0001752724-20-078051.txt : 20200424
0001752724-20-078051.hdr.sgml : 20200424
20200424115634
ACCESSION NUMBER: 0001752724-20-078051
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200229
FILED AS OF DATE: 20200424
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRINCIPAL FUNDS INC
CENTRAL INDEX KEY: 0000898745
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07572
FILM NUMBER: 20813494
BUSINESS ADDRESS:
STREET 1: 711 HIGH STREET
CITY: DES MOINES
STATE: IA
ZIP: 50392
BUSINESS PHONE: 515-248-4745
MAIL ADDRESS:
STREET 1: PRINCIPAL FINANCIAL GROUP
CITY: DES MOINES
STATE: IA
ZIP: 50392
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL INVESTORS FUND INC
DATE OF NAME CHANGE: 20001012
FORMER COMPANY:
FORMER CONFORMED NAME: PRINCIPAL SPECIAL MARKETS FUND INC
DATE OF NAME CHANGE: 19930714
0000898745
S000007170
Spectrum Preferred and Capital Securities Income Fund (f/k/a Preferred Securities)
C000019590
R-2
PPRSX
C000019591
R-3
PNARX
C000019592
R-5
PPARX
C000019593
R-4
PQARX
C000019594
R-1
PUSAX
C000019595
Institutional Class
PPSIX
C000019596
Class J
PPSJX
C000019597
Class A
PPSAX
C000038790
Class C
PRFCX
C000176328
R-6
PPREX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000898745
XXXXXXXX
S000007170
C000038790
C000019597
C000019595
C000019590
C000019596
C000019594
C000019593
C000019591
C000019592
C000176328
Principal Funds, Inc
811-07572
0000898745
549300HZGBXSW6DSXF23
801 Grand Ave
Des Moines
50309
515-248-0156
Spectrum Preferred and Capital Securities Income Fund
S000007170
549300C5BAH7DRKDHO25
2020-08-31
2020-02-29
N
6576479600.91
40835535.43
6535644065.48
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
81164.92999999
USD
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAC3
3000000.00000000
PA
USD
3212054.01000000
0.049146709609
Long
DBT
USGSE
US
N
2
N/A
Variable
6.20000000
N
N
N
N
N
N
Citigroup Capital III
549300XM9G8HLD2LDU04
Citigroup Capital III
17305HAA6
2700000.00000000
PA
USD
4007454.21000000
0.061316898072
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
7.63000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
3000000.00000000
PA
USD
3228330.00000000
0.049395743826
Long
DBT
CORP
CH
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Meiji Yasuda Life Insurance Co
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co
585270AC5
13800000.00000000
PA
USD
15830889.28000000
0.242223859215
Long
DBT
CORP
JP
N
2
2048-04-26
Variable
5.10000000
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747701
50149.00000000
NS
USD
1254226.49000000
0.019190556851
Long
EP
CORP
US
N
1
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
16218000.00000000
PA
USD
16294224.60000000
0.249313218968
Long
DBT
CORP
US
N
2
N/A
Variable
5.30000000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
G7293H114
18931.00000000
NS
USD
492016.69000000
0.007528205102
Long
EP
CORP
GB
N
1
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973AY2
21400000.00000000
PA
USD
22000270.00000000
0.336619769675
Long
DBT
CORP
US
N
2
N/A
Variable
5.12000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AC4
19800000.00000000
PA
USD
24339546.00000000
0.372412355326
Long
DBT
CORP
GB
N
2
N/A
Variable
7.01000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
539473AE8
39250000.00000000
PA
USD
47289970.00000000
0.723570156608
Long
DBT
CORP
GB
N
2
N/A
Variable
12.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746PM7
23170000.00000000
PA
USD
23170000.00000000
0.354517470166
Long
DBT
CORP
US
N
2
N/A
Variable
5.66000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587404
555000.00000000
NS
USD
13941600.00000000
0.213316390248
Long
EP
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
14862.00000000
NS
USD
395477.82000000
0.006051091767
Long
EP
CORP
US
N
1
N
N
Mitsui Sumitomo Insurance Co Ltd
5493006KRZ0SJO41LZ83
Mitsui Sumitomo Insurance Co Ltd
606839AA6
10700000.00000000
PA
USD
11689750.00000000
0.178861484543
Long
DBT
CORP
JP
N
2
2072-03-15
Variable
7.00000000
N
N
N
N
N
N
Mitsui Sumitomo Insurance Co Ltd
5493006KRZ0SJO41LZ83
Mitsui Sumitomo Insurance Co Ltd
606839AB4
6800000.00000000
PA
USD
7794500.00000000
0.119261390643
Long
DBT
CORP
JP
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Legal & General Group PLC
213800JH9QQWHLO99821
Legal & General Group PLC
N/A
52754000.00000000
PA
USD
56710550.00000000
0.867711727135
Long
DBT
CORP
GB
N
2
2047-03-21
Variable
5.25000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AH8
7500000.00000000
PA
USD
7462500.00000000
0.114181554644
Long
DBT
CORP
US
N
2
N/A
Variable
5.50000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
23254000.00000000
PA
USD
25996948.82000000
0.397771796620
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKG4
25326000.00000000
PA
USD
26478333.00000000
0.405137316761
Long
DBT
CORP
FR
N
2
N/A
Variable
7.38000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
12700000.00000000
PA
USD
12446000.00000000
0.190432647116
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
WR Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp
084423706
3100.00000000
NS
USD
79856.00000000
0.001221853564
Long
EP
CORP
US
N
1
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
12500000.00000000
PA
USD
13406250.00000000
0.205125154700
Long
DBT
CORP
US
N
2
N/A
Variable
5.12000000
N
N
N
N
N
N
Valley National Bancorp
549300ET52S1UBIB9762
Valley National Bancorp
919794206
174760.00000000
NS
USD
4540264.80000000
0.069469278842
Long
EP
CORP
US
N
1
N
N
N
Telephone & Data Systems Inc
N/A
Telephone & Data Systems Inc
879433837
1069198.00000000
NS
USD
26516110.40000000
0.405715337835
Long
EP
CORP
US
N
1
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
58198000.00000000
PA
USD
60307677.50000000
0.922750334868
Long
DBT
CORP
FR
N
2
N/A
Variable
7.63000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86788LAA8
9022000.00000000
PA
USD
8503235.00000000
0.130105539940
Long
DBT
CORP
US
N
2
2028-03-15
Floating
2.54000000
N
N
N
N
N
N
Nationwide Financial Services Inc
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
79015000.00000000
PA
USD
96793375.00000000
1.481007442116
Long
DBT
CORP
US
N
2
2087-05-15
Fixed
6.75000000
N
N
N
N
N
N
AXIS Specialty Finance LLC
N/A
AXIS Specialty Finance LLC
05463HAC5
4500000.00000000
PA
USD
4455000.00000000
0.068164666792
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.90000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896845
248000.00000000
NS
