0001752724-21-190366.txt : 20210827
0001752724-21-190366.hdr.sgml : 20210827
20210827150733
ACCESSION NUMBER: 0001752724-21-190366
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210827
PERIOD START: 20211231
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: 211218385
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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Regions Financial Corp
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Arch Capital Group Ltd
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Legal & General Group PLC
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Enbridge Inc
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N
2
2022-07-29
Fixed
7.12500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
DAI-ICHI LIFE INSURANCE
3538001235ACEIORUV72
Dai-ichi Life Insurance Co Ltd/The
23380YAC1
793000.00000000
PA
USD
877256.25000000
0.268708273130
Long
DBT
CORP
JP
N
2
2024-10-28
Fixed
5.10000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
2414000.00000000
PA
USD
2739890.00000000
0.839242935537
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
6.50000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
1097000.00000000
PA
USD
1540248.34000000
0.471786290076
Long
DBT
CORP
GB
N
2
2037-05-21
Fixed
6.65700000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150781
25451.00000000
NS
USD
669361.30000000
0.205028939974
Long
EP
CORP
US
N
1
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
800000.00000000
PA
1004463.16000000
0.307672428833
Long
DBT
CORP
ES
N
2
2026-03-15
Fixed
5.75000000
N
N
N
N
Y
Banco de Sabadell SA
Banco de Sabadell SA
EUR
XXXX
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
1400000.00000000
PA
USD
1607368.00000000
0.492345400293
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
TEXAS CAPITAL BANCSHARES
549300466Q2SXRX0YM48
Texas Capital Bancshares Inc
88224Q305
84175.00000000
NS
USD
2411613.75000000
0.738690167464
Long
EP
CORP
US
N
1
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
1480000.00000000
PA
USD
1496650.00000000
0.458431885759
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
7.00000000
N
N
N
N
N
N
ABANCA CORP BANCARIA SA
54930056IRBXK0Q1FP96
Abanca Corp Bancaria SA
000000000
800000.00000000
PA
1012731.16000000
0.310204961377
Long
DBT
CORP
ES
N
2
2026-01-20
Fixed
6.00000000
N
N
N
N
Y
Abanca Corp Bancaria SA
Abanca Corp Bancaria SA
EUR
XXXX
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
SWAPTION 2 CALL SEP21 2 CALL
000000000
-129060.00000000
NC
USD
-18171.65000000
-0.00556607341
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Written
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
129060.00000000
OU
Notional Amount
N/A
-18171.65000000
-0.01000000
DIR
US
N/A
N/A
2031-09-21
0.00000000
N/A
0.00000000
N/A
129060.00000000
USD
100.00000000
2.00000000
USD
2021-09-17
XXXX
131511.35000000
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148835
88000.00000000
NS
USD
2273920.00000000
0.696513836678
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
600000.00000000
PA
USD
654375.00000000
0.200438556271
Long
DBT
CORP
CH
N
2
2026-07-29
Fixed
5.12500000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
1509000.00000000
PA
USD
1661409.00000000
0.508898447123
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
Spire Inc
549300NXSY15DRY2R511
Spire Inc
84857L309
17942.00000000
NS
USD
507399.76000000
0.155419255544
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
2487000.00000000
PA
USD
2764412.42000000
0.846754283711
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
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
650000.00000000
PA
USD
791934.65000000
0.242573811510
Long
DBT
CORP
FR
N
2
2025-12-23
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAB9
575000.00000000
PA
USD
614531.25000000
0.188234202916
Long
DBT
CORP
FR
N
2
2037-06-25
Fixed
7.19500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
1400000.00000000
PA
USD
1531600.00000000
0.469137257360
Long
DBT
CORP
AU
N
2
2025-05-12
Fixed
5.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
920000.00000000
PA
USD
954546.00000000
0.292382536213
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
780000.00000000
PA
USD
857391.60000000
0.262623624776
Long
DBT
CORP
FR
N
2
2024-03-25
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
BROOKFIELD BRP HOLDINGS
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11259P109
45200.00000000
NS
USD
1146724.00000000
0.351247683670
Long
EP
CORP
CA
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
