0001752724-23-041124.txt : 20230227
0001752724-23-041124.hdr.sgml : 20230227
20230227103555
ACCESSION NUMBER: 0001752724-23-041124
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
CENTRAL INDEX KEY: 0001091439
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09491
FILM NUMBER: 23670949
BUSINESS ADDRESS:
STREET 1: 5701 GOLDEN HILLS DRIVE
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55416-1297
BUSINESS PHONE: 763-765-6551
MAIL ADDRESS:
STREET 1: 5701 GOLDEN HILLS DRIVE
CITY: MINNEAPOLIS
STATE: MN
ZIP: 55416-1297
FORMER COMPANY:
FORMER CONFORMED NAME: USALLIANZ VARIABLE INSURANCE PRODUCTS TRUST
DATE OF NAME CHANGE: 19990721
0001091439
S000046868
AZL DFA Five-Year Global Fixed Income Fund
C000146456
AZL DFA Five-Year Global Fixed Income Fund
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001091439
XXXXXXXX
S000046868
C000146456
Allianz Variable Insurance Products Trust
811-09491
0001091439
549300446YVO0C3VKW34
5701 Golden Hills Drive
Minneapolis
55416
800-624-0197
AZL DFA Five-Year Global Fixed Income Fund
S000046868
549300MBTM3RUMMKFD87
2022-12-31
2022-12-31
N
341011757.02
11324634.78
329687122.24
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
298060.46000000
AUD
CAD
DKK
EUR
GBP
NOK
NZD
SEK
USD
N
U S DOLLAR
N/A
U S DOLLAR
N/A
16485351.00000000
OU
Contract Amount
USD
6035.39000000
0.001830641718
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
16485351.00000000
SEK
1588571.45000000
USD
2023-01-17
6035.39000000
N
N
N
BLACKROCK LIQ FDS FEDFUND-IN
N/A
BLACKROCK LIQUIDITY FEDFUND INSTITUTIONAL SHARES
09248U700
0.61000000
NS
USD
0.61000000
0.000000185023
Long
STIV
RF
US
N
1
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
891145T79
2500000.00000000
PA
1797071.21000000
0.545083835179
Long
DBT
CORP
CA
N
2
2024-07-24
Fixed
3.22600000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
236334.00000000
OU
Contract Amount
USD
-1910.03000000
-0.00057934625
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
236334.00000000
EUR
251361.51000000
USD
2023-01-18
-1910.03000000
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DT4
231000.00000000
PA
USD
212632.27000000
0.064495170013
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.12500000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTL BK RECON DEVELOP
N/A
2500000.00000000
PA
1503594.09000000
0.456066976406
Long
DBT
US
N
2
2026-05-18
Fixed
0.50000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
EUROPEAN STABILITY MECHANISM
N/A
800000.00000000
PA
807988.70000000
0.245077422044
Long
DBT
LU
N
2
2024-12-16
None
0.00000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
7000000.00000000
PA
685799.11000000
0.208015134270
Long
DBT
LU
N
2
2024-09-09
Fixed
0.75000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGEMENT
N/A
100000.00000000
PA
113184.42000000
0.034330858673
Long
DBT
DE
N
2
2025-03-07
Fixed
1.37500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
283402.00000000
OU
Contract Amount
USD
-9465.22000000
-0.00287097049
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
283402.00000000
EUR
294269.16000000
USD
2023-01-19
-9465.22000000
N
N
N
Bundeskanzleramt Oesterreich
529900QWWUI4XRVR7I03
AUSTRIA TREASURY BILL
N/A
600000.00000000
PA
637727.97000000
0.193434297847
Long
DBT
NUSS
AT
N
2
2023-04-27
None
0.00000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
6928341.00000000
OU
Contract Amount
USD
-207376.70000000
-0.06290106164
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
6928341.00000000
EUR
7218030.87000000
USD
2023-01-19
-207376.70000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
1000000.00000000
PA
675279.77000000
0.204824430330
Long
DBT
PH
N
2
2025-03-12
Fixed
3.75000000
N
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC
N/A
300000.00000000
PA
337192.69000000
0.102276572924
Long
DBT
CA
N
2
2024-12-13
Fixed
0.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
86959LAG8
1250000.00000000
PA
USD
1171416.25000000
0.355311497167
Long
DBT
CORP
SE
Y
2
2024-06-11
Fixed
0.55000000
N
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC
748149AQ4
5120000.00000000
PA
USD
4973870.08000000
1.508663743432
Long
DBT
CA
N
2
2024-04-09
Fixed
2.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDR9
4708700.00000000
PA
USD
4526237.88000000
1.372888892125
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
Koninkrijk der Nederlanden
254900G14ALGVKORFN62
NETHERLANDS GOVERNMENT BOND
N/A
300000.00000000
PA
301920.11000000
0.091577768627
Long
DBT
NUSS
NL
Y
2
2025-07-15
Fixed
0.25000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135CD6
2000000.00000000
PA
USD
1950340.00000000
0.591573000106
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
2.73000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-417547.00000000
OU
Contract Amount
4451.16000000
0.001350116428
N/A
DFE
GB
N
2
UBS WARBURG
54930046C4LIH72FNN96
500519.85000000
USD
417547.00000000
GBP
2023-01-20
4451.16000000
N
N
N
Valtioneuvosto
743700M6Y2OQRVSBRD14
FINLAND GOVERNMENT BOND
N/A
1300000.00000000
PA
1320662.09000000
0.400580429416
Long
DBT
NUSS
FI
Y
2
2025-09-15
Fixed
0.87500000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
1100000.00000000
PA
1166766.20000000
0.353901053845
Long
DBT
LU
N
2
2024-02-19
Fixed
2.12500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
96693.00000000
OU
Contract Amount
USD
-2845.42000000
-0.00086306677
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
96693.00000000
EUR
100784.72000000
USD
2023-01-19
-2845.42000000
N
N
N
Exportation et developpement Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA
N/A
1000000.00000000
PA
1181545.68000000
0.358383934432
Long
DBT
CA
N
2
2023-12-08
Fixed
1.37500000
N
N
N
N
N
N
Royaume de Belgique
549300SZ25JZFHRHWD76
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
3300000.00000000
PA
3392114.05000000
1.028888852847
Long
DBT
NUSS
BE
Y
2
2024-10-22
Fixed
0.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
10796292.00000000
OU
Contract Amount
USD
-93347.17000000
-0.02831386599
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
10796292.00000000
CAD
7882395.16000000
USD
2023-01-19
-93347.17000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785GJ9
541000.00000000
PA
USD
532252.03000000
0.161441559010
Long
DBT
LU
N
2
2024-01-29
Fixed
3.25000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION DEV
45906M3C3
1000000.00000000
PA
USD
969697.00000000
0.294126441279
Long
DBT
US
N
2
2024-03-28
Fixed
2.25000000
N
N
N
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
N/A
700000.00000000
PA
787459.81000000
0.238850642587
Long
DBT
CORP
CA
N
2
2024-12-17
Fixed
0.87500000
N
N
N
N
N
N
Corporacion Interamericana de Inversiones
5493001X4LH60PFRL744
INTER AMERICAN INVESTMENT CORP
N/A
324000.00000000
PA
USD
307871.28000000
0.093382864913
Long
DBT
US
N
2
2024-10-02
Fixed
1.75000000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
N/A
15000000.00000000
PA
1358631.14000000
0.412097121285
Long
DBT
SE
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1480328.00000000
OU
Contract Amount
USD
-127072.18000000
-0.03854326463
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
1480328.00000000
EUR
1457656.78000000
USD
2023-01-03
-127072.18000000
N
N
N
ROYAL BANK OF CANADA SYDNEY
N/A
ROYAL BANK OF CANADA SYDNEY
JV2700260
500000.00000000
PA
330832.90000000
0.100347534884
Long
DBT
CORP
CA
N
2
2026-06-22
Fixed
4.20000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1004961.00000000
OU
Contract Amount
USD
-15480.81000000
-0.00469560651
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1004961.00000000
NZD
622783.38000000
USD
2023-02-28
-15480.81000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
448692.00000000
OU
Contract Amount
USD
4892.22000000
0.001483897814
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
448692.00000000
NZD
289758.56000000
USD
2023-01-20
4892.22000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
411741.00000000
OU
Contract Amount
USD
-12518.98000000
-0.00379723051
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
411741.00000000
EUR
428730.59000000
USD
2023-01-18
-12518.98000000
N
N
N
Chevron U.S.A. Inc.
