000000
PA
747176.68000000
0.000778936586
Long
DBT
CORP
GB
N
2
2029-10-11
Fixed
2.37500000
N
N
N
N
N
N
Amadeus IT Group SA
9598004A3FTY3TEHHN09
AMADEUS IT GROUP
N/A
3000000.00000000
PA
3534937.73000000
0.003685195754
Long
DBT
CORP
ES
N
2
2028-09-24
Fixed
1.87500000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
1970000.00000000
PA
1474928.52000000
0.001537622649
Long
DBT
CORP
DE
N
2
2028-04-12
Fixed
3.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
18289000.00000000
PA
23312327.01000000
0.024303253714
Long
DBT
CORP
N/A
N
2
2028-07-14
Fixed
0.62500000
N
N
N
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
76537999.65000000
PA
82033792.87000000
0.085520766780
Long
DBT
NUSS
IE
N
2
2041-04-22
Fixed
0.55000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1402500000.00000000
PA
13931781.52000000
0.014523973554
Long
DBT
NUSS
JP
N
2
2032-06-20
Fixed
1.60000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
6400000.00000000
PA
7367979.19000000
0.007681166601
Long
DBT
CORP
ES
N
2
2030-04-17
Variable
2.25000000
N
N
N
N
N
N
Russian Railways Via RZD Capital PLC
N/A
RUSSIAN RAIL
N/A
904000.00000000
PA
1506088.08000000
0.001570106695
Long
DBT
CORP
IE
N
2
2031-03-25
Fixed
7.48700000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
100000.00000000
PA
114082.20000000
0.000118931441
Long
DBT
CORP
GB
N
2
2025-03-26
Fixed
0.62500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
4800000.00000000
PA
5896004.72000000
0.006146623567
Long
DBT
CORP
FR
N
2
2032-04-08
Fixed
1.99400000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT LTD
98420EAE5
5627000.00000000
PA
6790074.54000000
0.007078697215
Long
DBT
CORP
KY
N
2
2047-06-29
Variable
3.25000000
N
N
N
N
N
N
ING-DiBa AG
3KXUNHVVQFIJN6RHLO76
ING-DIBA AG
N/A
2300000.00000000
PA
2591718.86000000
0.002701883899
Long
DBT
CORP
DE
N
2
2026-11-16
Fixed
0.25000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UR4
4790000.00000000
PA
3942358.60000000
0.004109934681
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
3.00000000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
13538000.00000000
PA
15333389.01000000
0.015985158549
Long
DBT
CORP
FI
N
2
2024-03-13
Fixed
0.25000000
N
N
N
N
N
N
Naturgy Finance BV
2138005FTXOJUBQ5J563
GAS NAT FENOSA F
N/A
100000.00000000
PA
117215.88000000
0.000122198323
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
1.37500000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
7852000.00000000
PA
9220371.21000000
0.009612297423
Long
DBT
CORP
NL
N
2
2026-06-26
Fixed
1.37500000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
600000000.00000000
PA
6644004.20000000
0.006926417928
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
2900000.00000000
PA
3313898.71000000
0.003454761127
Long
DBT
CORP
NL
N
2
2023-09-20
Fixed
1.00000000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
1700000.00000000
PA
2253178.05000000
0.002348952886
Long
DBT
NUSS
FR
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
33253000.00000000
PA
68641709.95000000
0.071559432553
Long
DBT
NUSS
FR
Y
2
2055-04-25
Fixed
4.00000000
N
N
N
N
N
N
Pension Insurance Corp PLC
M31AVDIX8NY21MAUQF46
PENSION INS
N/A
5380000.00000000
PA
8221284.69000000
0.008570743177
Long
DBT
CORP
GB
N
2
2030-09-20
Fixed
5.62500000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XCC8
7609000.00000000
PA
8055982.10000000
0.008398414144
Long
DBT
CORP
US
N
2
2033-05-04
Fixed
0.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWR1
279000.00000000
PA
224188.39000000
0.000233717866
Long
DBT
CORP
US
N
2
2025-10-31
Variable
3.30700000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
8818000.00000000
PA
6581658.11000000
0.006861421720
Long
DBT
CORP
DE
N
2
2026-09-11
Fixed
3.20000000
N
N
N
N
N
N
Eaton Capital Unlimited Co
549300OLS85LSODKAF64
EATON CAPITAL
N/A
1500000.00000000
PA
1635268.36000000
0.001704777984
Long
DBT
CORP
IE
N
2
2030-03-08
Fixed
0.57700000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DL8
1355000.00000000
PA
1104363.43000000
0.001151306114
Long
DBT
NUSS
CA
N
2
2023-12-01
Fixed
3.40000000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
N/A
1211000.00000000
PA
1622925.99000000
0.001691910982
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
1.62500000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
ZR5457745
976000.00000000
PA
1275264.66000000
0.001329471767
Long
DBT
CORP
US
N
2
2026-12-17
Fixed
1.25000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
50000000.00000000
PA
5228129.44000000
0.005450359210
Long
DBT
NUSS
SE
N
2
2029-05-16
Fixed
0.87500000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
BJ2957550
1468000.00000000
PA
1661709.24000000
0.001732342774
Long
DBT
CORP
FI
N
2
2025-08-12
Fixed
0.50000000
N
N
N
N
N
N
Osaka Prefecture
N/A
OSAKA PREFECTURE
N/A
1730000000.00000000
PA
14952986.21000000
0.015588586137
Long
DBT
NUSS
JP
N
2
2035-09-28
Fixed
0.36600000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
BERLIN LAND
N/A
4513000.00000000
PA
5110393.80000000
0.005327619033
Long
DBT
NUSS
DE
N
2
2025-04-22
Fixed
0.25000000
N
N
N
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
339034000.00000000
PA
52745899.22000000
0.054987945674
Long
DBT
CORP
DK
N
2
2027-01-01
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
125721.62000000
0.000131065612
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
10500000000.00000000
KRW
8833922.26000000
USD
2022-02-07
125721.62000000
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
N/A
2077000.00000000
PA
2340784.12000000
0.002440282788
Long
DBT
CORP
CA
N
2
2023-09-29
None
0.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087E67
1910000.00000000
PA
1497317.39000000
0.001560963193
Long
DBT
NUSS
CA
N
2
2026-06-01
Fixed
1.50000000
N
N
N
N
N
N
Hammerson PLC
213800G1C9KKVVDN1A60
HAMMERSON PLC
ED2971965
1806000.00000000
PA
2617804.95000000
0.002729078819
Long
DBT
CORP
GB
N
2
2026-02-23
Fixed
6.00000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
00185AAE4
1535000.00000000
PA
1889450.04000000
0.001969764051
Long
DBT
CORP
IE
N
2
2026-05-14
Fixed
2.87500000
N
N
N
N
N
N
Daimler International Finance BV
529900RUGCXMPEENHQ31
DAIMLER INTL FIN
N/A
11377000.00000000
PA
13749764.31000000
0.014334219419
Long
DBT
CORP
NL
N
2
2025-04-07
Fixed
2.62500000
N
N
N
N
N
N
SCOR SE
96950056ULJ4JI7V3752
SCOR SE
N/A
3200000.00000000
PA
4084376.15000000
0.004257988908
Long
DBT
CORP
FR
N
2
2048-05-27
Variable
3.62500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
120000000.00000000
PA
19103405.78000000
0.019915425744
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
2.88000000
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT FIN
N/A
2049000.00000000
PA
3747493.27000000
0.003906786297
Long
DBT
CORP
GB
N
2
2042-01-24
Fixed
4.87500000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
40269000.00000000
PA
30563937.72000000
0.031863105412
Long
DBT
NUSS
AU
Y
2
2028-07-21
Fixed
3.25000000
N
N
N
N
N
N
CT Real Estate Investment Trust
549300QXEHJXT6D53X16
CT REIT
126462AB6
2077000.00000000
PA
1678158.97000000
0.001749491726
Long
DBT
CORP
CA
N
2
2025-06-09
Fixed
3.52700000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
30457000.00000000
PA
33765725.52000000
0.035200990181
Long
DBT
CORP
N/A
N
2
2029-07-04
None
0.00000000
N
N
N
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
RICHEMONT INT
N/A
3184000.00000000
PA
3634421.99000000
0.003788908747
Long
DBT
CORP
LU
N
2
2032-05-26
Fixed
1.12500000
N
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
AFRICAN DEV BANK
N/A
2976000.00000000
PA
3938427.72000000
0.004105836713
Long
DBT
CORP
N/A
N
2
2024-12-16
Fixed
0.87500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
6400000.00000000
PA
7302014.50000000
0.007612397979
Long
DBT
CORP
FR
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
Agence Francaise de Developpement EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE
N/A
9300000.00000000
PA
10863190.71000000
0.011324947520
Long
DBT
NUSS
FR
N
2
2024-09-17
Fixed
1.37500000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
HSBC BANK PLC
N/A
452000.00000000
PA
672139.10000000
0.000700709417
Long
DBT
CORP
GB
N
2
2030-11-04
Variable
5.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
100000000.00000000
PA
859088.55000000
0.000895605444
Long
DBT
NUSS
JP
N
2
2038-09-17
Fixed
0.50000000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
9100000.00000000
PA
10295401.49000000
0.010733023537
Long
DBT
NUSS
FR
N
2
2023-02-14
Fixed
0.25000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
2200000.00000000
PA
2585839.04000000
0.002695754148
Long
DBT
CORP
FR
N
2
2029-06-08
Fixed
1.00000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
88316000.00000000
PA
73573280.83000000
0.076700627521
Long
DBT
NUSS
FR
Y
2
2072-05-25
Fixed
0.50000000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
11200000.00000000
PA
12709615.27000000
0.013249857227
Long
DBT
CORP
NL
N
2
2025-07-08
Fixed
0.87500000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
2990000.00000000
PA
5642167.60000000
0.005881996706
Long
DBT
CORP
NL
N
2
2040-09-14
Fixed
5.75000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
12884000.00000000
PA
14592138.33000000
0.015212399857
Long
DBT
NUSS
NL
N
2
2025-05-07
Fixed
0.25000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
2347000.00000000
PA
3457250.20000000
0.003604205994
Long
DBT
CORP
LU
N
2
2034-09-04
Fixed
3.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
239200000.00000000
PA
2103522.06000000
0.002192935535
Long
DBT
NUSS
JP
N
2
2023-03-20
Fixed
1.00000000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
66989ZEV6
800000.00000000
PA
627340.60000000
0.000654006687
Long
DBT
NUSS
CA
N
2
2023-04-17
Fixed
1.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
4790000.00000000
PA
5323494.30000000
0.005549777702
Long
DBT
CORP
CH
N
2
2024-05-21
Fixed
1.00000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
EK8509771
5000000.00000000
PA
5758185.18000000
0.006002945793
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
1.00000000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
2000000.00000000
PA
2423142.85000000
0.002526142304
Long
DBT
CORP
FR
N
2
2024-11-26
Fixed
2.75000000
N
N
N
N
N
N
Dassault Systemes SE
96950065LBWY0APQIM86
DASSAULT SYSTEME
N/A
2300000.00000000
PA
2552412.80000000
0.002660907074
Long
DBT
CORP
FR
N
2
2026-09-16
Fixed
0.12500000
N
N
N
N
N
N
Icade Sante SACA
96950067NFR9MWI0CJ45
ICADE SANTE SAS
N/A
5000000.00000000
PA
5462771.10000000
0.005694974678
Long
DBT
CORP
FR
N
2
2029-11-04
Fixed
0.87500000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334BX1
904000.00000000
PA
1062644.50000000
0.001107813856
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
1.50000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
459100000.00000000
PA
4009499.66000000
0.004179929676
Long
DBT
NUSS
JP
N
2
2027-07-16
Fixed
0.16000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
3745000.00000000
PA
3970845.35000000
0.004139632305
Long
DBT
CORP
CH
N
2
2039-07-08
Fixed
0.37500000
N
N
N
N
N
N
AA Bond Co Ltd
2138002EPF6QVRZBMC58
AA BOND CO LTD
N/A
500000.00000000
PA
732265.89000000
0.000763391990
Long
DBT
CORP
JE
N
2
2050-07-31
Fixed
5.50000000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
AZ5661865
4513000.00000000
PA
5141607.06000000
0.005360159062
Long
DBT
CORP
LU
N
2
2027-07-15
Fixed
1.62500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
7166000.00000000
PA
7621528.85000000
0.007945493783
Long
DBT
CORP
LU
N
2
2040-10-15
Fixed
1.37500000
N
N
N
N
N
N
Japan Government Five Year Bond
N/A
JAPAN GOVT 5-YR
N/A
29526000000.00000000
PA
257887647.66000000
0.268849563081
Long
DBT
NUSS
JP
N
2
2025-12-20
Fixed
0.10000000
N
N
N
N
N
N
New Kansai International Airport Co Ltd
N/A
NEW KANSAI INTL
N/A
22600000.00000000
PA
198790.68000000
0.000207240586
Long
DBT
CORP
JP
N
2
2023-06-27
Fixed
0.88200000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1083100000.00000000
PA
9518435.83000000
0.009923031743
Long
DBT
NUSS
JP
N
2
2024-12-25
Fixed
0.45600000
N
N
N
N
N
N
Caisse Francaise de Financement Local
549300E6W08778I4OW85
CAISSE FR DE FIN
N/A
500000.00000000
PA
568909.80000000
0.000593092195
Long
DBT
NUSS
FR
N
2
2026-01-19
Fixed
0.50000000
N
N
N
N
N
N
Hera SpA
8156009414FD99443B48
HERA SPA
N/A
3391000.00000000
PA
3678153.92000000
0.003834499571
Long
DBT
CORP
IT
N
2
2034-04-25
Fixed
1.00000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GPJ7
6313000.00000000
PA
4909570.66000000
0.005118259594
Long
DBT
CORP
CA
N
2
2025-04-17
Fixed
2.00000000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
2300000.00000000
PA
2704463.21000000
0.002819420623
Long
DBT
CORP
FR
N
2
2023-11-29
Fixed
2.37500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
N/A
1625000.00000000
PA
2230731.07000000
0.002325551762
Long
DBT
CORP
US
N
2
2059-06-19
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
4092791.68000000
0.004266762153
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
450000000.00000000
EUR
509665500.00000000
USD
2022-02-02
4092791.68000000
N
N
N
China Development Bank
300300C1020111000029
CHINA DEV BANK
N/A
50000000.00000000
PA
8097489.53000000
0.008441685912
Long
DBT
NUSS
CN
N
2
2031-06-07
Fixed
3.41000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHH8
4931000.00000000
PA
6010007.71000000
0.006265472431
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAS7
2031000.00000000
PA
1695282.89000000
0.001767343525
Long
DBT
CORP
CA
N
2
2030-06-05
Fixed
3.62800000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
2490000000.00000000
PA
21495349.09000000
0.022409042323
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
0.44000000
N
N
N
N
N
N
CCL Industries Inc
549300TD3EMSRRC0YH75
CCL INDS INC
124900AC5
732000.00000000
PA
599323.70000000
0.000624798885
Long
DBT
CORP
CA
N
2
2028-04-13
Fixed
3.86400000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
3339000.00000000
PA
4310987.12000000
0.004494232330
Long
DBT
NUSS
PL
N
2
2025-01-20
Fixed
5.25000000
N
N
N
N
N
N
Southern Electric Power Distribution PLC
549300SR1GYYNBZQGX56
SOUTHERN ELECTR
N/A
996000.00000000
PA
1705319.98000000
0.001777807257
Long
DBT
CORP
GB
N
2
2032-06-07
Fixed
5.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
AU7782876
90260000.00000000
PA
9706050.14000000
0.010118620891
Long
DBT
CORP
N/A
N
2
2023-10-10
Fixed
0.50000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
497000.00000000
PA
562252.92000000
0.000586152354
Long
DBT
CORP
NL
N
2
2023-02-14
Fixed
0.37500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
3216000.00000000
PA
4114403.96000000
0.004289293097
Long
DBT
CORP
N/A
N
2
2026-09-04
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-148119.36000000
-0.00015441540
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
1165500000.00000000
THB
34856595.99000000
USD
2022-02-02
-148119.36000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4987000.00000000
PA
6652048.34000000
0.006934803997
Long
DBT
CORP
N/A
N
2
2023-12-15
Fixed
0.87500000
N
N
N
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
RICHEMONT INT
N/A
3000000.00000000
PA
3561591.48000000
0.003712982463
Long
DBT
CORP
LU
N
2
2030-03-26
Fixed
1.50000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
4513000.00000000
PA
5034385.44000000
0.005248379820
Long
DBT
CORP
NL
N
2
2026-09-16
Fixed
0.37500000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827FW2
2857000.00000000
PA
2817357.79000000
0.002937113963
Long
DBT
NUSS
CA
N
2
2041-06-01
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2303389.48000000
0.002401298631
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
500000000.00000000
EUR
564375000.00000000
USD
2022-03-02
2303389.48000000
N
N
N
Nykredit Realkredit AS
LIU16F6VZJSD6UKHD557
NYKREDIT
N/A
678000.00000000
PA
759583.94000000
0.000791871236
Long
DBT
CORP
DK
N
2
2027-01-20
Fixed
0.75000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
EK7876213
1400000.00000000
PA
1608121.65000000
0.001676477361
Long
DBT
CORP
FR
N
2
2026-03-13
Fixed
1.00000000
N
N
N
N
N
N
Prs Finance PLC
2138002JNX4ZKQI8OU17
PRS FINANCE PLC
N/A
3069000.00000000
PA
4237325.84000000
0.004417439962
Long
DBT
CORP
GB
N
2
2029-01-23
Fixed
2.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
3879000.00000000
PA
4276567.49000000
0.004458349640
Long
DBT
CORP
GB
N
2
2031-03-22
Variable
1.12500000
N
N
N
N
N
N
Vicinity Centres Trust
N/A
VICINITY CNTRS T
N/A
1988000.00000000
PA
2191991.59000000
0.002285165600
Long
DBT
CORP
AU
N
2
2029-11-07
Fixed
1.12500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
15900000.00000000
PA
15104556.11000000
0.015746598751
Long
DBT
CORP
N/A
N
2
2051-01-03
Fixed
0.12500000
N
N
N
N
N
N
Tele2 AB
213800EKD193RVI9HL76
TELE2 AB
N/A
1408000.00000000
PA
1681956.50000000
0.001753450676
Long
DBT
CORP
SE
N
2
2028-05-15
Fixed
2.12500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
100000.00000000
PA
128907.97000000
0.000134387403
Long
DBT
CORP
ES
N
2
2026-02-06
Fixed
3.87500000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBH5
6769000.00000000
PA
5932117.51000000
0.006184271387
Long
DBT
CORP
CA
N
2
2055-10-29
Fixed
4.21100000
N
N
N
N
N
N
Derby Healthcare PLC
25490033UV5PQQ7FCV22
DERBY HEALTHCARE
ED1362265
332706.68000000
PA
591300.87000000
0.000616435032
Long
DBT
CORP
GB
N
2
2041-06-30
Fixed
5.56400000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
1218450000.00000000
PA
12802385.86000000
0.013346571175
Long
DBT
NUSS
JP
N
2
2029-09-20
Fixed
2.80000000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENL GRP
N/A
1535000.00000000
PA
2242820.08000000
0.002338154634
Long
DBT
CORP
GB
N
2
2045-10-27
Variable
5.37500000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
N/A
2356000.00000000
PA
2498188.20000000
0.002604377573
Long
DBT
CORP
LU
N
2
2029-02-16
None
0.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
100000.00000000
PA
135256.51000000
0.000141005798
Long
DBT
NUSS
NL
N
2
2025-08-26
Fixed
1.62500000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
11733000.00000000
PA
12839128.69000000
0.013384875816
Long
DBT
NUSS
DE
N
2
2030-07-02
Fixed
0.01000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
431004000.00000000
PA
504490275.21000000
0.525934418726
Long
DBT
NUSS
IT
Y
2
2030-12-01
Fixed
1.65000000
N
N
N
N
N
N
Chartwell Retirement Residences
549300M7UBEIZBWP4069
CHARTWELL RETIRE
16141AAC7
452000.00000000
PA
366907.30000000
0.000382503265
Long
DBT
CORP
CA
N
2
2025-04-28
Fixed
4.21100000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
10000000.00000000
PA
7464198.17000000
0.007781475518
Long
DBT
CORP
N/A
N
2
2026-07-22
Fixed
3.20000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
1355000.00000000
PA
1794843.52000000
0.001871136134
Long
DBT
CORP
CA
N
2
2024-12-09
Fixed
1.37500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
2257000.00000000
PA
2875421.52000000
0.002997645782
Long
DBT
CORP
GB
N
2
2029-06-25
Fixed
2.25000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854JU3
5201000.00000000
PA
4696276.12000000
0.004895898638
Long
DBT
NUSS
CA
N
2
2045-06-02
Fixed
3.90000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
724942000.00000000
PA
19346850.16000000
0.020169218106
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
37695000.00000000
PA
42044199.60000000
0.043831353673
Long
DBT
CORP
N/A
N
2
2028-10-04
None
0.00000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA BOND
BH6763701
4513000.00000000
PA
2811607.28000000
0.002931119018
Long
DBT
NUSS
NZ
N
2
2026-04-15
Fixed
1.50000000
N
N
N
N
N
N
Eurogrid GmbH
967600Q53854Z2NBCC81
EUROGRID GMBH
N/A
5400000.00000000
PA
6217710.99000000
0.006482004462
Long
DBT
CORP
DE
N
2
2023-11-03
Fixed
1.62500000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
20000000.00000000
PA
3244527.64000000
0.003382441331
Long
DBT
NUSS
CN
N
2
2046-04-25
Fixed
3.52000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KONINKLIJKE KPN
N/A
4600000.00000000
PA
5208638.32000000
0.005430039590
Long
DBT
CORP
NL
N
2
2025-04-09
Fixed
0.62500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
5867000.00000000
PA
6597035.36000000
0.006877452604
Long
DBT
CORP
IT
N
2
2026-11-19
Fixed
1.00000000
N
N
N
N
N
N
Nordea Kiinnitysluottopankki Oyj
7437001LESKGLAEOEU84
NORDEA MORTGAGE
N/A
4875000.00000000
PA
5515494.44000000
0.005749939106
Long
DBT
CORP
FI
N
2
2023-02-28
Fixed
0.25000000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CQZ2
1000.00000000
PA
796.66000000
0.000000830523
Long
DBT
NUSS
CA
N
2
2027-06-09
Fixed
2.35000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
ARKEMA
N/A
3000000.00000000
PA
3332510.07000000
0.003474163591
Long
DBT
CORP
FR
N
2
2171-01-21
Variable
1.50000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
N/A
6000000.00000000
PA
6596837.26000000
0.006877246084
Long
DBT
CORP
GB
N
2
2029-06-03
Fixed
0.37500000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709EX6
6769000.00000000
PA
7095101.10000000
0.007396689403
Long
DBT
NUSS
CA
N
2
2031-06-18
Fixed
6.35000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
QZ1442032
5900000.00000000
PA
51272.60000000
0.000053452021
Long
DBT
NUSS
JP
N
2
2026-08-25
Fixed
0.06000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
2708000.00000000
PA
3290857.28000000
0.003430740285
Long
DBT
CORP
GB
N
2
2045-12-04
Variable
3.37500000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
3520000.00000000
PA
2653474.32000000
0.002766264371
Long
DBT
NUSS
NL
N
2
2027-07-19
Fixed
3.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARMACEU
N/A
3881000.00000000
PA
4685804.95000000
0.004884982374
Long
DBT
CORP
JP
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
28161000.00000000
PA
31660668.99000000
0.033006454950
Long
DBT
NUSS
AT
Y
2
2051-03-20
Fixed
0.75000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMARTCENTRS REIT
83179XAK4
2934000.00000000
PA
2316846.27000000
0.002415327422
Long
DBT
CORP
CA
N
2
2029-12-20
Fixed
3.52600000
N
N
N
N
N
N
Vier Gas Transport GmbH
529900AGED6PJE9AVL37
VIER GAS TRANSPO
N/A
3656000.00000000
PA
4289216.66000000
0.004471536482
Long
DBT
CORP
DE
N
2
2023-07-10
Fixed
3.12500000
N
N
N
N
N
N
Assicurazioni Generali SpA
549300X5UKJVE386ZB61
ASSICURAZIONI
N/A
7102000.00000000
PA
9414852.87000000
0.009815045829
Long
DBT
CORP
IT
N
2
2047-10-27
Variable
5.50000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
345684.69000000
0.000360378555
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
330895000.00000000
DKK
50309195.65000000
USD
2022-02-02
345684.69000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGA6
788000.00000000
PA
610444.75000000
0.000636392653
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
4.05000000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
QJ8587421
5900000.00000000
PA
6938553.51000000
0.007233487514
Long
DBT
CORP
FR
N
2
2025-11-27
Fixed
1.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
21663000.00000000
PA
26248286.93000000
0.027364011176
Long
DBT
CORP
N/A
N
2
2036-09-15
Fixed
1.12500000
N
N
N
N
N
N
Backward 2017 Ltd
213800NXETOCMZOJPJ57
ONWARD HOMES LTD
N/A
2000000.00000000
PA
2523663.24000000
0.002630935469
Long
DBT
CORP
GB
N
2
2053-03-25
Fixed
2.12500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
930000000.00000000
PA
11584069.66000000
0.012076468551
Long
DBT
NUSS
JP
N
2
2048-03-20
Fixed
2.70000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
4310000.00000000
PA
4805082.39000000
0.005009329887
Long
DBT
CORP
LU
N
2
2027-04-26
Fixed
1.25000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
ZP3535538
6800000.00000000
PA
7579711.79000000
0.007901899224
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.60000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
225650000.00000000
PA
2041980.73000000
0.002128778295
Long
DBT
NUSS
JP
N
2
2024-03-20
Fixed
1.90000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAJ6
10792000.00000000
PA
8416059.47000000
0.008773797162
Long
DBT
NUSS
CA
N
2
2027-02-01
Fixed
1.85000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
282000.00000000
PA
385926.90000000
0.000402331322
Long
DBT
CORP
GB
N
2
2032-03-14
Fixed
2.37500000
N
N
N
