0001752724-20-196251.txt : 20200928
0001752724-20-196251.hdr.sgml : 20200928
20200928102803
ACCESSION NUMBER: 0001752724-20-196251
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200928
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Preferred & Income Securities Fund
CENTRAL INDEX KEY: 0001176433
IRS NUMBER: 431969047
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21137
FILM NUMBER: 201202494
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 3129178146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen Preferred Securities Income Fund
DATE OF NAME CHANGE: 20160509
FORMER COMPANY:
FORMER CONFORMED NAME: NUVEEN QUALITY PREFERRED INCOME FUND 2
DATE OF NAME CHANGE: 20020627
NPORT-P
1
primary_doc.xml
NPORT-P
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0001176433
XXXXXXXX
Nuveen Preferred & Income Securities Fund
811-21137
0001176433
1V4KW82TOLZ6S7J7N128
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Preferred & Income Securities Fund
1V4KW82TOLZ6S7J7N128
2020-07-31
2020-07-31
N
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0.00000000
740300000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1.00000000
USD
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
80301.00000000
NS
USD
5925410.79000000
0.320769088758
Long
EP
CORP
US
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932807
93367.00000000
NS
USD
2589066.91000000
0.140157815700
Long
EP
CORP
US
N
1
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
AM8872617
1000000.00000000
PA
USD
1013750.00000000
0.054878838827
Long
DBT
CORP
SE
N
2
N/A
Variable
5.62500000
N
N
N
N
Y
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Ba 5.625 05/13/2169
USD
XXXX
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
13605000.00000000
PA
USD
18774900.00000000
1.016369628701
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
1400.00000000
NS
USD
34160.00000000
0.001849234164
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
1000000.00000000
PA
USD
1050520.00000000
0.056869364009
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
17000000.00000000
PA
USD
17850000.00000000
0.966300639274
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 6 09/29/2168
USD
XXXX
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
41904000.00000000
PA
USD
48205104.48000000
2.609558726908
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
N/A
1.00000000
NC
USD
-64131389.61000000
-3.47172004356
N/A
DIR
CORP
US
N
2
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
N/A
N/A
Y
2027-07-01
0.00000000
USD
0.00000000
USD
521000000.00000000
USD
-63342487.07000000
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502853
9000.00000000
NS
USD
10620000.00000000
0.574908279501
Long
EP
CORP
US
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
6765.00000000
NS
USD
155933.25000000
0.008441366899
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
10250000.00000000
PA
USD
10653645.00000000
0.576729634403
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002309
608741.00000000
NS
USD
16533405.56000000
0.895027471261
Long
EP
CORP
US
N
1
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J594
105700.00000000
NS
USD
2749257.00000000
0.148829624461
Long
EP
CORP
US
N
1
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
3000000.00000000
PA
USD
2338610.85000000
0.126599504726
Long
DBT
CORP
US
N
2
2067-05-15
Fixed
2.50488000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
1600000.00000000
PA
USD
1583200.00000000
0.085705723927
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2168
USD
XXXX
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
7000000.00000000
PA
USD
7694009.54000000
0.416511279388
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.62500000
N
N
N
N
Y
Barclays Bank PLC
Barclays Bank PLC 7.625 11/21/2022
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
7600000.00000000
PA
USD
7623350.77000000
0.412686202939
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
AIG LIFE HOLDINGS INC
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAC3
5000000.00000000
PA
USD
6925000.00000000
0.374881340446
Long
DBT
CORP
US
Y
2
2046-03-15
Fixed
8.12500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331859
280000.00000000
NS
USD
7450800.00000000
0.403345255076
Long
EP
CORP
US
N
1
N
N
N
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC
AM7838908
31200000.00000000
PA
USD
32947200.00000000
1.783579855591
Long
DBT
CORP
GB
N
2
2047-03-21
Variable
5.25000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
29600000.00000000
PA
USD
39960000.00000000
2.163214204224
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
AIG LIFE HOLDINGS INC
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAA7
9800000.00000000
PA
USD
12872929.26000000
0.696869455085
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AW6