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AE6
754000.00000000
PA
USD
675217.56000000
0.204805560924
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.68700000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68333ZAB3
3500000.00000000
PA
2550258.53000000
0.773539018652
Long
DBT
CA
N
2
2023-09-08
Fixed
2.60000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
9128285Z9
3000000.00000000
PA
USD
2928750.00000000
0.888342250100
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
N/A
500000.00000000
PA
329127.75000000
0.099830332396
Long
DBT
CA
N
2
2025-08-26
Fixed
3.10000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CAF8
3750000.00000000
PA
USD
3644531.25000000
1.105451503606
Long
DBT
UST
US
N
2
2023-08-15
Fixed
0.12500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1445120.00000000
OU
Contract Amount
USD
-103650.02000000
-0.03143890464
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
1445120.00000000
EUR
1443387.88000000
USD
2023-01-03
-103650.02000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
140000.00000000
PA
140181.31000000
0.042519498198
Long
DBT
LU
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
N/A
300000.00000000
PA
309677.63000000
0.093930763172
Long
DBT
CORP
NL
N
2
2024-05-11
Fixed
0.50000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORPORATION
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREASURY CORP
N/A
4000000.00000000
PA
2654096.44000000
0.805034913698
Long
DBT
AU
Y
2
2026-07-21
Fixed
3.25000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EH2
1891000.00000000
PA
USD
1794850.21000000
0.544410166161
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
SWEDEN TREASURY BILL
N/A
SWEDEN TREASURY BILL
ZN7082755
7000000.00000000
PA
663318.98000000
0.201196508827
Long
DBT
CORP
SE
N
2
2023-06-21
None
0.00000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TRUST
N/A
1300000.00000000
PA
1296577.19000000
0.393275048534
Long
DBT
CORP
CA
N
2
2025-05-13
Fixed
0.45000000
N
N
N
N
N
N
Oesterreichische Kontrollbank Aktiengesellschaft
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK AG
676167CD9
2402000.00000000
PA
USD
2240206.08000000
0.679494565871
Long
DBT
AT
N
2
2024-09-16
Fixed
0.50000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214ER0
3423000.00000000
PA
USD
3025805.35000000
0.917780873405
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
800000.00000000
PA
526544.50000000
0.159710363092
Long
DBT
LU
N
2
2025-10-17
Fixed
2.90000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAB7
1690000.00000000
PA
USD
1510949.57000000
0.458298025028
Long
DBT
CORP
FI
Y
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
513780.00000000
OU
Contract Amount
USD
-5909.08000000
-0.00179232963
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
513780.00000000
AUD
343896.28000000
USD
2023-01-05
-5909.08000000
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FIN
N/A
590000.00000000
PA
615284.27000000
0.186626722275
Long
DBT
CORP
NL
N
2
2024-04-07
Fixed
1.12500000
N
N
N
N
N
N
NETWORK RAIL INFRASTRUCTURE FINANCE PLC
213800H88F5EE4B1D697
NETWORK RAIL INFRASTRUCTURE FINANCE PLC
N/A
613000.00000000
PA
744425.94000000
0.225797700238
Long
DBT
CORP
GB
N
2
2024-01-22
Fixed
4.75000000
N
N
N
N
N
N
Oesterreichische Kontrollbank Aktiengesellschaft
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK AG
N/A
400000.00000000
PA
471535.28000000
0.143025082932
Long
DBT
AT
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-320816.00000000
OU
Contract Amount
28848.22000000
0.008750181021
N/A
DFE
GB
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
359138.72000000
USD
320816.00000000
GBP
2023-01-20
28848.22000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
500000.00000000
PA
565819.37000000
0.171623133519
Long
DBT
LU
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
14091842.00000000
OU
Contract Amount
USD
-113219.64000000
-0.03434154152
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
14091842.00000000
CAD
10296975.95000000
USD
2023-01-17
-113219.64000000
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
N/A
500000.00000000
PA
592525.44000000
0.179723562138
Long
DBT
CORP
CA
N
2
2023-07-25
Fixed
0.37500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167FK4
3528000.00000000
PA
USD
3397622.76000000
1.030559743102
Long
DBT
PH
N
2
2024-03-15
Fixed
1.62500000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK
N/A
2581000.00000000
PA
USD
2477630.95000000
0.751509774833
Long
DBT
DE
N
2
2024-07-23
Fixed
2.00000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-134722.00000000
OU
Contract Amount
8795.13000000
0.002667720213
N/A
DFE
GB
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
154134.32000000
USD
134722.00000000
GBP
2023-01-20
8795.13000000
N
N
N
NORWEGIAN KRONE
N/A
NORWEGIAN KRONE
N/A
-5093693.00000000
OU
Contract Amount
28643.00000000
0.008687934125
N/A
DFE
NO
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
492063.56000000
USD
5093693.00000000
NOK
2023-01-05
28643.00000000
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INV
04522KAA4
844000.00000000
PA
USD
815110.72000000
0.247237658074
Long
DBT
CN
N
2
2024-05-16
Fixed
2.25000000
N
N
N
N
N
N
Konungariket Sverige
ERE94C0BSULG2RM19605
SWEDISH GOVERNMENT
N/A
18000000.00000000
PA
1703502.70000000
0.516702832802
Long
DBT
NUSS
SE
Y
2
2023-11-13
Fixed
1.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
6553430.00000000
OU
Contract Amount
USD
-77273.49000000
-0.02343843140
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
6553430.00000000
DKK
867695.63000000
USD
2023-01-18
-77273.49000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
4600000.00000000
PA
5432552.52000000
1.647790330143
Long
DBT
PH
N
2
2023-12-15
Fixed
1.37500000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA GOVERNMENT BOND
N/A
REPUBLIC OF AUSTRIA GOVERNMENT BOND
EJ6199701
550000.00000000
PA
583188.84000000
0.176891604390
Long
DBT
CORP
AT
N
2
2023-10-20
Fixed
1.75000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
300000.00000000
PA
314442.59000000
0.095376060752
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.75000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVEL BK
N/A
300000.00000000
PA
196441.31000000
0.059584162300
Long
DBT
US
N
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC
771196BU5
2400000.00000000
PA
USD
2322520.80000000
0.704462092489
Long
DBT
CORP
US
Y
2
2024-03-08
Fixed
1.88200000
N
N
N
N
N
N
Abbott Ireland Financing Designated Activity Company
54930021QV18ZVZQDE71
ABBOTT IRELAND FINANCING
N/A
200000.00000000
PA
201605.45000000
0.061150538313
Long
DBT
CORP
IE
N
2
2024-11-19
Fixed
0.10000000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368BJ90
3000000.00000000
PA
2193625.35000000
0.665365797455
Long
DBT
RF
CA
N
2
2023-06-20
Fixed
2.89000000
N
N
N
N
N
N
CPPIB CAPITAL INC
N/A
CPPIB CAPITAL INC
AN9235663
1400000.00000000
PA
1435961.98000000
0.435552947971
Long
DBT
CORP
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
NORWEGIAN KRONE
N/A
NORWEGIAN KRONE
N/A
-4038267.00000000
OU
Contract Amount
18749.81000000
0.005687152677
N/A
DFE
NO
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
394065.04000000
USD
4038267.00000000
NOK
2023-01-05
18749.81000000
N
N
N
NATIONAL SECURITIES CLEARING CORPORATION
549300RYC9NELN2ICA34
NATIONAL SECURITIES CLEARING CORP
637639AE5
1629000.00000000
PA
USD
1444494.57000000
0.438141035107
Long
DBT
CORP
US
Y
2
2025-12-07
Fixed
0.75000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
4922530.00000000
OU
Contract Amount
USD
-2281.63000000
-0.00069205918
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
4922530.00000000
SEK
470071.27000000
USD
2023-01-11
-2281.63000000
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
N/A
COMMONWEALTH BANK OF AUSTRALIA
BY3652421
1000000.00000000
PA
672299.66000000
0.203920509673
Long
DBT
CORP
AU
N
2
2025-08-18
Fixed
4.20000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
774360.00000000
OU
Contract Amount
USD
-13400.15000000
-0.00406450513
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
774360.00000000
EUR
816456.53000000
USD
2023-01-18
-13400.15000000
N
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
SVENSK EXPORTKREDIT AB
87031CAB9
2000000.00000000
PA
USD
1897868.00000000
0.575657304144
Long
DBT
SE
N
2
2024-03-11
Fixed
0.37500000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
700000.00000000
PA
721629.63000000
0.218883171746
Long
DBT
LU
N
2
2024-04-19
None
0.00000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
14415665.00000000
OU
Contract Amount
USD
-103052.68000000
-0.03125772074
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
14415665.00000000
SEK
1280236.25000000
USD
2023-01-11
-103052.68000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
431156.00000000
OU
Contract Amount
USD
-32881.92000000
-0.00997367436
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
431156.00000000
EUR
428681.60000000
USD
2023-01-03
-32881.92000000
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
N/A
1000000.00000000
PA
679098.48000000
0.205982713363
Long
DBT
US
N
2
2025-04-03
Fixed
4.00000000
N
N
N
N
N
N
NESTLE HOLDINGS, INC.