N
N
N
State of Lower Saxony
391200ITQQZ7JMHXK080
NIEDERSACHSEN
N/A
13366000.00000000
PA
14939063.55000000
0.015574071673
Long
DBT
NUSS
DE
N
2
2026-09-08
Fixed
0.01000000
N
N
N
N
N
N
Financement-Quebec
N/A
FINANCEMENT QUEB
31739ZAG0
5127000.00000000
PA
5059382.41000000
0.005274439325
Long
DBT
NUSS
CA
N
2
2034-06-01
Fixed
5.25000000
N
N
N
N
N
N
Danske Hypotek AB
549300R24NNCTGT7CW53
DANSKE HYPO
N/A
91000000.00000000
PA
9819602.40000000
0.010236999867
Long
DBT
CORP
SE
N
2
2022-12-21
Fixed
1.00000000
N
N
N
N
N
N
AIMCo Realty Investors LP
549300171YGHCAQDND83
AIMCO REALTY INV
00889YAB7
904000.00000000
PA
724708.89000000
0.000755513768
Long
DBT
CORP
CA
N
2
2028-06-01
Fixed
3.04300000
N
N
N
N
N
N
Manulife Bank of Canada
5493001ECI4NJPXI5P10
MANULIFE BK CAN
565018DB1
1309000.00000000
PA
1035980.69000000
0.001080016659
Long
DBT
CORP
CA
N
2
2024-11-19
Fixed
2.37800000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865AX8
3439000.00000000
PA
3928350.91000000
0.004095331573
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
1.00000000
N
N
N
N
N
N
Deutsche Hypothekenbank AG
802UEDW6ZEY0W4YCVU89
DEUTSCHE HYP HAN
N/A
13000000.00000000
PA
15003701.32000000
0.015641456971
Long
DBT
CORP
DE
N
2
2029-03-05
Fixed
0.75000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
79879000.00000000
PA
87657724.82000000
0.091383752701
Long
DBT
NUSS
ES
Y
2
2031-10-31
Fixed
0.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
3700000.00000000
PA
4368935.09000000
0.004554643468
Long
DBT
CORP
NL
N
2
2031-04-13
Fixed
1.00000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
4550000.00000000
PA
5694437.85000000
0.005936488784
Long
DBT
CORP
FR
N
2
2024-09-11
Fixed
4.62500000
N
N
N
N
N
N
Ventas Canada Finance Ltd
549300DAU6CCV22N5X51
VENTAS CANADA FI
92277LAH9
1232000.00000000
PA
993660.36000000
0.001035897438
Long
DBT
CORP
CA
N
2
2031-12-01
Fixed
3.30000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
46436000.00000000
PA
56378285.57000000
0.058774732253
Long
DBT
NUSS
ES
Y
2
2026-04-30
Fixed
1.95000000
N
N
N
N
N
N
Lonsdale Finance Pty Ltd
549300VX4WC30OTQ1E62
LONSDALE FINANCE
N/A
400000.00000000
PA
270447.36000000
0.000281943145
Long
DBT
CORP
AU
N
2
2027-10-15
Fixed
2.10000000
N
N
N
N
N
N
Pembina Pipeline Corp
5493002W3L9YICM6FU21
PEMBINA PIPELINE
70632ZAG6
2190000.00000000
PA
1775312.91000000
0.001850775345
Long
DBT
CORP
CA
N
2
2026-08-11
Fixed
3.71000000
N
N
N
N
N
N
Denmark Government Bond
N/A
DENMARK - BULLET
N/A
33521000.00000000
PA
6105073.49000000
0.006364579130
Long
DBT
NUSS
DK
N
2
2024-11-10
Fixed
7.00000000
N
N
N
N
N
N
Tokyo Metropolitan Government
353800FABE4GGB1BMO18
TOKYO METRO GOVT
N/A
316000000.00000000
PA
2780688.52000000
0.002898886008
Long
DBT
NUSS
JP
N
2
2024-03-19
Fixed
0.63500000
N
N
N
N
N
N
THFC Funding No 2 PLC
2138009P1ZT8JPYGUB82
THFC FUNDING 2
N/A
1084000.00000000
PA
2244054.51000000
0.002339441535
Long
DBT
CORP
GB
N
2
2041-07-08
Fixed
6.35000000
N
N
N
N
N
N
Orsted AS
W9NG6WMZIYEU8VEDOG48
ORSTED A/S
N/A
1100000.00000000
PA
1401920.75000000
0.001461511571
Long
DBT
CORP
DK
N
2
3021-02-18
Variable
2.50000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
13600000.00000000
PA
15185452.76000000
0.015830934039
Long
DBT
NUSS
FR
N
2
2029-11-25
Fixed
0.25000000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
CRD MUTUEL ARKEA
N/A
1100000.00000000
PA
1249037.29000000
0.001302129561
Long
DBT
CORP
FR
N
2
2029-05-23
Fixed
1.12500000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
4423000.00000000
PA
5385598.73000000
0.005614521977
Long
DBT
CORP
DE
N
2
2033-08-16
Fixed
1.62500000
N
N
N
N
N
N
Brookfield Renewable Partners ULC
549300459XW8D7IBW569
BROOKFIELD RENEW
11282ZAN8
2483000.00000000
PA
2001365.39000000
0.002086436537
Long
DBT
CORP
CA
N
2
2030-01-15
Fixed
3.38000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086QY3
8228000.00000000
PA
6502569.33000000
0.006778971149
Long
DBT
CORP
CA
N
2
2024-07-02
Fixed
2.35200000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
50000000000.00000000
PA
40530676.07000000
0.042253495472
Long
DBT
NUSS
KR
N
2
2024-06-10
Fixed
1.12500000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
N/A
4100000.00000000
PA
4621153.22000000
0.004817582522
Long
DBT
CORP
DE
N
2
2025-05-12
Fixed
0.37500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
3000000.00000000
PA
3416550.78000000
0.003561776582
Long
DBT
CORP
ES
N
2
2023-02-08
Fixed
1.00000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
N/A
15513000.00000000
PA
16868927.68000000
0.017585967678
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
0.62500000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZCA6
779000.00000000
PA
630860.63000000
0.000657676341
Long
DBT
CORP
CA
N
2
2050-04-05
Fixed
3.64000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
1300000.00000000
PA
1512077.97000000
0.001576351195
Long
DBT
CORP
FR
N
2
2032-06-29
Fixed
2.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
8300000.00000000
PA
9460992.01000000
0.009863146185
Long
DBT
CORP
ES
N
2
2023-03-14
Fixed
1.00000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
2257000.00000000
PA
2519919.97000000
0.002627033086
Long
DBT
CORP
DE
N
2
2027-09-29
Fixed
0.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
100000000.00000000
PA
1130392.86000000
0.001178441966
Long
DBT
NUSS
JP
N
2
2040-02-29
Fixed
2.30000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2630282.42000000
0.002742086663
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
395853500.00000000
USD
2022-02-02
2630282.42000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
N/A
39224000.00000000
PA
44677789.14000000
0.046576888031
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.09000000
N
N
N
N
N
N
TCHC Issuer Trust
N/A
TCHC ISSUER TRUS
87228VAB0
938000.00000000
PA
965002.50000000
0.001006021431
Long
DBT
NUSS
CA
N
2
2040-02-22
Fixed
5.39500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CY4
12949000.00000000
PA
10329929.14000000
0.010769018838
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
2.51300000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
902500000.00000000
PA
7893002.44000000
0.008228506780
Long
DBT
NUSS
JP
N
2
2028-01-21
Fixed
0.18500000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
35000000000.00000000
PA
30943063.04000000
0.032258346044
Long
DBT
NUSS
KR
N
2
2042-12-10
Fixed
3.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
1700000.00000000
PA
1961365.68000000
0.002044736577
Long
DBT
CORP
ES
N
2
2026-01-05
Fixed
1.37500000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBQ8
4513000.00000000
PA
3591939.72000000
0.003744620702
Long
DBT
CORP
CA
N
2
2044-09-08
Fixed
3.65000000
N
N
N
N
N
N
Republic of Austria Government International Bond
N/A
AUSTRIA REP OF
052591AS3
735000.00000000
PA
729183.14000000
0.000760178203
Long
DBT
NUSS
AT
Y
2
2034-12-01
Fixed
5.37500000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333FT8
7562000.00000000
PA
6031048.81000000
0.006287407916
Long
DBT
NUSS
CA
N
2
2046-10-17
Fixed
3.30000000
N
N
N
N
N
N
Rio Tinto Finance PLC
2138009113L7IDGEM175
RIO TINTO FINANC
N/A
100000.00000000
PA
121306.47000000
0.000126462790
Long
DBT
CORP
GB
N
2
2024-12-11
Fixed
2.87500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
5074044.51000000
0.005289724660
Long
DBT
CORP
N/A
N
2
2026-03-13
None
0.00000000
N
N
N
N
N
N
N/A
N/A
JPN 10Y BOND(OSE) Mar22
N/A
-61.00000000
NC
26252.05000000
0.000027367934
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
TSE Japanese 10 Year Bond Futures
2022-03-14
-79727286.08000000
JPY
26252.05000000
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2792332.42000000
0.002911024850
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
350000000.00000000
EUR
396015550.00000000
USD
2022-02-02
2792332.42000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
EH5399785
1300000.00000000
PA
2134836.90000000
0.002225581461
Long
DBT
CORP
GB
N
2
2028-09-11
Fixed
6.75000000
N
N
N
N
N
N
RAC Bond Co PLC
2138008FCM2SUNLC7B21
RAC BOND CO
N/A
1355000.00000000
PA
1946287.16000000
0.002029017121
Long
DBT
CORP
GB
N
2
2046-05-06
Fixed
4.87000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
10921000.00000000
PA
12397626.58000000
0.012924606973
Long
DBT
NUSS
CA
N
2
2024-06-14
Fixed
0.37500000
N
N
N
N
N
N
Woolworths Group Ltd
QNWEWQBS7HP85QHXQL92
WOOLWORTHS GROUP
N/A
5100000.00000000
PA
3494537.81000000
0.003643078572
Long
DBT
CORP
AU
N
2
2030-05-20
Fixed
2.80000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158AW6
1507000.00000000
PA
1733894.91000000
0.001807596808
Long
DBT
CORP
US
N
2
2025-02-12
Fixed
1.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
N/A
7672000.00000000
PA
8550685.62000000
0.008914145806
Long
DBT
CORP
CA
N
2
2026-06-19
Fixed
0.05000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234VR6
21599000.00000000
PA
22290122.13000000
0.023237598427
Long
DBT
NUSS
CA
N
2
2035-06-02
Fixed
5.60000000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
3400000.00000000
PA
3620061.21000000
0.003773937540
Long
DBT
NUSS
DE
N
2
2041-04-01
Fixed
0.37500000
N
N
N
N
N
N
Metropolitan Housing Trust Ltd
213800ADJSQQI3UH6Z36
METROPOLITAN HSE
N/A
600000.00000000
PA
745059.03000000
0.000776728922
Long
DBT
CORP
GB
N
2
2036-07-28
Fixed
1.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
212000.00000000
PA
478502.37000000
0.000498841857
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
-848639.71000000
-0.00088471246
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
581395348.84000000
USD
700000000000.00000000
KRW
2022-02-07
-848639.71000000
N
N
N
N/A
N/A
PLN/USD FWD 20220302
N/A
1.00000000
NC
-1153788.64000000
-0.00120283222
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
731812685.00000000
PLN
177804832.33000000
USD
2022-03-02
-1153788.64000000
N
N
N
Covivio
969500P8M3W2XX376054
COVIVIO
N/A
6600000.00000000
PA
7642187.02000000
0.007967030061
Long
DBT
CORP
FR
N
2
2030-06-23
Fixed
1.62500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
N/A
2000000.00000000
PA
2447582.39000000
0.002551620684
Long
DBT
CORP
FR
N
2
2026-03-25
Fixed
2.50000000
N
N
N
N
N
N
ASML Holding NV
724500Y6DUVHQD6OXN27
ASML HOLDING NV
N/A
452000.00000000
PA
536994.78000000
0.000559820578
Long
DBT
CORP
NL
N
2
2023-09-19
Fixed
3.37500000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
5000000.00000000
PA
5653669.47000000
0.005893987481
Long
DBT
CORP
IT
N
2
2026-01-20
Variable
1.20000000
N
N
N
N
N
N
UniCredit Bank AG
2ZCNRR8UK83OBTEK2170
UNICREDIT BANK A
N/A
20000.00000000
PA
22817.71000000
0.000023787612
Long
DBT
CORP
DE
N
2
2025-02-12
Fixed
0.62500000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
68617000.00000000
PA
78179555.59000000
0.081502699151
Long
DBT
NUSS
IT
N
2
2023-03-01
Fixed
0.95000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
16766000.00000000
PA
22821392.52000000
0.023791451291
Long
DBT
CORP
LU
N
2
2043-02-13
Fixed
1.70000000
N
N
N
N
N
N
First Capital Real Estate Investment Trust
549300U55W8QFK2YTK38
FIRST CAP REALTY
31943BBY5
1305000.00000000
PA
1040566.03000000
0.001084796906
Long
DBT
CORP
CA
N
2
2027-07-12
Fixed
3.75300000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-828759.16000000
-0.00086398685
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
68238453.60000000
USD
60000000.00000000
EUR
2022-02-02
-828759.16000000
N
N
N
HeidelbergCement Finance Luxembourg SA
529900RYHTCF5X9DD509
HEIDELCEMENT FIN
N/A
79000.00000000
PA
92427.33000000
0.000096356097
Long
DBT
CORP
LU
N
2
2027-06-14
Fixed
1.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
N/A
2671000.00000000
PA
3234657.70000000
0.003372151854
Long
DBT
CORP
NL
N
2
2030-12-10
Fixed
1.00000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
N/A
118000000.00000000
PA
1029855.87000000
0.001073631494
Long
DBT
CORP
JP
N
2
2027-01-26
Fixed
0.65000000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
1806000.00000000
PA
2062479.33000000
0.002150148220
Long
DBT
CORP
LU
N
2
2032-06-17
Fixed
1.62500000
N
N
N
N
N
N
Fresenius Medical Care AG & Co KGaA
549300CP8NY40UP89Q40
FRESENIUS MEDICA
N/A
79000.00000000
PA
92008.57000000
0.000095919537
Long
DBT
CORP
DE
N
2
2025-07-11
Fixed
1.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
254687CD6
6459000.00000000
PA
5161499.37000000
0.005380896925
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
2.75800000
N
N
N
N
N
N
N/A
N/A
CNY/USD FWD 20220208
N/A
1.00000000
NC
500450.77000000
0.000521723208
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
586000000.00000000
CNY
92515116.59000000
USD
2022-02-08
500450.77000000
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1287000.00000000
PA
1435761.15000000
0.001496790409
Long
DBT
CORP
DE
N
2
2029-06-23
Fixed
0.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
100000000.00000000
PA
856216.98000000
0.000892611813
Long
DBT
NUSS
JP
N
2
2039-03-18
Fixed
0.50000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
EJ9027123
1128000.00000000
PA
1873971.26000000
0.001953627322
Long
DBT
CORP
JE
N
2
2046-10-31
Fixed
4.62500000
N
N
N
N
N
N
Ryanair DAC
635400WKFIPCHCKVW376
RYANAIR DAC
N/A
9472000.00000000
PA
11438824.84000000
0.011925049874
Long
DBT
CORP
IE
N
2
2025-09-15
Fixed
2.87500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
27740000.00000000
PA
30458319.43000000
0.031752997653
Long
DBT
CORP
CH
N
2
2029-01-22
Fixed
0.50000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
10380000.00000000
PA
11853290.28000000
0.012357132812
Long
DBT
CORP
DE
N
2
2025-03-06
Fixed
0.50000000
N
N
N
N
N
N
Republic of Italy Government International Bond
N/A
ITALY GOV'T INT
N/A
5370000.00000000
PA
8796951.93000000
0.009170880049
Long
DBT
NUSS
IT
N
2
2028-08-04
Fixed
6.00000000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAG6
2765000.00000000
PA
2229106.39000000
0.002323858022
Long
DBT
NUSS
CA
N
2
2023-12-03
Fixed
2.80000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
QZ3196651
6955000.00000000
PA
7476158.53000000
0.007793944272
Long
DBT
CORP
CH
N
2
2027-01-27
None
0.00000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
122262000.00000000
PA
89135629.83000000
0.092924478361
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
160000000.00000000
PA
2045823.15000000
0.002132784043
Long
DBT
NUSS
JP
N
2
2046-03-19
Fixed
2.96000000
N
N
N
N
N
N
Engie Alliance GIE
549300ZDNPE0178O3T39
GDF SUEZ ALLIANC
N/A
2703000.00000000
PA
3284198.06000000
0.003423798004
Long
DBT
CORP
FR
N
2
2023-06-24
Fixed
5.75000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
N/A
6400000.00000000
PA
7307294.18000000
0.007617902080
Long
DBT
CORP
FR
N
2
2024-11-03
Fixed
0.70900000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5730900000.00000000
PA
50509606.86000000
0.052656596230
Long
DBT
NUSS
JP
N
2
2024-09-20
Fixed
0.50000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
27530000.00000000
PA
30795682.19000000
0.032104700541
Long
DBT
CORP
CH
N
2
2023-06-28
Fixed
2.12500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
12600000.00000000
PA
13430808.85000000
0.014001706262
Long
DBT
CORP
FR
N
2
2031-02-21
Fixed
0.62500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
55114000.00000000
PA
60257608.02000000
0.062818951335
Long
DBT
CORP
N/A
N
2
2031-07-04
None
0.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
5624050000.00000000
PA
55646744.39000000
0.058012095778
Long
DBT
NUSS
JP
N
2
2033-03-20
Fixed
1.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
1219000.00000000
PA
1708145.83000000
0.001780753224
Long
DBT
CORP
FR
N
2
2026-01-23
Fixed
3.37500000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
7577000.00000000
PA
9042675.77000000
0.009427048762
Long
DBT
CORP
NL
N
2
2029-02-06
Fixed
1.50000000
N
N
N
N
N
N
TenneT Holding BV
724500LTUWK3JQG63903
TENNET HLD BV
N/A
23013000.00000000
PA
27037657.93000000
0.028186935617
Long
DBT
CORP
NL
N
2
2028-06-05
Fixed
1.37500000
N
N
N
N
N
N
NAV Canada
549300TP61Y7H5IS3S18
NAV CANADA
62895ZAN0
452000.00000000
PA
366787.61000000
0.000382378487
Long
DBT
CORP
CA
N
2
2046-02-23
Fixed
3.53400000
N
N
N
N
N
N
Richemont International Holding SA
549300V9893NUQX6X069
RICHEMONT INT
N/A
4513000.00000000
PA
5255190.68000000
0.005478570730
Long
DBT
CORP
LU
N
2
2040-05-26
Fixed
1.62500000
N
N
N
N
N
N
Volkswagen International Finance NV
5299004PWNHKYTR23649
VOLKSWAGEN INTFN
N/A
9500000.00000000
PA
14085997.82000000
0.014684745057
Long
DBT
CORP
NL
N
2
2038-11-16
Fixed
4.12500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
60111000.00000000
PA
46586368.20000000
0.048566594211
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
3.00000000
N
N
N
N
N
N
Heimstaden Bostad Treasury BV
549300ORG6UYMJBCV938
HEIMSTADEN BOST
N/A
3252000.00000000
PA
3663824.28000000
0.003819560827
Long
DBT
CORP
NL
N
2
2027-03-03
Fixed
1.37500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
74814ZEV1
24168000.00000000
PA
19637519.55000000
0.020472242850
Long
DBT
NUSS
CA
N
2
2025-09-01
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220302
N/A
1.00000000
NC
-246501.37000000
-0.00025697929
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
118495915500.00000000
COP
29659199.17000000
USD
2022-03-02
-246501.37000000
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGE
AP5002955
9500000.00000000
PA
12741244.64000000
0.013282831053
Long
DBT
CORP
DE
N
2
2023-09-07
Fixed
1.12500000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
2000000.00000000
PA
2327079.53000000
0.002425995663
Long
DBT
CORP
NL
N
2
2026-04-21
Fixed
1.12500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
101600000.00000000
PA
892252.74000000
0.000930179329
Long
DBT
NUSS
JP
N
2
2025-04-25
Fixed
0.39100000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
1806000.00000000
PA
2313958.51000000
0.002412316914
Long
DBT
NUSS
NL
N
2
2039-07-15
Fixed
1.50000000
N
N
N
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
IBERDROLA FIN SA
N/A
300000.00000000
PA
364848.76000000
0.000380357223
Long
DBT
CORP
ES
N
2
2029-11-29
Fixed
1.62100000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
N/A
3295000.00000000
PA
3794666.98000000
0.003955965199
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
1.30000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
2500000.00000000
PA
2642898.39000000
0.002755238895
Long
DBT
NUSS
RO
N
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
4513000.00000000
PA
5747759.51000000
0.005992076964
Long
DBT
CORP
DE
N
2
2049-05-13
Fixed
1.25000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
4513000.00000000
PA
5105178.67000000
0.005322182226
Long
DBT
CORP
IT
N
2
2026-09-14
Fixed
0.37500000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
10000000.00000000
PA
10929819.18000000
0.011394408137
Long
DBT
NUSS
FR
N
2
2030-03-05
None
0.00000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20220202
N/A
1.00000000
NC
-8841.21000000
-0.00000921701
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
60000000.00000000
MXN
2898920.44000000
USD
2022-02-02
-8841.21000000
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
4014000.00000000
PA
4640115.73000000
0.004837351063
Long
DBT
CORP
AU
N
2
2029-10-03
Variable
1.93600000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BP6
2113000.00000000
PA
2411007.26000000
0.002513490872
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.75000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
4513000.00000000
PA
5108424.06000000
0.005325565567
Long
DBT
NUSS
SA
Y
2
2027-07-09
Fixed
0.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
18714000.00000000
PA
21637737.28000000
0.022557482944
Long
DBT
NUSS
CA
N
2
2028-07-05
Fixed
0.87500000
N
N
N
N
N
N
Mondi Finance PLC
213800BJV32JT6IRCS96
MONDI FINANCE PL
N/A
5212000.00000000
PA
6000336.11000000
0.006255389725
Long
DBT
CORP
GB
N
2
2024-04-15
Fixed
1.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
2708000.00000000
PA
5062460.96000000
0.005277648734
Long
DBT
CORP
N/A
N
2
2032-06-07
Fixed
5.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
11769000.00000000
PA
13646004.21000000
0.014226048835
Long
DBT
CORP
IT
N
2
2028-03-20
Fixed
1.75000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
116426000.00000000
PA
28468831.56000000
0.029678943508
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
5000000.00000000
PA
3494938.58000000
0.003643496378
Long
DBT
NUSS
AU
N
2
2029-05-21
Fixed
2.00000000
N
N
N
N
N
N
Great Rolling Stock Co PLC/The
21380012DN57CMIGJT65
GREAT ROLLING ST
N/A
132440.00000000
PA
222229.56000000
0.000231675772
Long
DBT
CORP
GB
N
2
2035-07-27
Fixed
6.87500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
BH5288981
3000000.00000000
PA
3711418.75000000
0.003869178374
Long
DBT
CORP
FR
N
2
2030-04-09
Fixed
2.62500000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
400000.00000000
PA
457329.85000000
0.000476769366
Long
DBT
CORP
LU
N
2
2170-12-23
Variable
3.37500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
720100000.00000000
PA
34835678.80000000
0.036316423489
Long
DBT
NUSS
MX
N
2
2047-11-07
Fixed
8.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
9025000.00000000
PA
10940880.62000000
0.011405939761
Long
DBT
CORP
N/A
N
2
2032-11-15
Fixed
1.12500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
5686000.00000000
PA
4365655.04000000
0.004551223995
Long
DBT
CORP
N/A
N
2
2025-06-24
Fixed
4.25000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06415E4E2
7422000.00000000
PA
5435106.40000000
0.005666134047
Long
DBT
CORP
CA
N
2
2027-11-01
Fixed
1.40000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
OESTER KONTROLBK
N/A
677000.00000000
PA
498033.06000000
0.000519202729
Long
DBT
CORP
AT
N
2
2025-08-25
Fixed
3.20000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
PROSUS NV
N/A
2615000.00000000
PA
2782844.86000000
0.002901134007
Long
DBT
CORP
NL
N
2
2032-08-03
Fixed
2.03100000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
4699800000.00000000
PA
48344544.97000000
0.050399505018
Long
DBT
NUSS
JP
N
2
2044-12-20
Fixed
1.50000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
677000.00000000
PA
1055769.46000000
0.001100646582
Long
DBT
CORP
GB
N
2
2026-01-28
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
PLN/USD FWD 20220202
N/A
1.00000000
NC
195770.34000000
0.000204091862
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
280000000.00000000
PLN
68803585.46000000
USD
2022-02-02
195770.34000000
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
5800000.00000000
PA
6781928.47000000
0.007070204883
Long
DBT
CORP
NL
N
2
2023-12-15
Fixed
2.25000000
N
N
N
N
N
N
Lseg Netherlands BV
213800JCR9B7CYW7U265
LSEG NTHRLND BV
N/A
5000000.00000000
PA
5565174.16000000
0.005801730540
Long
DBT
CORP
NL
N
2
2025-04-06
None
0.00000000
N
N
N
N
N
N
ACEA SpA
549300Q3448N041CTH56
ACEA SPA
N/A
11066000.00000000
PA
12935917.36000000
0.013485778639
Long
DBT
CORP
IT
N
2
2027-06-08
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
MYR/USD FWD 20220204
N/A
1.00000000
NC
-733683.84000000
-0.00076487021
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
516200000.00000000
MYR
122574976.85000000
USD
2022-02-04
-733683.84000000
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
35000.00000000
PA
41027.58000000
0.000042771521
Long
DBT
NUSS
DE
N
2
2023-10-23
Fixed
2.25000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
3159000.00000000
PA
3408628.13000000
0.003553517168
Long
DBT
CORP
NL
N
2
2034-09-05
Fixed
0.50000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
N/A
3204000.00000000
PA
3503559.78000000
0.003652484035
Long
DBT
CORP
LU
N
2
2028-10-15
Fixed
0.37500000
N
N
N
N
N
N
Sovereign Housing Capital PLC
213800L5VZHLHFDW4I46
SOV HOUSING CAP
N/A
100000.00000000
PA
188940.93000000
0.000196972157
Long
DBT
CORP
GB
N
2
2043-06-01
Fixed
4.76800000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BK2
100000.00000000
PA
117247.09000000
0.000122230859
Long
DBT
CORP
US
N
2
2027-03-13
Fixed
1.40000000
N
N
N
N
N
N
Sparebanken Vest Boligkreditt AS
5967007LIEEXZX6AO004
SPAREBANKEN V BO
N/A
15000000.00000000
PA
16951881.50000000
0.017672447579
Long
DBT
CORP
NO
N
2
2023-03-15
Fixed
0.12500000
N
N
N
N
N
N
Molson Coors International LP