1243000.00000000
PA
USD
1307611.14000000
0.400528273644
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
5.95000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
1400000.00000000
PA
USD
1353799.16000000
0.414675910772
Long
DBT
CORP
US
N
2
2047-02-12
Floating
2.28100000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
600000.00000000
PA
732530.34000000
0.224377954192
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
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
000000000
2200000.00000000
PA
USD
2454168.20000000
0.751724822701
Long
DBT
CORP
IT
N
2
2024-06-03
Fixed
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
1300000.00000000
PA
USD
1808774.50000000
0.554037286571
Long
DBT
CORP
FR
N
2
2036-12-14
Fixed
6.37900000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
7523000.00000000
PA
USD
7793263.78000000
2.387118304802
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AC3
600000.00000000
PA
USD
814500.00000000
0.249485698694
Long
DBT
CORP
GB
N
2
2035-10-01
Fixed
6.41300000
N
N
N
N
N
N
PHOENIX GRP HLD PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
800000.00000000
PA
USD
853396.80000000
0.261399996208
Long
DBT
CORP
GB
N
2
2025-01-29
Fixed
5.62500000
N
N
N
N
Y
Phoenix Group Holdings PLC
Phoenix Group Holdings PLC
USD
XXXX
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
000000000
551000.00000000
PA
USD
628456.83000000
0.192499682420
Long
DBT
CORP
AU
N
2
2044-12-02
Fixed
6.75000000
N
N
N
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
ISHARES IBOXX INVESTMENT GRA SEP21 128 PUT
000000000
430.00000000
NC
USD
23210.24000000
0.007109420433
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Purchased
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
128.00000000
USD
2021-09-17
XXXX
-155239.76000000
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
2200000.00000000
PA
USD
2464704.00000000
0.754951994492
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
US CELLULAR CORP
N/A
United States Cellular Corp
911684801
61200.00000000
NS
USD
1602828.00000000
0.490954774053
Long
EP
CORP
US
N
1
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
1504000.00000000
PA
USD
1248665.92000000
0.382473038044
Long
SN
CORP
US
N
2
2065-12-21
Variable
3.66000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
2900000.00000000
PA
USD
2944370.00000000
0.901876251276
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ACA9
400000.00000000
PA
USD
413728.00000000
0.126727095333
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
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
800000.00000000
PA
USD
835400.00000000
0.255887480281
Long
DBT
CORP
GB
N
2
2022-03-15
Fixed
7.87500000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
1680000.00000000
PA
USD
1744176.00000000
0.534250421124
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.70000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
600000.00000000
PA
USD
624940.20000000
0.191422519876
Long
DBT
CORP
NL
N
2
2022-04-16
Fixed
6.87500000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
4103000.00000000
PA
USD
4490220.63000000
1.375378552691
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
6.10000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
620000.00000000
PA
USD
694400.00000000
0.212698427468
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAC3
1819000.00000000
PA
USD
1955425.00000000
0.598957117703
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.12500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
000000000
33323.00000000
NS
USD
979696.20000000
0.300086176752
Long
EP
CORP
BM
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
18960.00000000
NS
USD
536568.00000000
0.164353643188
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
1020000.00000000
PA
USD
1091400.00000000
0.334301647090
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.45000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
800000.00000000
PA
USD
918172.00000000
0.281240985809
Long
DBT
CORP
FI
N
2
2026-03-26
Fixed
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp
USD
XXXX
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
1470000.00000000
PA
USD
1569225.00000000
0.480661995744
Long
DBT
CORP
GB
N
2
2025-06-22
Fixed
4.37500000
N
N
N
N
N
N
FUKOKU MUTUAL LIFE INSUR
549300JDVRDBH680VF26
Fukoku Mutual Life Insurance Co
000000000
1951000.00000000
PA
USD
2169024.25000000
0.664383708405
Long
DBT
CORP
JP
N
2
2023-09-19
Fixed
6.50000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
80171.00000000
NS
USD