USD
6485200.00000000
0.099228169940
Long
EP
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
100000.00000000
PA
USD
113250.00000000
0.001732805502
Long
DBT
CORP
FR
N
2
N/A
Variable
7.37000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
14000000.00000000
PA
USD
15426320.00000000
0.236033661647
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
41500000.00000000
PA
USD
51014705.00000000
0.780561249800
Long
DBT
CORP
GB
N
2
N/A
Variable
7.01000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
48685000.00000000
PA
USD
60186831.25000000
0.920901301340
Long
DBT
CORP
GB
N
2
N/A
Variable
6.66000000
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
N/A
8100000.00000000
PA
USD
8097699.60000000
0.123900560049
Long
DBT
CORP
SE
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
635454AC5
7000000.00000000
PA
USD
6720000.00000000
0.102820776845
Long
DBT
CORP
US
N
2
2027-04-01
Floating
2.89000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N4297BBC7
8000000.00000000
PA
USD
8560000.00000000
0.130974084791
Long
DBT
CORP
NL
N
2
2073-03-28
Variable
7.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
143515000.00000100
PA
USD
160537314.15000100
2.456335022862
Long
DBT
CORP
US
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Principal Government Money Market Fund
549300WWK3YB7DNN4U34
Principal Government Money Market Fund
742537228
128472391.41000100
NS
USD
128472391.41000100
1.965718911905
Long
STIV
RF
US
N
1
N
N
Everest Reinsurance Holdings Inc
N/A
Everest Reinsurance Holdings Inc
299808AE5
27820000.00000000
PA
USD
27124500.00000000
0.415024131183
Long
DBT
CORP
US
N
2
2067-05-01
Variable
4.08000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857709
1930.00000000
NS
USD
50913.40000000
0.000779011211
Long
EP
CORP
CA
N
1
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q836
141800.00000000
NS
USD
3591794.00000000
0.054957001391
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
27052.00000000
NS
USD
40713260.00000000
0.622941818619
Long
EP
CORP
US
N
1
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417874
121247.00000000
NS
USD
3043299.70000000
0.046564648709
Long
EP
CORP
US
N
1
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q870
8000.00000000
NS
USD
830000.00000000
0.012699589997
Long
EP
USGSE
US
N
1
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475857
1726752.00000000
NS
USD
45914335.68000000
0.702521973656
Long
EP
CORP
US
N
1
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H782
165000.00000000
NS
USD
4007850.00000000
0.061322953940
Long
EP
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AC3
12674000.00000000
PA
USD
15097902.50000000
0.231008640445
Long
DBT
CORP
GB
N
2
N/A
Variable
6.41000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
45255000.00000000
PA
USD
48055379.40000000
0.735281464512
Long
DBT
CORP
US
N
2
2042-09-15
Variable
5.88000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
27600000.00000000
PA
USD
28734636.00000000
0.439660356532
Long
DBT
CORP
ES
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973833
239945.00000000
NS
USD
6370539.75000000
0.097473786610
Long
EP
CORP
US
N
1
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
31068000.00000000
PA
USD
36676768.18000000
0.561180624473
Long
DBT
CORP
FR
N
2
N/A
Variable
8.13000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W107
66743.00000000
NS
USD
1685260.75000000
0.025785687425
Long
EP
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBP2
1000000.00000000
PA
USD
998750.00000000
0.015281584951
Long
DBT
CORP
US
N
2
N/A
Variable
5.25000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
23900000.00000000
PA
USD
27747900.00000000
0.424562594321
Long
DBT
CORP
FR
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J552
3957.00000000
NS
USD
97302.63000000
0.001488799405
Long
EP
CORP
US
N
1
N
N
N
Boston Properties Inc
549300OF70FSEUQBT254
Boston Properties Inc
101121408
6208.00000000
NS
USD
157248.64000000
0.002406015970
Long
EP
CORP
US
N
1
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A206
287313.00000000
NS
USD
7185698.13000000
0.109946289271
Long
EP
CORP
BM
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJW1
7706000.00000000
PA
USD
8240603.75000000
0.126087095126
Long
DBT
CORP
US
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
G7498P309
137591.00000000
NS
USD
3467293.20000000
0.053052050651
Long
EP
CORP
BM
N
1
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
22300000.00000000
PA
USD
30439500.00000000
0.465745987618
Long
DBT
CORP
US
N
2
2068-05-15
Variable
8.18000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
167700.00000000
NS
USD
11906700.00000000
0.182180973760
Long
EP
CORP
US
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHP7
6312000.00000000
PA
USD
8501763.14000000
0.130083019436
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.05000000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J877
444345.00000000
NS
USD
11704047.30000000
0.179080243396
Long
EP
CORP
US
N
1
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392462
572000.00000000
NS
USD
14545960.00000000
0.222563527852
Long
EP
CORP
US
N
1
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
8920000.00000000
PA
USD
8717480.77000000
0.133383652516
Long
DBT
CORP
US
N
2
2067-06-15
Variable
4.02000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
5685000.00000000
PA
USD
5400750.00000000
0.082635314069
Long
DBT
CORP
US
N
2
2067-02-12
Floating
3.82000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AP0
7000000.00000000
PA
USD
7105000.00000000
0.108711550519
Long
DBT
CORP
US
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
76389.00000000
NS
USD
1989933.45000000
0.030447396309
Long
EP
CORP
US
N
1
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R508
55000.00000000
NS
USD
1368400.00000000
0.020937492713
Long
EP
CORP
US
N
1
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042851
759462.00000000
NS
USD
19108063.92000000
0.292366960754
Long
EP
CORP
US
N
1
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CJ4
54281000.00000000
PA
USD
54790155.78000000
0.838328330476
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
76240000.00000000
PA
USD
98730800.00000000
1.510651421815
Long
DBT
CORP
US
N
2
2087-03-07
Fixed
7.80000000
N
N
N
N
N
N
First Union Capital II
N/A
First Union Capital II
33735YAA6
3700000.00000000
PA
USD
5160289.99000000
0.078956104988
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364D761