549300JY2HGCZWKZS671
MOLSON COORS INT
N/A
2257000.00000000
PA
1791880.80000000
0.001868047479
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
2.84000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
N/A
85000.00000000
PA
63574.92000000
0.000066277270
Long
DBT
NUSS
CA
N
2
2028-04-11
Fixed
3.60000000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
1806000.00000000
PA
2079881.24000000
0.002168289825
Long
DBT
NUSS
DE
N
2
2029-02-13
Fixed
0.62500000
N
N
N
N
N
N
Notting Hill Genesis
21380056VIC699RDGA46
NOTTING HILL GEN
EK0615147
2042000.00000000
PA
3852163.31000000
0.004015905500
Long
DBT
CORP
GB
N
2
2054-02-20
Fixed
4.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
7600000.00000000
PA
8371513.79000000
0.008727357999
Long
DBT
CORP
FR
N
2
2027-09-15
Variable
0.50000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
223512.48000000
0.000233013225
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
45000000.00000000
CAD
35624471.61000000
USD
2022-02-02
223512.48000000
N
N
N
Ireland Government Bond
N/A
IRISH GOVT
N/A
10093000.00000000
PA
11004823.29000000
0.011472600413
Long
DBT
NUSS
IE
N
2
2035-05-15
Fixed
0.40000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
11733000.00000000
PA
12679772.63000000
0.013218746079
Long
DBT
NUSS
CH
N
2
2029-06-22
None
0.00000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAM3
2956000.00000000
PA
3434610.21000000
0.003580603657
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
1.25000000
N
N
N
N
N
N
Tesco Corporate Treasury Services PLC
21380018AJDKNF3A6712
TESCO CORP TREAS
N/A
4558000.00000000
PA
5155299.43000000
0.005374433447
Long
DBT
CORP
GB
N
2
2026-05-29
Fixed
0.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
5190000.00000000
PA
7099494.92000000
0.007401269989
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
2.75000000
N
N
N
N
N
N
Mercialys SA
969500081CGAXB7YS433
MERCIALYS
N/A
200000.00000000
PA
258967.23000000
0.000269975034
Long
DBT
CORP
FR
N
2
2027-07-07
Fixed
4.62500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
400000.00000000
PA
558007.61000000
0.000581726591
Long
DBT
CORP
NL
N
2
2025-09-10
Fixed
2.75000000
N
N
N
N
N
N
Johnson Controls International plc / Tyco Fire & Security Finance SCA
N/A
JOHNSON CONTROLS
N/A
2248000.00000000
PA
2466723.36000000
0.002571575271
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.37500000
N
N
N
N
N
N
Wods Transmission PLC
2138004ZZ63SPEQ3W108
WODS TRANSMISSIO
N/A
77418.06000000
PA
112337.91000000
0.000117113007
Long
DBT
CORP
GB
N
2
2034-08-24
Fixed
3.44600000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCD8
3570000.00000000
PA
2741560.88000000
0.002858095187
Long
DBT
CORP
CA
N
2
2049-10-15
Fixed
4.34000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
598000.00000000
PA
758134.68000000
0.000790360373
Long
DBT
CORP
US
N
2
2030-12-16
Fixed
1.87500000
N
N
N
N
N
N
Amphenol Technologies Holding GmbH
549300110BRSS7DV8V39
AMP TECH HD GMBH
AU5909711
2000000.00000000
PA
2429408.78000000
0.002532674577
Long
DBT
CORP
DE
N
2
2028-10-08
Fixed
2.00000000
N
N
N
N
N
N
Deutsche Bahn Finance GMBH
52990002BAIDUAIIYU29
DEUTSCH BAHN FIN
N/A
1579000.00000000
PA
2065712.12000000
0.002153518425
Long
DBT
CORP
DE
N
2
2029-03-19
Fixed
2.75000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064151QE6
6769000.00000000
PA
5399098.49000000
0.005628595565
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
2.62000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641514V2
4497000.00000000
PA
3599609.44000000
0.003752616435
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
2.98000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
7620000.00000000
PA
9108527.07000000
0.009495699174
Long
DBT
CORP
IT
N
2
2170-11-24
Variable
3.37500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
ZQ5359901
1495200000.00000000
PA
12913219.18000000
0.013462115638
Long
DBT
NUSS
JP
N
2
2029-11-22
Fixed
0.07000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
1806000.00000000
PA
2095595.06000000
0.002184671586
Long
DBT
CORP
FR
N
2
2023-02-01
Fixed
3.00000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1339800000.00000000
PA
11655694.18000000
0.012151137583
Long
DBT
NUSS
JP
N
2
2027-09-30
Fixed
0.09000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13596Z4B8
3510000.00000000
PA
2814838.59000000
0.002934487680
Long
DBT
CORP
CA
N
2
2023-07-11
Fixed
2.97000000
N
N
N
N
N
N
Landesbank Hessen-Thueringen Girozentrale
DIZES5CFO5K3I5R58746
LANDBK HESSEN-TH
ZQ5780494
1000000.00000000
PA
1124692.76000000
0.001172499574
Long
DBT
CORP
DE
N
2
2024-11-19
Fixed
0.12500000
N
N
N
N
N
N
Wellcome Trust Ltd/The
549300YQJTZ9YPHW5V73
WELLCOME TRUST
N/A
1000000.00000000
PA
1108003.90000000
0.001155101328
Long
DBT
CORP
GB
N
2
2071-07-14
Fixed
1.50000000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
2392000.00000000
PA
2785173.03000000
0.002903561139
Long
DBT
CORP
JE
N
2
2025-03-17
Fixed
1.75000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Bond
N/A
NZ LGFA BOND
N/A
5055000.00000000
PA
3305182.10000000
0.003445674003
Long
DBT
NUSS
NZ
N
2
2024-04-15
Fixed
2.25000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
284083000.00000000
PA
320180943.91000000
0.333790732740
Long
DBT
NUSS
IT
N
2
2022-11-29
None
0.00000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
10489000.00000000
PA
11485395.79000000
0.011973600395
Long
DBT
CORP
IT
N
2
2030-01-23
Fixed
0.62500000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
2300000.00000000
PA
2604477.56000000
0.002715184928
Long
DBT
CORP
FR
N
2
2023-02-10
Fixed
0.37500000
N
N
N
N
N
N
Asahi Group Holdings Ltd
353800KAJ02XNHLCJW79
ASAHI GROUP
N/A
3000000.00000000
PA
3303167.12000000
0.003443573374
Long
DBT
CORP
JP
N
2
2027-04-19
Fixed
0.33600000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
101494000.00000000
PA
24571795.61000000
0.025616257986
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
12500000.00000000
PA
13233095.02000000
0.013795588298
Long
DBT
CORP
CH
N
2
2029-10-26
None
0.00000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
026657AR7
8107000.00000000
PA
9536039.37000000
0.009941383549
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAX6
857000.00000000
PA
693724.23000000
0.000723212056
Long
DBT
CORP
CA
N
2
2029-02-22
Fixed
3.52000000
N
N
N
N
N
N
EP Infrastructure AS
315700I4J1M1NKGWWY89
EP INFRASTRUCTUR
N/A
5586000.00000000
PA
6374828.31000000
0.006645800298
Long
DBT
CORP
CZ
N
2
2026-07-30
Fixed
1.69800000
N
N
N
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
1313160000.00000000
PA
4284114.31000000
0.004466217249
Long
DBT
NUSS
HU
N
2
2023-11-24
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
832221.29000000
0.000867596149
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
49930025.45000000
USD
3924500000.00000000
RUB
2022-02-01
832221.29000000
N
N
N
Allianz Finance II BV
529900C9NVPTCPDI1D65
ALLIANZ FINANCE
AQ2190645
3000000.00000000
PA
3458162.15000000
0.003605156708
Long
DBT
CORP
NL
N
2
2027-12-06
Fixed
0.87500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
11621000.00000000
PA
11061779.65000000
0.011531977792
Long
DBT
CORP
N/A
N
2
2051-01-27
Fixed
0.05000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
1355000.00000000
PA
1719112.70000000
0.001792186258
Long
DBT
NUSS
NL
N
2
2038-03-29
Fixed
1.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ADM3
30182000.00000000
PA
24133910.90000000
0.025159760305
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.40000000
N
N
N
N
N
N
State of Schleswig-Holstein Germany
529900QC5O0RTEVUB539
LAND SCHLES-HOLS
AU2349861
3092000.00000000
PA
3560019.33000000
0.003711343486
Long
DBT
NUSS
DE
N
2
2028-08-31
Fixed
0.62500000
N
N
N
N
N
N
Societe Nationale SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONAL
EC5317408
3642000.00000000
PA
5760859.32000000
0.006005733602
Long
DBT
NUSS
FR
N
2
2027-03-18
Fixed
5.37500000
N
N
N
N
N
N
Bundesrepublik Deutschland Bundesanleihe
N/A
DEUTSCHLAND REP
N/A
45126000.00000000
PA
52645098.87000000
0.054882860648
Long
DBT
NUSS
DE
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2528000.00000000
PA
4470551.65000000
0.004660579398
Long
DBT
CORP
N/A
N
2
2042-03-14
Fixed
3.62500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
6228000.00000000
PA
7233221.17000000
0.007540680481
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
2442682.42000000
0.002546512434
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
350000000.00000000
EUR
395665900.00000000
USD
2022-02-02
2442682.42000000
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
2483000.00000000
PA
2884939.90000000
0.003007568755
Long
DBT
CORP
GB
N
2
2023-11-24
Fixed
1.87500000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS
N/A
5641000.00000000
PA
7248634.46000000
0.007556748937
Long
DBT
CORP
CZ
N
2
2025-04-16
Fixed
4.87500000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
2643000.00000000
PA
4151706.02000000
0.004328180739
Long
DBT
CORP
GB
N
2
2026-03-02
Fixed
5.75000000
N
N
N
N
N
N
Ontario Electricity Financial Corp
549300SI5D7OIEG4Y641
ONTARIO HYDRO
683078GG8
6333000.00000000
PA
6269863.30000000
0.006536373587
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
8.25000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
2160000.00000000
PA
2353850.73000000
0.002453904814
Long
DBT
CORP
DE
N
2
2032-10-01
Fixed
0.60000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELEC
N/A
1600000.00000000
PA
1835489.39000000
0.001913509720
Long
DBT
CORP
FR
N
2
2025-03-11
Fixed
0.87500000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
UNIBAIL-RODAMCO
N/A
400000.00000000
PA
457079.64000000
0.000476508520
Long
DBT
CORP
FR
N
2
2038-05-14
Fixed
2.25000000
N
N
N
N
N
N
Carlsberg Breweries AS
5493008YL42784DMWN61
CARLSBERG BREW
N/A
7672000.00000000
PA
9032043.14000000
0.009415964176
Long
DBT
CORP
DK
N
2
2024-05-28
Fixed
2.50000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
5762000.00000000
PA
6243076.49000000
0.006508448162
Long
DBT
NUSS
CL
N
2
2027-01-26
Fixed
0.10000000
N
N
N
N
N
N
Anchor Hanover Group
213800GM9QX6ANDXAW94
ANCHOR HANOVER G
N/A
1391000.00000000
PA
1666418.37000000
0.001737252073
Long
DBT
CORP
GB
N
2
2051-07-21
Fixed
2.00000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
4281000.00000000
PA
4804475.10000000
0.005008696784
Long
DBT
CORP
DE
N
2
2024-08-28
Fixed
0.00000000
N
N
N
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
DEUTSCHE WOHNEN
N/A
3800000.00000000
PA
4379500.27000000
0.004565657738
Long
DBT
CORP
DE
N
2
2030-04-30
Fixed
1.50000000
N
N
N
N
N
N
Council Of Europe Development Bank
549300UYNXMI821WYG82
COUNCIL OF EUROP
N/A
7096000.00000000
PA
8026165.41000000
0.008367330049
Long
DBT
CORP
N/A
N
2
2023-05-25
Fixed
0.12500000
N
N
N
N
N
N
Autoroutes du Sud de la France SA
213800U12KWYZEECZ934
AUTOROUTES DU SU
N/A
500000.00000000
PA
580171.33000000
0.000604832414
Long
DBT
CORP
FR
N
2
2026-04-20
Fixed
1.12500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
N/A
4513000.00000000
PA
5096829.17000000
0.005313477818
Long
DBT
CORP
CA
N
2
2023-10-20
Fixed
0.10000000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
ALLIANZ SE
N/A
3100000.00000000
PA
3621344.62000000
0.003775275503
Long
DBT
CORP
DE
N
2
2045-07-07
Variable
2.24100000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
15000000.00000000
PA
2536975.34000000
0.002644813421
Long
DBT
NUSS
CN
N
2
2070-05-25
Fixed
3.73000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
2300000.00000000
PA
2646328.01000000
0.002758814296
Long
DBT
CORP
FR
N
2
2025-09-26
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
10997000000.00000000
PA
97140434.23000000
0.101269539418
Long
DBT
NUSS
JP
N
2
2036-09-20
Fixed
0.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
2698000.00000000
PA
2882000.44000000
0.003004504349
Long
DBT
CORP
US
N
2
2030-10-05
Fixed
0.95000000
N
N
N
N
N
N
Capital City Link General Partnership
N/A
CAPITAL CITY
140006AA5
273438.39000000
PA
229012.50000000
0.000238747032
Long
DBT
CORP
CA
N
2
2046-03-31
Fixed
4.38600000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
13538000.00000000
PA
15521267.61000000
0.016181023221
Long
DBT
CORP
LU
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2036550000.00000000
PA
20303194.81000000
0.021166213672
Long
DBT
NUSS
JP
N
2
2029-03-20
Fixed
2.10000000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
N/A
5000000.00000000
PA
5769561.24000000
0.006014805410
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
1.94000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
9025000.00000000
PA
13734159.77000000
0.014317951584
Long
DBT
CORP
LU
N
2
2032-03-30
Fixed
3.87500000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469UA1
7572000.00000000
PA
6050395.83000000
0.006307577311
Long
DBT
NUSS
CA
N
2
2023-06-02
Fixed
2.55000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
N/A
2077000.00000000
PA
2451045.04000000
0.002555230520
Long
DBT
CORP
US
N
2
2026-07-19
Fixed
1.87500000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
3300000.00000000
PA
3783429.80000000
0.003944250366
Long
DBT
CORP
FR
N
2
2025-01-21
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-401425.24000000
-0.00041848844
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
39723747.00000000
USD
35000000.00000000
EUR
2022-02-02
-401425.24000000
N
N
N
Finland Government Bond
N/A
FINNISH GOV'T
N/A
15857000.00000000
PA
18254858.30000000
0.019030809434
Long
DBT
NUSS
FI
Y
2
2023-04-15
Fixed
1.50000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DQ2
2289000.00000000
PA
1824268.26000000
0.001901811618
Long
DBT
NUSS
CA
N
2
2027-06-07
Fixed
2.40000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
163045000.00000000
PA
179018140.12000000
0.186627584498
Long
DBT
NUSS
IT
N
2
2026-08-01
None
0.00000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PGF4
9445000.00000000
PA
7564022.48000000
0.007885543015
Long
DBT
NUSS
CA
Y
2
2028-03-15
Fixed
2.35000000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
9100000.00000000
PA
10040735.62000000
0.010467532698
Long
DBT
CORP
FR
N
2
2027-05-04
Fixed
0.62500000
N
N
N
N
N
N
HSBC Continental Europe SA
F0HUI1NY1AZMJMD8LP67
HSBC FRANCE
N/A
4600000.00000000
PA
5008451.00000000
0.005221342996
Long
DBT
CORP
FR
N
2
2027-09-03
Fixed
0.10000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
339000000.00000000
PA
2979158.39000000
0.003105792149
Long
DBT
NUSS
JP
N
2
2026-01-30
Fixed
0.32000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
24548000.00000000
PA
26040981.46000000
0.027147893864
Long
DBT
NUSS
CH
N
2
2034-06-26
None
0.00000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
112813000.00000000
PA
130616723.16000000
0.136168790057
Long
DBT
NUSS
ES
Y
2
2027-07-30
Fixed
0.80000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAR4
4829000.00000000
PA
3881140.03000000
0.004046113921
Long
DBT
CORP
CA
N
2
2024-04-01
Fixed
3.35000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5071950000.00000000
PA
44320248.72000000
0.046204149799
Long
DBT
NUSS
JP
N
2
2027-09-20
Fixed
0.10000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087B45
12420000.00000000
PA
10019832.44000000
0.010445740996
Long
DBT
NUSS
CA
N
2
2024-06-01
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
6400000.00000000
PA
7581589.35000000
0.007903856592
Long
DBT
CORP
FR
N
2
2024-05-20
Fixed
2.37500000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
6092000.00000000
PA
7651456.14000000
0.007976693179
Long
DBT
CORP
N/A
N
2
2027-10-28
Fixed
0.25000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086QL1
7606000.00000000
PA
6117732.31000000
0.006377776033
Long
DBT
CORP
CA
N
2
2023-09-26
Fixed
3.29600000
N
N
N
N
N
N
Reliance LP
N/A
RELIANCE LP
759480AL0
3927000.00000000
PA
3019150.14000000
0.003147483810
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
2.68000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
129080.03000000
0.000134566777
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
165573977.12000000
USD
199798118187.00000000
KRW
2022-02-07
129080.03000000
N
N
N
Notting Hill Genesis
21380056VIC699RDGA46
NOTTING HILL GEN
N/A
677000.00000000
PA
1292362.91000000
0.001347296804
Long
DBT
CORP
GB
N
2
2042-07-07
Fixed
5.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
483100000.00000000
PA
4261007.49000000
0.004442128238
Long
DBT
NUSS
JP
N
2
2024-05-31
Fixed
0.66000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
4332000.00000000
PA
4558185.86000000
0.004751938636
Long
DBT
NUSS
CL
N
2
2040-01-29
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
CHF/USD FWD 20220202
N/A
1.00000000
NC
2084013.20000000
0.002172597421
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
245000000.00000000
CHF
266490627.67000000
USD
2022-02-02
2084013.20000000
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
2477740000.00000000
PA
5785072.82000000
0.006030976334
Long
DBT
NUSS
HU
N
2
2041-04-25
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
2291889.48000000
0.002389309805
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
500000000.00000000
EUR
564363500.00000000
USD
2022-03-02
2291889.48000000
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
N/A
217000.00000000
PA
250110.31000000
0.000260741637
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
2.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
N/A
11489000.00000000
PA
14872248.90000000
0.015504416962
Long
DBT
CORP
US
N
2
2029-03-31
Variable
3.64800000
N
N
N
N
N
N
Stadshypotek AB
549300UOX05QGUJJ5707
STADSHYPOTEK AB
N/A
100000.00000000
PA
111808.93000000
0.000116561542
Long
DBT
CORP
SE
N
2
2026-10-05
Fixed
0.12500000
N
N
N
N
N
N
Canada Post Corp
549300O6E8FEF6XJHA57
CANADA POST CORP
13521JAB7
1648000.00000000
PA
1609549.48000000
0.001677965883
Long
DBT
NUSS
CA
N
2
2040-07-16
Fixed
4.36000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
AX9947695
4515000.00000000
PA
4843042.41000000
0.005048903457
Long
DBT
CORP
CH
N
2
2030-04-15
Fixed
0.25000000
N
N
N
N
N
N
Grand City Properties SA
5299002QLUYKK2WBMB18
GRAND CITY PROP
N/A
400000.00000000
PA
425831.04000000
0.000443931650
Long
DBT
CORP
LU
N
2
2170-06-09
Variable
1.50000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
19600000.00000000
PA
169844.41000000
0.000177063910
Long
DBT
NUSS
JP
N
2
2030-09-25
Fixed
0.15000000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220202
N/A
1.00000000
NC
-109393.52000000
-0.00011404346
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
40121889.28000000
USD
158000000000.00000000
COP
2022-02-02
-109393.52000000
N
N
N
Scotiabank Capital Trust
N/A
SCOTIABANK CAP
80928BAC0
1781000.00000000
PA
1837539.59000000
0.001915647067
Long
DBT
CORP
CA
N
2
2056-12-31
Variable
5.65000000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
10100000.00000000
PA
12513623.31000000
0.013045534324
Long
DBT
NUSS
FR
N
2
2025-10-25
Fixed
2.75000000
N
N
N
N
N
N
Mediobanca Banca di Credito Finanziario SpA
PSNL19R2RXX5U3QWHI44
MEDIOBANCA SPA
N/A
1174000.00000000
PA
1404127.16000000
0.001463811768
Long
DBT
CORP
IT
N
2
2029-11-24
Fixed
1.25000000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
4600000.00000000
PA
5246255.26000000
0.005469255496
Long
DBT
CORP
IT
N
2
2023-06-16
Fixed
0.87500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
6400000.00000000
PA
7249945.37000000
0.007558115569
Long
DBT
CORP
FR
N
2
2023-10-05
Fixed
0.37500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
905000.00000000
PA
1026472.65000000
0.001070104465
Long
DBT
CORP
CH
N
2
2035-05-07
Fixed
0.87500000
N
N
N
N
N
N
MMS USA Holdings Inc
5493006U67P2Y34N2G08
MMS USA HLDGS
N/A
9700000.00000000
PA
10934639.57000000
0.011399433425
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
0.62500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
112088000.00000000
PA
84270378.58000000
0.087852422043
Long
DBT
NUSS
AU
N
2
2028-11-21
Fixed
2.75000000
N
N
N
N
N
N
Leeds Building Society
O8VR8MK4M5SM9ZVEFS35
LEEDS BLDG SOC
N/A
14506000.00000000
PA
18705297.28000000
0.019500395023
Long
DBT
CORP
GB
N
2
2027-10-06
Fixed
1.37500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
100000.00000000
PA
123521.60000000
0.000128772077
Long
DBT
CORP
BE
N
2
2026-03-31
Fixed
2.70000000
N
N
N
N
N
N
Peabody Capital PLC
N/A
PEABODY CAPTL
EI6076968
2550000.00000000
PA
4947100.83000000
0.005157385042
Long
DBT
CORP
GB
N
2
2043-03-17
Fixed
5.25000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
13800000.00000000
PA
15739066.55000000
0.016408080044
Long
DBT
CORP
ES
N
2
2024-06-10
Fixed
0.62500000
N
N
N
N
N
N
Bundesobligation
N/A
BUNDESOBL-184
N/A
128000000.00000000
PA
145553981.68000000
0.151740979974
Long
DBT
NUSS
DE
N
2
2026-10-09
Fixed
0.00000000
N
N
N
N
N
N
Roadster Finance DAC
635400KZYOJPAAGFRD47
ROADSTER FIN
N/A
100000.00000000
PA
116571.18000000
0.000121526219
Long
DBT
CORP
IE
N
2
2032-12-08
Fixed
2.37500000
N
N
N
N
N
N
United Energy Distribution Pty Ltd
54930028EZKBY3VF2528
UNITED ENERGY D
N/A
110000.00000000
PA
79910.76000000
0.000083307491
Long
DBT
CORP
AU
N
2
2023-09-12
Fixed
3.50000000
N
N
N
N
N
N
IGM Financial Inc
254900RYHLVJNTUFDA95
IGM FINANCIAL
449586AF3
600000.00000000
PA
500525.74000000
0.000521801364
Long
DBT
CORP
CA
N
2
2048-07-13
Fixed
4.17400000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
5409950000.00000000
PA
55676880.27000000
0.058043512630
Long
DBT
NUSS
JP
N
2
2045-03-20
Fixed
1.50000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
N/A
2257000.00000000
PA
2560435.24000000
0.002669270520
Long
DBT
CORP
CA
N
2
2024-01-15
Fixed
0.37500000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
784999000.00000000
PA
890202526.74000000
0.928041969203
Long
DBT
NUSS
FR
N
2
2024-02-25
None
0.00000000
N
N
N
N
N
N
Castellum Helsinki Finance Holding Abp
743700WAF2AHZ4LRAR98
CASTELLUM HELSIN
N/A
2130000.00000000
PA
2198105.49000000
0.002291539381
Long
DBT
CORP
FI
N
2
2029-09-17
Fixed
0.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5781641.68000000
0.006027399348
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
450000000.00000000
EUR
511354350.00000000
USD
2022-02-02
5781641.68000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAZ6
8620000.00000000
PA
10437330.92000000
0.010880985898
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.12500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
6029000.00000000
PA
7786470.96000000
0.008117447014
Long
DBT
CORP
FR
N
2
2170-10-01
Variable
5.00000000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
N/A
100000.00000000
PA
137713.07000000
0.000143566778
Long
DBT
NUSS
AT
N
2
2032-06-11
Fixed
2.75000000
N
N
N
N
N
N
United Utilities Water Ltd
213800RQ5FMB2GQ69174
UNITED UTIL WAT
EC7876542
3074000.00000000
PA
4976642.49000000
0.005188182416
Long
DBT
CORP
GB
N
2
2027-12-20
Fixed
5.62500000
N
N
N
N
N
N
Honda Canada Finance Inc
549300K5H14MP7CO9857
HONDA CANADA FIN
438121AV7
1891000.00000000
PA
1499332.93000000
0.001563064407
Long
DBT
CORP
CA
N
2
2024-06-04
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
N/A
100000000.00000000
PA
880725.06000000
0.000918161648
Long
DBT
CORP
JP
N
2
2024-06-26
Fixed
0.94000000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
N/A
2979000.00000000
PA
3386930.37000000
0.003530897111
Long
DBT
CORP
GB
N
2
2023-03-10
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220204
N/A
1.00000000
NC
4832.11000000
0.000005037506
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
113280019.91000000
USD
136581720000.00000000
KRW
2022-02-04
4832.11000000
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
6188250000.00000000
PA
54409187.94000000
0.056721935067
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.80000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
3000000000.00000000
PA
1820892.74000000
0.001898292616
Long
DBT
NUSS
KR
N
2
2066-09-10
Fixed
1.50000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BG0
7027000.00000000
PA
8022229.37000000
0.008363226702
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
1.30000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63306AGJ9
3200000.00000000
PA
2537500.44000000
0.002645360841
Long
DBT
CORP
CA
N
2
2026-08-18
Variable