549300EAEU8YV8MQXP30
NESTLE HOLDINGS INC
641062AR5
1248000.00000000
PA
USD
1107731.04000000
0.335994634086
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
0.62500000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-348095.00000000
OU
Contract Amount
18290.57000000
0.005547856972
N/A
DFE
GB
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
402686.91000000
USD
348095.00000000
GBP
2023-01-20
18290.57000000
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
600000.00000000
PA
USD
574850.40000000
0.174362406421
Long
DBT
NO
N
2
2023-12-08
Fixed
0.25000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE OF
68323AFB5
500000.00000000
PA
USD
493669.50000000
0.149738787686
Long
DBT
CA
N
2
2023-10-17
Fixed
3.40000000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE
N/A
1000000.00000000
PA
94252.62000000
0.028588505174
Long
DBT
SE
N
2
2023-11-13
Fixed
1.00000000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
EURO STABILITY MECHANISM
N/A
500000.00000000
PA
527645.77000000
0.160044397977
Long
DBT
LU
N
2
2023-07-31
Fixed
0.10000000
N
N
N
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
969500P04DQJS4BPM574
CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE
N/A
796000.00000000
PA
USD
782985.40000000
0.237493474018
Long
DBT
FR
N
2
2024-03-20
Fixed
3.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
600000.00000000
PA
629039.30000000
0.190798868856
Long
DBT
LU
N
2
2023-10-16
None
0.00000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
89117FFK0
4300000.00000000
PA
3150421.78000000
0.955579265151
Long
DBT
CORP
CA
N
2
2023-05-30
Fixed
3.00500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
463109.00000000
OU
Contract Amount
USD
-32251.35000000
-0.00978241120
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
463109.00000000
EUR
463518.67000000
USD
2023-01-03
-32251.35000000
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-1469426.00000000
OU
Contract Amount
-251.26000000
-0.00007621165
N/A
DFE
AU
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
1001228.52000000
USD
1469426.00000000
AUD
2023-01-17
-251.26000000
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
N/A
3500000.00000000
PA
2300773.27000000
0.697865677727
Long
DBT
US
N
2
2026-07-22
Fixed
3.20000000
N
N
N
N
N
N
National Australia Bank Ltd (New York Branch)
549300E2IPL06NDXMZ63
NATIONAL AUSTRALIA BANK LTD NEW YORK
63254AAP3
1000000.00000000
PA
USD
957182.00000000
0.290330417972
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
3.37500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
140000.00000000
PA
147005.09000000
0.044589272702
Long
DBT
LU
N
2
2023-11-15
Fixed
0.50000000
N
N
N
N
N
N
DEXIA CREDIT LOCAL SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
1400000.00000000
PA
USD
1311328.20000000
0.397749293660
Long
DBT
CORP
FR
N
2
2024-07-16
Fixed
0.50000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CDV0
5500000.00000000
PA
USD
5275703.13000000
1.600215105204
Long
DBT
UST
US
N
2
2024-01-31
Fixed
0.87500000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
540000.00000000
PA
547785.13000000
0.166153026019
Long
DBT
DE
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-620420.00000000
OU
Contract Amount
43906.17000000
0.013317526539
N/A
DFE
GB
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
706414.43000000
USD
620420.00000000
GBP
2023-01-20
43906.17000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CCC3
6400000.00000000
PA
USD
6024000.00000000
1.827186927736
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
1122000.00000000
PA
1270824.28000000
0.385463730389
Long
DBT
LU
N
2
2025-03-07
Fixed
1.37500000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-514719.00000000
OU
Contract Amount
1439.83000000
0.000436726187
N/A
DFE
AU
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
349188.25000000
USD
514719.00000000
AUD
2023-01-17
1439.83000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1359311.00000000
OU
Contract Amount
USD
-35601.58000000
-0.01079859588
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
1359311.00000000
EUR
1421128.25000000
USD
2023-01-18
-35601.58000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
930219.00000000
OU
Contract Amount
USD
-60242.01000000
-0.01827247894
N/A
DFE
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
930219.00000000
EUR
936643.74000000
USD
2023-01-18
-60242.01000000
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JM7
2634000.00000000
PA
USD
2498125.11000000
0.757726020060
Long
DBT
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
Roche Finance Europe B.V.
724500MMYDP2MJLGB718
ROCHE FINANCE EUROPE BV
N/A
200000.00000000
PA
206802.81000000
0.062726990546
Long
DBT
CORP
NL
N
2
2025-02-25
Fixed
0.87500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
24795383.00000000
OU
Contract Amount
USD
-115546.40000000
-0.03504728944
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
24795383.00000000
EUR
26479525.09000000
USD
2023-01-30
-115546.40000000
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670CH9
290000.00000000
PA
287588.30000000
0.087230674357
Long
DBT
CORP
US
N
2
2025-03-12
None
0.00000000
N
N
N
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER GAMBLE CO THE
742718FC8
300000.00000000
PA
306986.90000000
0.093114616644
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
SVENSK EXPORTKREDIT AB
87031CAG8
1800000.00000000
PA
USD
1764586.80000000
0.535230732705
Long
DBT
SE
N
2
2024-09-03
Fixed
3.62500000
N
N
N
N
N
N
OP Yrityspankki Oyj
549300NQ588N7RWKBP98
OP CORPORATE BANK PLC
N/A
500000.00000000
PA
503424.95000000
0.152697790128
Long
DBT
CORP
FI
N
2
2025-05-22
Fixed
1.00000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
200000.00000000
PA
211435.05000000
0.064132031777
Long
DBT
BE
N
2
2024-04-04
Fixed
1.87500000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368AAD2
700000.00000000
PA
498309.20000000
0.151146091668
Long
DBT
RF
CA
N
2
2024-09-11
Fixed
2.70000000
N
N
N
N
N
N
SFIL SA
549300HFEHJOXGE4ZE63
SFIL SA
N/A
2800000.00000000
PA
USD
2487800.00000000
0.754594229552
Long
DBT
FR
N
2
2026-02-09
Fixed
0.62500000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
600000.00000000
PA
625841.25000000
0.189828843100
Long
DBT
CORP
NO
N
2
2023-11-14
Fixed
0.05000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC.,
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670BS6
4160000.00000000
PA
USD
3995476.16000000
1.211899370789
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
300000.00000000
PA
USD
293844.00000000
0.089128140038
Long
DBT
NO
N
2
2024-02-05
Fixed
2.75000000
N
N
N
N
N
N
DEXIA CREDIT LOCAL SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
1700000.00000000
PA
1751564.77000000
0.531280918132
Long
DBT
CORP
FR
N
2
2024-11-26
Fixed
1.25000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
14592484.00000000
OU
Contract Amount
USD
-1037646.18000000
-0.31473664271
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
14592484.00000000
EUR
14583980.96000000
USD
2023-01-03
-1037646.18000000
N
N
N
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE DEVELOP
N/A
1000000.00000000
PA
1072309.27000000
0.325250577794
Long
DBT
FR
N
2
2023-03-14
Fixed
4.00000000
N
N
N
N
N
N
UNEDIC
969500V3L9W19NIA5E82
UNEDIC ASSEO
N/A
600000.00000000
PA
634645.52000000
0.192499335639
Long
DBT
CORP
FR
N
2
2024-05-25
Fixed
2.37500000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
N/A
15000000.00000000
PA
1380982.06000000
0.418876555025
Long
DBT
SE
N
2
2024-10-02
Fixed
1.00000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
N/A
1100000.00000000
PA
1253165.57000000
0.380107527854
Long
DBT
US
N
2
2024-12-15
Fixed
1.37500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
22338689.00000000
OU
Contract Amount
USD
-16353.32000000
-0.00496025440
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
22338689.00000000
DKK
3208019.32000000
USD
2023-01-30
-16353.32000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
22943596.00000000
OU
Contract Amount
USD
-217684.84000000
-0.06602770484
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
22943596.00000000
DKK
3086479.00000000
USD
2023-01-03
-217684.84000000
N
N
N
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
N/A
2600000.00000000
PA
2783774.30000000
0.844368527677
Long
DBT
FR
N
2
2024-01-04
Fixed
3.12500000
N
N
N
N
N
N
EUROCLEAR BANK SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK SA
N/A
150000.00000000
PA
147702.61000000
0.044800842992
Long
DBT
CORP
BE
N
2
2025-07-07
Fixed
0.12500000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGEMENT
N/A
1500000.00000000
PA
1758956.41000000
0.533522934729
Long
DBT
DE
N
2
2023-12-15
Fixed
0.62500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAJ1
4000000.00000000
PA
USD
3659600.00000000
1.110022124957
Long
DBT
CORP
NO
N
2
2026-01-22
Fixed
1.75000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
CANADIAN IMPERIAL BANK OF COMMERCE
N/A
3200000.00000000
PA
2338165.16000000
0.709207306646
Long
DBT
CORP
CA
N
2
2023-07-11
Fixed
2.97000000
N
N
N
N
N
N
WESTPAC BANKING CORP
N/A
WESTPAC BANKING CORP
BV1434034
700000.00000000
PA
457152.78000000
0.138662613478
Long
DBT
CORP
AU
N
2
2025-03-17
Fixed
2.70000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
6325C0DZ1
400000.00000000
PA
USD
373119.60000000
0.113173847211
Long
DBT
CORP
AU
Y
2
2025-01-12
Fixed
1.38800000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BX3
2241000.00000000
PA
USD
1989763.73000000
0.603530922433
Long
DBT
CORP
US
N
2
2026-05-12
Fixed
1.00000000
N
N
N
N
N
N
PSP Capital Inc.
