0001752724-20-176880.txt : 20200827
0001752724-20-176880.hdr.sgml : 20200827
20200827154458
ACCESSION NUMBER: 0001752724-20-176880
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Cohen & Steers Select Preferred & Income Fund, Inc.
CENTRAL INDEX KEY: 0001498612
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22455
FILM NUMBER: 201142592
BUSINESS ADDRESS:
STREET 1: 280 PARK AVENUE
STREET 2: 10TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 212.832.3232
MAIL ADDRESS:
STREET 1: 280 PARK AVENUE
STREET 2: 10TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10017
FORMER COMPANY:
FORMER CONFORMED NAME: Cohen & Steers Preferred & Income Fund, Inc.
DATE OF NAME CHANGE: 20100810
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UBS Group AG
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Capital One Financial Corp
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3700000.00000000
PA
USD
4239515.50000000
1.475754975829
Long
DBT
CORP
JP
N
2
2029-03-06
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2772000.00000000
PA
USD
3543501.29000000
1.233475773488
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.18000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
40000.00000000
NS
USD
4200000.00000000
1.461999820141
Long
EP
USGSE
US
N
2
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
1805000.00000000
PA
USD
1855042.04000000
0.645731221151
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
000000000
2100000.00000000
PA
2282693.84000000
0.794594757980
Long
DBT
CORP
US
N
2
2059-05-23
Fixed
3.63000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAB9
2275000.00000000
PA
USD
2459462.44000000
0.856127058315
Long
DBT
CORP
FR
N
2
2037-06-25
Fixed
7.20000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278N400
132638.00000000
NS
USD
2581135.48000000
0.898480858933
Long
EP
CORP
US
N
1
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AM6
1104000.00000000
PA
USD
1142027.28000000
0.397534209037
Long
DBT
CORP
FR
N
2
2024-01-22
Fixed
5.63000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
352000.00000000
PA
USD
364848.00000000
0.127001835804
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.63000000
N
N
N
N
N
N
MetLife Capital Trust IV
N/A
MetLife Capital Trust IV
591560AA5
3373000.00000000
PA
USD
4278869.75000000
1.489454001168
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.88000000
N
N
N
N
N
N
BANK OF CHINA HONG KONG
KNPC1X7GHDZW8U2ZSF89
Bank of China Hong Kong Ltd
06428JAA7
3100000.00000000
PA
USD
3312845.88000000
1.153185733503
Long
DBT
CORP
HK
N
2
2023-09-14
Fixed
5.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
967000.00000000
PA
USD
976133.32000000
0.339787318636
Long
DBT
CORP
GB
N
2
2024-09-17
Fixed
6.38000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
2814000.00000000
PA
USD
3029727.74000000
1.054633669275
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
6.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
2459000.00000000
PA
USD
2520475.00000000
0.877365237302
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
1035000.00000000
PA
USD
1069847.92000000
0.372408920623
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
634000.00000000
PA
USD
606075.22000000
0.210971872055
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
4.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3352000.00000000
PA
USD
3430884.06000000
1.194274256820
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.88000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
4221.99000000
0.001469654433
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
980178.22000000
USD
876191.00000000
EUR
2020-07-02
4221.99000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-4409.84000000
-0.00153504411
N/A
DFE
GB
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
285124.35000000
USD
226547.00000000
GBP
2020-07-02
-4409.84000000
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
79150.00000000
NS
USD
1917013.00000000
0.667303014573
Long
EP
CORP
BM
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
1380.82000000
0.000480656807
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
225829.00000000
EUR
255099.60000000
USD
2020-07-02
1380.82000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-6287.91000000
-0.00218879125
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2205850.00000000
GBP
2726982.06000000
USD
2020-07-02
-6287.91000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
128950.00000000
NS
USD
2996798.00000000
1.043170984999
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