2285675.21000000
0.700114520263
Long
EP
CORP
US
N
1
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517865
58000.00000000
NS
USD
1476100.00000000
0.452137311040
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
249000.00000000
PA
USD
343472.69000000
0.105207518780
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1400000.00000000
PA
USD
1430800.00000000
0.438261679179
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
600000.00000000
PA
897453.21000000
0.274894709812
Long
DBT
CORP
GB
N
2
2023-03-15
Fixed
7.25000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
470000.00000000
PA
USD
506718.75000000
0.155210658545
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
5.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
1208000.00000000
PA
USD
1309472.00000000
0.401098264997
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
6.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
3000000.00000000
PA
USD
3270000.00000000
1.001618458846
Long
DBT
CORP
CH
N
2
2023-07-17
Fixed
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1200000.00000000
PA
1444610.77000000
0.442491991767
Long
DBT
CORP
DE
N
2
2027-10-09
Fixed
4.25000000
N
N
N
N
Y
Commerzbank AG
Commerzbank AG
EUR
XXXX
N
N
N
FIRST HORIZON BANK
COOWI3L2W9TPYR3WJX37
First Horizon Bank
337158208
1537.00000000
NS
USD
1256497.50000000
0.384871892811
Long
EP
CORP
US
N
2
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
1770000.00000000
PA
USD
1880625.00000000
0.576045478338
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
TELEPHONE & DATA SYS
N/A
Telephone and Data Systems Inc
879433787
82867.00000000
NS
USD
2413915.71000000
0.739395270102
Long
EP
CORP
US
N
1
N
N
N
ATHORA NETHERLANDS
724500MKKXKEVWMN9E13
Athora Netherlands NV
000000000
1800000.00000000
PA
USD
1905552.00000000
0.583680751526
Long
DBT
CORP
NL
N
2
2022-11-16
Fixed
6.25000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
4918.02000000
0.001506415783
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1200140.00000000
EUR
1427984.18000000
USD
2021-07-02
4918.02000000
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
1000000.00000000
PA
USD
1003750.00000000
0.307453984118
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
4.78900000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG
USD
XXXX
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518AA6
610000.00000000
PA
USD
646658.29000000
0.198074886798
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.02000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
1800000.00000000
PA
USD
1906965.00000000
0.584113560970
Long
DBT
CORP
SE
N
2
2031-03-01
Fixed
4.75000000
N
N
N
N
Y
Svenska Handelsbanken AB
Svenska Handelsbanken AB
USD
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
2000000.00000000
PA
USD
2301670.00000000
0.705013809838
Long
DBT
CORP
GB
N
2
2026-06-27
Fixed
6.75000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
1700000.00000000
PA
USD
1914625.00000000
0.586459859868
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
SYNOVUS FINANCIAL CORP
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
14275.00000000
NS
USD
389136.50000000
0.119194587587
Long
EP
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P881
17318.00000000
NS
USD
496333.88000000
0.152029717418
Long
EP
CORP
US
N
1
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
1200000.00000000
PA
USD
1214250.00000000
0.371931257998
Long
DBT
CORP
DK
N
2
2026-05-18
Fixed
4.37500000
N
N
N
N
Y
Danske Bank A/S
Danske Bank A/S
USD
XXXX
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
1398000.00000000
PA
USD
1628670.00000000
0.498870316626
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.62500000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
63597.00000000
NS
USD
1804246.89000000
0.552650455455
Long
EP
CORP
US
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
750000.00000000
PA
980467.14000000
0.300322319790
Long
DBT
CORP
IT
N
2
2028-03-01
Fixed
5.50000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
EUR
XXXX
N
N
N
Goldman Sachs International
W22LROWP2IHZNBB6K528
ISHARES IBOXX INVESTMENT GRA SEP21 121 PUT
000000000
-430.00000000
NC
USD
-8273.46000000
-0.00253420497
N/A
DE
US
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
Put
Written
iShares iBoxx $ Investment Grade Corporate Bond ETF
iShares iBoxx $ Investment Grade Corporate Bond ETF
100.00000000
121.00000000
USD
2021-09-17
XXXX
66077.84000000
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
61733.56000000
0.018909319029
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