221195.00000000
NS
USD
5607293.25000000
0.085795572614
Long
EP
CORP
US
N
1
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
4000000.00000000
PA
USD
4053160.00000000
0.062016229148
Long
DBT
CORP
US
N
2
N/A
Variable
5.25000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
8150000.00000000
PA
USD
8423921.50000000
0.128891987011
Long
DBT
CORP
US
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
25600000.00000000
PA
USD
27712000.00000000
0.424013298802
Long
DBT
CORP
GB
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
Entergy New Orleans LLC
1Q8BAFRNDFTDI3IGJH73
Entergy New Orleans LLC
29364P103
46851.00000000
NS
USD
1179708.18000000
0.018050373737
Long
EP
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
F1058YHX9
800000.00000000
PA
USD
888000.00000000
0.013587031226
Long
DBT
CORP
FR
N
2
N/A
Variable
7.19000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
27793000.00000000
PA
USD
36825725.00000000
0.563459769703
Long
DBT
CORP
FR
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
8000000.00000000
PA
USD
8915040.00000000
0.136406449168
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.63000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002309
540300.00000000
NS
USD
14074815.00000000
0.215354674443
Long
EP
CORP
US
N
1
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
48701000.00000000
PA
USD
53875481.25000000
0.824333159979
Long
DBT
CORP
US
N
2
2048-04-01
Variable
5.75000000
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787XAA3
10900000.00000000
PA
USD
10327750.00000000
0.158021916379
Long
DBT
CORP
US
N
2
2027-05-15
Floating
2.36000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
23420000.00000000
PA
USD
25937650.00000000
0.396864482522
Long
DBT
CORP
FI
N
2
N/A
Variable
6.63000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
125027.00000000
NS
USD
3211943.63000000
0.049145020717
Long
EP
CORP
US
N
1
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
N/A
5000000.00000000
PA
USD
5112500.00000000
0.078224884170
Long
DBT
CORP
SE
N
2
N/A
Variable
5.63000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W735
122.00000000
NS
USD
3042.68000000
0.000046555166
Long
EP
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
29238000.00000000
PA
USD
30334425.00000000
0.464138265426
Long
DBT
CORP
CA
N
2
2077-01-15
Variable
6.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
N/A
6500000.00000000
PA
USD
7198750.00000000
0.110145992160
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U844
890572.00000000
NS
USD
22264300.00000000
0.340659616358
Long
EP
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899208
239700.00000000
NS
USD
5985309.00000000
0.091579482297
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W719
6561.00000000
NS
USD
163040.85000000
0.002494640900
Long
EP
CORP
US
N
1
N
N
Telephone & Data Systems Inc
N/A
Telephone & Data Systems Inc
879433852
103789.00000000
NS
USD
2651808.95000000
0.040574561947
Long
EP
CORP
US
N
1
N
N
N
NTC Capital I
N/A
NTC Capital I
629394AA5
5500000.00000000
PA
USD
5225000.00000000
0.079946214139
Long
DBT
CORP
US
N
2
2027-01-15
Floating
2.35000000
N
N
N
N
N
N
WR Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp
084423409
1129478.00000000
NS
USD
27999759.62000000
0.428416225539
Long
EP
CORP
US
N
1
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
500000.00000000
PA
USD
550940.00000000
0.008429773630
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
30599000.00000000
PA
USD
33615347.22000000
0.514338707604
Long
DBT
CORP
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V804
7302.00000000
NS
USD
181673.76000000
0.002779737669
Long
EP
CORP
US
N
1
N
N
N
Liberty Mutual Insurance Co
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
20025000.00000000
PA
USD
34068486.04000000
0.521272053659
Long
DBT
CORP
US
N
2
2097-10-15
Fixed
7.70000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
50300000.00000000
PA
USD
55707250.00000000
0.852360523949
Long
DBT
CORP
US
N
2
N/A
Variable
5.87000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
35300000.00000000
PA
USD
37467420.00000000
0.573278159346
Long
DBT
CORP
NL
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
97900000.00000000
PA
USD
98616628.00000000
1.508904509057
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
Meiji Yasuda Life Insurance Co
549300SLU4LP6YMRLK07
Meiji Yasuda Life Insurance Co
585270AA9
14545000.00000000
PA
USD
16316726.45000000
0.249657513269
Long
DBT
CORP
JP
N
2
2045-10-20
Variable
5.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B622
280000.00000000
NS
USD
7047600.00000000
0.107833289716
Long
EP
CORP
US
N
1
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAB4
41581000.00000000
PA
USD
44699575.00000000
0.683935271752
Long
DBT
CORP
CA
N
2
2076-08-15
Variable
5.87000000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
344000.00000000
NS
USD
8933680.00000000
0.136691654418
Long
EP
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
20770000.00000000
PA
USD
25655104.00000000
0.392541327877
Long
DBT
CORP
US
N
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
11905000.00000000
PA
USD
15119350.00000000
0.231336802440
Long
DBT
CORP
US
N
2
2067-05-15
Variable
6.50000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868863
205498.00000000
NS
USD
5301848.40000000
0.081122049286
Long
EP
CORP
US
N
1
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AH4
28946000.00000000
PA
USD
42216293.70000000
0.645939302646
Long
DBT
CORP
GB
N
2
N/A
Variable
7.65000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587305
100961.00000000
NS
USD
2529073.05000000
0.038696615431
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W685
2000.00000000
NS
USD
50880.00000000
0.000778500167
Long
EP
CORP
US
N
1
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
61700.00000000
NS
USD
6663600.00000000
0.101957816754
Long
EP
CORP
US
N
2
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
475000.00000000
NS
USD
11875000.00000000
0.181695941226
Long
EP
CORP
US
N
1
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
2500000.00000000
PA
USD
2559375.00000000
0.039160256806
Long
DBT
CORP
DK
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
KeyCorp Capital III
N/A
KeyCorp Capital III
49326QAA4
3500000.00000000
PA
USD
4728478.06000000
0.072349075510
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KD2
47300000.00000000
PA
USD
47524675.00000000
0.727161309946
Long