000000000
2100000.00000000
PA
USD
2164974.00000000
0.753617047288
Long
DBT
CORP
CH
N
2
2022-07-29
Fixed
7.13000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
2000000.00000000
PA
2145126.93000000
0.746708377580
Long
DBT
CORP
DE
N
2
2025-10-09
Fixed
6.13000000
N
N
N
N
Y
Commerzbank AG
Commerzbank AG
EUR
XXXX
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
1400000.00000000
PA
USD
1449000.00000000
0.504389937948
Long
DBT
CORP
AU
N
2
2025-05-12
Fixed
5.88000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
800000.00000000
PA
USD
1162812.44000000
0.404769423366
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
25000.00000000
NS
USD
2578125.00000000
0.897432925309
Long
EP
CORP
US
N
2
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
786000.00000000
PA
USD
618303.27000000
0.215228397507
Long
DBT
CORP
US
N
2
2021-01-21
Fixed
5.00000000
N
N
N
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co
86564CAA8
1000000.00000000
PA
USD
1131515.00000000
0.393874934877
Long
DBT
CORP
JP
N
2
2073-09-20
Fixed
6.50000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
1683.01000000
0.000585847694
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
700833.40000000
USD
625293.00000000
EUR
2020-07-02
1683.01000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505229
113950.00000000
NS
USD
3105137.50000000
1.080883444407
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
2600000.00000000
PA
USD
2279875.00000000
0.793613533320
Long
DBT
CORP
FR
N
2
2030-02-25
Fixed
4.50000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B0499266 IRS USD R V 01MLIBOR 70499266_FLO CCPVANILLA / Short: B0499266 IRS USD P F 1.28750 70499266_FIX CCPVANILLA
000000000
40000000.00000000
OU
Notional Amount
USD
-1609651.43000000
-0.56031192884
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 1 Month
US0001M Index
Y
2023-10-19
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
-1609651.43000000
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
1537000.00000000
PA
USD
1597742.24000000
0.556166397026
Long
DBT
CORP
GB
N
2
2024-06-27
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
22999.00000000
NS
USD
500228.25000000
0.174127050364
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
1600000.00000000
PA
USD
1589336.00000000
0.553240225272
Long
DBT
CORP
NL
N
2
2026-11-16
Fixed
5.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
1800000.00000000
PA
2211422.77000000
0.769785640951
Long
DBT
CORP
GB
N
2
2025-06-15
Fixed
7.13000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
1190000.00000000
PA
USD
1088011.05000000
0.378731418907
Long
DBT
CORP
US
N
2
2027-04-04
Fixed
7.25000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N477
39495.00000000
NS
USD
959728.50000000
0.334076879615
Long
EP
CORP
CA
N
1
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
3560000.00000000
PA
USD
3545101.40000000
1.234032764090
Long
DBT
CORP
FR
N
2
2028-04-06
Fixed
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AW4
1120000.00000000
PA
USD
1142400.00000000
0.397663951078
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
3600000.00000000
PA
USD
4222656.25000000
1.469886351909
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
2775000.00000000
PA
USD
2946231.38000000
1.025568987536
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
1000000.00000000
PA
USD
984015.80000000
0.342531172051
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.25000000
N
N
N
N
N
N
BROOKFIELD RENEWABLE PAR
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
000000000
15933.00000000
NS
USD
399758.97000000
0.139154176723
Long
EP
CORP
BM
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002838
94800.00000000
NS
USD
2404128.00000000
0.836865405618
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
500000.00000000
PA
USD
514100.00000000
0.178955739889
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
6.13000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
1000000.00000000
PA
USD
771745.00000000
0.268640726474
Long
DBT
CORP
US
N
2
2047-02-12
Floating
2.52000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
71754.00000000
NS
USD
1931617.68000000
0.672386833509
Long
EP
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
82939.00000000
NS
USD
2046105.13000000
0.712239364773
Long
EP
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
1200000.00000000
PA
USD
1199006.72000000
0.417368478330
Long
DBT
CORP
IT
N
2
2025-09-17
Fixed
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
USD
XXXX