1.57300000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP MOLLER
N/A
2586000.00000000
PA
2835590.55000000
0.002956121735
Long
DBT
CORP
DK
N
2
2031-11-25
Fixed
0.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
13538000.00000000
PA
15319296.10000000
0.015970466598
Long
DBT
CORP
N/A
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
DS Smith PLC
39RSBE4RCI4M15BLWH36
DS SMITH PLC
N/A
4781000.00000000
PA
5371152.17000000
0.005599461343
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.87500000
N
N
N
N
N
N
CNH Industrial Finance Europe SA
5493007GVB1I2FDSS786
CNH IND FIN
N/A
3159000.00000000
PA
3677937.48000000
0.003834273930
Long
DBT
CORP
LU
N
2
2023-05-17
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5195610.66000000
0.005416458169
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
385000000.00000000
EUR
437741150.00000000
USD
2022-02-02
5195610.66000000
N
N
N
NorteGas Energia Distribucion SA
959800K24LB8NMVR7K61
NORTEGAS ENERGIA
N/A
4739000.00000000
PA
5589062.50000000
0.005826634291
Long
DBT
CORP
ES
N
2
2027-09-28
Fixed
2.06500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
4038700000.00000000
PA
40039256.98000000
0.041741187849
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
1.60000000
N
N
N
N
N
N
Export-Import Bank of China/The
300300C1020211000045
EXP-IMP BK CHINA
N/A
230000000.00000000
PA
36412580.61000000
0.037960353962
Long
DBT
NUSS
CN
N
2
2024-11-05
Fixed
2.76000000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
N/A
452000.00000000
PA
513339.19000000
0.000535159470
Long
DBT
NUSS
KR
N
2
2023-07-11
Fixed
0.62500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
1760000.00000000
PA
2558062.89000000
0.002666797330
Long
DBT
CORP
GB
N
2
2027-12-20
Fixed
3.37500000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
79000.00000000
PA
106774.50000000
0.000111313116
Long
DBT
NUSS
CH
N
2
2028-04-08
Fixed
4.00000000
N
N
N
N
N
N
Motability Operations Group PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPS
N/A
100000.00000000
PA
154852.33000000
0.000161434569
Long
DBT
CORP
GB
N
2
2036-03-10
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
804115.04000000
0.000838295199
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
700000000000.00000000
KRW
580965897.30000000
USD
2022-03-03
804115.04000000
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
2941300000.00000000
PA
29744386.98000000
0.031008718394
Long
DBT
NUSS
JP
N
2
2045-12-20
Fixed
1.40000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
2979000.00000000
PA
3761700.06000000
0.003921596969
Long
DBT
CORP
IT
N
2
2025-09-12
Fixed
3.75000000
N
N
N
N
N
N
CNP Assurances
969500QKVPV2H8UXM738
CNP ASSURANCES
EK2994383
5000000.00000000
PA
6200882.47000000
0.006464460620
Long
DBT
CORP
FR
N
2
2045-06-05
Variable
4.25000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
MUNI FINANCE PLC
N/A
2257000.00000000
PA
2596783.97000000
0.002707164310
Long
DBT
NUSS
FI
N
2
2026-11-26
Fixed
0.62500000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45833VAD1
796000.00000000
PA
614599.92000000
0.000640724445
Long
DBT
CORP
CA
N
2
2051-11-27
Fixed
5.09100000
N
N
N
N
N
N
Raiffeisen Landesbank Vorarlberg mit Revisionsverband eGen
529900FEID5L4H2T2L70
RAIFF LB VORARLB
N/A
2300000.00000000
PA
2611296.82000000
0.002722294051
Long
DBT
CORP
AT
N
2
2025-09-17
Fixed
0.50000000
N
N
N
N
N
N
Snam SpA
8156002278562044AF79
SNAM
N/A
1355000.00000000
PA
1517810.83000000
0.001582327739
Long
DBT
CORP
IT
N
2
2024-05-12
None
0.00000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
2303000.00000000
PA
2379662.40000000
0.002480813650
Long
DBT
CORP
US
N
2
2032-02-16
Fixed
0.50000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KPN NV
N/A
2444000.00000000
PA
3832752.09000000
0.003995669176
Long
DBT
CORP
NL
N
2
2029-09-17
Fixed
5.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058HS5
3464000.00000000
PA
2737525.23000000
0.002853887996
Long
DBT
CORP
N/A
N
2
2025-01-16
Fixed
1.90000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBV9
630000000.00000000
PA
5502738.50000000
0.005736640955
Long
DBT
CORP
US
N
2
2029-05-23
Fixed
0.76900000
N
N
N
N
N
N
Aeroports de Montreal
549300KK0OFPB3OVOT20
AEROPORTS DE MON
007863AE3
1637000.00000000
PA
1547683.15000000
0.001613469828
Long
DBT
CORP
CA
N
2
2035-09-17
Fixed
5.17000000
N
N
N
N
N
N
Anglian Water Services Financing PLC
213800DL377MH46PDY63
ANGLIAN WAT FIN
EC0801505
216000.00000000
PA
376886.23000000
0.000392906365
Long
DBT
CORP
GB
N
2
2029-01-15
Variable
6.62500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
2600000.00000000
PA
2960055.81000000
0.003085877584
Long
DBT
NUSS
NL
N
2
2030-04-29
Fixed
0.50000000
N
N
N
N
N
N
Province of Manitoba Canada
5493003QILFOB3JRKE30
MANITOBA (PROV)
563469TW5
1504000.00000000
PA
1246582.73000000
0.001299570667
Long
DBT
NUSS
CA
N
2
2043-03-05
Fixed
3.35000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
5326000.00000000
PA
5959714.51000000
0.006213041441
Long
DBT
CORP
DE
N
2
2026-12-15
Fixed
0.12500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZC1
4130000.00000000
PA
3197693.80000000
0.003333616746
Long
DBT
CORP
US
N
2
2027-11-30
Variable
2.59900000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
RENTENBANK
N/A
11310000.00000000
PA
12975095.94000000
0.013526622566
Long
DBT
CORP
DE
N
2
2029-02-28
Fixed
0.50000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
15022000.00000000
PA
23732097.24000000
0.024740866931
Long
DBT
NUSS
GB
N
2
2027-12-07
Fixed
4.25000000
N
N
N
N
N
N
Colombian TES
N/A
COLOMBIA TES
N/A
24000000000.00000000
PA
4631059.49000000
0.004827909873
Long
DBT
NUSS
CO
N
2
2036-07-09
Fixed
6.25000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
N/A
6775000.00000000
PA
7509818.26000000
0.007829034761
Long
DBT
CORP
CH
N
2
2028-10-09
Fixed
0.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
16697000.00000000
PA
19137129.48000000
0.019950582922
Long
DBT
CORP
FR
N
2
2026-06-11
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
987162.04000000
0.001029122897
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
38767954.55000000
USD
3073523437.00000000
RUB
2022-02-01
987162.04000000
N
N
N
CK Hutchison Finance 16 Ltd
254900EAR706W4E5ZN70
CKH FIN 16
N/A
7672000.00000000
PA
8747092.75000000
0.009118901527
Long
DBT
CORP
KY
N
2
2023-04-06
Fixed
1.25000000
N
N
N
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
N/A
4423000.00000000
PA
6568961.91000000
0.006848185849
Long
DBT
CORP
GB
N
2
2055-07-20
Variable
5.56000000
N
N
N
N
N
N
Northern Courier Pipeline LP
N/A
NORTHERN COUR
66509CAA8
679598.57000000
PA
534598.22000000
0.000557322148
Long
DBT
CORP
CA
N
2
2042-06-30
Fixed
3.36500000
N
N
N
N
N
N
Treasury Corp of Victoria
549300ZJM7BQW1P9UV75
TREAS CORP VICT
N/A
34362000.00000000
PA
28638811.18000000
0.029856148376
Long
DBT
NUSS
AU
N
2
2032-12-20
Fixed
4.25000000
N
N
N
N
N
N
SSL Finance Inc
549300IYS16MVT3XST19
SSL FIN/FNCMT IN
78468QAA1
1298477.34000000
PA
1068305.01000000
0.001113714975
Long
DBT
CORP
CA
N
2
2045-10-31
Fixed
4.09900000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
86721ZAB5
1941000.00000000
PA
1744310.73000000
0.001818455369
Long
DBT
CORP
CA
N
2
2037-03-26
Fixed
5.39000000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
7672000.00000000
PA
9442205.09000000
0.009843560697
Long
DBT
NUSS
ES
N
2
2027-04-30
Fixed
2.14600000
N
N
N
N
N
N
Euroclear Investments SA
222100BZL5ZNXNUKWZ69
EUROCLEAR INVSTS
AR8873325
2000000.00000000
PA
2399191.12000000
0.002501172468
Long
DBT
CORP
LU
N
2
2030-04-11
Fixed
1.50000000
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
UNILEVER FINANCE
N/A
4558000.00000000
PA
5283393.40000000
0.005507972250
Long
DBT
CORP
NL
N
2
2027-02-12
Fixed
1.12500000
N
N
N
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
976000.00000000
PA
1081480.67000000
0.001127450687
Long
DBT
CORP
NL
N
2
2025-10-27
Fixed
0.00000000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FIN
BH4962032
4061000.00000000
PA
5153241.86000000
0.005372288417
Long
DBT
CORP
AU
N
2
2030-04-08
Fixed
3.00000000
N
N
N
N
N
N
ACS Servicios Comunicaciones y Energia SA
959800A4TKVH6DJBDX18
ACS SERVICIOS CO
N/A
1900000.00000000
PA
2217388.15000000
0.002311641680
Long
DBT
CORP
ES
N
2
2026-04-20
Fixed
1.87500000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP MOLLER
N/A
12000000.00000000
PA
17163442.40000000
0.017893001204
Long
DBT
CORP
DK
N
2
2025-04-04
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220302
N/A
1.00000000
NC
-2204934.35000000
-0.00229865851
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
55000000000.00000000
JPY
475839055.66000000
USD
2022-03-02
-2204934.35000000
N
N
N
Emirates Telecommunications Group Co PJSC
529900XDPQPWEQ9BGB80
EMIRATES TELECOM
N/A
7745000.00000000
PA
9569571.53000000
0.009976341046
Long
DBT
CORP
AE
N
2
2026-06-18
Fixed
2.75000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZBV9
3159000.00000000
PA
2517309.10000000
0.002624311237
Long
DBT
CORP
CA
N
2
2041-11-15
Fixed
4.55000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DZ HYP AG
N/A
4513000.00000000
PA
5267583.09000000
0.005491489899
Long
DBT
CORP
DE
N
2
2029-01-30
Fixed
0.87500000
N
N
N
N
N
N
Malaysia Government Investment Issue
N/A
MALAYSIA INVEST
ZS8777154
78936000.00000000
PA
18892995.43000000
0.019696071575
Long
DBT
NUSS
MY
N
2
2034-11-30
Fixed
4.11900000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
N/A
5035000.00000000
PA
5881166.68000000
0.006131154813
Long
DBT
CORP
N/A
N
2
2025-06-03
Fixed
1.62500000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
N/A
1249000.00000000
PA
1349606.30000000
0.001406973414
Long
DBT
CORP
LU
N
2
2028-08-13
Fixed
0.33400000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
N/A
4807000.00000000
PA
6758661.39000000
0.007045948800
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
2.73500000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
7900000.00000000
PA
17748119.06000000
0.018502530454
Long
DBT
NUSS
AT
Y
2
2062-01-26
Fixed
3.80000000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
8300000.00000000
PA
9080113.19000000
0.009466077518
Long
DBT
CORP
FR
N
2
2040-07-08
Fixed
1.12500000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BN7
2301000.00000000
PA
2657770.23000000
0.002770742885
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.25000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
N/A
6296000.00000000
PA
7079411.92000000
0.007380333330
Long
DBT
CORP
NL
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
4513000.00000000
PA
5448691.73000000
0.005680296843
Long
DBT
CORP
LU
N
2
2030-04-01
Fixed
1.50000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
13651000.00000000
PA
17128041.47000000
0.017856095502
Long
DBT
NUSS
CH
N
2
2037-06-27
Fixed
1.25000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
5000000.00000000
PA
5550259.80000000
0.005786182222
Long
DBT
CORP
LU
N
2
2026-06-14
None
0.00000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
6769000.00000000
PA
7807562.01000000
0.008139434572
Long
DBT
NUSS
DE
N
2
2026-01-16
Fixed
0.75000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DG2
2929000.00000000
PA
3113550.22000000
0.003245896512
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
0.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
3100000.00000000
PA
3632058.09000000
0.003786444366
Long
DBT
CORP
ES
N
2
2024-02-01
Fixed
2.37500000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
406000.00000000
PA
474444.30000000
0.000494611292
Long
DBT
CORP
BE
N
2
2030-04-18
Fixed
1.50000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
2000000.00000000
PA
2304471.22000000
0.002402426352
Long
DBT
CORP
NL
N
2
2024-12-06
Fixed
1.25000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
14586000.00000000
PA
9730000.47000000
0.010143589267
Long
DBT
NUSS
AU
N
2
2032-05-24
Fixed
1.75000000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
N/A
5400000.00000000
PA
6759165.16000000
0.007046473984
Long
DBT
CORP
FR
N
2
2032-04-15
Fixed
2.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJQ6
1000000.00000000
PA
1080088.08000000
0.001125998903
Long
DBT
CORP
US
N
2
2039-09-14
Fixed
1.80000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
EI1932835
633000.00000000
PA
1424063.05000000
0.001484595064
Long
DBT
NUSS
FR
N
2
2060-03-25
Fixed
4.83000000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
9500000.00000000
PA
10379760.31000000
0.010820968160
Long
DBT
CORP
FR
N
2
2029-10-08
Fixed
0.01000000
N
N
N
N
N
N
Caja Rural de Navarra SCC
95980020140005439549
CAJA RURAL NAV
N/A
3000000.00000000
PA
3435930.98000000
0.003581980568
Long
DBT
CORP
ES
N
2
2025-05-08
Fixed
0.87500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
91300000.00000000
PA
805658.00000000
0.000839903745
Long
DBT
NUSS
JP
N
2
2025-06-13
Fixed
0.48400000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
48222000.00000000
PA
54429915.81000000
0.056743544007
Long
DBT
CORP
N/A
N
2
2025-11-04
None
0.00000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
12149000.00000000
PA
14316934.16000000
0.014925497706
Long
DBT
CORP
NL
N
2
2026-01-26
Fixed
1.62500000
N
N
N
N
N
N
Northern Territory Treasury Corp
254900V4FQ2K6E3VJ628
NORTH'N TER TRSY
N/A
1000000.00000000
PA
775811.96000000
0.000808789053
Long
DBT
NUSS
AU
N
2
2033-04-21
Fixed
3.75000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
1355000.00000000
PA
1537632.08000000
0.001602991522
Long
DBT
CORP
NL
N
2
2023-07-17
Fixed
0.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
DEUT GENOS-HYPBK
N/A
542000.00000000
PA
625796.57000000
0.000652397026
Long
DBT
CORP
DE
N
2
2027-06-30
Fixed
0.75000000
N
N
N
N
N
N
AXA Bank Europe SCF
CVRWQDHDBEPUUVU2FD09
AXA BANK EUROPE
N/A
12700000.00000000
PA
14437293.91000000
0.015050973534
Long
DBT
CORP
FR
N
2
2025-04-18
Fixed
0.50000000
N
N
N
N
N
N
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG
529900ICA8XQYGIKR372
BAWAG PSK
N/A
5200000.00000000
PA
5681354.39000000
0.005922849191
Long
DBT
CORP
AT
N
2
2029-10-02
Fixed
0.01000000
N
N
N
N
N
N
China Government Bond
N/A
CHINA GOVT BOND
N/A
250000000.00000000
PA
39836313.01000000
0.041529617430
Long
DBT
NUSS
CN
N
2
2024-04-08
Fixed
2.84000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BGARIA-FLIRB-REG
N/A
11284000.00000000
PA
14516287.32000000
0.015133324682
Long
DBT
NUSS
BG
N
2
2028-03-21
Fixed
3.00000000
N
N
N
N
N
N
Vonovia SE
5299005A2ZEP6AP7KM81
VONOVIA SE
N/A
6600000.00000000
PA
6809345.71000000
0.007098787536
Long
DBT
CORP
DE
N
2
2041-06-14
Fixed
1.50000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2483000.00000000
PA
2824700.63000000
0.002944768922
Long
DBT
CORP
IT
N
2
2024-07-15
Fixed
0.50000000
N
N
N
N
N
N
Westpac Securities NZ Ltd/London
549300W0N3O6Q4RCKE25
WESTPAC SEC NZ
N/A
3610000.00000000
PA
4072055.18000000
0.004245144216
Long
DBT
CORP
NZ
N
2
2024-06-25
Fixed
0.30000000
N
N
N
N
N
N
Elia Transmission Belgium SA
549300A3EZXECDLW2V25
ELIA TRANS BE
N/A
100000.00000000
PA
129048.24000000
0.000134533636
Long
DBT
CORP
BE
N
2
2029-04-07
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
PEN/USD FWD 20220202
N/A
1.00000000
NC
-426296.91000000
-0.00044441732
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
33000000.00000000
PEN
8142317.85000000
USD
2022-02-02
-426296.91000000
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
1090000000.00000000
PA
11847177.61000000
0.012350760314
Long
DBT
NUSS
JP
N
2
2055-03-19
Fixed
1.86100000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
125935000.00000000
PA
93524537.29000000
0.097499943157
Long
DBT
NUSS
AU
N
2
2030-05-21
Fixed
2.50000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
27031000.00000000
PA
30712802.49000000
0.032018297911
Long
DBT
NUSS
DE
N
2
2026-07-06
Fixed
0.37500000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
4513000.00000000
PA
5193748.29000000
0.005414516636
Long
DBT
CORP
FI
N
2
2025-05-22
Fixed
1.00000000
N
N
N
N
N
N
Ageas SA/NV
5493005DJBML6LY3RV36
AGEAS
N/A
3000000.00000000
PA
3248895.70000000
0.003386995063
Long
DBT
CORP
BE
N
2
2051-11-24
Variable
1.87500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
16426000.00000000
PA
22303860.43000000
0.023251920695
Long
DBT
NUSS
DE
N
2
2033-05-13
Fixed
2.37500000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUES
N/A
2500000.00000000
PA
2725896.93000000
0.002841765417
Long
DBT
CORP
FR
N
2
2030-02-11
Fixed
0.50000000
N
N
N
N
N
N
ASB Finance Ltd/London
549300A8V0FZJN79NH08
ASB FINANCE LTD
N/A
2257000.00000000
PA
2582820.26000000
0.002692607050
Long
DBT
CORP
NZ
N
2
2025-10-09
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
-32068.58000000
-0.00003343170
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
3806945.12000000
USD
25000000.00000000
DKK
2022-02-02
-32068.58000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
6085250000.00000000
PA
60579948.70000000
0.063154993607
Long
DBT
NUSS
JP
N
2
2034-03-20
Fixed
1.50000000
N
N
N
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
66989ZEG9
3800000.00000000
PA
3320017.98000000
0.003461140506
Long
DBT
NUSS
CA
N
2
2062-06-02
Fixed
3.50000000
N
N
N
N
N
N
NORD/LB Luxembourg SA Covered Bond Bank
CAF7KSNT1N0CTA93RI98
NORDLB LX COV
N/A
4600000.00000000
PA
5201398.65000000
0.005422492186
Long
DBT
CORP
LU
N
2
2023-06-15
Fixed
0.37500000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
40000000.00000000
PA
400830.45000000
0.000417868371
Long
DBT
NUSS
JP
N
2
2029-04-27
Fixed
2.29000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
2483000.00000000
PA
3337134.82000000
0.003478984924
Long
DBT
CORP
LU
N
2
2029-12-03
Fixed
2.75000000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
MYLAN NV
N/A
533000.00000000
PA
663251.78000000
0.000691444328
Long
DBT
CORP
US
N
2
2028-11-22
Fixed
3.12500000
N
N
N
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
INFINEON TECH
N/A
4000000.00000000
PA
4658364.82000000
0.004856375859
Long
DBT
CORP
DE
N
2
2029-06-24
Fixed
1.62500000
N
N
N
N
N
N
HOWOGE Wohnungs-baugesellschaft mbH
894500BIY1Z9MG9QB745
HOWOGE WOHNUNGS
N/A
5400000.00000000
PA
5949129.07000000
0.006202006050
Long
DBT
CORP
DE
N
2
2033-11-01
Fixed
1.12500000
N
N
N
N
N
N
Clarion Funding PLC
213800BLOAKXC1BXLJ29
CLARION FND PLC
N/A
702000.00000000
PA
980626.55000000
0.001022309606
Long
DBT
CORP
GB
N
2
2029-01-18
Fixed
2.62500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
11589000.00000000
PA
14205015.49000000
0.014808821759
Long
DBT
CORP
GB
N
2
2035-05-12
Fixed
1.62500000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
N/A
2708000.00000000
PA
3238650.44000000
0.003376314312
Long
DBT
CORP
GB
N
2
2025-03-25
Fixed
2.75000000
N
N
N
N
N
N
Land Securities Capital Markets PLC
213800ZNMO2OSVLXAK89
LAND SECURITIES
N/A
282000.00000000
PA
385818.59000000
0.000402218409
Long
DBT
CORP
GB
N
2
2029-03-29
Fixed
2.37500000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
94989000.00000000
PA
23043391.84000000
0.024022887037
Long
DBT
NUSS
MY
N
2
2023-03-15
Fixed
3.48000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALM CO
N/A
217000.00000000
PA
234610.08000000
0.000244582546
Long
DBT
CORP
US
N
2
2039-11-12
Fixed
0.87500000
N
N
N
N
N
N
Pearson Funding PLC
2138001ZJKQ5U81RMY52
PEARSON FUNDING
N/A
1193000.00000000
PA
1683068.46000000
0.001754609901
Long
DBT
CORP
GB
N
2
2030-06-04
Fixed
3.75000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
21846000.00000000
PA
27140376.38000000
0.028294020275
Long
DBT
NUSS
ES
Y
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
Shaw Communications Inc
549300SCT0RG6178CI40
SHAW COMMUNICAT
82028KAQ4
4856000.00000000
PA
4803824.21000000
0.005008018226
Long
DBT
CORP
CA
N
2
2039-11-09
Fixed
6.75000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
4513000.00000000
PA
6198210.28000000
0.006461674844
Long
DBT
NUSS
DE
N
2
2047-05-16
Fixed
1.65000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3559610.52000000
-0.00371091729
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
500000000.00000000
EUR
558512000.00000000
USD
2022-03-02
-3559610.52000000
N
N
N
Quadgas Finance PLC
549300VISZ55A4JZIN65
QUADGAS FIN PLC
N/A
2121000.00000000
PA
2923786.03000000
0.003048066101
Long
DBT
CORP
GB
N
2
2029-09-17
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
3597453.69000000
0.003750369052
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
558150000.00000000
USD
500000000.00000000
EUR
2022-02-02
3597453.69000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
2685000000.00000000
PA
27137174.61000000
0.028290682408
Long
DBT
NUSS
JP
N
2
2031-06-20
Fixed
1.90000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20220202
N/A
1.00000000
NC
-91408.53000000
-0.00009529399
N/A
DFE
N/A
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
5040791.00000000
USD
7000000.00000000
AUD
2022-02-02
-91408.53000000
N
N
N
Hungary Government Bond
N/A
HUNGARY GOVT
N/A
2724420000.00000000
PA
8870913.53000000
0.009247985501
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
9386000.00000000
PA
12488661.56000000
0.013019511536
Long
DBT
CORP
N/A
N
2
2023-07-24
Fixed
0.50000000
N
N
N
N
N
N
Cie de Financement Foncier SA
DKGVVH5FKILG8R13CO13
CIE FIN FONCIER
N/A
4600000.00000000
PA
5088553.52000000
0.005304850398
Long
DBT
CORP
FR
N
2
2027-11-10
Fixed
0.01000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
1670000.00000000
PA
1844728.29000000
0.001923141334
Long
DBT
CORP
DE
N
2
2036-05-20
Fixed
0.37500000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
3610000.00000000
PA
4067256.52000000
0.004240141582
Long
DBT
CORP
FI
N
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
N/A
3484000.00000000
PA
3505824.64000000
0.003654845167
Long
DBT
NUSS
MX
N
2
2033-10-25
Fixed
1.45000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INT INC
N/A
11562000.00000000
PA
12219843.46000000
0.012739266905
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
0.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
N/A
4558000.00000000
PA
5016854.49000000
0.005230103690
Long
DBT
CORP
SE
N
2
2026-09-03
Fixed
0.05000000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
ARKEMA
N/A
10000000.00000000
PA
11124641.20000000
0.011597511370
Long
DBT
CORP
FR
N
2
2026-10-14
Fixed
0.12500000
N
N
N
N
N
N
Gecina SA
9695003E4MMA10IBTR26
GECINA
N/A
4200000.00000000
PA
4882595.84000000
0.005090138167
Long
DBT
CORP
FR
N
2
2025-01-20
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5571041.68000000
0.005807847468
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
450000000.00000000
EUR
511143750.00000000
USD
2022-02-02
5571041.68000000
N
N
N
Reckitt Benckiser Treasury Services Nederland BV
54930007FVPKN1NNHV37
RECKITT BEN TSY
BJ4447691
2257000.00000000
PA
2531238.00000000
0.002638832206
Long
DBT
CORP
NL
Y
2
2026-05-19
Fixed
0.37500000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
AZ1865510
3000000.00000000
PA
3397084.31000000
0.003541482660
Long
DBT
CORP
FR
N
2
2024-06-24
Fixed
0.50000000
N
N
N
N
N
N
Sweden Government Bond
N/A
SWEDISH GOVRNMNT
N/A
156005000.00000000
PA
17314934.68000000
0.018050932899
Long
DBT
NUSS
SE
N
2
2026-11-12
Fixed
1.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
N/A
100000.00000000
PA
113893.61000000
0.000118734834
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
0.62500000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
ZQ6650134
17318000.00000000
PA
18896450.44000000
0.019699673445
Long
DBT
NUSS
DE
N
2
2039-11-25
Fixed
0.50000000
N
N
N
N
N
N
Digital Euro Finco LLC
635400OUEAPTXSW3SC91
DIGITAL EURO FIN
N/A
11733000.00000000
PA
13112601.44000000
0.013669972951
Long
DBT
CORP
US
N
2
2028-04-09
Fixed
1.12500000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
2257000.00000000
PA
2677189.46000000
0.002790987560
Long
DBT
NUSS
FR
N
2
2023-04-25
Fixed
4.12500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
7672000.00000000
PA
9034271.18000000
0.009418286922
Long
DBT
CORP
LU
N
2
2024-06-27
Fixed
1.75000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
225650000.00000000
PA
2328780.75000000
0.002427769196
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
2.20000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