549300B456N0WEIC5249
PSP CAPITAL INC
69376Q2A0
1000000.00000000
PA
USD
932590.00000000
0.282871224591
Long
DBT
CORP
CA
N
2
2024-09-15
Fixed
0.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
1310000.00000000
PA
1539733.72000000
0.467028772473
Long
DBT
LU
N
2
2023-12-15
Fixed
0.87500000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
N/A
100000.00000000
PA
101780.97000000
0.030871988359
Long
DBT
CA
N
2
2025-01-21
Fixed
0.87500000
N
N
N
N
N
N
Statsministerens Kontor
549300L0BT3FJTN9MX24
NORWEGIAN GOVERNMENT
N/A
11100000.00000000
PA
1101764.00000000
0.334184724145
Long
DBT
NUSS
NO
Y
2
2025-03-13
Fixed
1.75000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
N/A
200000.00000000
PA
202861.97000000
0.061531663299
Long
DBT
CORP
SE
N
2
2025-04-15
Fixed
1.00000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
200000.00000000
PA
211056.17000000
0.064017110697
Long
DBT
NL
N
2
2023-07-11
Fixed
0.05000000
N
N
N
N
N
N
New Zealand
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
N/A
500000.00000000
PA
298214.06000000
0.090453657386
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC
771196BS0
1106000.00000000
PA
USD
987493.21000000
0.299524350023
Long
DBT
CORP
US
Y
2
2026-03-05
Fixed
0.99100000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK
N/A
1154000.00000000
PA
1293511.06000000
0.392345036473
Long
DBT
DE
N
2
2024-12-09
Fixed
0.37500000
N
N
N
N
N
N
KREDITANSTALT FUER WIEDERAUFBAU
N/A
KREDITANSTALT FUER WIEDERAUFBAU
BH3422418
64000.00000000
PA
64149.33000000
0.019457638977
Long
DBT
CORP
DE
N
2
2025-03-31
Variable
0.01000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
746288.00000000
OU
Contract Amount
USD
-13100.68000000
-0.00397367052
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
746288.00000000
EUR
786728.97000000
USD
2023-01-19
-13100.68000000
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
ERSTE ABWICKLUNGSANSTALT
N/A
2400000.00000000
PA
USD
2238768.00000000
0.679058370490
Long
DBT
DE
N
2
2024-10-30
Fixed
0.87500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA
83051GAR9
2000000.00000000
PA
USD
1788512.00000000
0.542487673721
Long
DBT
CORP
SE
Y
2
2025-09-02
Fixed
0.85000000
N
N
N
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER GAMBLE CO THE
742718FP9
4406000.00000000
PA
USD
3938373.60000000
1.194579143171
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
1.00000000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
159000.00000000
PA
160465.23000000
0.048671973873
Long
DBT
DE
N
2
2025-04-23
Fixed
0.37500000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
INTERNATIONAL DEVELOPMENT ASSOCIATION
N/A
255000.00000000
PA
287045.29000000
0.087065969713
Long
DBT
US
N
2
2024-12-12
Fixed
0.75000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
971201.00000000
OU
Contract Amount
USD
-15859.67000000
-0.00481052153
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
971201.00000000
EUR
1025019.13000000
USD
2023-01-19
-15859.67000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1248902.00000000
OU
Contract Amount
USD
-102718.40000000
-0.03115632764
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
1248902.00000000
EUR
1234263.12000000
USD
2023-01-03
-102718.40000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
674616.00000000
OU
Contract Amount
USD
-38498.28000000
-0.01167721679
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
674616.00000000
EUR
684825.57000000
USD
2023-01-25
-38498.28000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
684540.00000000
OU
Contract Amount
USD
-46481.41000000
-0.01409864288
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
684540.00000000
EUR
686336.16000000
USD
2023-01-03
-46481.41000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
1000000.00000000
PA
603064.50000000
0.182920247506
Long
DBT
PH
N
2
2026-05-05
Fixed
0.50000000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDING INC
771196BE1
2000000.00000000
PA
USD
1950808.00000000
0.591714952875
Long
DBT
CORP
US
Y
2
2024-09-30
Fixed
3.35000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED
254900ZJG39H1CAH6K02
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY BOND
N/A
4500000.00000000
PA
2740335.63000000
0.831192802248
Long
DBT
NZ
N
2
2024-04-15
Fixed
2.25000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBM2
1500000.00000000
PA
USD
1425000.00000000
0.432227983403
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
N
Province of Alberta
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA
N/A
1300000.00000000
PA
1309711.88000000
0.397259034899
Long
DBT
CA
N
2
2025-04-18
Fixed
0.62500000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KD0
2208000.00000000
PA
USD
1942333.44000000
0.589144467276
Long
DBT
CORP
AU
Y
2
2026-06-15
Fixed
1.12500000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDERLANDSE WATERSCHAPSBANK NV
N/A
1050000.00000000
PA
1206965.70000000
0.366094281086
Long
DBT
NL
N
2
2024-12-16
Fixed
2.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
150000.00000000
PA
175159.55000000
0.053129023909
Long
DBT
PH
N
2
2024-12-19
Fixed
2.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
2662724.00000000
OU
Contract Amount
USD
-55283.35000000
-0.01676842869
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
2662724.00000000
EUR
2798474.99000000
USD
2023-01-19
-55283.35000000
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
400000.00000000
PA
407992.98000000
0.123751567009
Long
DBT
DE
N
2
2024-10-04
Fixed
0.12500000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE
N/A
300000.00000000
PA
USD
285396.00000000
0.086565710562
Long
DBT
SE
N
2
2024-02-16
Fixed
0.37500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1680385.00000000
OU
Contract Amount
USD
-19812.33000000
-0.00600943399
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1680385.00000000
EUR
1781130.13000000
USD
2023-01-19
-19812.33000000
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CBV2
8000000.00000000
PA
USD
7570000.00000000
2.296116374994
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
500000.00000000
PA
328807.83000000
0.099733294939
Long
DBT
DE
N
2
2026-09-11
Fixed
3.20000000
N
N
N
N
N
N
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
N/A
4800000.00000000
PA
USD
4267152.00000000
1.294303511464
Long
DBT
FR
N
2
2026-01-22
Fixed
0.62500000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
N/A
600000.00000000
PA
631794.25000000
0.191634494458
Long
DBT
CORP
AU
N
2
2023-10-17
Fixed
0.75000000
N
N
N
N
N
N
Banque de Developpement du Conseil de l Europe
549300UYNXMI821WYG82
COUNCIL OF EUROPE
N/A
73000.00000000
PA
77428.50000000
0.023485448710
Long
DBT
FR
N
2
2023-05-25
Fixed
0.12500000
N
N
N
N
N
N
EUROPEAN STABILITY MECHANISM
N/A
EUROPEAN STABILITY MECHANISM
JK7747138
366000.00000000
PA
377677.43000000
0.114556318558
Long
DBT
CORP
US
N
2
2024-04-22
Fixed
0.12500000
N
N
N
N
N
N
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
KINGDOM OF BELGIUM GOVERNMENT BOND
EK0233982
600000.00000000
PA
639802.21000000
0.194063451933
Long
DBT
CORP
BE
N
2
2024-06-22
Fixed
2.60000000
N
N
N
N
N
N
Ireland
549300KXBEJAOJ9OVF93