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2023.39000000
0.000704332337
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
310744.00000000
EUR
351144.14000000
USD
2020-07-02
2023.39000000
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
000000000
1100000.00000000
PA
1475996.21000000
0.513787188940
Long
DBT
CORP
GB
N
2
2051-10-20
Fixed
5.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
600000.00000000
PA
USD
622889.38000000
0.216824800363
Long
DBT
CORP
GB
N
2
2025-09-27
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B0499324 IRS USD R V 01MLIBOR 70499324_FLO CCPVANILLA / Short: B0499324 IRS USD P F 1.20250 70499324_FIX CCPVANILLA
000000000
21000000.00000000
OU
Notional Amount
USD
-566761.39000000
-0.19728691672
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 1 Month
US0001M Index
Y
2022-10-19
0.00000000
USD
0.00000000
USD
21000000.00000000
USD
-566761.39000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
1100000.00000000
PA
USD
1214966.50000000
0.422924001066
Long
DBT
CORP
CH
N
2
2025-02-19
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475857
48000.00000000
NS
USD
1262400.00000000
0.439435374511
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
1887000.00000000
PA
USD
2037809.04000000
0.709351535705
Long
DBT
CORP
CH
N
2
2023-12-11
Fixed
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
QTS Realty Trust Inc
5493006PA4CJK4OG2J54
QTS Realty Trust Inc
74736A202
48450.00000000
NS
USD
1304274.00000000
0.454011512717
Long
EP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
2200000.00000000
PA
USD
2395041.00000000
0.833702264578
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.88000000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
1850000.00000000
PA
USD
2924507.75000000
1.018007096309
Long
DBT
CORP
JE
N
2
2030-06-30
Fixed
10.18000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968N309
52446.00000000
NS
USD
1357826.94000000
0.472653033824
Long
EP
CORP
BM
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B32793162 IRS USD R V 01MLIBOR 132793162-2_FLO CCPVANILLA / Short: B32793162 IRS USD P F 1.28000 132793162-2_FIX CCPVANILLA
000000000
39000000.00000000
OU
Notional Amount
USD
-2243140.38000000
-0.78082638859
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 1 Month
US0001M Index
Y
2026-02-03
4666.52000000
USD
0.00000000
USD
39000000.00000000
USD
-2247806.90000000
N
N
N
BANCO BPM SPA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
600000.00000000
PA
514001.05000000
0.178921295869
Long
DBT
CORP
IT
N
2
2025-01-21
Fixed
6.13000000
N
N
N
N
Y
Banco BPM SpA
Banco BPM SpA
EUR
XXXX
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
63597.00000000
NS
USD
1514880.54000000
0.527322637384
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
2057000.00000000
PA
USD
1939975.85000000
0.675296272328
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
5.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
3860000.00000000
PA
USD
3995486.00000000
1.390809479375
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
700000.00000000
PA
841459.49000000
0.292908005484
Long
DBT
CORP
FR
N
2
2026-01-22
Fixed
5.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
600000.00000000
PA
748221.46000000
0.260452295225
Long
DBT
CORP
GB
N
2
2027-06-20
Fixed
5.75000000
N
N
N
N
Y
Nationwide Building Society
Nationwide Building Society
GBP
XXXX
N
N
N
State Street Institutional Treasury Money Market Fund
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
5018780.42000000
NS
USD
5018780.42000000
1.747013350325
Long
STIV
RF
US
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
1000000.00000000
PA
USD
1027870.00000000
0.357796608363
Long
DBT
CORP
DK
N
2
2025-06-26
Fixed
7.00000000
N
N
N
N
Y
Danske Bank A/S
Danske Bank A/S
USD
XXXX
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278N301
27137.00000000
NS
USD
521301.77000000
0.181462641423
Long
EP
CORP
US
N
1
N
N
N
UNIONE DI BANCHE ITALIAN
81560097964CBDAED282
Unione di Banche Italiane SpA
000000000
600000.00000000
PA
643933.78000000
0.224150254891
Long
DBT
CORP
IT
N
2
2025-01-20
Fixed
5.88000000
N
N
N
N
Y
Unione di Banche Italiane SpA
Unione di Banche Italiane SpA
EUR
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
1380000.00000000
PA
USD
1412775.00000000
0.491780189499
Long
DBT
CORP
FR
N
2
2024-03-25
Fixed
6.63000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
3673000.00000000
PA
USD
3956198.22000000
1.377133591924
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.75000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R850
41500.00000000