592179JZ9
3264000.00000000
PA
2657192.83000000
0.002770140942
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
3.39400000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAY9
5664000.00000000
PA
6683059.94000000
0.006967133793
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.20000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
8831000.00000000
PA
10554839.50000000
0.011003489363
Long
DBT
CORP
DE
N
2
2026-10-16
Fixed
2.25000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
2300000.00000000
PA
2674253.90000000
0.002787927219
Long
DBT
CORP
NL
N
2
2026-06-10
Fixed
1.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4732610.52000000
-0.00493377748
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
557339000.00000000
USD
2022-03-02
-4732610.52000000
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
AHOLD DELHAIZE
N/A
5000000.00000000
PA
5950023.31000000
0.006202938301
Long
DBT
CORP
NL
N
2
2027-04-02
Fixed
1.75000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
11184000.00000000
PA
12910575.20000000
0.013459359271
Long
DBT
CORP
JE
N
2
2027-10-12
Fixed
1.50000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
458182EC2
2848000.00000000
PA
2097773.87000000
0.002186943009
Long
DBT
CORP
N/A
N
2
2027-08-27
Fixed
0.87500000
N
N
N
N
N
N
Alectra Inc
5493008DXEYO6JTJEB46
ALECTRA INC
014443AC9
750000.00000000
PA
636763.90000000
0.000663830539
Long
DBT
CORP
CA
N
2
2042-07-30
Fixed
3.95800000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
372800000.00000000
PA
3260695.78000000
0.003399296723
Long
DBT
NUSS
JP
N
2
2023-04-28
Fixed
0.54100000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
37458000.00000000
PA
41052737.51000000
0.042797747945
Long
DBT
CORP
N/A
N
2
2031-01-14
None
0.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
3000000.00000000
PA
3141858.41000000
0.003275407986
Long
DBT
CORP
CH
N
2
2033-02-24
Fixed
0.62500000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAV0
1700000.00000000
PA
1354767.27000000
0.001412353759
Long
DBT
CORP
CA
N
2
2026-08-10
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
7562000.00000000
PA
8711144.67000000
0.009081425418
Long
DBT
CORP
BE
N
2
2027-07-01
Fixed
1.12500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
69000.00000000
PA
43923.72000000
0.000045790766
Long
DBT
NUSS
AU
N
2
2050-08-24
Fixed
2.45000000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
IBERDROLA INTL
N/A
13300000.00000000
PA
14954772.43000000
0.015590448283
Long
DBT
CORP
NL
N
2
2170-04-28
Variable
1.87400000
N
N
N
N
N
N
Aster Treasury Plc
213800P9VSYTW2S14R80
ASTER TREASURY P
N/A
2000000.00000000
PA
2395048.89000000
0.002496854166
Long
DBT
CORP
GB
N
2
2036-01-27
Fixed
1.40500000
N
N
N
N
N
N
Eurocaja Rural SCC
95980020140005552166
EUROCAJA RURAL
N/A
2300000.00000000
PA
2633712.21000000
0.002745662242
Long
DBT
CORP
ES
N
2
2024-05-27
Fixed
0.87500000
N
N
N
N
N
N
Lower Mattagami Energy LP
549300GKT6WU4LUC2K28
LOWER MATTAGAMI
548243AF1
245000.00000000
PA
237748.90000000
0.000247854786
Long
DBT
CORP
CA
N
2
2043-09-21
Fixed
4.94400000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
459058KF9
5062000.00000000
PA
3946420.66000000
0.004114169405
Long
DBT
CORP
N/A
N
2
2027-01-19
Fixed
1.80000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
2708000.00000000
PA
3182915.14000000
0.003318209896
Long
DBT
NUSS
NL
N
2
2028-03-01
Fixed
1.00000000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
633000.00000000
PA
1168853.08000000
0.001218536997
Long
DBT
NUSS
FR
N
2
2035-01-31
Fixed
5.25000000
N
N
N
N
N
N
ETSA Utilities Finance Pty Ltd
254900XBG17MF5UNCY48
ETSA UTILITIES
N/A
300000.00000000
PA
220839.12000000
0.000230226230
Long
DBT
CORP
AU
N
2
2024-08-29
Fixed
3.50000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
1399000.00000000
PA
1771082.44000000
0.001846365052
Long
DBT
CORP
NL
N
2
2027-10-20
Fixed
1.00000000
N
N
N
N
N
N
UNEDIC ASSEO
969500V3L9W19NIA5E82
UNEDIC
N/A
6500000.00000000
PA
7468967.83000000
0.007786447920
Long
DBT
NUSS
FR
N
2
2026-03-03
Fixed
0.62500000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
98274000.00000000
PA
111072645.16000000
0.115793960635
Long
DBT
NUSS
ES
N
2
2023-04-30
None
0.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-721857.95000000
-0.00075254164
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
58910998.23000000
USD
51792972.00000000
EUR
2022-02-02
-721857.95000000
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
8000000.00000000
PA
8806566.34000000
0.009180903134
Long
DBT
CORP
IT
N
2
2026-01-19
Fixed
0.32500000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
210735000.00000000
PA
51812020.54000000
0.054014371029
Long
DBT
NUSS
MY
N
2
2025-09-15
Fixed
3.95500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
7620000.00000000
PA
9108674.31000000
0.009495852673
Long
DBT
NUSS
RO
N
2
2025-10-29
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220303
N/A
1.00000000
NC
-141240.81000000
-0.00014724447
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
199798118187.00000000
KRW
165451948.25000000
USD
2022-03-03
-141240.81000000
N
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
N/A
3000000.00000000
PA
3605190.00000000
0.003758434206
Long
DBT
CORP
DE
N
2
2027-02-22
Fixed
1.75000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
5055000.00000000
PA
5750866.01000000
0.005995315511
Long
DBT
CORP
NL
N
2
2023-10-06
Fixed
0.62500000
N
N
N
N
N
N
Brookfield Infrastructure Finance ULC
N/A
BROOKFLD INF ULC
11291ZAG2
1604000.00000000
PA
1175771.56000000
0.001225749558
Long
DBT
CORP
CA
N
2
2032-09-01
Fixed
2.85500000
N
N
N
N
N
N
LEG Immobilien SE
391200SO40AKONBO0Z96
LEG IMMOBILIEN
N/A
300000.00000000
PA
342867.16000000
0.000357441261
Long
DBT
CORP
DE
N
2
2024-01-23
Fixed
1.25000000
N
N
N
N
N
N
VW Credit Canada Inc
5493008EKOD7VIY3LM85
VW CREDIT CANADA
918423AY0
2800000.00000000
PA
2121210.09000000
0.002211375422
Long
DBT
CORP
CA
N
2
2025-09-23
Fixed
1.50000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
47733000.00000000
PA
54487161.98000000
0.056803223515
Long
DBT
NUSS
IT
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
37236000.00000000
PA
31694776.59000000
0.033042012347
Long
DBT
NUSS
AU
N
2
2037-04-21
Fixed
3.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEE0
4385000.00000000
PA
5665962.98000000
0.005906803545
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.87500000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBC9
3698000.00000000
PA
4193724.32000000
0.004371985092
Long
DBT
CORP
US
N
2
2023-05-21
Fixed
0.75000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
43000.00000000
PA
49787.52000000
0.000051903815
Long
DBT
NUSS
DE
N
2
2025-01-16
Fixed
1.00000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
7152000.00000000
PA
8175790.62000000
0.008523315311
Long
DBT
CORP
DE
N
2
2025-03-13
Fixed
0.62500000
N
N
N
N
N
N
Autonomous Community of Madrid Spain
959800KASH3LCM57Q344
COMUNIDAD MADRID
N/A
1780000.00000000
PA
1968208.88000000
0.002051870658
Long
DBT
NUSS
ES
N
2
2030-04-30
Fixed
0.41900000
N
N
N
N
N
N
Argenta Spaarbank NV
A6NZLYKYN1UV7VVGFX65
ARGENTA SPBNK
N/A
3000000.00000000
PA
3377357.98000000
0.003520917831
Long
DBT
CORP
BE
N
2
2027-01-29
Fixed
1.00000000
N
N
N
N
N
N
Severn Trent Utilities Finance PLC
213800KY9PT6WBH33232
SEVERN TRENT FIN
N/A
542000.00000000
PA
674100.89000000
0.000702754596
Long
DBT
CORP
GB
N
2
2040-06-02
Fixed
2.00000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
87709350000.00000000
PA
68976502.71000000
0.071908456200
Long
DBT
NUSS
KR
N
2
2031-06-10
Fixed
2.00000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
406000.00000000
PA
554840.79000000
0.000578425160
Long
DBT
CORP
LU
N
2
2023-11-30
Fixed
2.25000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
100000.00000000
PA
117416.73000000
0.000122407710
Long
DBT
CORP
NL
N
2
2027-01-25
Fixed
1.75000000
N
N
N
N
N
N
Ausgrid Finance Pty Ltd
549300DN8D7YR73BKB57
AUSGRID FINANCE
N/A
6450000.00000000
PA
4757809.16000000
0.004960047235
Long
DBT
CORP
AU
N
2
2024-10-30
Fixed
3.75000000
N
N
N
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAH1
1806000.00000000
PA
1450295.36000000
0.001511942419
Long
DBT
CORP
CA
N
2
2023-06-05
Fixed
3.35800000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
20000.00000000
PA
23040.76000000
0.000024020143
Long
DBT
CORP
DE
N
2
2027-11-15
Fixed
0.87500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
3200000.00000000
PA
3508940.22000000
0.003658093179
Long
DBT
CORP
FR
N
2
2028-02-19
Variable
0.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
1986000.00000000
PA
2338104.21000000
0.002437488964
Long
DBT
CORP
NL
N
2
2027-02-03
Fixed
1.37500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DF6
1212000.00000000
PA
1061530.08000000
0.001106652066
Long
DBT
NUSS
CA
N
2
2042-12-13
Fixed
3.80000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
7266000.00000000
PA
8252419.00000000
0.008603200900
Long
DBT
CORP
DK
N
2
2023-06-02
Fixed
0.75000000
N
N
N
N
N
N
Federation des Caisses Desjardins du Quebec
549300B2Q47IR0CR5B54
CAISS DESJARDINS
31430WCG7
5851000.00000000
PA
4626001.79000000
0.004822637188
Long
DBT
CORP
CA
N
2
2024-10-04
Fixed
2.41700000
N
N
N
N
N
N
Gwynt y Mor OFTO PLC
213800ZY75FRI51F4U25
GWYNT Y MOR OFTO
N/A
698602.96000000
PA
951401.40000000
0.000991842195
Long
DBT
CORP
GB
N
2
2034-02-17
Fixed
2.77800000
N
N
N
N
N
N
Fondo De Titulizacion Del Deficit Del Sistema Electrico FTA
95980020140005708045
FADE
N/A
11700000.00000000
PA
13413218.65000000
0.013983368363
Long
DBT
NUSS
ES
N
2
2023-12-17
Fixed
0.85000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BD7
1715000.00000000
PA
1911115.93000000
0.001992350883
Long
DBT
CORP
US
N
2
2028-05-05
Fixed
0.50000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
3295000.00000000
PA
3706230.24000000
0.003863769318
Long
DBT
NUSS
NL
N
2
2026-04-11
Fixed
0.12500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DX7
1593000.00000000
PA
1214946.00000000
0.001266589168
Long
DBT
NUSS
CA
N
2
2051-04-29
Fixed
2.90000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
8976000.00000000
PA
9802013.04000000
0.010218662844
Long
DBT
CORP
DK
N
2
2029-06-09
Variable
0.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2753000.00000000
PA
3305774.59000000
0.003446291678
Long
DBT
CORP
IT
N
2
2023-10-30
Fixed
4.00000000
N
N
N
N
N
N
Morhomes PLC
213800YN2RFMRU87SB68
MORHOMES PLC
N/A
813000.00000000
PA
1173356.41000000
0.001223231748
Long
DBT
CORP
GB
N
2
2040-02-19
Fixed
3.40000000
N
N
N
N
N
N
BG Energy Capital PLC
S2M8QDKEE05NZN8JD460
BG ENERGY CAP
EI8604791
2000000.00000000
PA
3379435.68000000
0.003523083847
Long
DBT
CORP
GB
N
2
2036-11-04
Fixed
5.00000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
5867000.00000000
PA
6411526.99000000
0.006684058913
Long
DBT
CORP
FI
N
2
2029-11-12
Fixed
0.62500000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CRC2
1852000.00000000
PA
1414698.53000000
0.001474832490
Long
DBT
NUSS
CA
N
2
2031-06-22
Fixed
2.15000000
N
N
N
N
N
N
Caisse d'Amortissement de la Dette Sociale
969500P04DQJS4BPM574
CAISSE AMORT DET
N/A
10000000.00000000
PA
11180093.58000000
0.011655320840
Long
DBT
NUSS
FR
N
2
2026-11-25
None
0.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
060505FG4
2921000.00000000
PA
2357737.95000000
0.002457957267
Long
DBT
CORP
US
N
2
2025-09-20
Variable
3.40700000
N
N
N
N
N
N
Autobahnen- und Schnell- strassen-Finanzierungs AG
529900B2JGN28UCEQ136
ASFINAG
N/A
4061000.00000000
PA
4476384.34000000
0.004666660016
Long
DBT
NUSS
AT
N
2
2029-07-09
Fixed
0.10000000
N
N
N
N
N
N
Slovenia Government Bond
N/A
REP OF SLOVENIA
N/A
2257000.00000000
PA
2752390.60000000
0.002869385241
Long
DBT
NUSS
SI
N
2
2025-07-28
Fixed
2.12500000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
3000000.00000000
PA
3285123.27000000
0.003424762542
Long
DBT
CORP
IT
N
2
2028-06-14
Fixed
0.37500000
N
N
N
N
N
N
Yorkshire Building Society
WXD0EHQRPI7HKN3I5T57
YORKSHRE BLD SOC
N/A
15478000.00000000
PA
17045151.95000000
0.017769682635
Long
DBT
CORP
GB
N
2
2027-10-13
Fixed
0.01000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
33807000.00000000
PA
25805557.89000000
0.026902463249
Long
DBT
NUSS
SG
N
2
2036-08-01
Fixed
2.25000000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
N/A
2257000.00000000
PA
2523709.97000000
0.002630984186
Long
DBT
CORP
DE
N
2
2028-08-31
Fixed
0.25000000
N
N
N
N
N
N
Caisse de Refinancement de l'Habitat SA
969500TVVZM86W7W5I94
CSSE REFIN L'HAB
N/A
4600000.00000000
PA
5079435.33000000
0.005295344626
Long
DBT
CORP
FR
N
2
2028-02-07
Fixed
0.01000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
813000.00000000
PA
976592.37000000
0.001018103947
Long
DBT
CORP
AU
N
2
2025-06-06
Fixed
2.25000000
N
N
N
N
N
N
BMW Finance NV
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
6769000.00000000
PA
7591324.20000000
0.007914005237
Long
DBT
CORP
NL
N
2
2027-01-14
Fixed
0.37500000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
LEGRAND SA
N/A
700000.00000000
PA
762700.49000000
0.000795120260
Long
DBT
CORP
FR
N
2
2031-10-06
Fixed
0.37500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
1850000.00000000
PA
2112352.64000000
0.002202141473
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
1068282000.00000000
PA
34216560.70000000
0.035670988811
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PHW6
15160000.00000000
PA
11179815.14000000
0.011655030564
Long
DBT
NUSS
CA
Y
2
2031-12-15
Fixed
1.60000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
6600000.00000000
PA
7338890.95000000
0.007650841920
Long
DBT
CORP
LU
N
2
2028-07-09
Fixed
1.45000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
ALBERTA PROVINCE
013051DM6
10910000.00000000
PA
8864882.46000000
0.009241698071
Long
DBT
NUSS
CA
N
2
2024-06-01
Fixed
3.10000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
1986000.00000000
PA
2389714.58000000
0.002491293113
Long
DBT
NUSS
HU
N
2
2027-10-10
Fixed
1.75000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854GY8
2708000.00000000
PA
2609332.64000000
0.002720246380
Long
DBT
NUSS
CA
N
2
2029-03-05
Fixed
5.75000000
N
N
N
N
N
N
City of Ottawa Ontario
5493007HQAUURLO7D125
OTTAWA CITY OF
689551FG9
2469000.00000000
PA
1718823.92000000
0.001791885203
Long
DBT
NUSS
CA
N
2
2051-05-11
Fixed
2.50000000
N
N
N
N
N
N
Novartis Finance SA
549300J537IQK62XT333
NOVARTIS FINANCE
N/A
9071000.00000000
PA
10250117.39000000
0.010685814566
Long
DBT
CORP
LU
N
2
2023-09-20
Fixed
0.12500000
N
N
N
N
N
N
Lendlease Finance Ltd
5493002EE2IQRQ3JUP44
LENDLEASE FIN
N/A
1000000.00000000
PA
703451.75000000
0.000733353060
Long
DBT
CORP
AU
N
2
2027-10-27
Fixed
3.40000000
N
N
N
N
N
N
VW Credit Canada Inc
5493008EKOD7VIY3LM85
VW CREDIT CANADA
918423AQ7
3836000.00000000
PA
3067035.23000000
0.003197404331
Long
DBT
CORP
CA
N
2
2023-03-29
Fixed
3.25000000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
7400000.00000000
PA
8523573.09000000
0.008885880816
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
0.75000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
600000.00000000
PA
676577.07000000
0.000705336030
Long
DBT
CORP
DE
N
2
2023-06-05
Fixed
0.10100000
N
N
N
N
N
N
Babcock International Group PLC
213800TSKOLX4EU6L377
BABCOCK INTL GRP
N/A
1108000.00000000
PA
1252939.54000000
0.001306197683
Long
DBT
CORP
GB
N
2
2022-10-06
Fixed
1.75000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852PJ4
2701000.00000000
PA
2160252.00000000
0.002252076869
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
-2292546.31000000
-0.00238999455
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
564040000.00000000
USD
500000000.00000000
EUR
2022-02-02
-2292546.31000000
N
N
N
Meadowhall Finance PLC
213800TPCOG55GYF9V34
MEADOWHALL
N/A
423192.00000000
PA
635563.47000000
0.000662579083
Long
DBT
CORP
GB
N
2
2037-07-12
Fixed
4.98600000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
7311000.00000000
PA
8673887.55000000
0.009042584626
Long
DBT
CORP
NL
N
2
2025-04-22
Fixed
2.00000000
N
N
N
N
N
N
Russian Railways Via RZD Capital PLC
N/A
RUSSIAN RAIL
ZS6951231
3391000.00000000
PA
3632585.15000000
0.003786993829
Long
DBT
CORP
IE
N
2
2027-05-23
Fixed
2.20000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CD9
4615000.00000000
PA
6309096.95000000
0.006577274925
Long
DBT
CORP
GB
N
2
2030-05-29
Variable
3.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
4000000.00000000
PA
4425134.73000000
0.004613231961
Long
DBT
CORP
ES
N
2
2026-11-18
Variable
0.37500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
8769000.00000000
PA
10233787.45000000
0.010668790496
Long
DBT
CORP
GB
N
2
2026-05-21
Fixed
1.25000000
N
N
N
N
N
N
Aareal Bank AG
EZKODONU5TYHW4PP1R34
AAREAL BANK AG
N/A
2257000.00000000
PA
2548717.35000000
0.002657054543
Long
DBT
CORP
DE
N
2
2024-02-01
Fixed
0.12500000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
INTL FIN CORP
N/A
1969000.00000000
PA
1471569.48000000
0.001534120828
Long
DBT
CORP
N/A
N
2
2029-06-26
Fixed
3.15000000
N
N
N
N
N
N
Admiral Group PLC
213800FGVM7Z9EJB2685
ADMIRAL GROUP
N/A
1084000.00000000
PA
1555425.92000000
0.001621541717
Long
DBT
CORP
GB
N
2
2024-07-25
Fixed
5.50000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
COMMERZBANK AG
N/A
3159000.00000000
PA
3837113.83000000
0.004000216319
Long
DBT
CORP
DE
N
2
2034-01-09
Fixed
1.25000000
N
N
N
N
N
N
Nationale-Nederlanden Bank NV/The Netherlands
724500BICUQ0LF1AH770
NN BANK NV NETH
N/A
300000.00000000
PA
341025.97000000
0.000355521809
Long
DBT
CORP
NL
N
2
2056-10-10
Fixed
0.50000000
N
N
N
N
N
N
AyT Cedulas Cajas X Fondo de Titulizacion de Activos
9598009V83A3SZ7DSS06
AYT CEDULAS CAJA
N/A
4600000.00000000
PA
5771847.95000000
0.006017189321
Long
DBT
CORP
ES
N
2
2025-06-30
Fixed
3.75000000
N
N
N
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR NEDERLAND NV
N/A
1355000.00000000
PA
1729744.27000000
0.001803269739
Long
DBT
CORP
NL
N
2
2045-09-29
Variable
5.12500000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
4100000.00000000
PA
4747956.29000000
0.004949775554
Long
DBT
CORP
JE
N
2
2026-10-15
Fixed
1.50000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
N/A
6769000.00000000
PA
7623282.68000000
0.007947322162
Long
DBT
CORP
CA
N
2
2022-07-25
None
0.00000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST
N/A
90260000.00000000
PA
9831726.40000000
0.010249639216
Long
DBT
NUSS
SE
N
2
2024-10-02
Fixed
1.00000000
N
N
N
N
N
N
Banca Monte dei Paschi di Siena SpA
J4CP7MHCXR8DAQMKIL78
MONTE DEI PASCHI
N/A
2546000.00000000
PA
3044841.98000000
0.003174267722
Long
DBT
CORP
IT
N
2
2024-07-16
Fixed
2.87500000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
2260000.00000000
PA
2534686.65000000
0.002642427446
Long
DBT
CORP
CH
N
2
2039-03-04
Fixed
0.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
N/A
210000.00000000
PA
157717.81000000
0.000164421850
Long
DBT
CORP
US
N
2
2026-01-19
Fixed
4.10000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
9567000.00000000
PA
10731664.17000000
0.011187830240
Long
DBT
NUSS
CH
N
2
2024-06-11
Fixed
1.25000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
82664000.00000000
PA
85361925.10000000
0.088990366444
Long
DBT
NUSS
FR
Y
2
2053-05-25
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220302
N/A
1.00000000
NC
819637.51000000
0.000854477476
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
7698129053.00000000
THB
231993642.82000000
USD
2022-03-02
819637.51000000
N
N
N
Plenary Properties LTAP LP
N/A
PLENARY PROPERTI
72908VAB9
2311113.35000000
PA
2316093.93000000
0.002414543103
Long
DBT
CORP
CA
N
2
2044-01-31
Fixed
6.28800000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJN3
976000.00000000
PA
1081886.37000000
0.001127873632
Long
DBT
CORP
US
N
2
2026-03-04
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20220202
N/A
1.00000000
NC
-1206114.07000000
-0.00125738182
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
13546000000.00000000
JPY
116505088.17000000
USD
2022-02-02
-1206114.07000000
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087N26
68905000.00000000
PA
52667346.89000000
0.054906054355
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
1.50000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVST BNK
N/A
8643000.00000000
PA
11581959.42000000
0.012074268612
Long
DBT
CORP
N/A
N
2
2023-12-15
Fixed
1.12500000
N
N
N
N
N
N
Pearson Funding PLC
2138001ZJKQ5U81RMY52
PEARSON FUNDING
N/A
217000.00000000
PA
250134.81000000
0.000260767179
Long
DBT
CORP
GB
N
2
2025-05-06
Fixed
1.37500000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
6800000.00000000
PA
7865067.10000000
0.008199384005
Long
DBT
CORP
ES
N
2
2026-11-22
Fixed
0.87500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
25744000.00000000
PA
29575042.35000000
0.030832175507
Long
DBT
NUSS
HU
N
2
2032-04-28
Fixed
1.62500000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Mar22
N/A
-221.00000000
NC
109721.76000000
0.000114385654
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Eurex 10 Year Euro BUND Future
2022-03-08
-41780136.48000000
EUR
109721.76000000
N
N
N
Telereal Securitisation PLC
213800HO84XTEA5NZO43
TELEREAL SECUR
N/A
250800.00000000
PA
395551.22000000
0.000412364739
Long
DBT
CORP
GB
N
2
2033-12-10
Fixed
6.16450000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
2800000.00000000
PA
3184315.46000000
0.003319669739
Long
DBT
CORP
FR
N
2
2026-04-22
Variable
1.00000000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
1967129000.00000000
PA
21645938.21000000
0.022566032468
Long
DBT
NUSS
RU
N
2
2027-10-06
Fixed
6.00000000
N
N
N
N
N
N
Hydro One Inc
549300X54QEYZVDC8R04
HYDRO ONE INC
44810ZAR1
904000.00000000
PA
885402.98000000
0.000923038410
Long
DBT
CORP
CA
N
2
2046-10-19
Fixed
5.00000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
780086SA3
3159000.00000000
PA
2441150.15000000
0.002544915032
Long
DBT
CORP
CA
N
2
2030-06-30
Variable
2.08800000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148RL9
13846000.00000000
PA
14770085.84000000
0.015397911302
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
5.75000000
N
N
N
N
N
N
Argentum Netherlands BV for Givaudan SA
N/A
ARGENTUM NETH
N/A
1300000.00000000
PA
1589740.45000000
0.001657314839
Long
DBT
CORP
NL
N
2
2030-09-17
Fixed
2.00000000
N
N
N
N
N
N
BNP Paribas Home Loan SFH SA
969500O7DJZNM0F0Z036
BNP PARIBAS HOME
N/A
2257000.00000000
PA
2596206.85000000
0.002706562658
Long
DBT
CORP
FR
N
2
2024-11-14
Fixed
0.87500000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
108834000.00000000
PA
81559541.38000000
0.085026356493
Long
DBT
NUSS
AU
N
2
2025-04-21
Fixed
3.25000000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
N/A
7200000.00000000
PA
8590314.29000000
0.008955458954
Long
DBT
CORP
FR
N
2
2030-04-02
Fixed
1.37500000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
500000000.00000000
PA
4428310.31000000
0.004616542524
Long
DBT
NUSS
JP
N
2
2038-09-30
Fixed
0.62500000
N
N
N
N
N
N
Eversholt Funding PLC
5493002X7O83FCJVYO69
EVERSHOLT FUND
N/A
1535000.00000000
PA
2210293.07000000
0.002304245013
Long
DBT
CORP
GB
N
2
2042-08-07
Fixed
3.52900000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
7000000.00000000
PA
7931276.07000000
0.008268407290
Long
DBT
CORP
NL
N
2
2027-03-19
Fixed
0.50000000
N
N
N
N
N
N
CU Inc
549300N7TTF71B34GI65
CU INC
12657ZBE2
3037000.00000000
PA
2586489.73000000
0.002696432497
Long
DBT
CORP
CA
N
2
2044-09-02
Fixed
4.08500000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTC
N/A
1262000.00000000
PA
1989225.31000000
0.002073780424
Long
DBT
CORP
GB
N
2
2034-07-03
Fixed
4.37500000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
2301000.00000000
PA
2671040.63000000
0.002784577364
Long
DBT
CORP
NL
N
2
2024-12-07
Fixed
1.50000000
N
N
N
N
N
N
OMERS Realty Corp
N/A
OMERS REALTY CRP
68214WAN8
2250000.00000000
PA
1800593.15000000
0.001877130161
Long
DBT
CORP
CA
N
2
2024-02-23
Fixed
2.85800000
N
N
N
N
N
N
Power Financial Corp
549300RD0SS3HPUKXF62
POWER FINANCIAL
73927CAB6
566000.00000000
PA
562543.67000000
0.000586455463
Long
DBT
CORP
CA
N
2
2033-03-11
Fixed
6.90000000
N
N
N
N
N
N
Suez SA
549300JQIZM6CL7POC81
SUEZ ENVIRON
N/A
2200000.00000000