IRELAND GOVERNMENT BOND
N/A
3400000.00000000
PA
3825327.51000000
1.160290242460
Long
DBT
NUSS
IE
N
2
2025-03-13
Fixed
5.40000000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDERLANDSE WATERSCHAPSBANK NV
N/A
1150000.00000000
PA
USD
1100130.25000000
0.333689178553
Long
DBT
NL
N
2
2024-03-15
Fixed
1.12500000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-83891.00000000
OU
Contract Amount
2519.74000000
0.000764282202
N/A
DFE
AU
N
2
ANZ BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
54627.05000000
USD
83891.00000000
AUD
2023-01-17
2519.74000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
383493.00000000
OU
Contract Amount
USD
-6301.19000000
-0.00191126361
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
383493.00000000
EUR
404705.11000000
USD
2023-01-19
-6301.19000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
7920307.00000000
OU
Contract Amount
USD
-420.32000000
-0.00012749057
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
7920307.00000000
SEK
759901.46000000
USD
2023-01-17
-420.32000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1570543.00000000
OU
Contract Amount
USD
-98246.99000000
-0.02980006902
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1570543.00000000
EUR
1583059.44000000
USD
2023-01-03
-98246.99000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
383798.00000000
OU
Contract Amount
USD
-12218.96000000
-0.00370622908
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
383798.00000000
EUR
399114.23000000
USD
2023-01-19
-12218.96000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
346271.00000000
OU
Contract Amount
USD
-12845.29000000
-0.00389620617
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
346271.00000000
EUR
358268.56000000
USD
2023-01-19
-12845.29000000
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214CX9
1000000.00000000
PA
USD
937865.00000000
0.284471226424
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK
N/A
1100000.00000000
PA
761160.05000000
0.230873455058
Long
DBT
DE
N
2
2026-05-06
Fixed
4.75000000
N
N
N
N
N
N
Oesterreichische Kontrollbank Aktiengesellschaft
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK AG
N/A
2500000.00000000
PA
2660705.11000000
0.807039441492
Long
DBT
AT
N
2
2023-04-06
None
0.00000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
AUSTRALIA NEW ZEALAND BANKING GROUP LTD
N/A
500000.00000000
PA
335104.28000000
0.101643120824
Long
DBT
CORP
AU
N
2
2025-05-12
Fixed
4.05000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
6794700.00000000
OU
Contract Amount
USD
-62560.40000000
-0.01897568809
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
6794700.00000000
NZD
4251518.53000000
USD
2023-01-24
-62560.40000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1635668.00000000
OU
Contract Amount
USD
-22308.55000000
-0.00676658216
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1635668.00000000
EUR
1730584.18000000
USD
2023-01-18
-22308.55000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
22000.00000000
PA
23570.79000000
0.007149442125
Long
DBT
CORP
FR
N
2
2023-09-26
Fixed
2.87500000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EFSF
N/A
420000.00000000
PA
440574.75000000
0.133634200513
Long
DBT
LU
N
2
2023-10-17
Fixed
0.12500000
N
N
N
N
N
N
SNCF RESEAU SA
969500VZN4KDEZ14C105
SNCF RESEAU
N/A
100000.00000000
PA
108428.59000000
0.032888330385
Long
DBT
FR
N
2
2024-01-30
Fixed
4.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
803660.00000000
OU
Contract Amount
USD
-22134.21000000
-0.00671370172
N/A
DFE
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
803660.00000000
EUR
839183.54000000
USD
2023-01-19
-22134.21000000
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
600000.00000000
PA
608669.41000000
0.184620316943
Long
DBT
BE
N
2
2025-04-04
Fixed
0.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
48251901.00000000
OU
Contract Amount
USD
-2477585.93000000
-0.75149611946
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
48251901.00000000
AUD
30391749.36000000
USD
2023-01-17
-2477585.93000000
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
89114TZD7
17000.00000000
PA
USD
15031.89000000
0.004559441053
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
EUROPEAN FINANCIAL STABILITY FACILITY
BK4153338
550000.00000000
PA
542612.27000000
0.164584005075
Long
DBT
CORP
LU
N
2
2025-10-15
None
0.00000000
N
N
N
N
N
N
Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisenbahnmaterial
4S66HJ5RNB5ZWG9YW219
EUROFIMA EUROPAEISCHE GESELLSCHAFT
N/A
100000.00000000
PA
103549.11000000
0.031408296841
Long
DBT
CH
N
2
2024-02-09
Fixed
0.25000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
2360000.00000000
PA
1563924.91000000
0.474366393013
Long
DBT
NL
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
1120000.00000000
PA
1126605.02000000
0.341719449745
Long
DBT
DE
N
2
2025-02-18
None
0.00000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-881369.00000000
OU
Contract Amount
10816.96000000
0.003280977408
N/A
DFE
AU
N
2
ANZ BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
589574.17000000
USD
881369.00000000
AUD
2023-01-17
10816.96000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
331072.00000000
OU
Contract Amount
USD
-1058.80000000
-0.00032115297
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
331072.00000000
EUR
353740.40000000
USD
2023-01-18
-1058.80000000
N
N
N
CAISSE AMORTISSEMENT DE LA DETTE SOCIALE
969500P04DQJS4BPM574
CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE
N/A
1000000.00000000
PA
1032815.31000000
0.313271353452
Long
DBT
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
Province of Manitoba
5493003QILFOB3JRKE30
PROVINCE OF MANITOBA CANADA
563469UU7
1000000.00000000
PA
USD
972701.00000000
0.295037608199
Long
DBT
CA
N
2
2024-04-16
Fixed
2.60000000
N
N
N
N
N
N
Royaume de Belgique
549300SZ25JZFHRHWD76
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
900000.00000000
PA
919342.41000000
0.278852993636
Long
DBT
NUSS
BE
Y
2
2025-06-22
Fixed
0.80000000
N
N
N
N
N
N
Exportation et developpement Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA
30216BHH8
1665000.00000000
PA
USD
1624006.04000000
0.492590074178
Long
DBT
CA
N
2
2024-02-21
Fixed
2.62500000
N
N
N
N
N
N
Valtioneuvosto
743700M6Y2OQRVSBRD14
FINLAND GOVERNMENT BOND
N/A
700000.00000000
PA
713178.57000000
0.216319814117
Long
DBT
NUSS
FI
Y
2
2024-09-15
None
0.00000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
600000.00000000
PA
700239.32000000
0.212395108199
Long
DBT
DK
N
2
2024-06-25
Fixed
2.00000000
N
N
N
N
N
N
Koninkrijk der Nederlanden
254900G14ALGVKORFN62
NETHERLANDS GOVERNMENT
N/A
750000.00000000
PA
779524.15000000
0.236443614995
Long
DBT
NUSS
NL
N
2
2024-01-15
None
0.00000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EU3
1000000.00000000
PA
USD
929575.00000000
0.281956721173
Long
DBT
CORP
AU
N
2
2024-11-18
Fixed
1.01900000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
50046PBW4
1000000.00000000
PA
USD
955062.00000000
0.289687384060
Long
DBT
SE
Y
2
2024-05-08
Fixed
1.37500000
N
N
N
N
N
N
MERCK & CO., INC.