NS
USD
1019655.00000000
0.354937006334
Long
EP
CORP
US
N
1
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
878000.00000000
PA
USD
790061.89000000
0.275016747876
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CK1
2400000.00000000
PA
USD
2654592.00000000
0.924050720606
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
Y
Royal Bank of Scotland Group PLC
Royal Bank of Scotland Group PLC
USD
XXXX
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
2200000.00000000
PA
USD
2349180.99000000
0.817738615442
Long
DBT
CORP
AU
N
2
2046-06-17
Fixed
5.88000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513600
39102.00000000
NS
USD
1011959.76000000
0.352258330264
Long
EP
CORP
US
N
1
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
600000.00000000
PA
750422.84000000
0.261218585026
Long
DBT
CORP
GB
N
2
2027-03-22
Fixed
4.25000000
N
N
N
N
N
N
APOLLO GLBL MGMNT INC
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E402
76985.00000000
NS
USD
1981593.90000000
0.689783315569
Long
EP
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
1200000.00000000
PA
USD
1243872.00000000
0.432985866733
Long
DBT
CORP
NL
N
2
2022-04-16
Fixed
6.88000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
1487000.00000000
PA
USD
1548482.91000000
0.539019460931
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.88000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
1400000.00000000
PA
1653612.73000000
0.575614646153
Long
DBT
CORP
IE
N
2
2025-05-19
Fixed
7.50000000
N
N
N
N
Y
Bank of Ireland Group PLC
Bank of Ireland Group PLC
EUR
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
3400000.00000000
PA
USD
3408500.00000000
1.186482473083
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.88000000
N
N
N
N
N
N
COVENTRY BLDG SOCIETY
2138004G59FXEAZ6IO10
Coventry Building Society
000000000
400000.00000000
PA
500945.06000000
0.174376568481
Long
DBT
CORP
GB
N
2
2024-09-18
Fixed
6.88000000
N
N
N
N
Y
Coventry Building Society
Coventry Building Society
GBP
XXXX
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
3000000.00000000
PA
USD
3109485.00000000
1.082396788269
Long
DBT
CORP
GB
N
2
2022-04-02
Fixed
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC
USD
XXXX
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
50269.00000000
NS
USD
1231087.81000000
0.428535751618
Long
EP
CORP
BM
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
27037.03000000
0.009411460237
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1850782.00000000
EUR
2106389.80000000
USD
2020-07-02
27037.03000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1200000.00000000
PA
USD
1253412.00000000
0.436306694895
Long
DBT
CORP
ES
N
2
2024-02-08
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
3175000.00000000
PA
USD
3292719.32000000
1.146179774670
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
1350000.00000000
PA
USD
1343074.50000000
0.467517780341
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
249000.00000000
PA
USD
328557.86000000
0.114369412434
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
1150000.00000000
PA
USD
1200876.00000000
0.418019165717
Long
DBT
CORP
GB
N
2
2023-04-02
Fixed
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC
USD
XXXX
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
64800.00000000
NS
USD
1073088.00000000
0.373536776903
Long
EP
CORP
BM
N
1
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E307
3750.00000000
NS
USD
3787500.00000000
1.318410552091
Long
EP
USGSE
US
N
2
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206R508
18050.00000000
NS
USD
457748.00000000
0.159339879445
Long
EP
CORP
US
N
1
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922NAF0
2397000.00000000
PA
USD
2196466.09000000
0.764579292506
Long
DBT
CORP
US
N
2
2047-06-22
Fixed
4.70000000
N
N
N
N
N
N
WACHOVIA CAP TRUST III
529900IS945AVTZGWM53
Wachovia Capital Trust III
92978AAA0
2500000.00000000
PA
USD
2485800.00000000
0.865295036406
Long
DBT
CORP
US
N
2
2020-07-31
Variable
5.57000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U656
60347.00000000
NS
USD
1530399.92000000
0.532724858996
Long
EP
CORP
US
N
1
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2080000.00000000
PA
USD
1955966.46000000
0.680862526838
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
1075000.00000000
PA
USD
1098159.33000000
0.382263986415
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AD3
1100000.00000000
PA
USD
1225110.04000000
0.426454918603
Long
DBT
CORP
JP
N
2
2044-10-16
Fixed
5.10000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