DBT
CORP
US
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365T302
30000.00000000
NS
USD
795000.00000000
0.012164065117
Long
EP
CORP
US
N
1
N
N
N
Argentum Netherlands BV for Zurich Insurance Co Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Zurich Insurance Co Ltd
N/A
6290000.00000000
PA
USD
7030270.10000000
0.107568129928
Long
DBT
CORP
NL
N
2
2048-06-01
Variable
5.13000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AF7
33927000.00000000
PA
USD
35368897.50000000
0.541169273382
Long
DBT
CORP
US
N
2
N/A
Variable
4.62000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
9000000.00000000
PA
USD
10449000.00000000
0.159877127568
Long
DBT
CORP
FR
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331800
13111.00000000
NS
USD
328430.55000000
0.005025220876
Long
EP
CORP
US
N
1
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
05461T305
21417.00000000
NS
USD
535639.17000000
0.008195660054
Long
EP
CORP
BM
N
1
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365T104
2414.00000000
NS
USD
61339.74000000
0.000938541624
Long
EP
CORP
US
N
1
N
N
N
Aon Corp
LTS3U8DGK38SETRUWX71
Aon Corp
037389AK9
4750000.00000000
PA
USD
6139375.00000000
0.093936801614
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
8.21000000
N
N
N
N
N
N
Corestates Capital III
N/A
Corestates Capital III
21869MAA5
18621000.00000000
PA
USD
17689950.00000000
0.270668809726
Long
DBT
CORP
US
N
2
2027-02-15
Floating
2.26000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NK7
22969000.00000000
PA
USD
25627615.12000000
0.392120728473
Long
DBT
CORP
US
N
2
2046-04-20
Variable
5.25000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587CY1
6500000.00000000
PA
USD
6693940.89000000
0.102422053938
Long
DBT
CORP
US
N
2
2057-03-15
Variable
5.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
14075000.00000000
PA
USD
14683743.75000000
0.224671717169
Long
DBT
CORP
NL
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R711
399847.00000000
NS
USD
10208093.91000000
0.156191093145
Long
EP
CORP
US
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAW5
39048000.00000000
PA
USD
41000400.00000000
0.627335264730
Long
DBT
CORP
CA
N
2
2078-03-01
Variable
6.25000000
N
N
N
N
N
N
Depository Trust & Clearing Corp/The
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp/The
249670AA8
31000000.00000000
PA
USD
30922500.00000000
0.473136230954
Long
DBT
CORP
US
N
2
N/A
Variable
4.88000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AX6
25842000.00000000
PA
USD
30041325.00000000
0.459653627079
Long
DBT
CORP
AU
N
2
2075-10-19
Variable
6.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
493542.00000000
NS
USD
13251602.70000000
0.202758941081
Long
EP
CORP
US
N
1
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
82981J802
10783.00000000
NS
USD
263428.69000000
0.004030646212
Long
EP
CORP
US
N
1
N
N
Enel SpA
WOCMU6HCI0OJWNPRZS33
Enel SpA
29265WAA6
51716000.00000000
PA
USD
60119850.00000000
0.919876440602
Long
DBT
CORP
IT
N
2
2073-09-24
Variable
8.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
33179000.00000000
PA
USD
33212179.00000000
0.508169947250
Long
DBT
CORP
US
N
2
N/A
Variable
4.60000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K886
477663.00000000
NS
USD
11846042.40000000
0.181252869362
Long
EP
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684405
50354.00000000
NS
USD
1267410.18000000
0.019392276680
Long
EP
CORP
US
N
1
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364W504
215809.00000000
NS
USD
5377960.28000000
0.082286615154
Long
EP
CORP
US
N
1
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
N/A
16188000.00000000
PA
USD
18802362.00000000
0.287689504073
Long
DBT
CORP
GB
N
2
2048-10-20
Variable
6.50000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W644
314806.00000000
NS
USD
8509206.18000000
0.130196903239
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746465
236676.00000000
NS
USD
6492022.68000000
0.099332561794
Long
EP
CORP
US
N
1
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
19645000.00000000
PA
USD
21290268.75000000
0.325756245852
Long
DBT
CORP
DK
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
N/A
22400000.00000000
PA
USD
24022118.40000000
0.367555487406
Long
DBT
CORP
ES
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
17900000.00000000
PA
USD
18258000.00000000
0.279360378519
Long
DBT
CORP
US
N
2
N/A
Variable
5.65000000
N
N
N
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
188066.00000000
NS
USD
4701650.00000000
0.071938587121
Long
EP
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
50223000.00000000
PA
USD
83621295.00000000
1.279465254873
Long
DBT
CORP
US
N
2
2069-08-01
Fixed
10.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
97785000.00000000
PA
USD
107922044.35000100
1.651283993876
Long
DBT
CORP
US
N
2
N/A
Variable
6.50000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150872
325787.00000000
NS
USD
8323857.85000000
0.127360942037
Long
EP
CORP
US
N
1
N
N
N
Webster Financial Corp
KMRURHT0VWKYS6Z5KU67
Webster Financial Corp
947890505
194856.00000000
NS
USD
4883091.36000000
0.074714768905
Long
EP
CORP
US
N
1
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
8700000.00000000
PA
USD
8178000.00000000
0.125129213250
Long
DBT
CORP
US
N
2
N/A
Fixed
7.13000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
47300000.00000000
PA
USD
50729250.00000000
0.776193585387
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P206
110082.00000000
NS
USD
2512071.24000000
0.038436475653
Long
EP
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
6133000.00000000
PA
USD
6347655.00000000
0.097123633667
Long
DBT
CORP
US
N
2
N/A
Variable
5.90000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
49075000.00000000
PA
USD
73121750.00000000
1.118814752875
Long
DBT
CORP
US
N
2
2068-04-08
Fixed
9.25000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
5900000.00000000
PA
USD
6812501.20000000
0.104236110959
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477509
1379698.00000000
NS
USD
34464856.04000000
0.527336796415
Long
EP
CORP
US
N
1
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
78000000.00000000
PA
USD
78195000.00000000
1.196439084144
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
11933000.00000000
PA
USD
13021886.25000000
0.199244116104
Long
DBT
CORP
CH
N
2
N/A
Variable
6.88000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
28358000.00000000
PA
USD
30538163.04000000
0.467255602264