4YV9Y5M8S0BRK1RP0397
MERCK CO INC
58933YAY1
462000.00000000
PA
USD
409952.00000000
0.124345772808
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
0.75000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
150000.00000000
PA
167794.98000000
0.050895218126
Long
DBT
DK
N
2
2024-11-15
Fixed
0.37500000
N
N
N
N
N
N
Erste Abwicklungsanstalt
7TG4VWERK338227TR435
ERSTE ABWICKLUNGSANSTALT
N/A
1800000.00000000
PA
USD
1708830.00000000
0.518318698161
Long
DBT
DE
N
2
2024-03-01
Fixed
0.25000000
N
N
N
N
N
N
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
EUROPEAN FINANCIAL STABILITY FACILITY
AO2172705
120000.00000000
PA
120770.61000000
0.036631885764
Long
DBT
CORP
LU
N
2
2025-07-11
Fixed
0.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
438239.00000000
OU
Contract Amount
USD
-982.30000000
-0.00029794915
N/A
DFE
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
438239.00000000
NOK
43817.01000000
USD
2023-01-05
-982.30000000
N
N
N
NORWEGIAN KRONE
N/A
NORWEGIAN KRONE
N/A
-1970005.00000000
OU
Contract Amount
16158.27000000
0.004901092250
N/A
DFE
NO
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
185226.96000000
USD
1970005.00000000
NOK
2023-01-05
16158.27000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1508369.00000000
OU
Contract Amount
USD
-116495.50000000
-0.03533516844
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
1508369.00000000
EUR
1498252.07000000
USD
2023-01-03
-116495.50000000
N
N
N
DEXIA CREDIT LOCAL SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
600000.00000000
PA
711487.42000000
0.215806858079
Long
DBT
CORP
FR
N
2
2023-12-08
Fixed
1.62500000
N
N
N
N
N
N
UNEDIC
969500V3L9W19NIA5E82
UNEDIC ASSEO
N/A
400000.00000000
PA
403454.92000000
0.122375092256
Long
DBT
CORP
FR
N
2
2024-11-25
Fixed
0.12500000
N
N
N
N
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
SWEDISH EXPORT CREDIT
87031CAD5
2000000.00000000
PA
USD
1927314.00000000
0.584588802530
Long
DBT
SE
N
2
2023-11-10
Fixed
0.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
2000000.00000000
PA
182199.81000000
0.055264460668
Long
DBT
LU
N
2
2025-05-12
Fixed
1.25000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
30160537.00000000
OU
Contract Amount
USD
-2894614.34000000
-0.87798829397
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
30160537.00000000
GBP
33580793.17000000
USD
2023-01-20
-2894614.34000000
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
600000.00000000
PA
703292.48000000
0.213321186226
Long
DBT
NL
N
2
2024-04-12
Fixed
2.00000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
3200000.00000000
PA
3220823.70000000
0.976933426491
Long
DBT
NUSS
FR
N
2
2025-02-25
None
0.00000000
N
N
N
N
N
N
Novo Nordisk Finance (Netherlands) B.V.
549300X0PCJ6M2JZQW91
NOVO NORDISK FINANCE NETHERLANDS BV
N/A
100000.00000000
PA
100961.13000000
0.030623316226
Long
DBT
CORP
NL
N
2
2025-03-31
Fixed
0.75000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-477597.00000000
OU
Contract Amount
17246.68000000
0.005231226467
N/A
DFE
GB
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
560347.32000000
USD
477597.00000000
GBP
2023-01-20
17246.68000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
200000.00000000
PA
204150.61000000
0.061922530856
Long
DBT
CORP
US
N
2
2024-06-26
Fixed
0.14200000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
50046PBY0
1486000.00000000
PA
USD
1444161.67000000
0.438040060584
Long
DBT
SE
Y
2
2024-07-03
Fixed
2.87500000
N
N
N
N
N
N
CHEVRON CORPORATION
N/A
CHEVRON CORP
166764BW9
100000.00000000
PA
USD
93231.00000000
0.028278629558
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BW5
1500000.00000000
PA
USD
1415116.50000000
0.429230141106
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
780086NK6
1350000.00000000
PA
972861.57000000
0.295086311952
Long
DBT
CORP
CA
N
2
2023-12-05
Fixed
2.33300000
N
N
N
N
N
N
Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVESTMENT BANK
N/A
600000.00000000
PA
397428.32000000
0.120547116702
Long
DBT
FI
N
2
2026-02-06
Fixed
3.40000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
05591F2N9
900000.00000000
PA
USD
882630.00000000
0.267717463152
Long
DBT
NL
Y
2
2024-08-26
Fixed
3.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORPORATION
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAG3
400000.00000000
PA
USD
391902.40000000
0.118871006346
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.40000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
4920000.00000000
PA
4993985.36000000
1.514765067579
Long
DBT
BE
N
2
2025-07-04
Fixed
0.80000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
N/A
NATIONAL AUSTRALIA BANK LTD
BW8162420
2000000.00000000
PA
1336360.17000000
0.405341937810
Long
DBT
CORP
AU
N
2
2025-05-30
Fixed
3.90000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP VICTORIA
N/A
7700000.00000000
PA
4749105.56000000
1.440488645032
Long
DBT
AU
N
2
2025-11-20
Fixed
0.50000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LIMITED
254900ZJG39H1CAH6K02
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY BOND
N/A
500000.00000000
PA
298917.46000000
0.090667011185
Long
DBT
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
829383.00000000
OU
Contract Amount
USD
-27294.83000000
-0.00827901005
N/A
DFE
US
N
2
UBS WARBURG
54930046C4LIH72FNN96
829383.00000000
EUR
861528.23000000
USD
2023-01-18
-27294.83000000
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE
N/A
1200000.00000000
PA
USD
1180890.00000000
0.358185054962
Long
DBT
SE
N
2
2024-01-16
Fixed
3.25000000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERAT RABOBANK UA NY
21688AAS1
20000.00000000
PA
USD
18682.54000000
0.005666748483
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
1.37500000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
N/A
AFRICAN DEVELOPMENT BANK
BH5574802
23000000.00000000
PA
2189511.08000000
0.664117865788
Long
DBT
CORP
US
N
2
2023-04-14
Fixed
0.24250000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
N/A
200000.00000000
PA
205920.88000000
0.062459485405
Long
DBT
CORP
AU
N
2
2024-05-20
Fixed
0.25000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058GQ0
3714000.00000000
PA
USD
3615278.17000000
1.096578521307
Long
DBT
US
N
2
2024-03-19
Fixed
2.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
200000.00000000
PA
208545.25000000
0.063255503758
Long
DBT
LU
N
2
2023-12-15
Fixed
0.05000000
N
N
N
N
N
N
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
FRENCH REPUBLIC GOVERNMENT BOND OAT
AT1229158
600000.00000000
PA
619766.25000000
0.187986186960
Long
DBT
CORP
FR
N
2
2024-03-25
None
0.00000000
N
N
N
N
N
N
STATE OF HESSE
N/A
STATE OF HESSE
BG4908599
200000.00000000
PA
200049.23000000
0.060678508957
Long
DBT
CORP
DE
N
2
2025-03-10
None
0.00000000
N
N
N
N
N
N
Koninkrijk der Nederlanden
254900G14ALGVKORFN62
NETHERLANDS GOVERNMENT BOND
N/A
2100000.00000000
PA
2220652.45000000
0.673563600213
Long
DBT
NUSS
NL
Y
2
2024-07-15
Fixed
2.00000000
N
N
N
N
N
N