PA
2794839.48000000
0.002913638477
Long
DBT
CORP
FR
N
2
2024-07-22
Fixed
5.50000000
N
N
N
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WPC EUROBOND
92940NAA7
2844000.00000000
PA
3331050.03000000
0.003472641490
Long
DBT
CORP
NL
N
2
2024-07-19
Fixed
2.25000000
N
N
N
N
N
N
Hera SpA
8156009414FD99443B48
HERA SPA
N/A
2708000.00000000
PA
3843656.01000000
0.004007036584
Long
DBT
CORP
IT
N
2
2028-01-29
Fixed
5.20000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5156353.69000000
0.005375532520
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
556591100.00000000
USD
500000000.00000000
EUR
2022-02-02
5156353.69000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
4434000.00000000
PA
5040353.36000000
0.005254601416
Long
DBT
CORP
DE
N
2
2028-02-20
Fixed
0.75000000
N
N
N
N
N
N
Land Thueringen
529900T1ZDSQA2OKWE72
THUERINGEN LAND
N/A
6769000.00000000
PA
7627269.79000000
0.007951478751
Long
DBT
NUSS
DE
N
2
2026-10-26
Fixed
0.20000000
N
N
N
N
N
N
Housing & Care 21
2138006KF8SVD28K9813
HOUSING AND CARE
AP7311065
880000.00000000
PA
1320782.18000000
0.001376924080
Long
DBT
CORP
GB
N
2
2049-11-08
Fixed
3.28800000
N
N
N
N
N
N
Eastern Power Networks PLC
213800U5R8Q5KGM2KU56
EDF NRG NET EPN
N/A
1355000.00000000
PA
1972868.52000000
0.002056728363
Long
DBT
CORP
GB
N
2
2024-03-08
Fixed
5.75000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
43000000000.00000000
PA
42989448.86000000
0.044816782222
Long
DBT
NUSS
KR
N
2
2029-12-10
Fixed
5.50000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
4800000.00000000
PA
5150534.84000000
0.005369466331
Long
DBT
CORP
LU
N
2
2026-07-16
None
0.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
10538000.00000000
PA
11307427.96000000
0.011788067765
Long
DBT
CORP
US
N
2
2033-03-18
Fixed
1.00000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
6400000.00000000
PA
7914640.42000000
0.008251064516
Long
DBT
CORP
ES
N
2
2027-02-10
Fixed
3.50000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SO AUST GOV FIN
N/A
6367000.00000000
PA
4127408.30000000
0.004302850206
Long
DBT
NUSS
AU
N
2
2036-05-23
Fixed
2.00000000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
435629000.00000000
PA
14537322.43000000
0.015155253922
Long
DBT
NUSS
TH
N
2
2027-12-17
Fixed
3.58000000
N
N
N
N
N
N
Pfandbriefzentrale der schweizerischen Kantonalbanken AG
506700TO413KE9G6WX83
PFANDBRIEFZENT
N/A
14590000.00000000
PA
17136285.25000000
0.017864689697
Long
DBT
CORP
CH
N
2
2029-05-21
Fixed
1.50000000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
8800000.00000000
PA
10567545.27000000
0.011016735211
Long
DBT
CORP
FR
N
2
2030-04-01
Fixed
1.50000000
N
N
N
N
N
N
State of Hesse
529900P5TAD0ABFTMV10
LAND HESSEN
N/A
17123000.00000000
PA
19282516.14000000
0.020102149468
Long
DBT
NUSS
DE
N
2
2024-09-15
Fixed
0.00000000
N
N
N
N
N
N
Deutsche Pfandbriefbank AG
DZZ47B9A52ZJ6LT6VV95
DT PFANDBRIEFBAN
N/A
31200000.00000000
PA
35759462.63000000
0.037279474187
Long
DBT
CORP
DE
N
2
2027-08-30
Fixed
0.62500000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
3520000.00000000
PA
4362583.87000000
0.004548022280
Long
DBT
CORP
LU
N
2
2028-11-13
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5137453.69000000
0.005355829146
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
556610000.00000000
USD
500000000.00000000
EUR
2022-02-02
5137453.69000000
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
4260000.00000000
PA
3027735.01000000
0.003156433594
Long
DBT
NUSS
AU
N
2
2029-05-22
Fixed
2.25000000
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KHFC
N/A
6543000.00000000
PA
7289242.27000000
0.007599082845
Long
DBT
NUSS
KR
Y
2
2025-07-07
Fixed
0.01000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
361000000.00000000
PA
17428347.78000000
0.018169166799
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
Nissan Canada Inc
2549009CAAU9H0OI9I95
NISSAN CANADA
65479EAC8
2581000.00000000
PA
1992334.85000000
0.002077022140
Long
DBT
CORP
CA
N
2
2024-03-18
Fixed
1.62600000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
48510000.00000000
PA
116143254.62000000
0.121080104234
Long
DBT
NUSS
GB
N
2
2060-01-22
Fixed
4.00000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK AB
N/A
5780000.00000000
PA
6334548.78000000
0.006603808624
Long
DBT
CORP
FI
N
2
2025-06-23
Fixed
0.55000000
N
N
N
N
N
N
Aster Treasury Plc
213800P9VSYTW2S14R80
ASTER TREASURY P
N/A
1219000.00000000
PA
2200700.02000000
0.002294244195
Long
DBT
CORP
GB
N
2
2043-12-18
Fixed
4.50000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
2301000.00000000
PA
2676523.02000000
0.002790292792
Long
DBT
CORP
NL
N
2
2025-03-31
Fixed
1.50000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DB6
2060000.00000000
PA
2282692.64000000
0.002379722039
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
1.87500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
62620DAN1
1074000.00000000
PA
794796.84000000
0.000828580915
Long
DBT
NUSS
CA
N
2
2041-09-27
Fixed
2.50000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
22563000000.00000000
PA
1807847.43000000
0.001884692795
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
3836000.00000000
PA
4911301.15000000
0.005120063641
Long
DBT
CORP
AU
N
2
2031-09-15
Variable
1.69900000
N
N
N
N
N
N
Sanofi
549300E9PC51EN656011
SANOFI
N/A
3300000.00000000
PA
3956052.00000000
0.004124210141
Long
DBT
CORP
FR
N
2
2026-09-10
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-4183610.52000000
-0.00436144138
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
500000000.00000000
EUR
557888000.00000000
USD
2022-03-02
-4183610.52000000
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
3610000.00000000
PA
4083029.38000000
0.004256584891
Long
DBT
CORP
AU
N
2
2023-03-05
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
7500000000.00000000
PA
65234098.02000000
0.068006974780
Long
DBT
NUSS
JP
N
2
2023-11-01
Fixed
0.00500000
N
N
N
N
N
N
Telstra Corp Ltd
PCTXNQGRJVR3OG33JG65
TELSTRA CORP LTD
N/A
5190000.00000000
PA
5976805.55000000
0.006230858962
Long
DBT
CORP
AU
N
2
2026-04-14
Fixed
1.12500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
5562000.00000000
PA
6037450.82000000
0.006294082053
Long
DBT
CORP
GB
N
2
2029-09-24
Variable
0.64100000
N
N
N
N
N
N
Thailand Government Bond
N/A
THAILAND GOVT
N/A
67689000.00000000
PA
2323802.51000000
0.002422579348
Long
DBT
NUSS
TH
N
2
2041-06-14
Fixed
3.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBC4
1806000.00000000
PA
3005701.59000000
0.003133463609
Long
DBT
CORP
US
N
2
2029-11-23
Fixed
5.50000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
69043000.00000000
PA
7700602.40000000
0.008027928477
Long
DBT
NUSS
NO
Y
2
2027-02-17
Fixed
1.75000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA GOV'T
N/A
696255000000.00000000
PA
50451241.48000000
0.052595749939
Long
DBT
NUSS
ID
N
2
2040-04-15
Fixed
7.50000000
N
N
N
N
N
N
Province of New Brunswick Canada
549300POZA55ZTGSOU44
NEW BRUNSWICK
642866GN1
3726000.00000000
PA
3080428.99000000
0.003211367413
Long
DBT
NUSS
CA
N
2
2028-08-14
Fixed
3.10000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
2000000.00000000
PA
2125177.31000000
0.002215511275
Long
DBT
CORP
FR
N
2
2034-06-29
Fixed
0.75000000
N
N
N
N
N
N
Covestro AG
3912005AWHKLQ1CPLV11
COVESTRO AG
N/A
4513000.00000000
PA
5260228.36000000
0.005483822544
Long
DBT
CORP
DE
N
2
2024-09-25
Fixed
1.75000000
N
N
N
N
N
N
Klepierre SA
969500PB4U31KEFHZ621
KLEPI
N/A
400000.00000000
PA
462492.60000000
0.000482151567
Long
DBT
CORP
FR
N
2
2027-02-16
Fixed
1.37500000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
ZS9924839
3725000.00000000
PA
4085567.05000000
0.004259230429
Long
DBT
CORP
CH
N
2
2041-06-17
Fixed
0.50000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
5200000.00000000
PA
6732851.33000000
0.007019041643
Long
DBT
CORP
ES
N
2
2029-10-17
Fixed
2.93200000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
9538300000.00000000
PA
93390872.83000000
0.097360597081
Long
DBT
NUSS
JP
N
2
2035-06-20
Fixed
1.30000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC
N/A
2347000.00000000
PA
2707623.75000000
0.002822715507
Long
DBT
CORP
GB
N
2
2039-06-11
Fixed
1.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
5200000.00000000
PA
5718653.43000000
0.005961733685
Long
DBT
CORP
ES
N
2
2028-05-26
Variable
0.75000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
451300000.00000000
PA
3914282.78000000
0.004080665455
Long
DBT
NUSS
JP
N
2
2030-06-25
Fixed
0.15000000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMP TOBACCO FIN
N/A
2419000.00000000
PA
3262994.32000000
0.003401692966
Long
DBT
CORP
GB
N
2
2022-02-17
Fixed
9.00000000
N
N
N
N
N
N
Pfandbriefbank schweizerischer Hypothekarinstitute AG
506700W794IX46Z13F75
PFAND SCHWZ HYPO
EK9143240
2485000.00000000
PA
2835405.78000000
0.002955929111
Long
DBT
CORP
CH
N
2
2037-06-25
Fixed
0.87500000
N
N
N
N
N
N
Brookfield Infrastructure Finance ULC
N/A
BROOKFLD INF ULC
11291ZAE7
1918000.00000000
PA
1597540.32000000
0.001665446255
Long
DBT
CORP
CA
N
2
2028-09-11
Fixed
4.19300000
N
N
N
N
N
N
SNCF Reseau
969500VZN4KDEZ14C105
RESEAU FERRE FRA
N/A
2268000.00000000
PA
4955445.34000000
0.005166084248
Long
DBT
NUSS
FR
N
2
2052-03-11
Fixed
5.00000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
158202000.00000000
PA
53554788.53000000
0.055831218082
Long
DBT
NUSS
IL
N
2
2028-09-28
Fixed
2.25000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
3000000.00000000
PA
3236862.20000000
0.003374450060
Long
DBT
CORP
NL
N
2
2027-06-17
None
0.00000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852KN0
1831000.00000000
PA
2077444.26000000
0.002165749258
Long
DBT
NUSS
CA
N
2
2043-06-01
Fixed
6.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
14441000.00000000
PA
17281215.02000000
0.018015779932
Long
DBT
CORP
N/A
N
2
2032-04-14
Fixed
1.00000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services Nederland BV
54930007FVPKN1NNHV37
RECKITT BEN TSY
BJ4447717
2257000.00000000
PA
2531674.12000000
0.002639286864
Long
DBT
CORP
NL
Y
2
2030-05-19
Fixed
0.75000000
N
N
N
N
N
N
Heineken NV
724500K5PTPSST86UQ23
HEINEKEN NV
N/A
4229000.00000000
PA
4830383.03000000
0.005035705970
Long
DBT
CORP
NL
N
2
2040-05-07
Fixed
1.75000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
270800000.00000000
PA
3060994.91000000
0.003191107257
Long
DBT
NUSS
JP
N
2
2036-09-20
Fixed
2.50000000
N
N
N
N
N
N
Upjohn Finance BV
254900OG32E8F3XO5O83
UPJOHN FINANCE
N/A
3000000.00000000
PA
3424911.28000000
0.003570492458
Long
DBT
CORP
NL
N
2
2024-06-23
Fixed
1.02300000
N
N
N
N
N
N
Russian Federal Bond - OFZ
N/A
RUSSIA-OFZ
N/A
620795000.00000000
PA
6998979.07000000
0.007296481557
Long
DBT
NUSS
RU
N
2
2029-05-23
Fixed
6.90000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBD7
12291000.00000000
PA
14205669.68000000
0.014809503756
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
854600000.00000000
PA
41765235.81000000
0.043540532093
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
3000000.00000000
PA
5760634.25000000
0.006005498965
Long
DBT
CORP
DE
N
2
2036-06-09
Fixed
5.00000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
EH6315145
406000.00000000
PA
772067.58000000
0.000804885512
Long
DBT
CORP
NL
N
2
2028-11-27
Fixed
8.87500000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS
N/A
29112000.00000000
PA
33061974.92000000
0.034467325567
Long
DBT
NUSS
CA
N
2
2025-05-06
Fixed
0.50000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
159267000.00000000
PA
221613963.34000000
0.231034009411
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
30000000.00000000
PA
33709121.86000000
0.035141980494
Long
DBT
CORP
N/A
N
2
2026-12-22
Fixed
0.00000000
N
N
N
N
N
N
Norway Government Bond
N/A
NORWEGIAN GOV'T
N/A
58663000.00000000
PA
6500185.57000000
0.006776486063
Long
DBT
NUSS
NO
Y
2
2026-02-19
Fixed
1.50000000
N
N
N
N
N
N
JT International Financial Services BV
549300U2F0PG10VZUN93
JT INTL FIN SERV
N/A
4513000.00000000
PA
5197950.92000000
0.005418897905
Long
DBT
CORP
NL
N
2
2081-04-07
Variable
2.37500000
N
N
N
N
N
N
EXOR NV
5493002ENHZ6NYET7405
EXOR NV
N/A
5547000.00000000
PA
6709396.29000000
0.006994589610
Long
DBT
CORP
NL
N
2
2030-04-29
Fixed
2.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
3475000.00000000
PA
8050048.86000000
0.008392228702
Long
DBT
CORP
N/A
N
2
2054-10-12
Fixed
4.62500000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AW8
2648000.00000000
PA
2988518.55000000
0.003115550177
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
0.37500000
N
N
N
N
N
N
Canton of Basel-Landschaft
N/A
CANTON BASLE-LND
N/A
7495000.00000000
PA
9093385.49000000
0.009479913978
Long
DBT
NUSS
CH
N
2
2034-09-29
Fixed
1.37500000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
BH7876692
4400000.00000000
PA
4998784.88000000
0.005211266003
Long
DBT
CORP
FR
N
2
2026-10-21
Fixed
0.62500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
1014600000.00000000
PA
52208562.59000000
0.054427768715
Long
DBT
NUSS
MX
N
2
2024-12-05
Fixed
10.00000000
N
N
N
N
N
N
Muskrat Falls / Labrador Transmission Assets Funding Trust
N/A
MUSKRAT FALLS/LA
628153AB4
1850000.00000000
PA
1674150.38000000
0.001745312744
Long
DBT
NUSS
CA
Y
2
2037-06-01
Fixed
3.83000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
282000.00000000
PA
378559.91000000
0.000394651187
Long
DBT
CORP
DE
N
2
2025-03-11
Fixed
1.75000000
N
N
N
N
N
N
Free and Hanseatic City of Hamburg
5299005PBRMP33GHX798
HAMBURG FREIE HA
N/A
8000000.00000000
PA
8461979.86000000
0.008821669470
Long
DBT
NUSS
DE
N
2
2051-11-23
Fixed
0.40000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
AX4989031
1399000.00000000
PA
1706103.54000000
0.001778624123
Long
DBT
CORP
LU
N
2
2039-03-07
Fixed
2.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
2300000.00000000
PA
2639180.59000000
0.002751363064
Long
DBT
CORP
FR
N
2
2027-11-30
Variable
2.75000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
4600000.00000000
PA
5432807.15000000
0.005663737064
Long
DBT
CORP
FR
N
2
2032-04-07
Fixed
1.62500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
5300000.00000000
PA
5769899.81000000
0.006015158372
Long
DBT
CORP
FR
N
2
2028-09-01
Variable
0.50000000
N
N
N
N
N
N
Wendel SE
969500M98ZMIZYJD5O34
WENDEL SA
ZS2782143
3000000.00000000
PA
3485726.23000000
0.003633892442
Long
DBT
CORP
FR
N
2
2026-04-26
Fixed
1.37500000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
30914000.00000000
PA
25498726.24000000
0.026582589243
Long
DBT
NUSS
SG
N
2
2046-03-01
Fixed
2.75000000
N
N
N
N
N
N
Czech Republic Government Bond
N/A
CZECH REPUBLIC
N/A
166970000.00000000
PA
7310846.31000000
0.007621605199
Long
DBT
NUSS
CZ
N
2
2028-08-25
Fixed
2.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
12634000.00000000
PA
14423839.02000000
0.015036946723
Long
DBT
CORP
N/A
N
2
2026-04-14
Fixed
0.37500000
N
N
N
N
N
N
La Poste SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
5700000.00000000
PA
6044755.50000000
0.006301697230
Long
DBT
CORP
FR
N
2
2029-07-18
None
0.00000000
N
N
N
N
N
N
Intact Financial Corp
5493009LXGE7Y4U9OY43
INTACT FINANCIAL
45823TAC0
1851000.00000000
PA
1252219.45000000
0.001305446984
Long
DBT
CORP
CA
N
2
2050-12-16
Fixed
2.95400000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
458182CZ3
10000.00000000
PA
8602.66000000
0.000008968329
Long
DBT
CORP
N/A
N
2
2026-01-26
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220302
N/A
1.00000000
NC
406721.92000000
0.000424010267
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
5132080000.00000000
THB
154522544.22000000
USD
2022-03-02
406721.92000000
N
N
N
Housing & Development Board
254900QGEU61YJ8GAO70
HOUSING & DEV
N/A
1000000.00000000
PA
758277.80000000
0.000790509576
Long
DBT
NUSS
SG
N
2
2024-06-27
Fixed
2.50500000
N
N
N
N
N
N
Aeroports de Paris
969500PJMBSFHYC37989
AEROPORT PARIS
N/A
8900000.00000000
PA
11392684.91000000
0.011876948695
Long
DBT
CORP
FR
N
2
2030-04-02
Fixed
2.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAX1
1399000.00000000
PA
1620565.26000000
0.001689449905
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.70000000
N
N
N
N
N
N
WPC Eurobond BV
5493005XDMOLBARL5M14
WPC EUROBOND
92940NAC3
1850000.00000000
PA
2182953.87000000
0.002275743718
Long
DBT
CORP
NL
N
2
2026-04-09
Fixed
2.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
N/A
1084000.00000000
PA
1265638.00000000
0.001319435910
Long
DBT
CORP
US
N
2
2036-11-02
Fixed
1.37500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087J39
25118000.00000000
PA
20580102.27000000
0.021454891514
Long
DBT
NUSS
CA
N
2
2029-06-01
Fixed
2.25000000
N
N
N
N
N
N
Portugal Obrigacoes do Tesouro OT
N/A
PORTUGUESE OT'S
N/A
19856000.00000000
PA
35071658.94000000
0.036562434331
Long
DBT
NUSS
PT
Y
2
2045-02-15
Fixed
4.10000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
5419000.00000000
PA
6127678.92000000
0.006388145439
Long
DBT
CORP
DE
N
2
2023-04-20
Fixed
0.37500000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45833VAC3
2584000.00000000
PA
2008985.34000000
0.002094380385
Long
DBT
CORP
CA
N
2
2031-11-25
Fixed
3.98300000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2600000.00000000
PA
3086967.62000000
0.003218183978
Long
DBT
CORP
ES
N
2
2024-03-21
Fixed
2.62500000
N
N
N
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
212000.00000000
PA
284935.73000000
0.000297047366
Long
DBT
CORP
NL
N
2
2025-04-12
Fixed
2.25000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
N/A
1355000.00000000
PA
1543009.81000000
0.001608597841
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.50000000
N
N
N
N
N
N
DZ HYP AG
5299004TE2DYMKEAM814
WL BANK
N/A
400000.00000000
PA
447625.17000000
0.000466652173
Long
DBT
CORP
DE
N
2
2026-08-31
Fixed
0.10000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
19159000.00000000
PA
21240515.69000000
0.022143376833
Long
DBT
CORP
GB
N
2
2026-11-13
Variable
0.30900000
N
N
N
N
N
N
Citycon Treasury BV
549300WAE0CGQ0IE1H63
CITYCON TREASURY
N/A
4513000.00000000
PA
5100305.26000000
0.005317101664
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
2.37500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
6200000.00000000
PA
7118620.29000000
0.007421208313
Long
DBT
CORP
FR
N
2
2025-09-12
Fixed
1.00000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
26399000.00000000
PA
27702568.42000000
0.028880109161
Long
DBT
CORP
N/A
N
2
2035-07-04
None
0.00000000
N
N
N
N
N
N
PostNL NV
724500Q41FHN0P1GPC53
POSTNL
N/A
857000.00000000
PA
981208.42000000
0.001022916209
Long
DBT
CORP
NL
N
2
2024-11-21
Fixed
1.00000000
N
N
N
N
N
N
Instituto de Credito Oficial
PJQDPSI1D8J2Q1IM3G17
INSTIT CRDT OFCL
N/A
15835000.00000000
PA
17714850.20000000
0.018467847450
Long
DBT
NUSS
ES
N
2
2026-04-30
None
0.00000000
N
N
N
N
N
N
Korea Housing Finance Corp
9884002AAOBT56QW9B80
KHFC
AV2320043
2166000.00000000
PA
2467884.85000000
0.002572786132
Long
DBT
NUSS
KR
Y
2
2023-10-30
Fixed
0.75000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
2200000.00000000
PA
2538249.06000000
0.002646141282
Long
DBT
CORP
FR
N
2
2029-03-25
Fixed
2.00000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMARTCENTRS REIT
83179XAP3
1174000.00000000
PA
864912.76000000
0.000901677221
Long
DBT
CORP
CA
N
2
2028-12-18
Fixed
2.30700000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
N/A
980000.00000000
PA
1301145.83000000
0.001356453056
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
2.25000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
2034250000.00000000
PA
22985490.65000000
0.023962524667
Long
DBT
NUSS
JP
N
2
2039-03-20
Fixed
2.30000000
N
N
N
N
N
N
Regional Municipality of Peel Ontario
2549003LRU44O50JKS66
PEEL REG ONTARIO
705464HE8
1596000.00000000
PA
1113961.80000000
0.001161312478
Long
DBT
NUSS
CA
N
2
2051-06-16
Fixed
2.50000000
N
N
N
N
N
N
Affinity Water Finance PLC
213800SN9HLGE6532G57
AFFINITY WATER
N/A
2031000.00000000
PA
3405788.02000000
0.003550556335
Long
DBT
CORP
GB
N
2
2036-03-31
Fixed
4.50000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
11282000.00000000
PA
13862222.54000000
0.014451457861
Long
DBT
CORP
N/A
N
2
2033-04-04
Fixed
1.25000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
100000000.00000000
PA
953484.79000000
0.000994014143
Long
DBT
NUSS
JP
N
2
2035-10-31
Fixed
1.11900000
N
N
N
N
N
N
Berlin Hyp AG
529900C4RSSBWXBSY931
BERLIN HYP AG
N/A
2257000.00000000
PA
2550419.00000000
0.002658828524
Long
DBT
CORP
DE
N
2
2024-01-05
Fixed
0.12500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1378650000.00000000
PA
12361304.39000000
0.012886740852
Long
DBT
NUSS
JP
N
2
2023-09-20
Fixed
1.90000000
N
N
N
N
N
N
Landesbank Baden-Wuerttemberg
B81CK4ESI35472RHJ606
LB BADEN-WUERTT
N/A
3705000.00000000
PA
4083960.47000000
0.004257555559
Long
DBT
CORP
DE
N
2
2028-09-18
Fixed
0.01000000
N
N
N
N
N
N
GAS Networks Ireland
54930043FTE0M50CGG56
GAS NETWORKS IE
N/A
1128000.00000000
PA
1319800.61000000
0.001375900786
Long
DBT
CORP
IE
N
2
2026-12-05
Fixed
1.37500000
N
N
N
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
4547000.00000000
PA
5020707.07000000
0.005234120030
Long
DBT
NUSS
HR
N
2
2041-03-04
Fixed
1.75000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
8439000.00000000
PA
6225155.37000000
0.006489765277
Long
DBT
NUSS
NL
N
2
2023-03-06
Fixed
4.75000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2300000.00000000
PA
2603770.33000000
0.002714447636
Long
DBT
CORP
ES
N
2
2026-11-12
Fixed
1.12500000
N
N
N
N
N
N
Holcim Finance Luxembourg SA
529900XU3Z9D2HLBR716
HOLCIM FINANCE L
BH5794574
4100000.00000000
PA
4873008.56000000
0.005080143365
Long
DBT
CORP
LU
N
2
2025-04-09
Fixed
2.37500000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
10242000.00000000
PA
11821987.99000000
0.012324499970
Long
DBT
CORP
FR
N
2
2049-12-31
Variable
2.62500000
N
N
N
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
5000000.00000000
PA
6467708.96000000
0.006742628985
Long
DBT
CORP
NL
N
2
2025-02-20
Fixed
0.87500000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
722000000.00000000
PA
6375855.39000000
0.006646871036
Long
DBT
NUSS
JP
N
2
2025-08-25
Fixed
0.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
1872700000.00000000
PA
18437937.33000000
0.019221670523
Long
DBT
NUSS
JP
N
2
2029-03-20
Fixed
1.90000000
N
N
N
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
65268000.00000000
PA
78775080.67000000
0.082123537951
Long
DBT
NUSS
ES
Y
2
2029-04-30
Fixed
1.45000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVT
N/A
9342000.00000000
PA
2310016.91000000
0.002408207770
Long
DBT
NUSS
MY
N
2
2031-06-30
Fixed
4.23200000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L69
41300000.00000000
PA
31726743.50000000
0.033075338060
Long
DBT
NUSS
CA
N
2
2024-04-01
Fixed
0.25000000
N
N
N
N
N
N
BHP Billiton Finance Ltd
549300KZMIS43NMT0A66
BHP BILLITON FIN
N/A
2301000.00000000
PA
2617754.03000000
0.002729025735
Long
DBT
CORP
AU
N
2
2030-04-29
Fixed
1.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
42713000.00000000
PA
29648634.40000000
0.030908895702
Long
DBT
NUSS
AU
N
2
2032-11-21
Fixed
1.75000000
N
N
N
N
N
N
State of North Rhine-Westphalia Germany
529900VWPV1LPOHGJ702
NORDRHEIN-WEST
N/A
4513000.00000000
PA
6169243.59000000
0.006431476880
Long
DBT
NUSS
DE
N
2
2048-06-16
Fixed
1.55000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
11282000.00000000
PA
12723145.07000000
0.013263962132
Long
DBT
NUSS
NL
N
2
2024-07-13
Fixed
0.05000000
N
N
N
N
N
N
Bank of Ireland Group PLC
635400C8EK6DRI12LJ39
BANK OF IRELAND
N/A
9929000.00000000
PA
11280382.06000000
0.011759872237
Long
DBT
CORP
IE
N
2
2025-11-25
Variable
1.00000000
N
N
N
N
N
N
Fukuoka Prefecture
N/A
FUKUOKA PREFECT
N/A
160000000.00000000
PA
1267635.73000000
0.001321518557
Long
DBT
NUSS
JP
N
2
2049-06-18
Fixed
0.43200000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
LEGRAND SA
N/A
500000.00000000
PA
617012.86000000
0.000643239950
Long
DBT
CORP
FR
N
2
2032-07-06
Fixed
1.87500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
904000.00000000
PA
840012.18000000
0.000875718203
Long
DBT
NUSS
RO
Y
2
2040-12-02
Fixed
2.62500000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
104191.40000000