2971153.00000000
CAD
2458586.82000000
USD
2021-07-06
61733.56000000
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
786000.00000000
PA
USD
771262.50000000
0.236241821595
Long
DBT
CORP
US
N
2
2021-09-15
Variable
3.44900000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
1000000.00000000
PA
USD
1018060.00000000
0.311837213520
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
6.25000000
N
N
N
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
-887064.61000000
-0.27171262616
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-02-03
3832.80000000
USD
0.00000000
USD
39000000.00000000
USD
-890897.41000000
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
39065.00000000
NS
USD
1022331.05000000
0.313145458939
Long
EP
CORP
BM
N
1
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
1000000.00000000
PA
USD
1088864.00000000
0.333524856750
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
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
1600000.00000000
PA
USD
1897328.00000000
0.581161696417
Long
DBT
CORP
GB
N
2
2025-08-10
Fixed
8.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC
USD
XXXX
N
N
N
DRESDNER FNDG TRUST I
549300ZEO4BKB37E3J03
Dresdner Funding Trust I
26156FAA1
457869.00000000
PA
USD
657042.02000000
0.201255478736
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
8.15100000
N
N
N
N
N
N
WESCO INTERNATIONAL INC
529900TXOGREY3WNJ434
WESCO International Inc
95082P303
162000.00000000
NS
USD
5004180.00000000
1.532807051800
Long
EP
CORP
US
N
1
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N707
88800.00000000
NS
USD
2416248.00000000
0.740109662981
Long
EP
CORP
US
N
1
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
78522.00000000
NS
USD
1963050.00000000
0.601292695913
Long
EP
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
2200000.00000000
PA
USD
2447500.00000000
0.749682317439
Long
DBT
CORP
GB
N
2
2027-05-22
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1000000.00000000
PA
USD
1038750.00000000
0.318174670986
Long
DBT
CORP
FR
N
2
2026-05-26
Fixed
4.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED CAD / SOLD USD
000000000
1.00000000
NC
-16007.18000000
-0.00490308469
N/A
DFE
CA
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
863295.14000000
USD
1050303.00000000
CAD
2021-07-06
-16007.18000000
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086SH8
1800000.00000000
PA
1545987.42000000
0.473544200922
Long
DBT
CORP
CA
N
2
2080-11-24
Fixed
4.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
466000.00000000
PA
USD
482310.00000000
0.147734128099
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.12500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B55653377 IRS USD R V 01MLIBOR 155653377_FLO CCPVANILLA / Short: B55653377 IRS USD P F .54800 155653377_FIX CCPVANILLA
000000000
30000000.00000000
OU
Notional Amount
USD
223023.16000000
0.068313184650
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-09-15
0.00000000
USD
0.00000000
USD
30000000.00000000
USD
223023.16000000
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
51232.00000000
NS
USD
1365332.80000000
0.418208726283
Long
EP
CORP
US
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
16714.42000000
0.005119716085
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
675061.00000000
EUR
817168.09000000
USD
2021-07-02
16714.42000000
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
4807000.00000000
PA
USD
5371822.50000000
1.645417912429
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
3400000.00000000
PA
USD
3799500.00000000
1.163807135897
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
10802.45000000
0.003308848110
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
294675.00000000
EUR
360213.37000000
USD
2021-07-02
10802.45000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
2300000.00000000
PA
USD
2507000.00000000
0.767907485115
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.95000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
3200000.00000000
PA
USD
3328000.00000000
1.019384168513
Long
DBT
CORP
GB
N
2
2030-12-17
Fixed
4.60000000
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
42773.00000000
NS
USD
1082584.63000000
0.331601452193
Long
EP
CORP
US
N
1
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
1700000.00000000
PA
USD
2333250.00000000
0.714686932447
Long
DBT
CORP
GB
N
2
2037-07-30
Fixed
7.01400000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
878000.00000000
PA
USD
913120.00000000
0.279693531235