Long
DBT
CORP
US
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364W603
162785.00000000
NS
USD
4097298.45000000
0.062691578809
Long
EP
CORP
US
N
1
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315AU7
4750000.00000000
PA
USD
4999375.00000000
0.076493991256
Long
DBT
CORP
US
N
2
N/A
Variable
5.38000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
54800000.00000000
PA
USD
56581000.00000000
0.865729520046
Long
DBT
CORP
GB
N
2
N/A
Variable
6.87000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
14800000.00000000
PA
USD
15543700.00000000
0.237829659085
Long
DBT
CORP
GB
N
2
N/A
Variable
6.37000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868889
91183.00000000
NS
USD
2311489.05000000
0.035367425564
Long
EP
CORP
US
N
1
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
800000.00000000
PA
USD
908534.75000000
0.013901227497
Long
DBT
CORP
US
N
2
2079-05-01
Variable
5.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
14770000.00000000
PA
USD
15914675.00000000
0.243505840289
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAC7
15700000.00000000
PA
USD
15376675.30000000
0.235274062448
Long
DBT
CORP
US
N
2
2067-03-30
Variable
4.63000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
19500000.00000000
PA
USD
20795775.00000000
0.318190139971
Long
DBT
CORP
CH
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
13000000.00000000
PA
USD
13209430.00000000
0.202113668793
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
65000.00000000
NS
USD
7007650.00000000
0.107222026318
Long
EP
USGSE
US
N
1
N
N
N
AIG Life Holdings Inc
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAA7
31200000.00000000
PA
USD
43680696.07000000
0.668345699863
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
F1R15XK36
13000000.00000000
PA
USD
14722500.00000000
0.225264715343
Long
DBT
CORP
FR
N
2
N/A
Variable
7.37000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
10800000.00000000
PA
USD
11517660.00000000
0.176228385215
Long
DBT
CORP
CH
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W578
186600.00000000
NS
USD
4739640.00000000
0.072519861126
Long
EP
CORP
US
N
1
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
G84228CQ9
10500000.00000000
PA
USD
10972500.00000000
0.167887049693
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
10797000.00000000
PA
USD
15966063.75000000
0.244292124694
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BB6
18295000.00000000
PA
USD
19356110.00000000
0.296162242099
Long
DBT
CORP
GB
N
2
N/A
Variable
8.62000000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
12860015.41000000
NS
USD
12860015.41000000
0.196767377188
Long
STIV
RF
US
N
1
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
100000.00000000
NS
USD
2618000.00000000
0.040057260979
Long
EP
CORP
US
N
1
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UniCredit SpA
N/A
21000000.00000000
PA
USD
22418424.00000000
0.343017823115
Long
DBT
CORP
IT
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H402
401389.00000000
NS
USD
10038738.89000000
0.153599840955
Long
EP
CORP
US
N
1
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
270500.00000000
NS
USD
28943500.00000000
0.442856124201
Long
EP
USGSE
US
N
2
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
N/A
6000000.00000000
PA
USD
6707736.00000000
0.102633128928
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
WR Berkley Corp
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp
084423607
65882.00000000
NS
USD
1675379.26000000
0.025634493604
Long
EP
CORP
US
N
1
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
24838000.00000000
PA
USD
26235137.50000000
0.401416252738
Long
DBT
CORP
CH
N
2
N/A
Variable
7.13000000
N
N
N
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932807
101300.00000000
NS
USD
2691541.00000000
0.041182490555
Long
EP
CORP
US
N
1
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
79130000.00000000
PA
USD
83264542.50000000
1.274006688029
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.63000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K803
659974.00000000
NS
USD
16268359.10000000
0.248917458432
Long
EP
CORP
US
N
1
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R850
30000.00000000
NS
USD
737400.00000000
0.011282744173
Long
EP
CORP
US
N
1
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
F1R15XK44
27100000.00000000
PA
USD
28082375.00000000
0.429680299579
Long
DBT
CORP
FR
N
2
N/A
Variable
7.63000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
63220000.00000000
PA
USD
65317639.60000000
0.999406316280
Long
DBT
CORP
US
N
2
N/A
Variable
4.65000000
N
N
N
N
N
N
HSBC Capital Funding Dollar 1 LP
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
G4637HAB4
34808000.00000000
PA
USD
56040880.00000000
0.857465300107
Long
DBT
CORP
JE
N
2
N/A
Variable
10.18000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CM0
1403000.00000000
PA
USD
1390765.84000000
0.021279705964
Long
DBT
CORP
US
N
2
N/A
Variable
5.10000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610204
17021.00000000
NS
USD
458035.11000000
0.007008262772
Long
EP
CORP
US
N
1
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
22500000.00000000
PA
USD
25017300.00000000
0.382782473301
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHA1
24199000.00000000
PA
USD
24150602.00000000
0.369521377817
Long
DBT
CORP
US
N
2
N/A
Variable
5.24000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
24100000.00000000
PA
USD
25016523.00000000
0.382770584648
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE Capital Trust II
00440FAA2
14970000.00000000
PA
USD
22455000.00000000
0.343577461915
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
15900000.00000000
PA
USD
16536000.00000000
0.253012554452
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
20101000.00000000
PA
USD
20905040.00000000
0.319861972141
Long
DBT
CORP
US
N
2
N/A
Variable
5.00000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331701
312400.00000000
NS
USD
7731900.00000000
0.118303566144
Long
EP
CORP
US
N
1
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAN3
42131000.00000000
PA
USD
44690458.25000000
0.683795778996
Long
DBT
CORP
FI
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAB4
11300000.00000000
PA
USD
11323391.00000000
0.173255931420
Long
DBT
CORP
US
N
2
N/A
Variable
5.38000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AE9
2687000.00000000
PA
USD
2579520.00000000
0.039468489626