0.000108620217
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
10000000000.00000000
KRW
8397715.82000000
USD
2022-02-07
104191.40000000
N
N
N
NE Property BV
7245006AG9J70KOIJH36
NE PROPERTY
N/A
293000.00000000
PA
354476.30000000
0.000369543866
Long
DBT
CORP
NL
N
2
2027-07-14
Fixed
3.37500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
3100000.00000000
PA
3777949.97000000
0.003938537607
Long
DBT
CORP
FR
N
2
2030-09-26
Fixed
1.75000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
N/A
2031000.00000000
PA
3070968.15000000
0.003201504425
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
4.00000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
13769000.00000000
PA
13810727.05000000
0.014397773475
Long
DBT
NUSS
DE
N
2
2040-08-06
Fixed
0.05000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
5069850000.00000000
PA
44298466.39000000
0.046181441578
Long
DBT
NUSS
JP
N
2
2027-03-20
Fixed
0.10000000
N
N
N
N
N
N
Singapore Government Bond
N/A
SINGAPORE GOV'T
N/A
8491000.00000000
PA
6197266.60000000
0.006460691052
Long
DBT
NUSS
SG
N
2
2026-11-01
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
THB/USD FWD 20220202
N/A
1.00000000
NC
-1646839.86000000
-0.00171684134
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
154233971.43000000
USD
5080467019.00000000
THB
2022-02-02
-1646839.86000000
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
N/A
9071000.00000000
PA
10193396.31000000
0.010626682468
Long
DBT
CORP
NO
N
2
2026-09-07
Fixed
0.25000000
N
N
N
N
N
N
Swiss Re Finance UK PLC
549300C654ZPQWG3JF34
SWISS RE FIN UK
N/A
2700000.00000000
PA
3124251.39000000
0.003257052552
Long
DBT
CORP
GB
N
2
2052-06-04
Variable
2.71400000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
14441000.00000000
PA
16335742.13000000
0.017030118247
Long
DBT
CORP
DE
N
2
2023-09-15
None
0.00000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
2257000.00000000
PA
3036466.51000000
0.003165536240
Long
DBT
CORP
JE
N
2
2031-10-13
Fixed
2.75000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
FORTIS INC
349553AN7
1174000.00000000
PA
938400.74000000
0.000978288922
Long
DBT
CORP
CA
N
2
2023-12-12
Fixed
2.85000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
9821000.00000000
PA
12221474.33000000
0.012740967098
Long
DBT
NUSS
CH
N
2
2055-05-24
Fixed
0.50000000
N
N
N
N
N
N
Nordea Kredit Realkreditaktieselskab
52990080NNXXLC14OC65
NORDEA KREDIT
N/A
26000000.00000000
PA
4049059.34000000
0.004221170902
Long
DBT
CORP
DK
N
2
2026-04-01
Fixed
1.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
10863000.00000000
PA
12248943.38000000
0.012769603762
Long
DBT
CORP
US
N
2
2027-02-02
Fixed
1.00000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAG4
5670000.00000000
PA
6410609.53000000
0.006683102455
Long
DBT
CORP
LU
N
2
2023-03-07
Fixed
0.37500000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDOGB 9.75 5/15/2037
BRS3UTCV6
58785000000.00000000
PA
5103360.79000000
0.005320287074
Long
DBT
NUSS
ID
N
2
2037-05-15
Fixed
9.75000000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & C
N/A
5190000.00000000
PA
5819246.43000000
0.006066602547
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
0.75000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
N/A
5012000.00000000
PA
5729236.03000000
0.005972766115
Long
DBT
CORP
GB
N
2
2023-09-08
Fixed
1.12500000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
4184000.00000000
PA
4500295.39000000
0.004691587442
Long
DBT
CORP
AU
N
2
2028-03-03
Fixed
0.35000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VBW3
1174000.00000000
PA
1469836.55000000
0.001532314237
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
3.25000000
N
N
N
N
N
N
CRH Finance DAC
549300C4ROP5J6I59W35
CRH FINANCE
N/A
633000.00000000
PA
739016.00000000
0.000770429024
Long
DBT
CORP
IE
N
2
2028-10-18
Fixed
1.37500000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
N/A
3250000.00000000
PA
2465501.10000000
0.002570301057
Long
DBT
CORP
AU
N
2
2024-03-11
Fixed
5.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
93187000.00000000
PA
100204948.50000000
0.104464315632
Long
DBT
NUSS
AT
Y
2
2036-10-20
Fixed
0.25000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
N/A
2392000.00000000
PA
2811603.10000000
0.002931114661
Long
DBT
CORP
US
N
2
2027-06-21
Fixed
1.87500000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
6105700000.00000000
PA
54368186.55000000
0.056679190849
Long
DBT
NUSS
JP
N
2
2047-09-20
Fixed
0.80000000
N
N
N
N
N
N
Sysco Canada Inc
N/A
SYSCO CANADA
871828AA7
1156000.00000000
PA
938827.60000000
0.000978733926
Long
DBT
CORP
CA
N
2
2025-04-25
Fixed
3.65000000
N
N
N
N
N
N
Akzo Nobel NV
724500XYIJUGXAA5QD70
AKZO NOBEL NV
N/A
1850000.00000000
PA
2144375.54000000
0.002235525556
Long
DBT
CORP
NL
N
2
2026-04-08
Fixed
1.12500000
N
N
N
N
N
N
Western Australian Treasury Corp
213800FKHP5ME5Y3CF47
WEST AUST T CORP
N/A
6995000.00000000
PA
5516758.15000000
0.005751256532
Long
DBT
NUSS
AU
N
2
2025-07-23
Fixed
5.00000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
15850000.00000000
PA
152519.90000000
0.000159002995
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
2.30000000
N
N
N
N
N
N
Northumbrian Water Finance PLC
213800JTFA6F3S7XX781
NORTHUMBRIAN WTR
N/A
100000.00000000
PA
136831.85000000
0.000142648100
Long
DBT
CORP
GB
N
2
2027-10-05
Fixed
2.37500000
N
N
N
N
N
N
United Utilities Water Finance PLC
213800313INX42GDLR44
UNITED UTIL W FI
N/A
5566000.00000000
PA
7776369.35000000
0.008106916019
Long
DBT
CORP
GB
N
2
2031-02-12
Fixed
2.62500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
7000000.00000000
PA
7584267.99000000
0.007906649092
Long
DBT
CORP
ES
N
2
2028-02-11
Fixed
0.20000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
100000.00000000
PA
116546.92000000
0.000121500928
Long
DBT
CORP
GB
N
2
2024-12-02
Fixed
1.37500000
N
N
N
N
N
N
Granite REIT Holdings LP
549300U7OUNKR0J06L17
GRANITE REIT HLD
387427AC1
2257000.00000000
PA
1827532.93000000
0.001905215058
Long
DBT
CORP
CA
N
2
2023-11-30
Fixed
3.87300000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
3367000.00000000
PA
3564408.18000000
0.003715918891
Long
DBT
CORP
LU
N
2
2041-06-14
Fixed
0.87500000
N
N
N
N
N
N
Republic of Poland Government Bond
N/A
POLAND GOVT BOND
N/A
235365000.00000000
PA
48340461.36000000
0.050395247828
Long
DBT
NUSS
PL
N
2
2026-10-25
Fixed
0.25000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1647100000.00000000
PA
14480769.91000000
0.015096297549
Long
DBT
NUSS
JP
N
2
2025-04-25
Fixed
0.40600000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087UT9
497000.00000000
PA
426036.31000000
0.000444145645
Long
DBT
NUSS
CA
N
2
2023-06-01
Fixed
8.00000000
N
N
N
N
N
N
Japan Finance Organization for Municipalities
5493007YYYNZ4NMEOD64
JPN FIN ORG MUNI
N/A
820000000.00000000
PA
7160950.70000000
0.007465338043
Long
DBT
NUSS
JP
N
2
2023-07-28
Fixed
0.31100000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
184500000.00000000
PA
1622695.14000000
0.001691670319
Long
DBT
NUSS
JP
N
2
2025-02-28
Fixed
0.41400000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4513000.00000000
PA
5032536.87000000
0.005246452674
Long
DBT
CORP
DE
N
2
2028-09-15
None
0.00000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
N/A
5674000.00000000
PA
7320029.56000000
0.007631178797
Long
DBT
CORP
NL
N
2
2025-04-22
Fixed
4.87500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RDW9
2000000.00000000
PA
1592522.68000000
0.001660215332
Long
DBT
CORP
US
N
2
2024-05-25
Fixed
2.85000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
N/A
247000.00000000
PA
186227.37000000
0.000194143253
Long
DBT
NUSS
CA
N
2
2026-05-20
Fixed
3.70000000
N
N
N
N
N
N
Notting Hill Genesis
21380056VIC699RDGA46
NOTTING HILL GEN
N/A
2437000.00000000
PA
3709272.64000000
0.003866941040
Long
DBT
CORP
GB
N
2
2032-12-20
Fixed
3.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFY5
2281000.00000000
PA
1739376.85000000
0.001813311767
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.37500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
683234ZP6
35612000.00000000
PA
34436446.80000000
0.035900221512
Long
DBT
NUSS
CA
N
2
2039-06-02
Fixed
4.60000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
5431000.00000000
PA
6618285.92000000
0.006899606452
Long
DBT
CORP
FR
N
2
2170-02-07
Variable
5.25000000
N
N
N
N
N
N
Schlumberger Finance BV
5299003L3TGTOIYBX911
SCHLUMBERGER FIN
N/A
4513000.00000000
PA
4816647.13000000
0.005021386205
Long
DBT
CORP
NL
N
2
2031-10-15
Fixed
0.50000000
N
N
N
N
N
N
Northumbrian Water Finance PLC
213800JTFA6F3S7XX781
NORTHUMBRIAN WTR
N/A
264000.00000000
PA
499307.31000000
0.000520531143
Long
DBT
CORP
GB
N
2
2042-01-23
Fixed
5.12500000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
320400000.00000000
PA
2826705.33000000
0.002946858834
Long
DBT
NUSS
JP
N
2
2024-06-20
Fixed
0.60000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
18501000.00000000
PA
21414040.51000000
0.022324277595
Long
DBT
NUSS
AT
Y
2
2027-04-20
Fixed
0.50000000
N
N
N
N
N
N
Hannover Rueck SE
529900KIN5BE45V5KB18
HANNOVER RUECKV
N/A
6000000.00000000
PA
6663854.67000000
0.006947112173
Long
DBT
CORP
DE
N
2
2040-10-08
Variable
1.75000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
4900000.00000000
PA
5395658.49000000
0.005625009343
Long
DBT
CORP
ES
N
2
2027-01-14
Fixed
0.50000000
N
N
N
N
N
N
Traton Finance Luxembourg SA
529900BRKIE6LKIEXD84
TRATON FINANCE
N/A
4300000.00000000
PA
4620649.19000000
0.004817057067
Long
DBT
CORP
LU
N
2
2033-03-24
Fixed
1.25000000
N
N
N
N
N
N
Inter Pipeline Ltd/AB
N/A
INTER PIPELINE L
45834ZAM1
748000.00000000
PA
593087.00000000
0.000618297085
Long
DBT
CORP
CA
N
2
2025-03-24
Fixed
3.17300000
N
N
N
N
N
N
N/A
N/A
COP/USD FWD 20220302
N/A
1.00000000
NC
116258.53000000
0.000121200279
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
158000000000.00000000
COP
39991900.37000000
USD
2022-03-02
116258.53000000
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
11461400000.00000000
PA
98403907.33000000
0.102586718406
Long
DBT
NUSS
JP
N
2
2039-03-20
Fixed
0.40000000
N
N
N
N
N
N
West Nippon Expressway Co Ltd
N/A
WEST NIPPON EXP
N/A
430000000.00000000
PA
3744454.05000000
0.003903617891
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
0.17000000
N
N
N
N
N
N
Transurban Finance Co Pty Ltd
54930081LPJMUMEA6E57
TRANSURBAN FIN
89400PAJ2
637000.00000000
PA
540378.50000000
0.000563348128
Long
DBT
CORP
AU
N
2
2028-11-14
Fixed
4.55500000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BU5
7425000.00000000
PA
8653329.22000000
0.009021152432
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
1.40000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
1086000.00000000
PA
1228929.15000000
0.001281166694
Long
DBT
NUSS
CH
N
2
2023-02-11
Fixed
4.00000000
N
N
N
N
N
N
RTE Reseau de Transport d'Electricite SADIR
969500JRJW0K2ET1UP76
RTE RESEAU DE TR
N/A
2800000.00000000
PA
3438634.92000000
0.003584799443
Long
DBT
CORP
FR
N
2
2037-10-23
Fixed
1.87500000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
OESTER KONTROLBK
N/A
2257000.00000000
PA
2511720.77000000
0.002618485366
Long
DBT
CORP
AT
N
2
2026-10-08
None
0.00000000
N
N
N
N
N
N
Sagax AB
549300LJX28T6OM8DT95
SAGAX AB
AX5434052
391000.00000000
PA
458205.23000000
0.000477681955
Long
DBT
CORP
SE
N
2
2025-03-13
Fixed
2.25000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89353ZCH9
2689000.00000000
PA
2036515.10000000
0.002123080340
Long
DBT
CORP
CA
N
2
2031-06-09
Fixed
2.97000000
N
N
N
N
N
N
Canton of Zurich
N/A
CANTON OF ZURICH
N/A
4515000.00000000
PA
4891745.85000000
0.005099677112
Long
DBT
NUSS
CH
N
2
2025-06-27
None
0.00000000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCB8
800000.00000000
PA
636260.27000000
0.000663305502
Long
DBT
CORP
CA
N
2
2025-01-29
Fixed
2.75000000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
2257000.00000000
PA
2886981.95000000
0.003009697606
Long
DBT
NUSS
NL
N
2
2039-06-15
Fixed
1.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
N/A
1300000.00000000
PA
1812666.64000000
0.001889716853
Long
DBT
CORP
FR
N
2
2170-07-29
Variable
6.00000000
N
N
N
N
N
N
N/A
N/A
NOK/USD FWD 20220202
N/A
1.00000000
NC
329705.81000000
0.000343720468
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
316500000.00000000
NOK
35914404.57000000
USD
2022-02-02
329705.81000000
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
4513000.00000000
PA
5067024.41000000
0.005282406160
Long
DBT
NUSS
DE
N
2
2026-08-18
Fixed
0.10000000
N
N
N
N
N
N
bcIMC Realty Corp
254900UNUB2L2QPXR184
BCIMC REALTY
07329VAR1
3445000.00000000
PA
2765763.57000000
0.002883326650
Long
DBT
CORP
CA
N
2
2027-03-31
Fixed
3.00000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1489200000.00000000
PA
12993370.94000000
0.013545674373
Long
DBT
NUSS
JP
N
2
2026-12-25
Fixed
0.14500000
N
N
N
N
N
N
Affinity Water Finance 2004 PLC
213800VYLS4N8MFRDK46
AFFINITY WATER
N/A
3954000.00000000
PA
6227564.09000000
0.006492276384
Long
DBT
CORP
GB
N
2
2026-07-13
Fixed
5.87500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
N/A
3250000.00000000
PA
3835374.98000000
0.003998403556
Long
DBT
CORP
GB
N
2
2025-03-03
Fixed
1.95300000
N
N
N
N
N
N
Bell Telephone Co of Canada or Bell Canada/The
549300JYAVAQRV5MNZ86
BELL CANADA
07813ZCH5
2960000.00000000
PA
2245965.29000000
0.002341433536
Long
DBT
CORP
CA
N
2
2051-03-17
Fixed
4.05000000
N
N
N
N
N
N
Australian Capital Territory
549300DFQM5A0MPGF178
AUSTRALIAN CPTL
N/A
320000.00000000
PA
224259.33000000
0.000233791821
Long
DBT
NUSS
AU
N
2
2025-05-22
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
-26964.54000000
-0.00002811070
N/A
DFE
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
80000000.00000000
RUB
1007811.80000000
USD
2022-02-01
-26964.54000000
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
2800000.00000000
PA
3292919.09000000
0.003432889735
Long
DBT
CORP
LU
N
2
2026-11-02
Fixed
2.00000000
N
N
N
N
N
N
Tritax EuroBox PLC
213800HK59N7H979QU33
TRITAX EUROBOX P
N/A
1696000.00000000
PA
1884854.16000000
0.001964972816
Long
DBT
CORP
GB
N
2
2026-06-02
Fixed
0.95000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
N/A
7040000.00000000
PA
8095154.12000000
0.008439251232
Long
DBT
CORP
US
N
2
2025-09-12
Fixed
1.00000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
ERSTE GROUP
N/A
1200000.00000000
PA
1376206.94000000
0.001434704755
Long
DBT
CORP
AT
N
2
2025-02-05
Fixed
0.75000000
N
N
N
N
N
N
Bruce Power LP
549300R8DACS3G0K8262
BRUCE POWER LP
116705AJ3
2336000.00000000
PA
1951565.68000000
0.002034520013
Long
DBT
CORP
CA
N
2
2030-06-21
Fixed
4.00000000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
9081050000.00000000
PA
78979552.13000000
0.082336700788
Long
DBT
NUSS
JP
N
2
2023-07-01
Fixed
0.00500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
2600000.00000000
PA
3030590.25000000
0.003159410200
Long
DBT
CORP
ES
N
2
2028-01-17
Fixed
1.00000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BM8
1174000.00000000
PA
1342959.37000000
0.001400043946
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
0.87500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
13088000.00000000
PA
13922440.42000000
0.014514235396
Long
DBT
CORP
N/A
N
2
2034-10-13
Fixed
0.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
5357132.42000000
0.005584845662
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
350000000.00000000
EUR
398580350.00000000
USD
2022-02-02
5357132.42000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
N/A
2300000.00000000
PA
4673958.20000000
0.004872632060
Long
DBT
CORP
FR
N
2
2060-10-01
Fixed
5.00000000
N
N
N
N
N
N
Republic of Austria Government Bond
N/A
REP OF AUSTRIA
N/A
11023000.00000000
PA
15089412.90000000
0.015730811855
Long
DBT
NUSS
AT
Y
2
2086-11-02
Fixed
1.50000000
N
N
N
N
N
N
Loblaw Cos Ltd
5493008LN3O1DIDTSH67
LOBLAW CO LTD
53947ZAY3
1128000.00000000
PA
1072150.45000000
0.001117723871
Long
DBT
CORP
CA
N
2
2036-01-18
Fixed
5.90000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
ZS6399522
10300000.00000000
PA
11544866.11000000
0.012035598593
Long
DBT
CORP
N/A
N
2
2029-05-21
Fixed
0.25000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
N/A
3217000.00000000
PA
5667556.61000000
0.005908464915
Long
DBT
CORP
GB
N
2
2045-12-18
Fixed
4.25000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
19110000.00000000
PA
25056650.08000000
0.026121721949
Long
DBT
NUSS
GB
N
2
2025-01-31
Fixed
0.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GFB5
3836000.00000000
PA
3030647.32000000
0.003159469696
Long
DBT
CORP
CA
N
2
2024-08-28
Fixed
2.35000000
N
N
N
N
N
N
Thames Water Utilities Finance PLC
213800ESMPQ4RQ7G8351
THAMES WATER UTL
N/A
1620000.00000000
PA
2762728.68000000
0.002880162757
Long
DBT
CORP
GB
N
2
2028-11-16
Fixed
6.75000000
N
N
N
N
N
N
Swedbank Hypotek AB
549300TJREQ7GHIXWR36
SWEDBANK HYPOTEK
AN3668224
2257000.00000000
PA
2563694.28000000
0.002672668091
Long
DBT
CORP
SE
N
2
2024-05-08
Fixed
0.40000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
16107000.00000000
PA
17472020.37000000
0.018214695760
Long
DBT
CORP
GB
N
2
2029-09-18
Fixed
0.55300000
N
N
N
N
N
N
China Government International Bond
N/A
CHINA (PEOPLE'S)
N/A
4378000.00000000
PA
4701174.17000000
0.004901004887
Long
DBT
NUSS
CN
N
2
2039-11-12
Fixed
1.00000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
1173300000.00000000
PA
10370111.32000000
0.010810909024
Long
DBT
NUSS
JP
N
2
2025-06-25
Fixed
0.54800000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
82000000.00000000
PA
104495691.23000000
0.108937443053
Long
DBT
NUSS
IT
Y
2
2047-03-01
Fixed
2.70000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
1128000.00000000
PA
1651273.43000000
0.001721463374
Long
DBT
NUSS
SK
N
2
2068-06-12
Fixed
2.25000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
5000000.00000000
PA
5772472.66000000
0.006017840585
Long
DBT
CORP
DE
N
2
2023-08-22
Fixed
1.62500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
700000000.00000000
PA
6118467.15000000
0.006378542109
Long
DBT
CORP
JP
N
2
2024-09-12
Fixed
0.84900000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
42246QAC2
3159000.00000000
PA
2509086.23000000
0.002615738841
Long
DBT
CORP
JE
N
2
2030-03-08
Fixed
3.40000000
N
N
N
N
N
N
Kazakhstan Government International Bond
N/A
KAZAKHSTAN
N/A
1422000.00000000
PA
1618610.19000000
0.001687411732
Long
DBT
NUSS
KZ
Y
2
2023-11-09
Fixed
1.55000000
N
N
N
N
N
N
Cenovus Energy Inc
549300NKHFE6ZRF37I48
CENOVUS ENERGY
15135UAT6
4192000.00000000
PA
3353211.52000000
0.003495744989
Long
DBT
CORP
CA
N
2
2028-02-07
Fixed
3.50000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBL9
2000000.00000000
PA
2256509.10000000
0.002352425527
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
RUB/USD FWD 20220201
N/A
1.00000000
NC
-412599.28000000
-0.00043013745
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
13347303.51000000
USD
1000000000.00000000
RUB
2022-02-01
-412599.28000000
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973BB1
6699000.00000000
PA
7648676.56000000
0.007973795449
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.85000000
N
N
N
N
N
N
South Eastern Power Networks PLC
213800H7NWVLCWAVKA15
SOUTH E POWER
N/A
1215000.00000000
PA
1518933.67000000
0.001583498307
Long
DBT
CORP
GB
N
2
2034-09-30
Fixed
1.75000000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FINANCE P
N/A
4923000.00000000
PA
6526638.03000000
0.006804062926
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.12500000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748148RX3
2724000.00000000
PA
2198508.33000000
0.002291959344
Long
DBT
NUSS
CA
N
2
2025-07-06
Fixed
2.60000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS
N/A
15800000.00000000
PA
17157999.63000000
0.017887327081
Long
DBT
NUSS
FI
N
2
2031-03-02
None
0.00000000
N
N
N
N
N
N
Israel Government Bond - Fixed
N/A
ISRAEL FIXED
N/A
73103000.00000000
PA
24315582.95000000
0.025349154608
Long
DBT
NUSS
IL
N
2
2027-03-31
Fixed
2.00000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
9025000.00000000
PA
10210648.65000000
0.010644668146
Long
DBT
NUSS
NL
N
2
2024-11-09
Fixed
0.20000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
7774000.00000000
PA
8540801.65000000
0.008903841703
Long
DBT
CORP
DE
N
2
2030-09-17
None
0.00000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
3159000.00000000
PA
3770230.82000000
0.003930490342
Long
DBT
CORP
BE
N
2
2035-01-23
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDL5
1829000.00000000
PA
2577159.52000000
0.002686705692
Long
DBT
CORP
US
N
2
2035-11-02
Fixed
3.12500000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
44889ZBF2
1875000.00000000
PA
2057319.66000000
0.002144769230
Long
DBT
NUSS
CA
N
2
2035-01-16
Fixed
6.50000000
N
N
N
N
N
N
EnBW Energie Baden-Wuerttemberg AG
529900JSFZ4TS59HKD79
ENERGIE BADEN-WU
N/A
1500000.00000000
PA
1644740.06000000
0.001714652293
Long
DBT
CORP
DE
N
2
2079-08-05
Variable
1.62500000
N
N
N
N
N
N
Virgin Money UK PLC
213800ZK9VGCYYR6O495
VIRGIN MONEY
N/A
2528000.00000000
PA
3567095.89000000
0.003718720846
Long
DBT
CORP
GB
N
2
2027-09-03
Variable
4.00000000
N
N
N
N
N
N
Japan Government Ten Year Bond
N/A
JAPAN GOVT 10-YR
N/A
33420900000.00000000
PA
289598284.33000000
0.301908109665
Long
DBT
NUSS
JP
N
2
2031-03-20
Fixed
0.10000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
KFW
N/A
4885000.00000000
PA
5538450.63000000
0.005773871085
Long
DBT
CORP
DE
N
2
2023-11-07
Fixed
0.12500000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
AVIVA PLC
N/A
4806000.00000000
PA
5836428.78000000
0.006084515259
Long
DBT
CORP
GB
N
2
2027-11-13
Fixed
1.87500000
N
N
N
N
N
N
Enbridge Pipelines Inc
549300I7CU6YE54FMU33
ENBRIDGE PIPE LN
29250ZAS7
2166000.00000000
PA
1743223.18000000
0.001817321591
Long
DBT
CORP
CA
N
2
2023-08-17
Fixed
3.79000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
455000.00000000
PA
339322.89000000
0.000353746337
Long
DBT
NUSS
CA
N
2
2027-01-27
Fixed
3.50000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
DAIMLER AG
N/A
6769000.00000000
PA
7596956.19000000
0.007919876624
Long
DBT
CORP
DE
N
2
2026-11-08
Fixed
0.37500000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L93
34478000.00000000
PA
26358588.99000000
0.027479001796
Long
DBT
NUSS
CA
N
2
2026-09-01
Fixed
1.00000000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
VINCI SA
N/A
9600000.00000000
PA
11500321.46000000
0.011989160504
Long
DBT
CORP
FR
N
2
2029-01-18
Fixed
1.62500000
N
N
N
N
N
N
Wellcome Trust Finance PLC
549300U3Y9NRYP7NOM09
WELLCOME TRUST F
N/A
3566000.00000000
PA
6434612.12000000
0.006708125312
Long
DBT
CORP
GB
N
2
2036-07-25
Fixed
4.62500000
N
N
N
N
N
N
FortisBC Energy Inc
JSP0TNC596XKLBPR0Y26
TERASEN GAS INC
88078ZAB0
4513000.00000000
PA
4678763.77000000
0.004877641898
Long
DBT
CORP
CA
N
2
2034-05-01
Fixed
6.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEV BANK
N/A
5070000.00000000
PA
3818498.53000000
0.003980809746
Long
DBT
CORP
N/A
N
2
2025-03-12
Fixed
3.75000000
N
N
N
N
N
N
Vier Gas Transport GmbH
529900AGED6PJE9AVL37
VIER GAS TRANSPO
N/A
800000.00000000
PA
850288.42000000
0.000886431251
Long
DBT
CORP
DE
N
2
2029-09-10
Fixed
0.12500000
N
N
N
N
N
N
OP Mortgage Bank
743700IJXAGL8TGFRC33
OP MORTGAGE BANK
N/A
4513000.00000000
PA
5028089.35000000
0.005241816105
Long
DBT
CORP
FI
N
2
2026-11-19
Fixed
0.01000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
18200000.00000000
PA
19832243.20000000
0.020675243531
Long
DBT
CORP
NL
N
2
2035-01-14
Fixed
0.37500000
N
N
N
N
N
N
Bpifrance SACA
969500STN7T9MRUMJ267
BPIFRANCE
N/A
5200000.00000000
PA
5941488.46000000
0.006194040664
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
6500000.00000000
PA
7972344.58000000
0.008311221481
Long
DBT
CORP
NL
N
2
2034-01-10
Fixed
1.37500000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852NZ0
4008000.00000000
PA
3326972.02000000
0.003468390138
Long
DBT
NUSS
CA
N
2
2038-12-01
Fixed
3.50000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
2687300000.00000000
PA
28985379.39000000
0.030217448006
Long
DBT
NUSS
JP
N
2
2043-09-20
Fixed
1.80000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
6000000.00000000
PA
