0001752724-24-148139.txt : 20240627
0001752724-24-148139.hdr.sgml : 20240627
20240627121648
ACCESSION NUMBER: 0001752724-24-148139
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240627
DATE AS OF CHANGE: 20240627
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
CENTRAL INDEX KEY: 0001793882
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23493
FILM NUMBER: 241077205
BUSINESS ADDRESS:
STREET 1: 1166 AVENUE OF THE AMERICAS
STREET 2: 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 212-832-3232
MAIL ADDRESS:
STREET 1: 1166 AVENUE OF THE AMERICAS
STREET 2: 30TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10036
NPORT-P
1
primary_doc.xml
NPORT-P
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0001793882
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Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
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0001793882
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30th Floor
New York
10036
212-832-3232
Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
5493009R2RWV77RQEH31
2024-10-31
2024-04-30
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0.00000000
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EUR
GBP
USD
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HSBC HOLDINGS PLC
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HSBC Holdings PLC
404280DT3
7400000.00000000
PA
USD
7656239.80000000
0.683483238934
Long
DBT
CORP
GB
N
2
2028-03-07
Fixed
8.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
AT&T INC
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AT&T Inc
00206R706
169358.00000000
NS
USD
3326191.12000000
0.296933735018
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECN3
11700000.00000000
PA
USD
12257259.30000000
1.094222687071
Long
DBT
CORP
GB
N
2
2029-12-15
Fixed
9.62500000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC Energy Corp
87807B875
200000.00000000
NS
2601968.55000000
0.232281372921
Long
EP
CORP
CA
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
2200000.00000000
PA
USD
253000.00000000
0.022585663977
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.37500000
Y
Y
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
7972000.00000000
PA
USD
7219943.04000000
0.644534416738
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
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JPMorgan Chase & Co
48128BAQ4
33323000.00000000
PA
USD
34229793.81000000
3.055741584963
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
6.87500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
3381000.00000000
PA
USD
3093231.26000000
0.276137082377
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.55000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
2400000.00000000
PA
USD
2145892.56000000
0.191566831189
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
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
5492000.00000000
PA
USD
5146940.39000000
0.459474569795
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
1200000.00000000
PA
USD
1006500.00000000
0.089851663212
Long
DBT
CORP
NL
N
2
2029-05-16
Fixed
4.87500000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
000000000
10000000.00000000
PA
11458532.32000000
1.022919212053
Long
DBT
CORP
DE
N
2
2027-12-01
Fixed
10.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG
EUR
XXXX
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAN3
1500000.00000000
PA
USD
1477289.58000000
0.131879707710
Long
DBT
CORP
US
N
2
2067-06-01
Variable
8.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B2149408S IRS USD R V USD-SOFR-OIS / Short: B2149408S IRS USD P F .27000
000000000
125000000.00000000
OU
Notional Amount
USD
4223628.47000000
0.377049222874
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-12-20
0.00000000
USD
-10067.95000000
USD
125000000.00000000
USD
4233696.42000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
13976000.00000000
PA
USD
13735674.29000000
1.226202861707
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
4370000.00000000
PA
USD
4112973.64000000
0.367170911381
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
23115000.00000000
PA
USD
23131964.10000000
2.065022799570
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
6.10000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
294081.00000000
NS
USD
7046180.76000000
0.629022414888
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5600000.00000000
PA
6259152.58000000
0.558763308114
Long
DBT
CORP
FR
N
2
2028-09-23
Fixed
7.25000000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
EUR
XXXX
N
N
N
BROOKFIELD INFRA FIN ULC
N/A
Brookfield Infrastructure Finance ULC
11276B109
214600.00000000
NS
USD
3656784.00000000
0.326446223954
Long
EP
CORP
CA
N
1
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co
86564CAE0
11400000.00000000
PA
USD
10946048.58000000
0.977169071557
Long
DBT
CORP
JP
N
2
2034-01-18
Fixed
5.87500000
N
N
N
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
108274.57000000
0.009665822352
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
8506000.00000000
CAD
6287141.89000000
USD
2024-05-02
108274.57000000
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
286202.00000000
NS
USD
6239203.60000000
0.556982434758
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
800000.00000000
PA
986519.85000000
0.088068007267
Long
DBT
CORP
GB
N
2
2025-06-15
Fixed
7.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