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
2132000.00000000
PA
USD
2148309.80000000
0.658038761773
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
2868000.00000000
PA
USD
3177170.40000000
0.973184256739
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.37500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
400000.00000000
PA
USD
424500.00000000
0.130026616446
Long
DBT
CORP
DE
N
2
2025-10-30
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG
USD
XXXX
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314C105
23013.00000000
NS
USD
585450.72000000
0.179326681314
Long
EP
CORP
US
N
1
N
N
N
KKR REAL ESTATE FIN
549300K23AYZDZ2REL62
KKR Real Estate Finance Trust Inc
48251K209
65000.00000000
NS
USD
1777100.00000000
0.544335218108
Long
EP
US
N
1
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
1400000.00000000
PA
1965101.00000000
0.601920928164
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
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AN1
1800000.00000000
PA
USD
2009160.00000000
0.615416435099
Long
DBT
CORP
DE
N
2
2025-04-30
Fixed
7.50000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG
USD
XXXX
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
26000.00000000
NS
USD
2853500.00000000
0.874042285112
Long
EP
CORP
US
N
2
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
64780.00000000
NS
USD
1692053.60000000
0.518285051717
Long
EP
CORP
BM
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
1600000.00000000
PA
USD
1866104.00000000
0.571597618509
Long
DBT
CORP
FR
N
2
2025-08-19
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
3420000.00000000
PA
USD
3429063.00000000
1.050340304998
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.65000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
6206000.00000000
PA
USD
6485270.00000000
1.986472826483
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V506
132638.00000000
NS
USD
3371657.96000000
1.032756834755
Long
EP
CORP
US
N
1
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
2534000.00000000
PA
USD
2838080.00000000
0.869319056783
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
6.25000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
000000000
200000.00000000
PA
USD
207562.00000000
0.063577348793
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
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B55753719 IRS USD R V 01MLIBOR 155753719_FLO CCPVANILLA / Short: B55753719 IRS USD P F .93000 155753719_FIX CCPVANILLA
000000000
40000000.00000000
OU
Notional Amount
USD
198094.32000000
0.060677347860
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-09-15
0.00000000
USD
0.00000000
USD
40000000.00000000
USD
198094.32000000
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
400000.00000000
PA
USD
470586.00000000
0.144143004304
Long
DBT
CORP
AU
N
2
2026-06-15
Fixed
6.75000000
N
N
N
N
Y
Australia & New Zealand Bankin
Australia & New Zealand Bankin
USD
XXXX
N
N
N
SIGNATURE BANK NEW YORK
VLP5AP0XK2GM6GKD1007
Signature Bank/New York NY
82669G203
44860.00000000
NS
USD
1169948.80000000
0.358361563909
Long
EP
CORP
US
N
1
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
4400000.00000000
PA
USD
4785000.00000000
1.465671047577
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.87500000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
2500000.00000000
PA
USD
2671875.00000000
0.818409577898
Long
DBT
AU
N
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565ALQ4
600000.00000000
PA
USD
610125.00000000
0.186884545016
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
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
1400000.00000000
PA
USD
1484000.00000000
0.454557123219
Long
DBT
CORP
CH
N
2
2027-02-11
Fixed
5.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
SPIRIT REALTY CAPITAL IN
549300LTU6LVPZSHMJ25
Spirit Realty Capital Inc
84860W201
55000.00000000
NS
USD
1441000.00000000
0.441385993638
Long
EP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
3909000.00000000
PA
USD
5933194.42000000
1.817369128744
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AL9
1900000.00000000
PA
USD
2129320.50000000
0.652222237798
Long
DBT
CORP
FR
N
2
2024-09-23
Fixed
6.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
1600000.00000000
PA
USD
1876000.00000000
0.574628816145
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
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1200000.00000000
PA
USD
1278000.00000000
0.391458223365
Long
DBT
CORP
US
N
2
2024-04-06
Fixed
6.37500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