Long
DBT
CORP
US
N
2
2065-12-15
Variable
4.56000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J594
57755.00000000
NS
USD
1460623.95000000
0.022348584705
Long
EP
CORP
US
N
1
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
77926000.00000000
PA
USD
83303673.26000000
1.274605416472
Long
DBT
CORP
US
N
2
2053-05-15
Variable
5.65000000
N
N
N
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E307
2350.00000000
NS
USD
2397000.00000000
0.036675803883
Long
EP
USGSE
US
N
2
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
5000000.00000000
PA
USD
4953500.00000000
0.075792071146
Long
DBT
CORP
US
N
2
2078-02-15
Variable
5.38000000
N
N
N
N
N
N
Entergy New Orleans LLC
1Q8BAFRNDFTDI3IGJH73
Entergy New Orleans LLC
29364P509
3299.00000000
NS
USD
82600.69000000
0.001263849272
Long
EP
CORP
US
N
1
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
81343.00000000
NS
USD
2216596.75000000
0.033915505920
Long
EP
CORP
US
N
2
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AU5
1900000.00000000
PA
USD
1885693.00000000
0.028852443326
Long
DBT
CORP
GB
N
2
N/A
Variable
4.26000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351703
581128.00000000
NS
USD
15504495.04000000
0.237229795329
Long
EP
CORP
US
N
1
N
N
N
NTC Capital II
N/A
NTC Capital II
629398AA6
6500000.00000000
PA
USD
6175000.00000000
0.094481889437
Long
DBT
CORP
US
N
2
2027-04-15
Floating
2.42000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968N309
31987.00000000
NS
USD
838379.27000000
0.012827798784
Long
EP
CORP
BM
N
1
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
50048VAA8
13126000.00000000
PA
USD
14044820.00000000
0.214895729621
Long
DBT
CORP
NL
N
2
2073-03-28
Variable
7.00000000
N
N
N
N
N
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704204
94067.00000000
NS
USD
2501241.53000000
0.038270773391
Long
EP
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
3300000.00000000
PA
USD
3436125.00000000
0.052575155035
Long
DBT
CORP
GB
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002812
170000.00000000
NS
USD
4297600.00000000
0.065756334906
Long
EP
CORP
US
N
1
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
13750000.00000000
PA
USD
14437500.00000000
0.220904012754
Long
DBT
CORP
US
N
2
N/A
Variable
5.50000000
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
47496000.00000000
PA
USD
51592530.00000000
0.789402383041
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364W108
24691.00000000
NS
USD
615546.63000000
0.009418300994
Long
EP
CORP
US
N
1
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513402
142663.00000000
NS
USD
3637906.50000000
0.055662555419
Long
EP
CORP
US
N
1
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
16000.00000000
NS
USD
1536000.00000000
0.023501891850
Long
EP
CORP
US
N
2
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
44200000.00000000
PA
USD
44863000.00000000
0.686435790421
Long
DBT
CORP
US
N
2
2077-08-16
Variable
5.25000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
54104.00000000
NS
USD
1365043.92000000
0.020886142304
Long
EP
CORP
BM
N
1
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
236300.00000000
NS
USD
22684800.00000000
0.347093565266
Long
EP
CORP
US
N
2
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U656
195171.00000000
NS
USD
4967101.95000000
0.076000190650
Long
EP
CORP
US
N
1
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
11754000.00000000
PA
USD
12694320.00000000
0.194232119632
Long
DBT
CORP
US
N
2
2053-08-15
Variable
5.75000000
N
N
N
N
N
N
MetLife Capital Trust IV
N/A
MetLife Capital Trust IV
591560AA5
24540000.00000000
PA
USD
33006300.00000000
0.505019852202
Long
DBT
CORP
US
N
2
2067-12-15
Fixed
7.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
1475000.00000000
PA
USD
1587262.25000000
0.024286240714
Long
DBT
CORP
CH
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
26500000.00000000
PA
USD
27324415.00000000
0.418082972791
Long
DBT
CORP
US
N
2
N/A
Variable
4.88000000
N
N
N
N
N
N
HSBC Capital Funding Dollar 1 LP
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
56967000.00000000
PA
USD
91716870.00000000
1.403333307032
Long
DBT
CORP
JE
N
2
N/A
Variable
10.18000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
39300000.00000000
PA
USD
42149250.00000000
0.644913486378
Long
DBT
CORP
FR
N
2
N/A
Variable
6.63000000
N
N
N
N
N
N
First Maryland Capital I
N/A
First Maryland Capital I
320808AD0
2000000.00000000
PA
USD
1900000.00000000
0.029071350596
Long
DBT
CORP
US
N
2
2027-01-15
Floating
2.83000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W800
3000.00000000
NS
USD
75270.00000000
0.001151684504
Long
EP
CORP
US
N
1
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
227600.00000000
NS
USD
5965396.00000000
0.091274799242
Long
EP
CORP
US
N
1
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
N/A
29400000.00000000
PA
USD
29683063.20000000
0.454171966872
Long
DBT
CORP
SE
N
2
N/A
Variable
5.25000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AS8
9000.00000000
PA
USD
7875.00000000
0.000120493097
Long
DBT
CORP
US
N
2
2066-05-17
Variable
4.05000000
N
N
N
N
N
N
QBE Insurance Group Ltd
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
N/A
3100000.00000000
PA
USD
3399070.45000000
0.052008194080
Long
DBT
CORP
AU
N
2
2046-06-17
Variable
5.88000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
25320000.00000000
PA
USD
26554350.00000000
0.406300430897
Long
DBT
CORP
NL
N
2
N/A
Variable
6.87000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W669
177565.00000000
NS
USD
4481740.60000000
0.068573816981
Long
EP
CORP
US
N
1
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868830
4771.00000000
NS
USD
126908.60000000
0.001941791791
Long
EP
CORP
US
N
1
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
16400000.00000000
PA
USD
17548000.00000000
0.268496873822
Long
DBT
USGSE
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Cloverie PLC for Zurich Insurance Co Ltd
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co Ltd
N/A
5000000.00000000
PA
USD
5661260.00000000
0.086621302250
Long
DBT
CORP
IE
N
2
2046-06-24
Variable
5.63000000
N
N
N
N
N
N
Interstate Power & Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070856
493973.00000000
NS
USD
12398722.30000000
0.189709264699
Long
EP
CORP
US
N
1
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
126282.00000000
NS
USD
3505588.32000000
0.053637993208
Long
EP
CORP
US
N
1
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