8605000.00000000
PA
USD
8044651.01000000
0.718157251084
Long
DBT
CORP
CA
N
2
2078-03-01
Fixed
6.25000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896852
120000.00000000
NS
USD
2889600.00000000
0.257958634893
Long
EP
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002788
174600.00000000
NS
USD
4658328.00000000
0.415855458113
Long
EP
CORP
US
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AZ0
5020000.00000000
PA
USD
5113954.32000000
0.456529857175
Long
DBT
CORP
US
N
2
2054-06-15
Fixed
7.87500000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AW4
3007000.00000000
PA
USD
2987416.91000000
0.266690887306
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
10317000.00000000
PA
USD
8409626.05000000
0.750739083548
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAX8
5230000.00000000
PA
USD
5390262.89000000
0.481196309807
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
8.00000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAP4
7175000.00000000
PA
USD
7105285.83000000
0.634298807182
Long
DBT
CORP
US
N
2
2052-12-15
Fixed
6.87500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
000000000
5400000.00000000
PA
6400534.45000000
0.571384665458
Long
DBT
CORP
IT
N
2
2029-09-07
Fixed
9.12500000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA
EUR
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B2695916S IRS USD R V USD-SOFR-OIS / Short: B2695916S IRS USD P F .34900
000000000
35000000.00000000
OU
Notional Amount
USD
2690296.81000000
0.240166560273
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-12-20
0.00000000
USD
-4334.23000000
USD
35000000.00000000
USD
2694631.04000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
8320000.00000000
PA
USD
8313737.87000000
0.742179011561
Long
DBT
CORP
US
N
2
2024-09-05
Fixed
6.25000000
N
N
N
N
N
N
MetLife Capital Trust IV
N/A
MetLife Capital Trust IV
591560AA5
7800000.00000000
PA
USD
8271229.20000000
0.738384203115
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06738C828
4220000.00000000
PA
USD
4156556.35000000
0.371061600880
Long
DBT
CORP
GB
N
2
2034-12-15
Fixed
6.27800000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
6776000.00000000
PA
USD
5695258.49000000
0.508423693744
Long
DBT
CORP
US
N
2
2027-10-30
Fixed
5.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BR9
14850000.00000000
PA
USD
15860468.25000000
1.415886191355
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
9.25000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
5200000.00000000
PA
5605492.24000000
0.500410135013
Long
DBT
CORP
FR
N
2
2029-09-23
Fixed
6.50000000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA
EUR
XXXX
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
3600000.00000000
PA
3899550.82000000
0.348118357635
Long
DBT
CORP
NL
N
2
2031-09-22
Fixed
6.87500000
N
N
N
N
Y
ABN AMRO Bank NV
ABN AMRO Bank NV
EUR
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
20595000.00000000
PA
USD
20595000.00000000
1.838544464849
Long
DBT
CORP
US
N
2
2024-05-01
Variable
9.34800000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J861
439968.00000000
NS
USD
10343647.68000000
0.923391900384
Long
EP
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
15756000.00000000
PA
USD
15697354.59000000
1.401324806711
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
5.95000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
7000.00000000
NS
USD
700000.00000000
0.062489979383
Long
EP
CORP
US
N
2
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
10030000.00000000
PA
USD
10009527.77000000
0.893564548545
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
268039.00000000
NS
USD
5459954.43000000
0.487417771090
Long
EP
CORP
US
N
1
N
N
N
LANCASHIRE HOLDINGS LTD
5493002UNUYXLHOWF752
Lancashire Holdings Ltd
000000000
7100000.00000000
PA
USD
6321967.80000000
0.564370910689
Long
DBT
CORP
BM
N
2
2041-09-18
Fixed
5.62500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
15730000.00000000
PA
USD
15782558.81000000
1.408931106641
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.70000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
164750.00000000
NS
USD
3601435.00000000
0.321505141285
Long
EP
CORP
US
N
1
N
N
N
DigitalBridge Group Inc
549300XG87L902AGBO89
DigitalBridge Group Inc
25401T504
206801.00000000
NS
USD
4628206.38000000
0.413166458952
Long
EP
CORP
US
N
1
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
14372000.00000000
PA
USD
12479062.44000000
1.114023363708
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A404
172499.00000000
NS
USD
3329230.70000000
0.297205082577
Long
EP
CORP
BM
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J507
337144.00000000
NS
USD
8971401.84000000
0.800889594312
Long
EP
CORP
US
N
1
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
000000000
6350000.00000000
PA
USD
6271044.10000000
0.559824880742
Long
DBT
CORP
NL
N
2
2050-08-15
Fixed
5.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
9575000.00000000
PA
USD
9755670.68000000
0.870902370944
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.75800000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
4200000.00000000
PA
USD
4126705.80000000
0.368396800517
Long
DBT
CORP
SE
N
2
2030-03-17
Fixed
7.75000000
N
N
N
N
Y
Swedbank AB
Swedbank AB
USD
XXXX
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
5567000.00000000
PA
USD
5589006.35000000
0.498938416547
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