1600000.00000000
PA
USD
1795000.00000000
0.549818083678
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
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
1200000.00000000
PA
1432860.46000000
0.438892809078
Long
DBT
CORP
FR
N
2
2027-12-01
Fixed
2.62500000
N
N
N
N
N
N
ROTHESAY LIFE
MFQO711J5UPYBWXSPG12
Rothesay Life PLC
000000000
600000.00000000
PA
956656.51000000
0.293028996694
Long
DBT
CORP
GB
N
2
2028-09-12
Fixed
6.87500000
N
N
N
N
Y
Rothesay Life PLC
Rothesay Life PLC
GBP
XXXX
N
N
N
URSTADT BIDDLE PROPERTIE
549300XXD0YL0AER3Z82
Urstadt Biddle Properties Inc
917286874
100000.00000000
NS
USD
2621000.00000000
0.802826293772
Long
EP
US
N
1
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
400000.00000000
PA
USD
424470.00000000
0.130017427286
Long
DBT
CORP
SE
N
2
2027-03-01
Fixed
4.37500000
N
N
N
N
Y
Svenska Handelsbanken AB
Svenska Handelsbanken AB
USD
XXXX
N
N
N
BANK OF CHINA HONG KONG
KNPC1X7GHDZW8U2ZSF89
Bank of China Hong Kong Ltd
06428JAA7
2500000.00000000
PA
USD
2695399.90000000
0.825615380370
Long
DBT
CORP
HK
N
2
2023-09-14
Fixed
5.90000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
1900000.00000000
PA
USD
2151755.70000000
0.659094259341
Long
DBT
CORP
FR
N
2
2024-01-23
Fixed
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
USD
XXXX
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
79150.00000000
NS
USD
2341257.00000000
0.717139519297
Long
EP
CORP
BM
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
730000.00000000
PA
USD
802569.30000000
0.245831261585
Long
DBT
CORP
US
N
2
2024-08-10
Fixed
5.50000000
N
N
N
N
N
N
SOUTH JERSEY INDUSTRIES
549300DJYWYT5VXLFA46
South Jersey Industries Inc
838518207
84000.00000000
NS
USD
2206680.00000000
0.675917865677
Long
EP
CORP
US
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
1100000.00000000
PA
USD
1139875.00000000
0.349149798402
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
7.00000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
31931.00000000
NS
USD
863414.24000000
0.264468391564
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
930000.00000000
PA
USD
1541884.20000000
0.472287362728
Long
DBT
CORP
JE
N
2
2030-06-30
Fixed
10.17600000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
1805000.00000000
PA
USD
2089052.85000000
0.639888041610
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
18264.00000000
NS
USD
531117.12000000
0.162684009541
Long
EP
CORP
US
N
1
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
68051.00000000
NS
USD
1861875.36000000
0.570302363500
Long
EP
CORP
US
N
1
N
N
N
ARES FINANCE CO
N/A
Ares Finance Co III LLC
04018VAA1
820000.00000000
PA
USD
822050.00000000
0.251798304004
Long
DBT
CORP
US
N
2
2051-06-30
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
750000.00000000
PA
USD
793485.00000000
0.243048691993
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
5.90000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
25000.00000000
NS
USD
2650000.00000000
0.811709148606
Long
EP
CORP
US
N
2
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
500000.00000000
PA
USD
578000.00000000
0.177044485997
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
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
1035000.00000000
PA
USD
1084162.50000000
0.332084762198
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
1350000.00000000
PA
USD
1475131.50000000
0.451840654319
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
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
000000000
1000000.00000000
PA
USD
1104207.00000000
0.338224499567
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
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086TQ7
1000000.00000000
PA
807615.36000000
0.247376896704
Long
DBT
CORP
CA
N
2
2081-11-24
Fixed
3.65000000
N
N
N
N
N
N
UNITED STATES CELLULAR C
N/A
United States Cellular Corp
911684702
84400.00000000
NS
USD
2310028.00000000
0.707573909862
Long
EP
CORP
US
N
1
N
N
N
US CELLULAR CORP
N/A
United States Cellular Corp
911684884
40319.00000000
NS
USD
1045471.67000000
0.320233554395
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
3352000.00000000
PA
USD
3840755.12000000
1.176443799418
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
50400.00000000
NS
USD
1301832.00000000
0.398758092206
Long
EP
CORP
BM
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
967000.00000000
PA
USD
1070807.45000000
0.327994039079
Long
DBT
CORP
GB
N
2
2024-09-17
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
DIME COMMUNITY BANCSHARE
N/A