6633872.03000000
0.006915855074
Long
DBT
CORP
LU
N
2
2027-11-12
Fixed
0.12500000
N
N
N
N
N
N
Eurogrid GmbH
967600Q53854Z2NBCC81
EUROGRID GMBH
N/A
2900000.00000000
PA
3410328.52000000
0.003555289836
Long
DBT
CORP
DE
N
2
2028-04-18
Fixed
1.50000000
N
N
N
N
N
N
Belfius Bank SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
3000000.00000000
PA
3320289.18000000
0.003461423233
Long
DBT
CORP
BE
N
2
2025-10-15
Fixed
0.01000000
N
N
N
N
N
N
Gemeinsame Deutsche Bundeslaender
N/A
GEM DT LAENDER
N/A
4513000.00000000
PA
5103828.49000000
0.005320774655
Long
DBT
NUSS
DE
N
2
2023-04-14
Fixed
0.12500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
400000.00000000
PA
462192.28000000
0.000481838481
Long
DBT
CORP
NL
N
2
2026-01-14
Fixed
0.87500000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
LEGAL & GENL GRP
N/A
452000.00000000
PA
669385.58000000
0.000697838854
Long
DBT
CORP
GB
N
2
2048-11-14
Variable
5.12500000
N
N
N
N
N
N
Export-Import Bank of Korea
549300APVP4R32PI3Y06
EXP-IMP BK KOREA
N/A
280000.00000000
PA
211586.87000000
0.000220580698
Long
DBT
NUSS
KR
N
2
2027-06-07
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1738832.42000000
0.001812744195
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
350000000.00000000
EUR
394962050.00000000
USD
2022-02-02
1738832.42000000
N
N
N
N/A
N/A
DKK/USD FWD 20220202
N/A
1.00000000
NC
996836.34000000
0.001039208418
N/A
DFE
N/A
N
2
THE TORONTON DOMINION BANK
PT3QB789TSUIDF371261
992682638.00000000
DKK
150887012.58000000
USD
2022-02-02
996836.34000000
N
N
N
Korea Treasury Bond
N/A
KOREA TRSY BD
N/A
45000000000.00000000
PA
38416009.12000000
0.040048941315
Long
DBT
NUSS
KR
N
2
2044-12-10
Fixed
2.75000000
N
N
N
N
N
N
WHG Treasury PLC
N/A
WHG TREASURY
N/A
1806000.00000000
PA
3160006.94000000
0.003294327948
Long
DBT
CORP
GB
N
2
2045-10-06
Fixed
4.25000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
N/A
9600000.00000000
PA
11215250.16000000
0.011691971805
Long
DBT
CORP
ES
N
2
2027-01-22
Fixed
1.44700000
N
N
N
N
N
N
Japan Government Two Year Bond
N/A
JAPAN GOVT 2-YR
N/A
15291250000.00000000
PA
132978838.19000000
0.138631310459
Long
DBT
NUSS
JP
N
2
2023-04-01
Fixed
0.00500000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
2437000.00000000
PA
2774956.18000000
0.002892910006
Long
DBT
CORP
N/A
N
2
2030-04-16
Fixed
0.50000000
N
N
N
N
N
N
Hong Kong Government Bond Programme
N/A
HK GOVT BOND PRO
N/A
12500000.00000000
PA
1642363.14000000
0.001712174338
Long
DBT
NUSS
HK
N
2
2034-03-07
Fixed
2.02000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
1900000.00000000
PA
2502722.52000000
0.002609104631
Long
DBT
CORP
NL
N
2
2025-01-14
Fixed
1.25000000
N
N
N
N
N
N
Ontario Power Generation Inc
YDHER8SKF7V7YW8KZB55
ONTARIO POWER
68321ZAA9
2664000.00000000
PA
2167719.95000000
0.002259862256
Long
DBT
CORP
CA
N
2
2027-10-04
Fixed
3.31500000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
5167000.00000000
PA
5873499.45000000
0.006123161676
Long
DBT
CORP
DE
N
2
2023-02-16
Fixed
1.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
4513000.00000000
PA
5365052.31000000
0.005593102199
Long
DBT
CORP
N/A
N
2
2047-09-13
Fixed
0.87500000
N
N
N
N
N
N
Nederlandse Waterschapsbank NV
JLP5FSPH9WPSHY3NIM24
NED WATERSCHAPBK
N/A
3850000.00000000
PA
2952387.86000000
0.003077883696
Long
DBT
NUSS
NL
N
2
2024-04-18
Fixed
5.25000000
N
N
N
N
N
N
Saputo Inc
549300HH4U1DPY0TBT90
SAPUTO INC
80310ZAH2
904000.00000000
PA
670170.83000000
0.000698657483
Long
DBT
CORP
CA
N
2
2026-06-19
Fixed
1.41500000
N
N
N
N
N
N
Credit Agricole Italia SpA
8156007D348794DB1690
CREDIT AGRICOLE
N/A
2600000.00000000
PA
2967703.79000000
0.003093850653
Long
DBT
CORP
IT
N
2
2026-01-13
Fixed
0.62500000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20220202
N/A
1.00000000
NC
453522.39000000
0.000472800064
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
259102422.00000000
CAD
204286283.54000000
USD
2022-02-02
453522.39000000
N
N
N
Basellandschaftliche Kantonalbank
529900TPRILCY8WVKI23
BASELLAND KANTBK
N/A
2260000.00000000
PA
2438984.00000000
0.002542656806
Long
DBT
CORP
CH
N
2
2030-05-13
Fixed
0.37500000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
4767050000.00000000
PA
47621959.60000000
0.049646205034
Long
DBT
NUSS
JP
N
2
2033-03-20
Fixed
1.60000000
N
N
N
N
N
N
Japan Expressway Holding and Debt Repayment Agency
353800378BR5QG3RWY08
JPN EXP HLD/DEBT
N/A
90000000.00000000
PA
785543.74000000
0.000818934498
Long
DBT
NUSS
JP
N
2
2022-09-20
Fixed
0.76500000
N
N
N
N
N
N
CPPIB Capital Inc
549300KW9NB55HTDK075
CPPIB CAPITAL
N/A
2077000.00000000
PA
2272493.95000000
0.002369089838
Long
DBT
NUSS
CA
N
2
2049-07-15
Fixed
0.75000000
N
N
N
N
N
N
Emirates NBD Bank PJSC
54930029BCN8HF3B1286
EMIRATES NBD
N/A
1040000.00000000
PA
712847.97000000
0.000743148681
Long
DBT
CORP
AE
N
2
2030-02-26
Fixed
3.05000000
N
N
N
N
N
N
Province of Newfoundland and Labrador Canada
549300CLWWW48GTPOJ49
NEWFOUNDLAND
651333GE0
4894000.00000000
PA
3613498.37000000
0.003767095736
Long
DBT
NUSS
CA
N
2
2030-06-02
Fixed
1.75000000
N
N
N
N
N
N
407 International Inc
549300LRF8PWZNJ8BC94
407 INTL INC
35085ZBM7
3103000.00000000
PA
2450797.07000000
0.002554972009
Long
DBT
CORP
CA
N
2
2047-05-21
Fixed
3.60000000
N
N
N
N
N
N
Karbon Homes Ltd
213800S6NLZ9IH9TGB49
KARBON HOMES LTD
N/A
2385000.00000000
PA
3848971.41000000
0.004012577924
Long
DBT
CORP
GB
N
2
2047-11-15
Fixed
3.37500000
N
N
N
N
N
N
Abertis Infraestructuras SA
549300GKFVWI02JQ5332
ABERTIS
N/A
100000.00000000
PA
119697.70000000
0.000124785636
Long
DBT
CORP
ES
N
2
2025-02-27
Fixed
2.50000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
1400000.00000000
PA
1596288.61000000
0.001664141339
Long
DBT
CORP
NL
N
2
2022-09-16
Fixed
2.12500000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
2000000.00000000
PA
2258327.07000000
0.002354320773
Long
DBT
CORP
LU
N
2
2028-01-31
Fixed
1.62500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MEDTRONIC GLOBAL
58507LAP4
4603000.00000000
PA
5038273.26000000
0.005252432898
Long
DBT
CORP
LU
N
2
2039-07-02
Fixed
1.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29251ZBR7
1896000.00000000
PA
1558261.12000000
0.001624497431
Long
DBT
CORP
CA
N
2
2044-11-21
Fixed
4.87000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTERAMER DEV BK
458182EA6
5587000.00000000
PA
4357369.05000000
0.004542585796
Long
DBT
CORP
N/A
N
2
2024-10-10
Fixed
1.70000000
N
N
N
N
N
N
Slovakia Government Bond
N/A
SLOVAKIA GOVT
N/A
28339000.00000000
PA
32153143.53000000
0.033519862886
Long
DBT
NUSS
SK
N
2
2023-11-13
None
0.00000000
N
N
N
N
N
N
State of Schleswig-Holstein Germany
529900QC5O0RTEVUB539
LAND SCHLES-HOLS
N/A
5669000.00000000
PA
6177069.11000000
0.006439635036
Long
DBT
NUSS
DE
N
2
2031-07-08
Fixed
0.05000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
448814JA2
24854000.00000000
PA
27416291.67000000
0.028581663773
Long
DBT
NUSS
CA
N
2
2050-02-15
Fixed
5.00000000
N
N
N
N
N
N
Imperial Brands Finance Netherlands BV
724500GIEFJOBWGD0272
IMPERIAL BRAN NE
N/A
4547000.00000000
PA
4837010.54000000
0.005042615193
Long
DBT
CORP
NL
N
2
2033-03-18
Fixed
1.75000000
N
N
N
N
N
N
VGP NV
315700NENYPIXFR94T49
VGP NV
N/A
1400000.00000000
PA
1492388.85000000
0.001555825158
Long
DBT
CORP
BE
N
2
2029-04-08
Fixed
1.50000000
N
N
N
N
N
N
Volkswagen Bank GmbH
529900GJD3OQLRZCKW37
VOLKSWAGEN BANK
N/A
20900000.00000000
PA
24013275.03000000
0.025033996620
Long
DBT
CORP
DE
N
2
2024-06-10
Fixed
1.25000000
N
N
N
N
N
N
La Banque Postale SA
96950066U5XAAIRCPA78
LA BANQUE POSTAL
N/A
2300000.00000000
PA
2631732.39000000
0.002743598266
Long
DBT
CORP
FR
N
2
2024-10-16
Fixed
1.00000000
N
N
N
N
N
N
SmartCentres Real Estate Investment Trust
549300HKEP2IYWZ14H97
SMARTCENTRS REIT
83179XAL2
2000000.00000000
PA
1581008.85000000
0.001648212089
Long
DBT
CORP
CA
N
2
2027-06-11
Fixed
3.19200000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
4600000.00000000
PA
5086952.52000000
0.005303181345
Long
DBT
CORP
FR
N
2
2027-11-10
Fixed
0.01000000
N
N
N
N
N
N
Credit Mutuel Home Loan SFH SA
9695009KQA7MMTQL8E07
CRED MUTUEL HOME
N/A
1100000.00000000
PA
1256392.38000000
0.001309797291
Long
DBT
CORP
FR
N
2
2025-02-10
Fixed
0.62500000
N
N
N
N
N
N
Mexican Bonos
N/A
MEXICAN BONOS
N/A
1404800000.00000000
PA
63770108.75000000
0.066480756370
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
TC Dudgeon Ofto PLC
213800XMRT4PFW52JR39
TC DUDGEON
N/A
362587.48000000
PA
521615.06000000
0.000543787119
Long
DBT
CORP
GB
N
2
2038-11-12
Fixed
3.15800000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
633000.00000000
PA
734580.88000000
0.000765805382
Long
DBT
NUSS
NL
N
2
2024-09-04
Fixed
1.12500000
N
N
N
N
N
N
EP Infrastructure AS
315700I4J1M1NKGWWY89
EP INFRASTRUCTUR
N/A
11208000.00000000
PA
12828344.01000000
0.013373632717
Long
DBT
CORP
CZ
N
2
2024-04-26
Fixed
1.65900000
N
N
N
N
N
N
Basque Government
959800SNQAKVSTR20G68
BASQUE GOV'T
N/A
2988000.00000000
PA
3230504.29000000
0.003367821897
Long
DBT
NUSS
ES
N
2
2032-04-30
Fixed
0.45000000
N
N
N
N
N
N
Hydro-Quebec
6THEVG93PYJH84S4D167
HYDRO-QUEBEC
44889ZCM6
12654000.00000000
PA
14022236.71000000
0.014618273682
Long
DBT
NUSS
CA
N
2
2035-02-15
Fixed
6.50000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
N/A
3656000.00000000
PA
4151733.91000000
0.004328209814
Long
DBT
CORP
GB
N
2
2025-01-10
Fixed
0.50000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
N/A
9025000.00000000
PA
11378912.50000000
0.011862590867
Long
DBT
CORP
N/A
N
2
2027-09-23
Fixed
0.25000000
N
N
N
N
N
N
BNG Bank NV
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
2257000.00000000
PA
2622043.38000000
0.002733497410
Long
DBT
NUSS
NL
N
2
2029-01-24
Fixed
0.75000000
N
N
N
N
N
N
Prosus NV
635400Z5LQ5F9OLVT688
PROSUS NV
N/A
1684000.00000000
PA
1794682.39000000
0.001870968155
Long
DBT
CORP
NL
Y
2
2029-07-13
Fixed
1.28800000
N
N
N
N
N
N
Queensland Treasury Corp
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREAS
N/A
6679000.00000000
PA
4299970.79000000
0.004482747733
Long
DBT
NUSS
AU
Y
2
2041-11-20
Fixed
2.25000000
N
N
N
N
N
N
Digital Stout Holding LLC
549300N335X1857YDM81
DIGITAL STOUT HO
N/A
1806000.00000000
PA
2627102.98000000
0.002738772076
Long
DBT
CORP
US
N
2
2030-10-17
Fixed
3.75000000
N
N
N
N
N
N
State of Rhineland-Palatinate
52990032ZS3N9397RN77
RHEINLAND-PFALZ
N/A
16366000.00000000
PA
17828701.54000000
0.018586538218
Long
DBT
NUSS
DE
N
2
2031-01-21
Fixed
0.01000000
N
N
N
N
N
N
Rogers Communications Inc
54930030NVF3Y2OL0A78
ROGERS COMM INC
775109AQ4
2657000.00000000
PA
2486264.52000000
0.002591947059
Long
DBT
CORP
CA
N
2
2040-08-25
Fixed
6.11000000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
125000.00000000
PA
148379.42000000
0.000154686517
Long
DBT
CORP
LU
N
2
2028-03-15
Fixed
1.75000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
ZQ6165059
3000000.00000000
PA
3403607.62000000
0.003548283253
Long
DBT
CORP
LU
N
2
2023-05-19
Fixed
1.00000000
N
N
N
N
N
N
Deutsche Wohnen SE
529900QE24Q67I3FWZ10
DEUTSCHE WOHNEN
BJ1180543
4600000.00000000
PA
5237571.68000000
0.005460202807
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
1.00000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556BW1
2989000.00000000
PA
3878373.86000000
0.004043230170
Long
DBT
CORP
US
N
2
2037-07-24
Fixed
2.87500000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
100000.00000000
PA
115072.37000000
0.000119963699
Long
DBT
CORP
JE
N
2
2023-09-13
Fixed
1.87500000
N
N
N
N
N
N
WSO Finance Pty Ltd
5493004E5MY2KUGWM114
WSO FINANCE PTY
N/A
1100000.00000000
PA
845487.43000000
0.000881426187
Long
DBT
CORP
AU
N
2
2027-03-31
Fixed
4.50000000
N
N
N
N
N
N
Toyota Credit Canada Inc
HJZQGXYTVV2NWJZLPW74
TOYOTA CRED CAN
892329BK8
2258000.00000000
PA
1769763.96000000
0.001844990528
Long
DBT
CORP
CA
N
2
2025-02-26
Fixed
2.11000000
N
N
N
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
N/A
1506000.00000000
PA
1538872.58000000
0.001604284751
Long
DBT
CORP
LU
N
2
2041-08-13
Fixed
1.33600000
N
N
N
N
N
N
Diageo Finance PLC
BPF79TJMIH3DK8XCKI50
DIAGEO FIN PLC
ZS0905563
6000000.00000000
PA
6762719.20000000
0.007050179094
Long
DBT
CORP
GB
N
2
2023-10-12
Fixed
0.12500000
N
N
N
N
N
N
Ministeries Van de Vlaamse Gemeenschap
9676003JDGYZ0V9FF348
FLEMISH COMMUNIT
N/A
7500000.00000000
PA
8067209.85000000
0.008410119147
Long
DBT
NUSS
BE
N
2
2051-01-23
Fixed
1.00000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
13558800000.00000000
PA
115588381.19000000
0.120501645046
Long
DBT
NUSS
JP
N
2
2051-09-20
Fixed
0.70000000
N
N
N
N
N
N
HSBC Bank Canada
DMB80L5QKUQ124HSYW98
HSBC BANK CANADA
40427HTM5
5673000.00000000
PA
4336211.54000000
0.004520528953
Long
DBT
CORP
CA
N
2
2026-05-20
Fixed
1.78200000
N
N
N
N
N
N
NRW Bank
52990002O5KK6XOGJ020
NRW.BANK
N/A
7356000.00000000
PA
8213985.54000000
0.008563133766
Long
DBT
CORP
DE
N
2
2027-04-12
Fixed
0.12500000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
ZP3880819
2708000.00000000
PA
3016202.38000000
0.003144410751
Long
DBT
CORP
GB
N
2
2028-01-27
Variable
0.85000000
N
N
N
N
N
N
Repsol International Finance BV
5493002YCY6HTK0OUR29
REPSOL INTL FIN
N/A
400000.00000000
PA
441728.54000000
0.000460504898
Long
DBT
CORP
NL
N
2
2027-08-02
Fixed
0.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
FRANCE TELECOM
N/A
624000.00000000
PA
945468.31000000
0.000985656910
Long
DBT
CORP
FR
N
2
2025-12-05
Fixed
5.25000000
N
N
N
N
N
N
Italy Buoni Poliennali Del Tesoro
N/A
BTPS
N/A
182362000.00000000
PA
204574386.74000000
0.213270139115
Long
DBT
NUSS
IT
N
2
2024-08-15
None
0.00000000
N
N
N
N
N
N
Canada Housing Trust No 1
549300M44WH89JG50067
CAN HOUSING TRUS
13509PDY6
9600000.00000000
PA
7818207.07000000
0.008150532117
Long
DBT
NUSS
CA
Y
2
2023-09-15
Fixed
3.15000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
11070TAG3
19632000.00000000
PA
15196579.61000000
0.015842533853
Long
DBT
NUSS
CA
N
2
2048-06-18
Fixed
2.80000000
N
N
N
N
N
N
BASF SE
529900PM64WH8AF1E917
BASF SE
N/A
98000.00000000
PA
130349.40000000
0.000135890103
Long
DBT
CORP
DE
N
2
2023-10-06
Fixed
0.87500000
N
N
N
N
N
N
Fresenius SE & Co KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE & C
N/A
5416000.00000000
PA
6818493.41000000
0.007108324073
Long
DBT
CORP
DE
N
2
2029-02-15
Fixed
2.87500000
N
N
N
N
N
N
Allied Properties Real Estate Investment Trust
549300AMZMPKVHA0MY77
ALLIED PROP REIT
019456AC6
2257000.00000000
PA
1821620.68000000
0.001899051499
Long
DBT
CORP
CA
N
2
2025-04-21
Fixed
3.63600000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
URW
N/A
213000.00000000
PA
245241.85000000
0.000255666236
Long
DBT
CORP
FR
N
2
2026-03-09
Fixed
1.37500000
N
N
N
N
N
N
SELP Finance Sarl
549300Y4VYEJE1MH6D45
SELP FINANCE SAR
N/A
1850000.00000000
PA
2109904.30000000
0.002199589062
Long
DBT
CORP
LU
N
2
2023-10-25
Fixed
1.25000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
ORANGE
N/A
1200000.00000000
PA
1408847.17000000
0.001468732409
Long
DBT
CORP
FR
N
2
2030-01-16
Fixed
1.37500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
N/A
20000000.00000000
PA
2151673.56000000
0.002243133790
Long
DBT
CORP
SE
N
2
2029-12-19
Fixed
1.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
5116000.00000000
PA
7533877.82000000
0.007854117010
Long
DBT
CORP
NL
N
2
2024-08-14
Fixed
5.62500000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PAC RR
13644ZAX5
790000.00000000
PA
841531.88000000
0.000877302500
Long
DBT
CORP
CA
N
2
2039-11-17
Fixed
6.45000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-3655110.52000000
-0.00381047667
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
500000000.00000000
EUR
558416500.00000000
USD
2022-03-02
-3655110.52000000
N
N
N
Snam SpA
8156002278562044AF79
SNAM
N/A
8870000.00000000
PA
10108772.63000000
0.010538461727
Long
DBT
CORP
IT
N
2
2026-10-25
Fixed
0.87500000
N
N
N
N
N
N
Sparebanken Vest Boligkreditt AS
5967007LIEEXZX6AO004
SPAREBANKEN V BO
N/A
25374000.00000000
PA
28845082.47000000
0.030071187547
Long
DBT
CORP
NO
N
2
2026-02-12
Fixed
0.50000000
N
N
N
N
N
N
Integrated Team Solutions SJHC Partnership
549300NFW3LFKA3QPH56
ST JOES HLTHCARE
45824RAA7
17571.44000000
PA
16728.36000000
0.000017439424
Long
DBT
CORP
CA
N
2
2042-11-30
Fixed
5.94640000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
N/A
15447000.00000000
PA
17266341.67000000
0.018000274367
Long
DBT
CORP
US
N
2
2025-03-08
Fixed
0.10000000
N
N
N
N
N
N
London & Quadrant Housing Trust
213800RH8HIW5NAYSU08
LONDON & QUADRAN
N/A
904000.00000000
PA
1255865.66000000
0.001309248182
Long
DBT
CORP
GB
N
2
2026-05-05
Fixed
2.62500000
N
N
N
N
N
N
Firmenich Productions Participations SAS
635400DX7HXMEAP36T24
FIRMENICH
BJ0851391
4513000.00000000
PA
5262485.58000000
0.005486175711
Long
DBT
CORP
FR
N
2
2026-10-30
Fixed
1.37500000
N
N
N
N
N
N
Brown-Forman Corp
549300873K3LXF7ARU34
BROWN-FORMAN
115637AQ3
1156000.00000000
PA
1338315.96000000
0.001395203160
Long
DBT
CORP
US
N
2
2026-07-07
Fixed
1.20000000
N
N
N
N
N
N
Croatia Government International Bond
N/A
CROATIA
N/A
26039000.00000000
PA
29411571.44000000
0.030661756012
Long
DBT
NUSS
HR
N
2
2031-06-17
Fixed
1.50000000
N
N
N
N
N
N
Republic of Poland Government International Bond
N/A
REP OF POLAND
N/A
2000000.00000000
PA
2341880.77000000
0.002441426053
Long
DBT
NUSS
PL
N
2
2029-03-07
Fixed
1.00000000
N
N
N
N
N
N
Major Joint Local Government Bond
N/A
MAJOR JOINT LOCA
N/A
676900000.00000000
PA
5965813.56000000
0.006219399740
Long
DBT
NUSS
JP
N
2
2024-01-25
Fixed
0.76000000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
EFSF
N/A
36877000.00000000
PA
42165145.60000000
0.043957440671
Long
DBT
CORP
LU
N
2
2026-05-31
Fixed
0.40000000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
9025000.00000000
PA
6776731.19000000
0.007064786685
Long
DBT
NUSS
AU
N
2
2028-11-15
Fixed
3.00000000
N
N
N
N
N
N
Ontario Infrastructure & Lands Corp
N/A
ONTARIO INFRA PR
683086AA0
809000.00000000
PA
761820.69000000
0.000794203062
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
4.70000000
N
N
N
N
N
N
Nestle Finance International Ltd
0KLLMNHINTFDRMU6DI05
NESTLE FIN INTL
N/A
2753000.00000000
PA
3406765.40000000
0.003551575260
Long
DBT
CORP
LU
N
2
2037-11-02
Fixed
1.75000000
N
N
N
N
N
N
Credit Agricole Home Loan SFH SA
969500C9913Z7PKUGB44
CREDIT AG HOME L
N/A
2300000.00000000
PA
2923816.88000000
0.003048098262
Long
DBT
CORP
FR
N
2
2038-09-28
Fixed
1.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
3700000.00000000
PA
4390267.62000000
0.004576882771
Long
DBT
CORP
FR
N
2
2023-11-28
Fixed
3.00000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
8500000.00000000
PA
9880259.85000000
0.010300235656
Long
DBT
CORP
NL
N
2
2026-03-22
Fixed
1.50000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAW3
4174000.00000000
PA
3510526.59000000
0.003659746980
Long
DBT
CORP
CA
N
2
2044-04-05
Fixed
4.85000000
N
N
N
N
N
N
N/A
N/A
KRW/USD FWD 20220207
N/A
1.00000000
NC
1063466.51000000
0.001108670807
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
105790320000.00000000
KRW
88800926.70000000
USD
2022-02-07
1063466.51000000
N
N
N
LCR Finance PLC
2138008GSNH2EM5YC581
LCR FINANCE PLC
N/A
3385000.00000000
PA
5429487.19000000
0.005660275984
Long
DBT
CORP
GB
N
2
2028-12-07
Fixed
4.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
100000.00000000
PA
132569.55000000
0.000138204624
Long
DBT
CORP
NL
N
2
2025-01-16
Fixed
1.37500000
N
N
N
N
N
N
Paradigm Homes Charitable Housing Association Ltd
213800I54XR2I9HM3X58
PARADIGM HOMES
N/A
2723000.00000000
PA
3523788.33000000
0.003673572431
Long
DBT
CORP
GB
N
2
2051-05-20
Fixed
2.25000000
N
N
N
N
N
N
Province of Saskatchewan Canada
549300FKDIB7OJMBSP83
SASKATCHEWAN CDA
803854KN7
3064000.00000000
PA
2333482.52000000
0.002432670822
Long
DBT
NUSS
CA
N
2
2052-12-02
Fixed
2.80000000
N
N
N
N
N
N
Swiss Confederation Government Bond
N/A
SWISS (GOVT)
N/A
8123000.00000000
PA
8530213.32000000
0.008892803299
Long
DBT
NUSS
CH
N
2
2039-07-24
None
0.00000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
3830000.00000000
PA
4504547.97000000
0.004696020785
Long
DBT
NUSS
RO
Y
2
2049-04-03
Fixed
4.62500000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DY5
500000.00000000
PA
376773.00000000
0.000392788322
Long
DBT
NUSS
CA
N
2
2041-11-23
Fixed
2.85000000
N
N
N
N
N
N
Province of British Columbia Canada
54930058TO7MEKUHWL16
BRIT COLUMBIA
110709AG7
9640000.00000000
PA
7483474.02000000
0.007801570718
Long
DBT
NUSS
CA
N
2
2052-06-18
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220302
N/A
1.00000000
NC
-5008110.52000000
-0.00522098804
N/A
DFE
N/A
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
500000000.00000000
EUR
557063500.00000000
USD
2022-03-02
-5008110.52000000
N
N
N
N/A
N/A
MXN/USD FWD 20220202
N/A
1.00000000
NC
127107.32000000
0.000132510214
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
800000000.00000000
MXN
38897262.61000000
USD
2022-02-02
127107.32000000
N
N
N
Coventry Building Society
2138004G59FXEAZ6IO10
COVENTRY BDG SOC
N/A
406000.00000000
PA
461326.64000000
0.000480936046
Long
DBT
CORP
GB
N
2
2024-01-12
Fixed
0.50000000
N
N
N
N
N
N
Dexia Credit Local SA
F4G136OIPBYND1F41110
DEXIA CRED LOCAL
N/A
2100000.00000000
PA
2403719.38000000
0.002505893209
Long
DBT
CORP
FR
N
2
2026-01-17
Fixed
0.62500000
N
N
N
N
N
N
APRR SA
9695002SV2VP9CU42826
APRR SA
N/A
100000.00000000
PA
123037.27000000
0.000128267160
Long
DBT
CORP
FR
N
2
2031-01-06
Fixed
1.87500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20220202
N/A
1.00000000
NC
1747453.69000000
0.001821731925
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
560000000.00000000
USD
500000000.00000000
EUR
2022-02-02
1747453.69000000
N
N
N
OMV AG
549300V62YJ9HTLRI486
OMV AG
N/A
1128000.00000000
PA
1285834.08000000
0.001340490456
Long
DBT
CORP
AT
N
2
2023-12-04
Fixed
0.75000000
N
N
N
N
N
N
Merck Financial Services GmbH
549300OELEN3ZS5RB682
MERCK FIN SERVIC
N/A
9100000.00000000
PA
10246435.51000000
0.010681976182
Long
DBT
CORP
DE
N
2
2023-12-15
Fixed
0.00500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
N/A
1000000.00000000
PA
1087152.00000000
0.001133363086
Long
DBT
CORP
AU
N
2
2031-05-05
Variable
0.66900000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
6800000.00000000
PA
7264890.31000000
0.007573695767
Long
DBT
CORP
FR
N
2
2030-01-19
Variable
0.50000000
N
N
N
N
N
N
Linde Inc/CT
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBR4
3610000.00000000
PA
4164692.03000000
0.004341718739
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
1.20000000
N
N
N
N
N
N
Toyota Finance Australia Ltd
3UKPTDP5PGQRH8AUK042
TOYOTA FIN AUSTR
N/A
497000.00000000
PA
562593.63000000
0.000586507546
Long
DBT
CORP
AU
N
2
2023-04-06
Fixed
0.50000000
N
N
N
N
N
N
Land Berlin
529900Y6Q7R44JF7XX56
LAND BERLIN
N/A
9247000.00000000
PA
10643081.29000000
0.011095482007
Long
DBT
NUSS
DE
N
2
2034-04-03
Fixed
0.75000000
N
N
N
N
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
ENEL SPA
N/A
4952000.00000000
PA
5311427.58000000
0.005537198067
Long
DBT
CORP
IT
N
2
2170-09-08
Variable
1.37500000
N
N
N
N
N
N
New South Wales Treasury Corp
TC7LRO17HPNPLTAV0H77
NEW S WALES TREA
N/A
13989000.00000000
PA
9884227.23000000
0.010304371676
Long
DBT
NUSS
AU
N
2
2024-02-08
Fixed
1.00000000
N
N
N
N
N
N
TELUS Corp
L2TEUTQ8OSHMJWVLCE40
TELUS CORP
87971MAX1
2014000.00000000
PA
1640839.22000000
0.001710585642
Long
DBT
CORP
CA
N
2
2025-01-17
Fixed
3.75000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
BANCO BILBAO VIZ
N/A
6300000.00000000
PA
6993283.46000000
0.007290543846
Long
DBT
CORP
ES
N
2
2030-01-16
Variable
1.00000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
N/A
2586000.00000000
PA
2668462.40000000
0.002781889543
Long
DBT
CORP
NL
N
2
2036-06-17
Fixed
0.87500000
N
N
N
N
N
N
Agricultural Development Bank of China
300300C1020311000158
AGRICUL DEV BANK
ZR0359359
50000000.00000000
PA
8010715.04000000
0.008351222937
Long
DBT
NUSS
CN
N
2
2024-08-14
Fixed
3.24000000
N
N
N
N
N
N
Iberdrola Finanzas SA
5493004PZNZWWBOUV388
IBERDROLA FIN SA
N/A
2100000.00000000
PA
3133816.54000000
0.003267024284
Long
DBT
CORP
ES
N
2
2024-01-29
Fixed
7.37500000
N
N
N
N
N
N
2022-03-30
VANGUARD CHARLOTTE FUNDS
Christine M. Buchanan
Christine M. Buchanan
Chief Financial Officer
XXXX