6.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: BNPXCEX5 TRS EUR R F .00000 / Short: BNPXCEX5 TRS EUR P E BNPXCEX50628 2I667KKC1
000000000
13779416.86000000
OU
Notional Amount
-53868.82000000
-0.00480894493
N/A
DCR
DE
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
iTraxx Europe Crossover S39
2I667KKC1
Y
equity-performance leg
2024-05-15
0.00000000
EUR
0.00000000
EUR
13779416.86000000
EUR
-53868.82000000
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
1000000.00000000
PA
1041881.22000000
0.093010194224
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
8000000.00000000
PA
USD
7949753.60000000
0.709685626520
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
103308.00000000
NS
USD
1970083.56000000
0.175872115781
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBS3
15005000.00000000
PA
USD
15395160.01000000
1.374347473748
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.25000000
N
N
N
N
N
N
BANCO DE SABADELL SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
000000000
4000000.00000000
PA
4683260.21000000
0.418081191383
Long
DBT
CORP
ES
N
2
2028-07-18
Fixed
9.37500000
N
N
N
N
Y
Banco de Sabadell SA
Banco de Sabadell SA
EUR
XXXX
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAA6
5013000.00000000
PA
USD
4231940.81000000
0.377791277096
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
4000000.00000000
PA
4124853.93000000
0.368231481491
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
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
5970000.00000000
PA
USD
5665083.44000000
0.505729924812
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
FARMER MAC
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148835
410836.00000000
NS
USD
7949676.60000000
0.709678752623
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
8735000.00000000
PA
USD
8509984.65000000
0.759698236184
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
4.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
000000000
2000000.00000000
PA
2524141.31000000
0.225333626317
Long
DBT
CORP
GB
N
2
2027-09-27
Fixed
8.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
GBP
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05602XDJ4
1400000.00000000
PA
USD
1394717.00000000
0.124508337964
Long
DBT
CORP
FR
N
2
2031-08-22
Fixed
8.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCB4
1250000.00000000
PA
USD
1137041.00000000
0.101505240925
Long
DBT
CORP
US
N
2
2082-03-15
Fixed
3.80000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
3260000.00000000
PA
USD
3309193.40000000
0.295416324772
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
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BS7
12190000.00000000
PA
USD
12067062.27000000
1.077243532095
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
6.87500000
N
N
N
N
N
N
BROOKFIELD BRP HOLDINGS
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11259P109
208034.00000000
NS
USD
3234928.70000000
0.288786611098
Long
EP
CORP
CA
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
13710000.00000000
PA
USD
14498983.08000000
1.294344505349
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
261700SS8OEHDOCOUJ33
APA Infrastructure Ltd
000000000
5200000.00000000
PA
5927498.66000000
0.529156098652
Long
DBT
CORP
AU
N
2
2083-11-09
Fixed
7.12500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83371GAA9
7400000.00000000
PA
USD
7771613.20000000
0.693782783773
Long
DBT
CORP
FR
N
2
2028-11-14
Fixed
10.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973AZ9
6162000.00000000
PA
USD
5791389.59000000
0.517005451540
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
5.30000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
9405000.00000000
PA
USD
9289826.37000000
0.829315797619
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
28835000.00000000
PA
USD
27367674.80000000
2.443150620021
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
6400000.00000000
PA
8086640.81000000
0.721905739279
Long
DBT
CORP
GB
N
2
2027-09-15
Fixed
8.87500000
N
N
N
N
Y
Barclays PLC
Barclays PLC
GBP
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAJ9
573000.00000000
PA
USD
528490.79000000
0.047179112244
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.62500000
N
N
N
N
N
N
PHOENIX GRP HLD PLC
2138001P49OLAEU33T68
Phoenix Group Holdings PLC
000000000
3000000.00000000
PA
USD
2921220.00000000
0.260781396533
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
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R876
96332.00000000
NS
USD
2260912.04000000
0.201834781095
Long
EP
CORP
US
N
1
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
1800000.00000000
PA
1995582.64000000
0.178148454329
Long
DBT
CORP
ES
N
2
2030-01-16
Fixed
7.50000000
N
N
N
N
Y
CaixaBank SA
CaixaBank SA
EUR
XXXX
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684801
20905.00000000
NS
USD
371481.85000000
0.033162704496
Long
EP
CORP
US
N
1
N
N
N
BROOKFIELD OAKTREE HLDGS
254900T1ODNFOK2L6090
Brookfield Oaktree Holdings LLC
674001409
633858.00000000
NS
USD
13627947.00000000
1.216585895805
Long
EP
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
Long: BNPXCHY5 TRS USD R F .00000 / Short: BNPXCHY5 TRS USD P E BNPXCHY50628 2I65BRZI4
000000000
15033250.96000000
OU
Notional Amount
USD
-46517.46000000
-0.00415267873
N/A
DCR
US
N
2
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
CDX.NA.HY.S40
2I65BRZI4
Y
equity-performance leg
2024-05-17
0.00000000
USD
0.00000000
USD
15033250.96000000