SOCIETE NATIONALE SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONALE SNCF
N/A
800000.00000000
PA
868242.14000000
0.263353367914
Long
DBT
FR
N
2
2024-02-02
Fixed
4.62500000
N
N
N
N
N
N
European Stability Mechanism
222100W4EEAQ77386N50
EUROPEAN STABILITY MECHANISM
N/A
900000.00000000
PA
902485.23000000
0.273739909483
Long
DBT
LU
N
2
2025-03-14
None
0.00000000
N
N
N
N
N
N
NORWEGIAN KRONE
N/A
NORWEGIAN KRONE
N/A
-3361544.00000000
OU
Contract Amount
26713.54000000
0.008102694402
N/A
DFE
NO
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
316922.80000000
USD
3361544.00000000
NOK
2023-01-05
26713.54000000
N
N
N
DEXIA CREDIT LOCAL SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
1300000.00000000
PA
1541021.83000000
0.467419479271
Long
DBT
CORP
FR
N
2
2023-07-22
Fixed
0.50000000
N
N
N
N
N
N
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
FRENCH REPUBLIC GOVERNMENT BOND OAT
EJ9139449
100000.00000000
PA
106119.96000000
0.032188081620
Long
DBT
CORP
FR
N
2
2024-05-25
Fixed
2.25000000
N
N
N
N
N
N
Province of Alberta
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA
013051EF0
600000.00000000
PA
USD
588122.40000000
0.178388041366
Long
DBT
CA
N
2
2024-01-23
Fixed
2.95000000
N
N
N
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
800000.00000000
PA
892160.42000000
0.270608209971
Long
DBT
DE
N
2
2024-12-16
Fixed
0.37500000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
549000.00000000
PA
577045.82000000
0.175028316568
Long
DBT
LU
N
2
2024-06-27
Fixed
1.75000000
N
N
N
N
N
N
Statsministerens Kontor
549300L0BT3FJTN9MX24
NORWEGIAN GOVERNMENT
N/A
21500000.00000000
PA
2192496.37000000
0.665023357631
Long
DBT
NUSS
NO
Y
2
2024-03-14
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA THE
N/A
BANK OF NOVA SCOTIA THE
064151WY5
1200000.00000000
PA
852223.37000000
0.258494588508
Long
DBT
CORP
CA
N
2
2024-06-28
Fixed
2.29000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
23289041.00000000
OU
Contract Amount
USD
-29165.18000000
-0.00884632065
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
23289041.00000000
DKK
3325595.33000000
USD
2023-01-06
-29165.18000000
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
N/A
500000.00000000
PA
325155.88000000
0.098625593195
Long
DBT
US
N
2
2026-01-29
Fixed
2.70000000
N
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA
N/A
700000.00000000
PA
712961.30000000
0.216253912241
Long
DBT
CA
N
2
2025-01-15
Fixed
0.87500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
14556862.00000000
OU
Contract Amount
USD
-918991.45000000
-0.27874654119
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
14556862.00000000
EUR
14688888.37000000
USD
2023-01-25
-918991.45000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
407588.00000000
OU
Contract Amount
USD
-36511.47000000
-0.01107458178
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
407588.00000000
EUR
399821.90000000
USD
2023-01-03
-36511.47000000
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
N/A
3000000.00000000
PA
USD
2865186.00000000
0.869062152180
Long
DBT
SE
N
2
2024-05-08
Fixed
1.37500000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
N/A
500000.00000000
PA
517831.15000000
0.157067448216
Long
DBT
CORP
NL
N
2
2024-05-12
Fixed
0.75000000
N
N
N
N
N
N
Dreyfus Treasury Securities Cash Management; Institutional Shares
N/A
DREYFUS TREASURY SECURITIES CASH MANAGEMENT
261941108
10337455.18000000
NS
USD
10337455.18000000
3.135535021739
Long
STIV
RF
US
N
1
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVEL BK
4581X0EE4
1000000.00000000
PA
USD
979523.00000000
0.297106842798
Long
DBT
US
N
2
2024-07-01
Fixed
3.25000000
N
N
N
N
N
N
SOCIETE NATIONALE SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONALE SNCF SA
N/A
1250000.00000000
PA
1357431.07000000
0.411733118593
Long
DBT
FR
N
2
2025-02-19
Fixed
4.12500000
N
N
N
N
N
N
Land Nordrhein-Westfalen
529900VWPV1LPOHGJ702
LAND NORDRHEIN WESTFALEN
N/A
700000.00000000
PA
784938.48000000
0.238085878109
Long
DBT
DE
N
2
2024-12-16
Fixed
0.62500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
55716875.00000000
OU
Contract Amount
USD
-415941.44000000
-0.12616247707
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
55716875.00000000
NOK
5279757.56000000
USD
2023-01-05
-415941.44000000
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-257754.00000000
OU
Contract Amount
7026.26000000
0.002131190309
N/A
DFE
GB
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
304695.05000000
USD
257754.00000000
GBP
2023-01-20
7026.26000000
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDER WATERSCHAPSBANK
N/A
300000.00000000
PA
320976.75000000
0.097357988331
Long
DBT
NL
N
2
2023-11-16
Fixed
3.00000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
N/A
200000.00000000
PA
211625.57000000
0.064189819900
Long
DBT
CORP
CA
N
2
2023-07-20
Fixed
0.62500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
2800000.00000000
PA
1677041.35000000
0.508676632137
Long
DBT
NO
N
2
2026-06-01
Fixed
0.60000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
N/A
2800000.00000000
PA
3302574.52000000
1.001729912154
Long
DBT
US
N
2
2023-12-15
Fixed
1.25000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND
N/A
NEW ZEALAND GOVERNMENT BOND
EI7035203
2900000.00000000
PA
1844478.72000000
0.559463380755
Long
DBT
CORP
NZ
N
2
2023-04-15
Fixed
5.50000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
83051GAT5
6779000.00000000
PA
USD
5913138.67000000
1.793560703804
Long
DBT
CORP
SE
Y
2
2026-09-09
Fixed
1.20000000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
1200000.00000000
PA
1375821.31000000
0.417311207259
Long
DBT
DE
N
2
2024-07-18
Fixed
0.87500000
N
N
N
N
N
N
Bpifrance SA
969500STN7T9MRUMJ267
BPIFRANCE SACA
N/A
200000.00000000
PA
200774.90000000
0.060898617645
Long
DBT
CORP
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CY4
1000000.00000000
PA
711611.76000000
0.215844572625
Long
DBT
CORP
US
N
2
2024-08-19
Fixed
2.51300000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
N/A
100000.00000000
PA
117044.99000000
0.035501838593
Long
DBT
CA
N
2
2023-12-15
Fixed
0.50000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS OYJ
N/A
300000.00000000
PA
302565.50000000
0.091773526956
Long
DBT
FI
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
1151118.00000000
OU
Contract Amount
USD
-34365.48000000
-0.01042366464
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
1151118.00000000
EUR
1199250.62000000
USD
2023-01-18
-34365.48000000
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
N/A
1300000.00000000
PA
1326464.17000000
0.402340304039
Long
DBT
CORP
SE
N
2
2024-06-18
Fixed
0.12500000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK
N/A
450000.00000000
PA
531309.38000000
0.161155636407
Long
DBT
DE
N
2
2023-12-15
Fixed
1.37500000
N
N
N
N
N
N
Exportation et developpement Canada
Z6MHCSLXHKYG4B6PHW02
EXPORT DEVELOPMENT CANADA
N/A
500000.00000000
PA
500577.96000000
0.151834247148
Long
DBT
CA
N
2
2025-01-27
None
0.00000000
N
N
N
N
N
N
PSP Capital Inc.