Dime Community Bancshares Inc
25432X201
56453.00000000
NS
USD
1496004.50000000
0.458234165662
Long
EP
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
2772000.00000000
PA
USD
4018577.16000000
1.230911639680
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q870
5000.00000000
NS
USD
515000.00000000
0.157747249634
Long
EP
CORP
US
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
692000.00000000
PA
USD
731841.90000000
0.224167081344
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
5.00000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
2580000.00000000
PA
USD
2632374.00000000
0.806310210699
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
4.00000000
N
N
N
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
4265000.00000000
PA
USD
5002823.68000000
1.532391603743
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
650000.00000000
PA
USD
673562.50000000
0.206315789965
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
FUKOKU MUTUAL LIFE INSUR
549300JDVRDBH680VF26
Fukoku Mutual Life Insurance Co
000000000
820000.00000000
PA
USD
913685.00000000
0.279866593752
Long
DBT
CORP
JP
N
2
2025-07-28
Fixed
5.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
3200000.00000000
PA
USD
3526224.00000000
1.080101238050
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
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
1600000.00000000
PA
USD
1885000.00000000
0.577385564197
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
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
284596.93000000
0.087173559149
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
8133695.00000000
EUR
9929126.83000000
USD
2021-07-02
284596.93000000
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
3000000.00000000
PA
USD
3414375.00000000
1.045841292178
Long
DBT
CORP
GB
N
2
2024-06-15
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAW1
620000.00000000
PA
USD
627750.00000000
0.192283176617
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
1150000.00000000
PA
USD
1394361.03000000
0.427100228117
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
765000.00000000
PA
USD
919243.13000000
0.281569078646
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
American Homes 4 Rent
549300ZJUO7A58PNUW40
American Homes 4 Rent
02665T868
56700.00000000
NS
USD
1565487.00000000
0.479517026386
Long
EP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
1026000.00000000
PA
USD
1050367.50000000
0.321733173263
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.95000000
N
N
N
N
N
N
State Street Institutional Treasury Money Market Fund
549300Q3FHSMZ70NLT76
State Street Institutional Treasury Money Market Fund
857492870
5297247.43000000
NS
USD
5297247.43000000
1.622575170325
Long
STIV
RF
US
N
2
N
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
SWAPTION SEP21 1.75 CALL
000000000
129060.00000000
NC
USD
50836.73000000
0.015571561821
N/A
DE
US
N
2
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
IRS Swap
N/A
129060.00000000
OU
Notional Amount
N/A
50836.73000000
0.02000000
DIR
US
N/A
N/A
2031-09-21
0.00000000
N/A
0.00000000
N/A
129060.00000000
USD
100.00000000
1.75000000
USD
2021-09-17
XXXX
-205952.27000000
N
N
N
BANCO BPM SPA
815600E4E6DCD2D25E30
Banco BPM SpA
000000000
600000.00000000
PA
758184.52000000
0.232235966496
Long
DBT
CORP
IT
N
2
2025-01-21
Fixed
6.12500000
N
N
N
N
Y
Banco BPM SpA
Banco BPM SpA
EUR
XXXX
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
157807.84000000
0.048337383943
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
4312865.00000000
GBP
6123793.88000000
USD
2021-07-02
157807.84000000
N
N
N
UNIPOLSAI ASSICURAZIONI
815600E31C4E7006AB54
UnipolSai Assicurazioni SpA
000000000
600000.00000000
PA
820533.16000000
0.251333687813
Long
DBT
CORP
IT
N
2
2030-04-27
Fixed
6.37500000
N
N
N
N
Y
UnipolSai Assicurazioni SpA
UnipolSai Assicurazioni SpA
EUR
XXXX
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
2000000.00000000
PA
USD
2281990.00000000
0.698985720765
Long
DBT
CORP
CH
N
2
2025-08-07
Fixed
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
Citigroup Capital III
549300XM9G8HLD2LDU04
Citigroup Capital III
17305HAA6
4115000.00000000
PA
USD
6131156.18000000
1.878005872769
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.62500000
N
N
N
N
N
N
Stichting AK Rabobank
DG3RU1DBUFHT4ZF9WN62
Stichting AK Rabobank
000000000
1132775.00000000
PA
1811611.52000000
0.554906280945
Long
DBT
CORP
NL
N
2
N/A
Variable
2.18800000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
2900000.00000000
PA
USD
3331389.50000000