USD
-46517.46000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBN4
3512000.00000000
PA
USD
3452391.18000000
0.308199790943
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055HAB9
1700000.00000000
PA
USD
1684143.62000000
0.150345857274
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
6.12500000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E-Capital Trust II
44965UAA2
5352000.00000000
PA
USD
4330726.01000000
0.386609970112
Long
SN
CORP
US
N
2
2065-12-21
Variable
7.39500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
3400000.00000000
PA
USD
3409560.80000000
0.304376262996
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
10429000.00000000
PA
USD
10248140.28000000
0.914865821160
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
ATHORA NETHERLANDS
724500MKKXKEVWMN9E13
Athora Netherlands NV
000000000
5030000.00000000
PA
5337474.75000000
0.476483838693
Long
DBT
CORP
NL
N
2
2025-06-19
Fixed
7.00000000
N
N
N
N
Y
Athora Netherlands NV
Athora Netherlands NV
EUR
XXXX
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAC3
2239000.00000000
PA
USD
2010601.40000000
0.179489200048
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
680397.00000000
NS
USD
17118788.52000000
1.528218202397
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
1820000.00000000
PA
USD
1617087.84000000
0.144359693974
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.45000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B2695881S IRS USD R VUSD-SOFR-OIS / Short: B2695881S IRS USD P F .24900
000000000
35000000.00000000
OU
Notional Amount
USD
1187403.39000000
0.106001161943
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2024-12-20
0.00000000
USD
-2614.89000000
USD
35000000.00000000
USD
1190018.28000000
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
000000000
8000000.00000000
PA
8132964.65000000
0.726041133288
Long
DBT
CORP
GB
N
2
2029-03-22
Fixed
3.62500000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
000000000
1800000.00000000
PA
USD
1768001.40000000
0.157831958621
Long
DBT
CORP
SE
N
2
2028-03-17
Fixed
7.62500000
N
N
N
N
Y
Swedbank AB
Swedbank AB
USD
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
5355000.00000000
PA
USD
5209599.97000000
0.465068278170
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
16000.00000000
PA
USD
15972.30000000
0.001425869568
Long
DBT
CORP
US
N
2
2024-06-15
Variable
5.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
350000.00000000
NS
USD
8830500.00000000
0.788311089917
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
12600000.00000000
PA
USD
13859836.20000000
1.237286969129
Long
DBT
CORP
CH
N
2
2033-11-13
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517402
226999.00000000
NS
USD
5379876.30000000
0.480269084386
Long
EP
CORP
US
N
1
N
N
N
State Street Institutional US Government Money Market Fund
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
1164000.00000000
NS
USD
1164000.00000000
0.103911908574
Long
STIV
RF
US
N
2
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
2101681.88000000
0.187620081930
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
149167080.00000000
EUR
161292871.93000000
USD
2024-05-02
2101681.88000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
7600000.00000000
PA
USD
874000.00000000
0.078023202829
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
Y
Y
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG
USD
XXXX
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
6300000.00000000
PA
USD
6157585.98000000
0.549696315628
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
8800000.00000000
PA
USD
9344579.20000000
0.834203659359
Long
DBT
CORP
FR
N
2
2027-11-17
Fixed
9.25000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
8200000.00000000
PA
USD
8366574.80000000
0.746895838227
Long
DBT
CORP
FR
N
2
2027-11-22
Fixed
9.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
13400000.00000000
PA
16390339.48000000
1.463188537410
Long
DBT
CORP
FR
N
2
2026-01-29
Fixed
6.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAP4
4000000.00000000
PA
USD
4202464.00000000
0.375159841025
Long
DBT
CORP
ES
N
2
2028-11-21
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA
USD
XXXX
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
10208000.00000000
PA
USD
10188644.61000000
0.909554559457
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
11568000.00000000
PA
USD
10508009.35000000
0.938064696626
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
DIGITALBRIDGE GROUP INC
549300XG87L902AGBO89
DigitalBridge Group Inc
25401T306
167076.00000000
NS
USD
3792625.20000000
0.338572957936
Long
EP
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAE2
6590000.00000000
PA
USD
6523425.18000000
0.582355292864
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
6.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAA8
2331000.00000000
PA
USD
2331000.00000000
0.208091631345
Long
DBT
CORP
US
N
2
2024-05-01
Variable
8.86800000
N
N
N
N
N
N
ZURICH FINANCE IRELAND
549300E0FVHYR37EGX65
Zurich Finance Ireland Designated Activity Co
000000000
4600000.00000000
PA
USD
3740517.60000000
0.333921239580
Long
DBT
CORP
IE
N
2
2051-04-19
Fixed
3.00000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252827
242289.00000000
NS
USD
6202598.40000000
0.553714637339
Long
EP
CORP
US
N
1
N
N
N
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
173076.84000000
0.015450811661
N/A
DFE
US
N
2
Brown Brothers Harriman & Co.