1600000.00000000
PA
USD
1626136.00000000
0.566050128458
Long
DBT
CORP
CH
N
2
2026-08-21
Fixed
6.38000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
1400000.00000000
PA
USD
1561674.65000000
0.543611442242
Long
DBT
CORP
FR
N
2
2025-09-29
Fixed
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529Y601
40000.00000000
NS
USD
990000.00000000
0.344614243318
Long
EP
CORP
US
N
1
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AH4
1959000.00000000
PA
USD
2838042.48000000
0.987908951264
Long
DBT
CORP
GB
N
2
2031-09-30
Fixed
7.65000000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AE1
800000.00000000
PA
USD
885396.00000000
0.308202093512
Long
DBT
CORP
JP
N
2
2046-01-20
Fixed
4.70000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
400000.00000000
PA
USD
412000.00000000
0.143415220451
Long
DBT
CORP
NO
N
2
2022-03-26
Fixed
6.50000000
N
N
N
N
Y
DNB Bank ASA
DNB Bank ASA
USD
XXXX
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
1100000.00000000
PA
USD
993954.50000000
0.345990785768
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
7.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
1000000.00000000
PA
USD
971271.41000000
0.338094911125
Long
DBT
CORP
ES
N
2
2025-03-05
Fixed
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA
USD
XXXX
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
1900000.00000000
PA
USD
1928156.75000000
0.671182100405
Long
DBT
CORP
GB
N
2
2021-06-01
Fixed
6.88000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I
361860208
77677.00000000
NS
USD
1741518.34000000
0.606214166631
Long
EP
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
1970000.00000000
PA
USD
1943887.65000000
0.676657951113
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
64996.00000000
NS
USD
1739942.92000000
0.605665770499
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
80171.00000000
NS
USD
1934526.23000000
0.673399285790
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
1480000.00000000
PA
USD
1535230.74000000
0.534406444227
Long
DBT
CORP
US
N
2
2024-08-10
Fixed
5.50000000
N
N
N
N
N
N
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC
000000000
1800000.00000000
PA
2207017.77000000
0.768252281616
Long
DBT
CORP
GB
N
2
2031-03-24
Fixed
5.63000000
N
N
N
N
Y
Legal & General Group PLC
Legal & General Group PLC
GBP
XXXX
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
940000.00000000
PA
USD
956262.00000000
0.332870207620
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.63000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
72246.00000000
NS
USD
1824211.50000000
0.634999258309
Long
EP
CORP
BM
N
1
N
N
N
Citigroup Capital III
549300XM9G8HLD2LDU04
Citigroup Capital III
17305HAA6
4115000.00000000
PA
USD
5650493.77000000
1.966909732249
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
1671000.00000000
PA
USD
1713472.96000000
0.596451704603
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
PartnerRe Ltd
7LLHQS68KCIGNZBR7918
PartnerRe Ltd
000000000
46129.00000000
NS
USD
1173983.05000000
0.408657859035
Long
EP
CORP
BM
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-78357.70000000
-0.02727593888
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
7350927.00000000
EUR
8180405.60000000
USD
2020-07-02
-78357.70000000
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
2700000.00000000
PA
USD
3473185.50000000
1.208999184837
Long
DBT
CORP
FR
N
2
2036-12-14
Fixed
6.38000000
N
N
N
N
N
N
AEGON Funding Co LLC
KEIOKM01PSK5VZ5CCI74
AEGON Funding Co LLC
00775V104
55014.00000000
NS
USD
1264221.72000000
0.440069506490
Long
EP
CORP
US
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-86.00000000
-0.00002993618
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
340980.49000000
USD
303422.00000000
EUR
2020-07-02
-86.00000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-584.89000000
-0.00020359739
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
590456.00000000
EUR
662792.17000000
USD
2020-07-02
-584.89000000
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAC3
1819000.00000000
PA
USD
1756902.16000000
0.611569200458
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.13000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
1249000.00000000
PA
USD
1302082.50000000
0.453248662097
Long
DBT
CORP
US
N
2
2025-09-20
Fixed
4.70000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587800
204800.00000000
NS
USD
5140480.00000000
1.789376389390
Long
EP
CORP
US
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-49684.92000000
-0.01729508192