1.020422390460
Long
DBT
CORP
GB
N
2
2028-03-23
Fixed
6.50000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
1190000.00000000
PA
USD
1265814.90000000
0.387725862178
Long
DBT
CORP
US
N
2
2027-04-04
Fixed
7.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
22892.00000000
NS
USD
646241.16000000
0.197947117652
Long
EP
CORP
BM
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
990000.00000000
PA
USD
1010097.00000000
0.309398104105
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
3.80000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
777000.00000000
PA
USD
860527.50000000
0.263584167689
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
5.65000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1724000.00000000
PA
USD
1913640.00000000
0.586158149109
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
500000.00000000
PA
USD
562975.00000000
0.172442248277
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
6.12500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1800000.00000000
PA
USD
1996866.00000000
0.611650717260
Long
DBT
CORP
GB
N
2
2025-12-15
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
PEBBLEBROOK HOTEL TRUST
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V803
46400.00000000
NS
USD
1264864.00000000
0.387434596431
Long
EP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
1000000.00000000
PA
USD
1108435.00000000
0.339519558541
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
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BT6
400000.00000000
PA
USD
439520.00000000
0.134627322639
Long
DBT
CORP
GB
N
2
2025-07-26
Fixed
6.00000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
400000.00000000
PA
USD
608294.05000000
0.186323715255
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513865
48400.00000000
NS
USD
1282600.00000000
0.392867227925
Long
EP
CORP
US
N
1
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
000000000
600000.00000000
PA
931652.53000000
0.285370144121
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
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
1000000.00000000
PA
USD
1105006.00000000
0.338469237533
Long
DBT
CORP
NL
N
2
2024-04-16
Fixed
6.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
40000.00000000
NS
USD
1095200.00000000
0.335465607378
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746NL1
1712000.00000000
PA
USD
2358259.66000000
0.722347524834
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
5.95000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
2500000.00000000
PA
USD
2668750.00000000
0.817452373714
Long
DBT
AU
N
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R803
64655.00000000
NS
USD
1886632.90000000
0.577885730185
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PL
2138005O9XJIJN4JPN90
Natwest Group PLC
639057AD0
1400000.00000000
PA
USD
1410080.00000000
0.431915032553
Long
DBT
CORP
GB
N
2
2031-06-28
Fixed
4.60000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC
USD
XXXX
N
N
N
BROOKFIELD INFRASTRUCTUR
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
000000000
47732.00000000
NS
USD
1248669.12000000
0.382474018221
Long
EP
CORP
BM
N
1
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
1900000.00000000
PA
USD
1904636.00000000
0.583400175835
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BX7
1000000.00000000
PA
USD
1029595.00000000
0.315370445607
Long
DBT
CORP
GB
N
2
2031-01-14
Fixed
4.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC
USD
XXXX
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAC2
1730000.00000000
PA
USD
1723512.50000000
0.527921080749
Long
DBT
CORP
US
N
2
2026-11-13
Fixed
6.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
2205000.00000000
PA
USD
2425500.00000000
0.742943599979
Long
DBT
CORP
CA
N
2
2025-06-04
Fixed
4.90000000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
18571.34000000
0.005688500596
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
1008477.00000000
CAD
832117.93000000
USD
2021-07-06
18571.34000000
N
N
N
BROOKFIELD PROPERTY PART
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
000000000
86050.00000000
NS
USD
2148668.50000000
0.658148633498
Long
EP
CORP
BM
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED GBP / SOLD USD
000000000
1.00000000
NC
-4164.80000000
-0.00127570047
N/A
DFE
GB
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
236282.54000000
USD
167800.00000000
GBP
2021-07-02
-4164.80000000
N
N
N
2021-07-30
Cohen & Steers Select Preferred & Income Fund, Inc.
Albert Laskaj
Albert Laskaj
Treasurer