5493006KMX1VFTPYPW14
12411535.00000000
GBP
15681912.41000000
USD
2024-05-02
173076.84000000
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BK7
7936000.00000000
PA
USD
7686581.20000000
0.686191858163
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
6.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
4200000.00000000
PA
USD
4195380.00000000
0.374527442434
Long
DBT
CORP
NL
N
2
2030-05-16
Fixed
8.00000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
7141000.00000000
PA
USD
6413454.21000000
0.572538030510
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.62500000
N
N
N
N
N
N
BROOKFIELD BRP HOLDINGS
549300NSPD7QJ50GZW26
Brookfield BRP Holdings Canada Inc
11259P208
168056.00000000
NS
USD
2714104.40000000
0.242291897142
Long
EP
CORP
CA
N
1
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J838
247750.00000000
NS
USD
6171452.50000000
0.550934199269
Long
EP
CORP
US
N
1
N
N
N
APOLLO GLOBAL MANAGEMENT
N/A
Apollo Global Management Inc
03769M205
147108.00000000
NS
USD
3886593.36000000
0.346961627052
Long
EP
CORP
US
N
1
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
2000000.00000000
PA
USD
1808904.00000000
0.161483390951
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FU2
12175000.00000000
PA
USD
12231866.99000000
1.091955880031
Long
DBT
CORP
US
N
2
2024-05-31
Variable
9.76700000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
351086.00000000
NS
USD
7871348.12000000
0.702686259622
Long
EP
CORP
BM
N
1
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
000000000
2800000.00000000
PA
USD
2758772.80000000
0.246279507706
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
9400000.00000000
PA
USD
9422259.20000000
0.841138261643
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
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V861
89002.00000000
NS
USD
1652767.14000000
0.147544835005
Long
EP
CORP
US
N
1
N
N
N
SCE TRUST VII
N/A
SCE Trust VII
783892201
466136.00000000
NS
USD
12166149.60000000
1.086089196679
Long
EP
CORP
US
N
1
N
N
N
WESCO INTERNATIONAL INC
529900TXOGREY3WNJ434
WESCO International Inc
95082P303
701334.00000000
NS
USD
18508204.26000000
1.652253289464
Long
EP
CORP
US
N
1
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
000000000
103152.00000000
NS
USD
1800002.40000000
0.160688732665
Long
EP
CORP
BM
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
1900000.00000000
PA
USD
1753640.53000000
0.156549943664
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL IN
5493003T8SZSHOGGAW52
Brighthouse Financial Inc
10922N707
154477.00000000
NS
USD
2843921.57000000
0.253880857537
Long
EP
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
2200000.00000000
PA
USD
2098528.08000000
0.187338537791
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
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
13600000.00000000
PA
USD
14094577.60000000
1.258242662339
Long
DBT
CORP
FR
N
2
2028-08-14
Fixed
8.50000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E408
98173.00000000
NS
USD
1725881.34000000
0.154071841934
Long
EP
CORP
US
N
1
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
4600000.00000000
PA
USD
5006423.80000000
0.446930457207
Long
DBT
CORP
FR
N
2
2033-03-15
Fixed
9.12500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAQ2
9000000.00000000
PA
USD
9630810.00000000
0.859755883346
Long
DBT
CORP
ES
N
2
2033-05-21
Fixed
9.62500000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
36756000.00000000
PA
USD
38525139.79000000
3.439193130296
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
9896000.00000000
PA
USD
9526034.08000000
0.850402390374
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
7.12500000
N
N
N
N
N
N
Transcanada Trust
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
1219000.00000000
PA
USD
1171643.68000000
0.104594270582
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
4772000.00000000
PA
USD
4377692.50000000
0.390802734386
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206R508
145001.00000000
NS
USD
3008770.75000000
0.268597174479
Long
EP
CORP
US
N
1
N
N
N
F&G ANNUITIES & LIFE INC
N/A
F&G Annuities & Life Inc
30190A203
333885.00000000
NS
USD
8681010.00000000
0.774965908463
Long
EP
CORP
US
N
1
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
5452000.00000000
PA
USD
4705509.43000000
0.420067410382
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.70000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDW5
10950000.00000000
PA
USD
11074619.65000000
0.988646790862
Long
DBT
CORP
GB
N
2
2033-12-01
Fixed
6.45000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351885
96288.00000000
NS
USD
2521782.72000000
0.225123071687
Long
EP
CORP
US
N
1
N
N
N
ENEL SPA
WOCMU6HCI0OJWNPRZS33
Enel SpA
000000000
4600000.00000000
PA
5311194.40000000
0.474137755079
Long
DBT
CORP
IT
N
2
2031-04-16
Fixed
6.62500000
N
N
N
N
N
N
APOLLO MANAGEMENT HOLDIN
5493006XQW0V5K38YM64
Apollo Management Holdings LP
03765HAE1
5000000.00000000
PA
USD
4804525.00000000
0.428906668850
Long
DBT
CORP
US
N
2
2050-01-14
Fixed
4.95000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