9000000.00000000
PA
USD
9131130.00000000
0.139712779773
Long
DBT
CORP
US
N
2
N/A
Variable
5.95000000
N
N
N
N
N
N
Centaur Funding Corp
N/A
Centaur Funding Corp
151327202
96166.00000000
NS
USD
96166000.00000000
1.471408158653
Long
EP
CORP
KY
N
2
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
N/A
30065000.00000000
PA
USD
31733727.76000000
0.485548592335
Long
DBT
CORP
GB
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
72040000.00000000
PA
USD
79704623.76000000
1.219537400774
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331859
320602.00000000
NS
USD
8047110.20000000
0.123126506268
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
46830000.00000000
PA
USD
52839693.90000000
0.808484877245
Long
DBT
CORP
US
N
2
N/A
Variable
6.30000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058209
127083.00000000
NS
USD
3170720.85000000
0.048514282880
Long
EP
CORP
US
N
1
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
2900000.00000000
PA
USD
3153750.00000000
0.048254616812
Long
DBT
CORP
IT
N
2
N/A
Variable
7.70000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
60769000.00000000
PA
USD
50742115.00000000
0.776390429032
Long
DBT
CORP
US
N
2
2067-04-20
Variable
3.86000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
2500000.00000000
PA
USD
2873425.00000000
0.043965445045
Long
DBT
CORP
FR
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334440
265538.00000000
NS
USD
6635794.62000000
0.101532374675
Long
EP
CORP
US
N
1
N
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAE8
39340000.00000000
PA
USD
41464753.40000000
0.634440201831
Long
DBT
CORP
CA
N
2
2079-09-15
Variable
5.50000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
Nordea Bank Abp
65557DAL5
8235000.00000000
PA
USD
8735276.25000000
0.133655936010
Long
DBT
CORP
FI
N
2
N/A
Variable
6.13000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AW6
23474000.00000000
PA
USD
22417670.00000000
0.343006286379
Long
DBT
CORP
US
N
2
2066-10-01
Variable
3.98000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W594
218.00000000
NS
USD
5497.96000000
0.000084122696
Long
EP
CORP
US
N
1
N
N
Australia & New Zealand Banking Group Ltd/United Kingdom
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
5000000.00000000
PA
USD
5637500.00000000
0.086257757361
Long
DBT
CORP
AU
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
Swedbank AB
N/A
5200000.00000000
PA
USD
5362500.00000000
0.082050061880
Long
DBT
CORP
SE
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832QAA7
4400000.00000000
PA
USD
4407480.00000000
0.067437577013
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Sompo Japan Nipponkoa Insurance Inc
549300IOFUQ8JIFJOY25
Sompo Japan Nipponkoa Insurance Inc
835407AA5
60300000.00000000
PA
USD
64219500.00000000
0.982603999798
Long
DBT
CORP
JP
N
2
2073-03-28
Variable
5.33000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
14200000.00000000
PA
USD
15176250.00000000
0.232207412887
Long
DBT
CORP
CH
N
2
N/A
Variable
6.38000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
20700000.00000000
PA
USD
23013307.80000000
0.352119968122
Long
DBT
CORP
CH
N
2
N/A
Variable
7.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
120000.00000000
NS
USD
3220800.00000000
0.049280529473
Long
EP
CORP
US
N
1
N
N
N
Mitsui Sumitomo Insurance Co Ltd
5493006KRZ0SJO41LZ83
Mitsui Sumitomo Insurance Co Ltd
J4517MAA7
520000.00000000
PA
USD
596050.00000000
0.009119988696
Long
DBT
CORP
JP
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150708
1050000.00000000
NS
USD
27027000.00000000
0.413532311876
Long
EP
CORP
US
N
1
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
5000000.00000000
PA
USD
5543050.00000000
0.084812605222
Long
DBT
CORP
US
N
2
N/A
Variable
6.10000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
774944.00000000
NS
USD
19823067.52000000
0.303307024088
Long
EP
CORP
US
N
1
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AQ7
4400000.00000000
PA
USD
4767224.00000000
0.072941915934
Long
DBT
CORP
US
N
2
N/A
Variable
4.60000000
N
N
N
N
N
N
Centaur Funding Corp
N/A
Centaur Funding Corp
151327400
26500.00000000
NS
USD
26301250.00000000
0.402427820984
Long
EP
CORP
KY
N
2
N
N
N
Dai-ichi Life Insurance Co Ltd/The
3538001235ACEIORUV72
Dai-ichi Life Insurance Co Ltd/The
23380YAB3
13250000.00000000
PA
USD
14155902.50000000
0.216595370833
Long
DBT
CORP
JP
N
2
N/A
Variable
7.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
660872.00000000
NS
USD
17552760.32000000
0.268569710102
Long
EP
CORP
US
N
1
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252850
149111.00000000
NS
USD
3856010.46000000
0.058999701045
Long
EP
CORP
US
N
1
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
490152.00000000
NS
USD
13087058.40000000
0.200241296326
Long
EP
CORP
CA
N
1
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
86582000.00000000
PA
USD
97863634.60000000
1.497383174779
Long
DBT
CORP
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
37635000.00000000
PA
USD
39516750.00000000
0.604634365092
Long
DBT
CORP
US
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487204
2429.00000000
NS
USD
61332.25000000
0.000938427022
Long
EP
CORP
US
N
1
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
6500000.00000000
PA
USD
7016425.00000000
0.107356290056
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
MMI Capital Trust I
N/A
MMI Capital Trust I
553086AC3
1073000.00000000
PA
USD
1389099.69000000
0.021254212684
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
7.63000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
778000.00000000
NS
USD
20780380.00000000
0.317954585528
Long
EP
CORP
US
N
1
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
8500000.00000000
PA
USD
8559840.00000000
0.130971636677
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
Cloverie PLC for Swiss Re Corporate Solutions Ltd
5493002N598MXOKUEF55
Cloverie PLC for Swiss Re Corporate Solutions Ltd
N/A
20000000.00000000
PA
USD
20710000.00000000
0.316877721499
Long
DBT
CORP
IE
N
2
2044-09-11
Variable
4.50000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
N/A
517000.00000000
PA
USD
643923.50000000
0.009852487276
Long
DBT
CORP
GB
N
2
N/A
Variable
6.86000000
N
N
N
N
N
N
RBS Capital Trust II
2138002WRZFLYXSLLG07
RBS Capital Trust II
74927PAA7
2750000.00000000
PA
USD
3932500.00000000
0.060170045378
Long
DBT
CORP
US
N
2
N/A
Variable
6.43000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