549300B456N0WEIC5249
PSP CAPITAL INC
69363TAK8
900000.00000000
PA
650063.52000000
0.197175890760
Long
DBT
CORP
CA
N
2
2023-11-22
Fixed
2.09000000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
N/A
REPUBLIC OF AUSTRIA
N/A
1000000.00000000
PA
1045573.25000000
0.317141064805
Long
DBT
CORP
AT
Y
2
2024-10-21
Fixed
1.65000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
900000.00000000
PA
611513.33000000
0.185482928737
Long
DBT
NO
N
2
2025-07-16
Fixed
4.25000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
N/A
2400000.00000000
PA
1593242.03000000
0.483258799790
Long
DBT
CORP
AU
N
2
2026-06-04
Fixed
4.12500000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
200000.00000000
PA
202622.23000000
0.061458945870
Long
DBT
LU
N
2
2025-02-17
Fixed
0.40000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
3947365.00000000
OU
Contract Amount
USD
986.95000000
0.000299359584
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
3947365.00000000
SEK
380074.77000000
USD
2023-01-23
986.95000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
612681.00000000
OU
Contract Amount
USD
-20319.66000000
-0.00616331625
N/A
DFE
US
N
2
BARCLAYS CAPITAL
AC28XWWI3WIBK2824319
612681.00000000
EUR
635571.01000000
USD
2023-01-03
-20319.66000000
N
N
N
Konungariket Sverige
ERE94C0BSULG2RM19605
SWEDEN GOVERNMENT BOND
N/A
17000000.00000000
PA
1618252.77000000
0.490845004501
Long
DBT
NUSS
SE
N
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
350563.00000000
OU
Contract Amount
USD
-22155.18000000
-0.00672006229
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
350563.00000000
EUR
353131.47000000
USD
2023-01-03
-22155.18000000
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
N/A
950000.00000000
PA
948820.53000000
0.287794234592
Long
DBT
CORP
CA
N
2
2025-05-06
Fixed
0.50000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
N/A
INTER AMERICAN DEVELOPMENT BANK
EK3017432
300000.00000000
PA
204074.66000000
0.061899493863
Long
DBT
CORP
US
N
2
2026-06-11
Fixed
4.25000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
1000000.00000000
PA
1075787.74000000
0.326305659951
Long
DBT
NL
N
2
2023-05-26
Fixed
3.87500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
350000.00000000
PA
395155.56000000
0.119857747950
Long
DBT
NO
N
2
2024-12-12
Fixed
1.00000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS
N/A
1000000.00000000
PA
USD
960360.00000000
0.291294362204
Long
DBT
NO
N
2
2024-06-19
Fixed
2.00000000
N
N
N
N
N
N
FMS Wertmanagement
HZFDOR6TCRSIQLKQTX32
FMS WERTMANAGEMENT
30254WAP4
205000.00000000
PA
USD
200639.45000000
0.060857533238
Long
DBT
DE
N
2
2024-01-30
Fixed
2.75000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0CF3
454000.00000000
PA
USD
445450.27000000
0.135113032918
Long
DBT
US
N
2
2024-02-21
Fixed
3.00000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-487982.00000000
OU
Contract Amount
-3248.59000000
-0.00098535544
N/A
DFE
AU
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
335663.35000000
USD
487982.00000000
AUD
2023-01-17
-3248.59000000
N
N
N
DENMARK GOVERNMENT BOND
N/A
DENMARK GOVERNMENT BOND
BP0924236
66000000.00000000
PA
9020076.02000000
2.735950363700
Long
DBT
CORP
DK
N
2
2024-11-15
None
0.00000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS OYJ
N/A
100000.00000000
PA
103366.08000000
0.031352780568
Long
DBT
FI
N
2
2024-03-07
Fixed
0.12500000
N
N
N
N
N
N
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
N/A
1200000.00000000
PA
1196403.80000000
0.362890667937
Long
DBT
FR
N
2
2025-03-25
None
0.00000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323AFC3
2400000.00000000
PA
USD
2352398.40000000
0.713524502873
Long
DBT
CA
N
2
2024-01-29
Fixed
3.05000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
N/A
500000.00000000
PA
311460.23000000
0.094471457630
Long
DBT
CORP
AU
N
2
2027-02-25
Fixed
2.90000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
200000.00000000
PA
206486.00000000
0.062630896407
Long
DBT
LU
N
2
2024-09-13
Fixed
0.87500000
N
N
N
N
N
N
SOCIETE NATIONALE SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONALE SNCF
N/A
1100000.00000000
PA
1186451.11000000
0.359871839075
Long
DBT
FR
N
2
2023-06-12
Fixed
4.87500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
5148536.00000000
OU
Contract Amount
USD
-19271.87000000
-0.00584550281
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
5148536.00000000
DKK
723119.14000000
USD
2023-01-18
-19271.87000000
N
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
SWEDISH EXPORT CREDIT
00254ENA6
2800000.00000000
PA
USD
2614211.60000000
0.792937128462
Long
DBT
SE
N
2
2024-07-30
Fixed
0.37500000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
89114QCP1
2663000.00000000
PA
USD
2353745.81000000
0.713933196422
Long
DBT
CORP
CA
N
2
2026-01-06
Fixed
0.75000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
8700000.00000000
PA
5920948.48000000
1.795929558840
Long
DBT
AU
N
2
2026-05-20
Fixed
4.00000000
N
N
N
N
N
N
Bpifrance SA
969500STN7T9MRUMJ267
BPIFRANCE SACA
N/A
200000.00000000
PA
204484.54000000
0.062023817797
Long
DBT
CORP
FR
N
2
2024-11-25
Fixed
0.75000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
1300000.00000000
PA
USD
1254968.00000000
0.380654237106
Long
DBT
DK
N
2
2023-12-15
Fixed
1.00000000
N
N
N
N
N
N
Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVESTMENT BANK
N/A
2000000.00000000
PA
196529.24000000
0.059610833042
Long
DBT
FI
N
2
2025-03-13
Fixed
1.50000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-382916.00000000
OU
Contract Amount
19971.89000000
0.006057831396
N/A
DFE
GB
N
2
STATE STREET
549300ZFEEJ2IP5VME73
443117.25000000
USD
382916.00000000
GBP
2023-01-20
19971.89000000
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS OYJ
N/A
1300000.00000000
PA
1464232.36000000
0.444127859787
Long
DBT
FI
N
2
2024-12-16
Fixed
0.87500000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
891160LV3
2500000.00000000
PA
1815316.15000000
0.550617851757
Long
DBT
CORP
CA
N
2
2023-07-18
Fixed
1.90900000
N
N
N
N
N
N
Banque de Developpement du Conseil de l Europe
549300UYNXMI821WYG82
COUNCIL OF EUROPE DEVELOPMENT BANK
N/A
438000.00000000
PA
440353.33000000
0.133567039867
Long
DBT
FR
N
2
2025-03-27
Fixed
0.37500000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-411903.00000000
OU
Contract Amount
29192.29000000
0.008854543605
N/A
DFE
GB
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
468953.01000000
USD
411903.00000000
GBP
2023-01-20
29192.29000000
N
N
N
IRELAND GOVERNMENT BOND
N/A
IRELAND GOVERNMENT BOND
EK0113978
4950000.00000000
PA
5331877.73000000
1.617253865960
Long
DBT
CORP
IE
N
2
2024-03-18
Fixed
3.40000000
N
N
N
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
300000.00000000
PA
354003.19000000
0.107375498198
Long
DBT
DE
N
2
2023-12-15
Fixed
1.37500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
29805153.00000000
OU
Contract Amount
USD
19712.29000000
0.005979090073
N/A
DFE
US
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
29805153.00000000
SEK
2879735.61000000
USD
2023-01-11
19712.29000000
N
N
N
Aktiebolaget Svensk Exportkredit
1FOLRR5RWTWWI397R131
SWEDISH EXPORT CREDIT
N/A
100000.00000000
PA
117962.39000000
0.035780102419
Long
DBT
SE
N
2
2023-12-15
Fixed
1.37500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
10336569.00000000
OU
Contract Amount
USD
-42156.28000000
-0.01278675360
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
10336569.00000000
DKK
1448446.49000000
USD
2023-01-19
-42156.28000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
599611.00000000
OU
Contract Amount
USD
-18586.43000000
-0.00563759660
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
599611.00000000
AUD
389656.67000000
USD
2023-01-05
-18586.43000000
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
19260304.00000000
OU
Contract Amount
USD
-36255.81000000
-0.01099703553
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
19260304.00000000
SEK
1813420.27000000
USD
2023-01-23
-36255.81000000
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058GJ6
1100000.00000000
PA
802281.73000000
0.243346395985
Long
DBT
US
N
2
2023-08-03
Fixed
2.50000000
N
N
N
N
N
N
BRITISH POUND
N/A
BRITISH POUND
N/A
-555305.00000000
OU
Contract Amount
-7252.75000000
-0.00219988877
N/A
DFE
GB
N
2
STATE STREET
549300ZFEEJ2IP5VME73
678824.88000000
USD
555305.00000000
GBP
2023-01-20
-7252.75000000
N
N
N
Province of Alberta
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA
N/A
1000000.00000000
PA
1005512.03000000
0.304989780361
Long
DBT
CA
N
2
2025-04-16
Fixed
0.50000000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
500235.00000000
OU
Contract Amount
USD
-43015.18000000
-0.01304727333
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
500235.00000000
GBP
562041.99000000
USD
2023-01-25
-43015.18000000
N
N
N
Statsministeriet, Departementet
549300PTO6LS1PTM6607
KINGDOM OF DENMARK
N/A
5000000.00000000
PA
712249.48000000
0.216038004505
Long
DBT
NUSS
DK
N
2
2023-11-15
Fixed
1.50000000
N
N
N
N
N
N
SANOFI SA
549300E9PC51EN656011
SANOFI
N/A
100000.00000000
PA
102182.34000000
0.030993731058
Long
DBT
CORP
FR
N
2
2025-04-06
Fixed
0.87500000
N
N
N
N
N
N
U S DOLLAR
N/A
U S DOLLAR
N/A
7070929.00000000
OU
Contract Amount
USD
-613255.33000000
-0.18601130848
N/A
DFE
US
N
2
BOA MERRILL LYNCH
EQYXK86SF381Q21S3020
7070929.00000000
EUR
6964431.62000000
USD
2023-01-18
-613255.33000000
N
N
N
2023-01-30
Allianz Variable Insurance Products Trust
Bashir C. Asad
Bashir C. Asad
Treasurer