31795000.00000000
PA
USD
31520815.82000000
2.813907329614
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.37500000
N
N
N
N
N
N
TPG OPERATING GROUP II
2549001H9RJQNZT7MU11
TPG Operating Group II LP
872652102
266478.00000000
NS
USD
6872467.62000000
0.613514799835
Long
EP
CORP
US
N
1
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
1800000.00000000
PA
USD
1679123.52000000
0.149897705923
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
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
2900000.00000000
PA
3193144.09000000
0.285056440501
Long
DBT
CORP
FR
N
2
2029-01-18
Fixed
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
EUR
XXXX
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
000000000
7675000.00000000
PA
8335503.23000000
0.744122035700
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
2600000.00000000
PA
USD
2542397.00000000
0.226963337305
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
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
3200000.00000000
PA
USD
3206123.84000000
0.286215160944
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
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
26699000.00000000
PA
USD
24632982.52000000
2.199020814026
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
10985000.00000000
PA
USD
10714808.55000000
0.956525950547
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.87500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDM8
16640000.00000000
PA
USD
15319461.25000000
1.367589739532
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
4.35000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
2300000.00000000
PA
USD
2277133.17000000
0.203282864065
Long
DBT
CORP
GB
N
2
2029-09-27
Fixed
8.00000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC
USD
XXXX
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
6000000.00000000
PA
6408453.94000000
0.572091649411
Long
DBT
CORP
FR
N
2
2025-01-29
Fixed
5.37500000
N
N
N
N
N
N
SCE Trust VI
N/A
SCE Trust VI
78410V200
394659.00000000
NS
USD
7822141.38000000
0.698293505096
Long
EP
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
000000000
3500000.00000000
PA
4665557.27000000
0.416500825161
Long
DBT
CORP
GB
N
2
2086-08-30
Fixed
8.00000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
000000000
6000000.00000000
PA
6437761.40000000
0.574707967370
Long
DBT
CORP
IE
N
2
2029-10-30
Fixed
7.12500000
N
N
N
N
Y
AIB Group PLC
AIB Group PLC
EUR
XXXX
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
5500000.00000000
PA
USD
6333629.50000000
0.565411966964
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
5800000.00000000
PA
USD
5755911.30000000
0.513838254954
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
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
3318000.00000000
PA
USD
3315855.61000000
0.296011069580
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
6.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
25995000.00000000
PA
USD
26891671.53000000
2.400657142123
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
7.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
1800000.00000000
PA
USD
1784395.80000000
0.159295509647
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
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187885
321052.00000000
NS
USD
8652351.40000000
0.772407515144
Long
EP
CORP
US
N
1
N
N
N
CAIXABANK SA
7CUNS533WID6K7DGFI87
CaixaBank SA
000000000
8400000.00000000
PA
9508135.80000000
0.848804585876
Long
DBT
CORP
ES
N
2
2029-03-13
Fixed
8.25000000
N
N
N
N
Y
CaixaBank SA
CaixaBank SA
EUR
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002Y202
117864.00000000
NS
USD
2245309.20000000
0.200441893738
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
3284000.00000000
PA
USD
2994371.56000000
0.267311738642
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
3.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
3459000.00000000
PA
USD
3259085.37000000
0.290943110827
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.00000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
000000000
1600000.00000000
PA
USD
1561000.00000000
0.139352654024
Long
DBT
CORP
SE
N
2
2027-06-30
Fixed
6.87500000
N
N
N
N
Y
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken AB
USD
XXXX
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AN1
9200000.00000000
PA
USD
8951335.78000000
0.799098269061
Long
DBT
CORP
JP
N
2
2054-04-16
Fixed
5.95000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCW8
12720000.00000000
PA
USD
12606811.21000000
1.125427675142
Long
DBT
CORP
US
N
2
2054-09-01
Fixed
6.70000000
N
N
N
N
N
N
BIP BERMUDA HOLDINGS I
549300Y8SLOLKXX0MZ44
BIP Bermuda Holdings I Ltd
05554M100
47070.00000000
NS
USD
835021.80000000
0.074543564380
Long
EP
CORP
BM
N
1
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
332363.00000000
NS
USD
8475256.50000000
0.756598005644
Long
EP
CORP
BM
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N550
300000.00000000
NS
3687211.71000000
0.329162548198
Long
EP
CORP
CA