17700000.00000000
PA
USD
18496500.00000000
0.283009598054
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
6615000.00000000
PA
USD
7266577.50000000
0.111183801124
Long
DBT
CORP
US
N
2
N/A
Variable
6.45000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
N/A
14120000.00000000
PA
USD
14762460.00000000
0.225876131749
Long
DBT
CORP
FR
N
2
N/A
Variable
7.37000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AE1
5000000.00000000
PA
USD
5512500.00000000
0.084345168506
Long
DBT
CORP
JP
N
2
2046-01-20
Variable
4.70000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
11000000.00000000
PA
USD
11852500.00000000
0.181351675232
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477608
241300.00000000
NS
USD
6276213.00000000
0.096030520284
Long
EP
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
359800.00000000
NS
USD
8872668.00000000
0.135758127448
Long
EP
CORP
US
N
1
N
N
Argentum Netherlands BV for Swiss Re Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
N/A
54000000.00000000
PA
USD
59805000.00000000
0.915059011794
Long
DBT
CORP
NL
N
2
2052-08-15
Variable
5.63000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAB9
5800000.00000000
PA
USD
6438000.00000000
0.098505976388
Long
DBT
CORP
FR
N
2
N/A
Variable
7.20000000
N
N
N
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1400000.00000000
PA
USD
1499750.00000000
0.022947241082
Long
DBT
CORP
US
N
2
N/A
Variable
6.38000000
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587800
240000.00000000
NS
USD
5925600.00000000
0.090665892154
Long
EP
CORP
US
N
1
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
64395000.00000000
PA
USD
74640888.45000000
1.142058651024
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
380978.00000000
NS
USD
9330151.22000000
0.142757945912
Long
EP
CORP
US
N
1
N
N
N
Diversified Healthcare Trust
N/A
Diversified Healthcare Trust
25525P305
139198.00000000
NS
USD
3285072.80000000
0.050263949001
Long
EP
CORP
US
N
1
N
N
Australia & New Zealand Banking Group Ltd/United Kingdom
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
Q08328AA6
2700000.00000000
PA
USD
3044250.00000000
0.046579188975
Long
DBT
CORP
AU
N
2
N/A
Variable
6.75000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
G7498P119
550975.00000000
NS
USD
13719277.50000000
0.209914697963
Long
EP
CORP
BM
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
20430000.00000000
PA
USD
20340516.60000000
0.311224362835
Long
DBT
CORP
US
N
2
N/A
Variable
5.55000000
N
N
N
N
N
N
Lloyds Bank PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
N/A
46889000.00000000
PA
USD
56493742.76000000
0.864394422248
Long
DBT
CORP
GB
N
2
N/A
Variable
12.00000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518504
1048434.00000000
NS
USD
28695638.58000000
0.439063668285
Long
EP
CORP
US
N
1
N
N
N
Sterling Bancorp/DE
549300LQK6SKH5ZXO648
Sterling Bancorp/DE
85917A209
43097.00000000
NS
USD
1134744.01000000
0.017362389974
Long
EP
CORP
US
N
1
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C303
348923.00000000
NS
USD
8750988.84000000
0.133896349806
Long
EP
CORP
US
N
1
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
296500.00000000
NS
USD
31577250.00000000
0.483154371376
Long
EP
USGSE
US
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042828
383022.00000000
NS
USD
9675135.72000000
0.148036453990
Long
EP
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
12078000.00000000
PA
USD
12425242.50000000
0.190115042611
Long
DBT
CORP
CH
N
2
N/A
Variable
6.88000000
N
N
N
N
N
N
Sumitomo Life Insurance Co
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co
86564CAA8
15500000.00000000
PA
USD
17437500.00000000
0.266806145274
Long
DBT
CORP
JP
N
2
2073-09-20
Variable
6.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
2880000.00000000
NS
USD
70243200.00000000
1.074770891686
Long
EP
CORP
US
N
1
N
N
N
BNSF Funding Trust I
N/A
BNSF Funding Trust I
05567SAA0
35709000.00000000
PA
USD
38565720.00000000
0.590082930061
Long
DBT
CORP
US
N
2
2055-12-15
Variable
6.61000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J578
3332.00000000
NS
USD
84366.24000000
0.001290863442
Long
EP
CORP
US
N
1
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
3000000.00000000
PA
USD
3319182.00000000
0.050785844007
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AD3
26700000.00000000
PA
USD
29103000.00000000
0.445296587580
Long
DBT
CORP
JP
N
2
2044-10-16
Variable
5.10000000
N
N
N
N
N
N
USB Realty Corp
N/A
USB Realty Corp
903312AA4
1500000.00000000
PA
USD
1351875.00000000
0.020684648467
Long
DBT
CORP
US
N
2
N/A
Variable
2.98000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
29540000.00000000
PA
USD
32715550.00000000
0.500571170526
Long
DBT
CORP
FR
N
2
N/A
Variable
7.88000000
N
N
N
N
N
N
Royal Bank of Scotland Group PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CK1
7825000.00000000
PA
USD
8920500.00000000
0.136489991049
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AN8
21300000.00000000
PA
USD
21193500.00000000
0.324275615190
Long
DBT
CORP
CH
N
2
N/A
Variable
5.10000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
67803000.00000000
PA
USD
74498546.25000000
1.139880714182
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
N
N
Argentum Netherlands BV for Swiss Re Ltd
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
N/A
34400000.00000000
PA
USD
37736800.00000000
0.577399864832
Long
DBT
CORP
NL
N
2
2050-08-15
Variable
5.75000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
2300000.00000000
PA
USD
2461000.00000000
0.037655049377
Long
DBT
CORP
US
N
2
2077-12-01
Variable
4.80000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBV0
16800000.00000000
PA
USD
18291000.00000000
0.279865301977
Long
DBT
CORP
FR
N
2
N/A
Variable
7.38000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
8700000.00000000
PA
USD
9330750.00000000
0.142767107671
Long
DBT
CORP
FR
N
2
N/A
Variable
6.63000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868822
600.00000000
NS
USD
15012.00000000
0.000229694271
Long
EP
CORP
US
N
1
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
331650.00000000
NS
USD
9093843.00000000
0.139142262168
Long
EP
CORP
US
N
1
N
N
Transcanada Trust
N/A
Transcanada Trust
89356BAA6
6000000.00000000
PA
USD
6135000.00000000
0.093869861004
Long
DBT
CORP
CA
N
2
2075-05-20
Variable
5.63000000
N
N
N
N
N
N
2020-04-03
Principal Funds, Inc
Sara Reece
/s/ Sara Reece
Vice President and Controller