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
4661064.00000000
EUR
5187018.46000000
USD
2020-07-02
-49684.92000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
56000.00000000
NS
USD
1196720.00000000
0.416572482085
Long
EP
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
400000.00000000
PA
451040.59000000
0.157005062251
Long
DBT
CORP
IT
N
2
2024-05-16
Fixed
6.25000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
EUR
XXXX
N
N
N
CNP ASSURANCES
969500QKVPV2H8UXM738
CNP Assurances
000000000
300000.00000000
PA
334840.68000000
0.116556431889
Long
DBT
CORP
FR
N
2
2051-06-30
Fixed
2.50000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
600000.00000000
PA
557328.81000000
0.194003480947
Long
DBT
CORP
ES
N
2
2022-05-18
Fixed
6.50000000
N
N
N
N
Y
Banco de Sabadell SA
Banco de Sabadell SA
EUR
XXXX
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q870
5000.00000000
NS
USD
503750.00000000
0.175352954618
Long
EP
CORP
US
N
2
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAE8
4030000.00000000
PA
USD
4026957.35000000
1.401764505099
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
DRESDNER FNDG TRUST I
549300ZEO4BKB37E3J03
Dresdner Funding Trust I
26156FAA1
2207869.00000000
PA
USD
3042823.24000000
1.059192149905
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
8.15000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
1165000.00000000
PA
USD
1265696.78000000
0.440582967788
Long
DBT
CORP
FR
N
2
2028-08-16
Fixed
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
51232.00000000
NS
USD
1306416.00000000
0.454757132626
Long
EP
CORP
US
N
2
N
N
N
FUKOKU MUTUAL LIFE INSUR
549300JDVRDBH680VF26
Fukoku Mutual Life Insurance Co
000000000
1951000.00000000
PA
USD
2180242.50000000
0.758931938777
Long
DBT
CORP
JP
N
2
2023-09-19
Fixed
6.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
408000.00000000
PA
USD
364282.80000000
0.126805092400
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
VIVAT NV
724500MKKXKEVWMN9E13
VIVAT NV
000000000
2400000.00000000
PA
USD
2397000.00000000
0.834384183066
Long
DBT
CORP
NL
N
2
2022-11-16
Fixed
6.25000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKG4
1600000.00000000
PA
USD
1617472.00000000
0.563034231686
Long
DBT
CORP
FR
N
2
2021-09-13
Fixed
7.38000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
1000000.00000000
PA
USD
912065.00000000
0.317485444275
Long
DBT
CORP
ES
N
2
2027-11-16
Fixed
6.13000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA
USD
XXXX
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
45800.00000000
NS
USD
1049736.00000000
0.365408057903
Long
EP
CORP
US
N
1
N
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAB4
4807000.00000000
PA
USD
5087448.07000000
1.770916229361
Long
SN
CORP
CA
N
2
2076-08-15
Fixed
5.88000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1200000.00000000
PA
USD
1116000.00000000
0.388474237923
Long
DBT
CORP
US
N
2
2024-04-06
Fixed
6.38000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
8561.73000000
0.002980297076
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
398323.00000000
GBP
502123.98000000
USD
2020-07-02
8561.73000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505195
71750.00000000
NS
USD
1887025.00000000
0.656864335857
Long
EP
CORP
US
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
1600000.00000000
PA
USD
1630784.00000000
0.567668074925
Long
DBT
CORP
GB
N
2
2022-03-15
Fixed
7.88000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
3600000.00000000
PA
USD
3742002.00000000
1.302572916897
Long
DBT
CORP
CH
N
2
2024-01-31
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
1670000.00000000
PA
USD
1685439.15000000
0.586693270037
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-11399.93000000
-0.00396826085
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
3999187.00000000
GBP
4943994.93000000
USD
2020-07-02
-11399.93000000
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
2200000.00000000
PA
USD
2247532.32000000
0.782355201809
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
1800000.00000000
PA
USD
1974501.00000000
0.687314311159
Long
DBT
CORP
FR
N
2
2025-08-19
Fixed
7.38000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
600000.00000000
PA
USD
580464.00000000
0.202056729428
Long
DBT
CORP
DE
N
2
2025-04-09
Fixed
7.00000000
N
N
N
N
Y
Commerzbank AG
Commerzbank AG
USD
XXXX
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
-2743.78000000
-0.00095509663
N/A
DFE
XX
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
335016.53000000
USD
295748.00000000
EUR
2020-07-02