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
3600000.00000000
PA
USD
2799000.00000000
0.249870646133
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA79
26008000.00000000
PA
USD
26356056.22000000
2.352842014010
Long
DBT
CORP
US
N
2
2029-05-10
Fixed
7.50000000
N
N
N
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
000000000
10900000.00000000
PA
USD
10699712.50000000
0.955178305042
Long
DBT
CORP
NL
N
2
2052-08-15
Fixed
5.62500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
75306.00000000
NS
USD
1555068.90000000
0.138823176428
Long
EP
CORP
US
N
1
N
N
N
State Street Institutional Treasury Plus Money Market Fund
549300PNASLVKQG64331
State Street Institutional Treasury Plus Money Market Fund
857492862
1163519.15000000
NS
USD
1163519.15000000
0.103868982421
Long
STIV
RF
US
N
2
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AP0
600000.00000000
PA
USD
511340.22000000
0.045648056865
Long
DBT
CORP
FR
N
2
2029-03-23
Fixed
4.75000000
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
13735000.00000000
PA
USD
16632480.66000000
1.484804819332
Long
DBT
CORP
JE
N
2
2030-06-30
Fixed
10.17600000
N
N
N
N
N
N
Unibail-Rodamco-Westfield SE
969500SHQITWXSIS7N89
Unibail-Rodamco-Westfield SE
000000000
10300000.00000000
PA
11502663.84000000
1.026858894588
Long
DBT
FR
N
2
2028-07-03
Fixed
7.25000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J200
911.00000000
NS
USD
18839.48000000
0.001681826738
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
289449.00000000
NS
USD
7213069.08000000
0.643920768711
Long
EP
CORP
US
N
1
N
N
N
ARES FINANCE CO
N/A
Ares Finance Co III LLC
04018VAA1
3950000.00000000
PA
USD
3649630.94000000
0.325807660280
Long
DBT
CORP
US
N
2
2051-06-30
Fixed
4.12500000
N
N
N
N
N
N
UNITED STATES CELLULAR C
549300B164AZXESI6E03
United States Cellular Corp
911684702
134648.00000000
NS
USD
2593320.48000000
0.231509347612
Long
EP
CORP
US
N
1
N
N
N
US CELLULAR CORP
549300B164AZXESI6E03
United States Cellular Corp
911684884
47855.00000000
NS
USD
844640.75000000
0.075402261505
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FL3
12042000.00000000
PA
USD
11564718.58000000
1.032398608050
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
ROTHESAY LIFE
MFQO711J5UPYBWXSPG12
Rothesay Life PLC
000000000
5200000.00000000
PA
USD
4442214.40000000
0.396562694673
Long
DBT
CORP
GB
N
2
2027-04-13
Fixed
4.87500000
N
N
N
N
Y
Rothesay Life PLC
Rothesay Life PLC
USD
XXXX
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686J408
243569.00000000
NS
USD
4311171.30000000
0.384864293791
Long
EP
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B2149540S IRS USD R V USD-SOFR-OIS / Short: B2149540S IRS USD P F .46400
000000000
160000000.00000000
OU
Notional Amount
USD
17711441.42000000
1.581125155972
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2026-12-20
0.00000000
USD
-28362.99000000
USD
160000000.00000000
USD
17739804.41000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
20600000.00000000
PA
USD
20824807.80000000
1.859059728684
Long
DBT
CORP
FR
N
2
2029-08-16
Fixed
7.75000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B5753838S IRS USD R V USD-SOFR-OIS / Short: B5753838S IRS USD P F .93000
000000000
70000000.00000000
OU
Notional Amount
USD
8465294.06000000
0.755708644687
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-09-15
0.00000000
USD
-12855.68000000
USD
70000000.00000000
USD
8478149.74000000
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
000000000
5000000.00000000
PA
USD
4912500.00000000
0.438545748170
Long
DBT
CORP
NL
N
2
2028-05-16
Fixed
7.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
4081000.00000000
PA
USD
3935700.48000000
0.351345488361
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
17139000.00000000
PA
USD
17779552.99000000
1.587205571122
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
7.50000000
N
N
N
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
17966000.00000000
PA
USD
17828525.96000000
1.591577456673
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
3200000.00000000
PA
USD
3209779.20000000
0.286541480046
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
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
2875000.00000000
PA
USD
2921506.17000000
0.260806943329
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
4200000.00000000
PA
USD
4232797.80000000
0.377867781792
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
000000000
10100000.00000000
PA
USD
9950439.20000000
0.888289629229
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
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
16505000.00000000
PA
USD
14456269.01000000
1.290531360558
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
Stichting AK Rabobank
DG3RU1DBUFHT4ZF9WN62
Stichting AK Rabobank
000000000
30500000.00000000
PA
34604343.93000000
3.089178198215
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
1600000.00000000
PA
USD
1288000.00000000
0.114981562064
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
276112.00000000
NS
USD
6911083.36000000
0.616962080973
Long
EP
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598S8
10250000.00000000
PA
USD
10578410.00000000
0.944349461151
Long
DBT
CORP
CA
N
2
2082-10-27
Fixed
8.62500000
N
N
N
N
N
N
CHATHAM LODGING
N/A
Chatham Lodging Trust
16208T201
85000.00000000
NS
USD
1733150.00000000
0.154720725382
Long
EP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
7053000.00000000
PA
USD
6910051.91000000
0.616870001988
Long
DBT
CORP
US
N
2
2025-10-06
Fixed
5.65000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
2421000.00000000
PA
USD
2294437.63000000
0.204827657420
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
10653000.00000000
PA
USD
9686435.52000000
0.864721651343
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
5785000.00000000
PA
USD
5910297.32000000
0.527620510963
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
2700000.00000000
PA
USD
2661806.07000000
0.237623152051
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
8394000.00000000
PA
USD
8414542.64000000
0.751177994416
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
6.12500000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
NATIONWIDE BLDG SOCIETY
000000000
11560000.00000000
PA
19247695.83000000
1.718268736555
Long
DBT
CORP
GB
N
2
N/A
Variable
10.25000000
N
N
N
N
N
N
SCE Trust V
N/A
SCE Trust V
78409W201
453764.00000000
NS
USD
11144443.84000000
0.994880093996
Long
EP
CORP
US
N
1
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
20238000.00000000
PA
USD
19076379.28000000
1.702975068444
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1200000.00000000
PA
USD
1154994.96000000
0.103108016054
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
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CB9
1973000.00000000
PA
USD
1848693.31000000
0.165035438325
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.00000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
140000.00000000
NS
USD
3493000.00000000
0.311824997121
Long
EP
CORP
CA
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
2200000.00000000
PA
USD
2078250.02000000
0.185528287003
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
BROOKFIELD OAKTREE HLDGS
254900T1ODNFOK2L6090
Brookfield Oaktree Holdings LLC
674001300
214812.00000000
NS
USD
4682901.60000000
0.418049177767
Long
EP
CORP
US
N
1
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B2149535S IRS USD R V USD-SOFR-OIS / Short: B2149535S IRS USD P F .36000
000000000
125000000.00000000
OU
Notional Amount
USD
9586240.97000000
0.855777143680
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-12-20
0.00000000
USD
-18696.82000000
USD
125000000.00000000
USD
9604937.79000000
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
9600000.00000000
PA
USD
8766279.36000000
0.782578023532
Long
DBT
AU
N
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R803
299435.00000000
NS
USD
7680507.75000000
0.685649672784
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U128
292014.00000000
NS
USD
5887002.24000000
0.525540926579
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBM5
2023000.00000000
PA
USD
1846200.32000000
0.164812885619
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
2020000.00000000
PA
USD
2026657.52000000
0.180922552344
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
6.30000000
N
N
N
N
N
N
GLOBAL ATLANTIC
N/A
Global Atlantic Fin Co
37959GAC1
7910000.00000000
PA
USD
6992869.12000000
0.624263210196
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
4.70000000
N
N
N
N
N
N
SBL HOLDINGS INC
635400MJW3QDSBJRKQ59
SBL Holdings Inc
78397DAC2
6190000.00000000
PA
USD
4859005.77000000
0.433770243413
Long
DBT
CORP
US
N
2
2026-11-13
Fixed
6.50000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
5900000.00000000
PA
USD
6211018.50000000
0.554466311447
Long
DBT
CORP
ES
N
2
2029-03-19
Fixed
9.37500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Argentaria SA
USD
XXXX
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
000000000
5200000.00000000
PA
6065402.32000000
0.541466951324
Long
DBT
CORP
FR
N
2
2028-09-06
Fixed
7.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BF4
9800000.00000000
PA
USD
10483344.20000000
0.935862804176
Long
DBT
CORP
CH
N
2
2028-11-13
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG
USD
XXXX
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: B73131753 IRS GBP R V 01MSONIA / Short: B73131753 IRS GBP P F .90000
000000000
28000000.00000000
OU
Notional Amount
3853447.29000000
0.344002631008
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-09-15
0.00000000
GBP
0.00000000
GBP
28000000.00000000
GBP
3853447.29000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
1900000.00000000
PA
2186621.34000000
0.195202746364
Long
DBT
CORP
NL
N
2
2028-09-06
Fixed
7.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89117F8Z5
13775000.00000000
PA
USD
14199311.33000000
1.267592388951
Long
DBT
CORP
CA
N
2
2082-10-31
Fixed
8.12500000
N
N
N
N
N
N
2024-05-14
Cohen & Steers Tax-Advantaged Preferred Securities & Income Fund
Albert Laskaj
Albert Laskaj
Treasurer and Chief Financial Officer