-2743.78000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
1800000.00000000
PA
USD
1846530.00000000
0.642768220925
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BX0
2000000.00000000
PA
USD
1970376.72000000
0.685878669107
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
4.25000000
N
N
N
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
90000.00000000
NS
USD
1645200.00000000
0.572686215261
Long
EP
CORP
BM
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ACA9
400000.00000000
PA
USD
407124.00000000
0.141717908279
Long
DBT
CORP
FR
N
2
2022-03-14
Fixed
6.75000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Aegon NV
O4QK7KMMK83ITNTHUG69
Aegon NV
000000000
700000.00000000
PA
851807.60000000
0.296510132855
Long
DBT
CORP
NL
N
2
2029-04-15
Fixed
5.63000000
N
N
N
N
Y
Aegon NV
Aegon NV
EUR
XXXX
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
4659000.00000000
PA
USD
6469324.34000000
2.251940719408
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
2400000.00000000
PA
USD
2465513.66000000
0.858233458922
Long
DBT
CORP
GB
N
2
2025-03-30
Fixed
6.38000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
1955000.00000000
PA
USD
1956221.88000000
0.680951437313
Long
DBT
CORP
CA
N
2
2025-06-04
Fixed
4.90000000
N
N
N
N
N
N
MEIJI YASUDA LIFE INSURA
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co
585270AA9
2300000.00000000
PA
USD
2604041.95000000
0.906454491080
Long
DBT
CORP
JP
N
2
2045-10-20
Fixed
5.20000000
N
N
N
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84857L309
36775.00000000
NS
USD
955046.75000000
0.332447184934
Long
EP
CORP
US
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
49323.00000000
NS
USD
1202494.74000000
0.418582641333
Long
EP
CORP
BM
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R803
64655.00000000
NS
USD
1666159.35000000
0.579982064292
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
470000.00000000
PA
USD
466720.19000000
0.162463055675
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
TCF FINANCIAL
549300UK6KFVK4A0D603
TCF Financial Corp
872307202
36350.00000000
NS
USD
869128.50000000
0.302539454923
Long
EP
CORP
US
N
1
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556LAM6
400000.00000000
PA
USD
379856.00000000
0.132226048495
Long
DBT
CORP
BR
N
2
2029-11-21
Fixed
4.50000000
N
N
N
N
Y
Itau Unibanco Holding SA/Cayman Island
Itau Unibanco Holding SA/Cayman Island
USD
XXXX
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P881
29167.00000000
NS
USD
752800.27000000
0.262046156986
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
24535.00000000
NS
USD
652140.30000000
0.227006905073
Long
EP
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
1500000.00000000
PA
USD
1492251.15000000
0.519445455453
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.95000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
2200000.00000000
PA
USD
2310693.00000000
0.804341131047
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.88000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
860000.00000000
PA
USD
842870.68000000
0.293399233943
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
79700.00000000
NS
USD
2051478.00000000
0.714109635005
Long
EP
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
2800000.00000000
PA
USD
2950500.00000000
1.027054873649
Long
DBT
CORP
CH
N
2
2025-08-07
Fixed
6.88000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
1080000.00000000
PA
USD
851850.00000000
0.296524892092
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
7.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B3966437 IRS USD R V 01MLIBOR 73966437_FLO CCPVANILLA / Short: B3966437 IRS USD P F 1.84750 73966437_FIX CCPVANILLA
000000000
13000000.00000000
OU
Notional Amount
USD
-559980.78000000
-0.19492661896
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
ICE Libor USD 1 Month
US0001M Index
Y
2022-10-19
0.00000000
USD
0.00000000
USD
13000000.00000000
USD
-559980.78000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHP7
1815000.00000000
PA
USD
2212246.67000000
0.770072436582
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.05000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
1751000.00000000
PA
USD
1935284.00000000
0.673663061886
Long
DBT
CORP
AU
N
2
2044-12-02
Fixed
6.75000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
2724000.00000000
PA
USD
2692962.28000000
0.937407230715
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
2020-07-27
Cohen & Steers Select Preferred & Income Fund, Inc.
Albert Laskaj
Albert Laskaj
Treasurer