1000000.00000000
PA
USD
770000.00000000
0.041683556988
Long
DBT
CORP
US
N
2
2066-10-01
Fixed
2.36363000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
5075000.00000000
PA
USD
5087687.50000000
0.275419366032
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Macquarie Bank Ltd/London
Macquarie Bank Ltd/London 6.125 09/08/2168
USD
XXXX
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874768
19825.00000000
NS
USD
545980.50000000
0.029556375696
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AL2981127
9700000.00000000
PA
USD
10136500.00000000
0.548734253781
Long
DBT
CORP
NL
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.875 04/16/2169
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
55800000.00000000
PA
USD
61844814.00000000
3.347937440001
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
58750000.00000000
PA
USD
60086562.50000000
3.252755392468
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.625 09/30/2168
USD
XXXX
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
6150000.00000000
PA
USD
10434885.26000000
0.564887187534
Long
DBT
CORP
US
Y
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
1600000.00000000
PA
USD
1681976.10000000
0.091052917684
Long
DBT
CORP
US
N
2
2077-12-01
Fixed
4.80000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
36531000.00000000
PA
USD
54248535.00000000
2.936716753513
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
91900.00000000
NS
USD
8087200.00000000
0.437796444254
Long
EP
CORP
US
Y
2
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
50048VAA8
1600000.00000000
PA
USD
1750416.00000000
0.094757876739
Long
DBT
CORP
NL
Y
2
2073-03-28
Variable
7.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
5600000.00000000
PA
USD
5850824.00000000
0.316731370951
Long
DBT
CORP
GB
N
2
N/A
Variable
8.62500000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8.625 09/30/2168
USD
XXXX
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1000000.00000000
PA
USD
1017500.00000000
0.055081843163
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J552
5583.00000000
NS
USD
141975.69000000
0.007685781513
Long
EP
CORP
US
N
1
N
N
N
WILLOW NO.2 FOR ZURICH I
549300B0B1XTFDS6V025
Willow No 2 Ireland PLC for Zurich Insurance Co Ltd
EK8618358
8700000.00000000
PA
USD
9145875.00000000
0.495107275026
Long
DBT
CORP
IE
N
2
2045-10-01
Fixed
4.25000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
38020000.00000000
PA
USD
38719585.87000000
2.096065018410
Long
DBT
CORP
US
N
2
N/A
Variable
4.65000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
7955000.00000000
PA
USD
8841982.50000000
0.478656209647
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
36386000.00000000
PA
USD
36682105.99000000
1.985767085046
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
2450000.00000000
PA
USD
2793000.00000000
0.151197629439
Long
DBT
CORP
GB
Y
2
N/A
Fixed
6.65700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053U601
161300.00000000
NS
USD
4395425.00000000
0.237944088929
Long
EP
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
28484000.00000000
PA
USD
29595160.84000000
1.602118926561
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
10300000.00000000
PA
USD
10168881.00000000
0.550487182689
Long
DBT
CORP
US
N
2
N/A
Fixed
4.05100000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
AL6850542
12000000.00000000
PA
USD
12240000.00000000
0.662606152645
Long
DBT
CORP
SE
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Swedbank AB
Swedbank AB 6 03/17/2169
USD
XXXX
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
13000000.00000000
PA
USD
13715000.00000000
0.742454524798
Long
DBT
CORP
GB
Y
2
N/A
Variable
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.75 04/02/2169
USD
XXXX
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
27180000.00000000
PA
USD
29434037.40000000
1.593396591375
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
EJ9764584
17400000.00000000
PA
USD
19074750.00000000
1.032601855406
Long
DBT
CORP
CH
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2169
USD
XXXX
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
3976000.00000000
PA
USD
4214560.00000000
0.228153054468
Long
DBT
CORP
US
N
2
N/A
Variable
5.65000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
AM2522820
6700000.00000000
PA
USD
6976375.00000000
0.377662499849
Long
DBT
CORP
CH
N
2
N/A
Variable
7.12500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.125 07/29/2169
USD
XXXX
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
QZ8551595
13300000.00000000
PA
USD
13717540.20000000
0.742592037228
Long
DBT
CORP
NO
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
DNB Bank ASA
DNB Bank ASA 6.5 03/26/2169
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W107
3392.00000000
NS
USD
86156.80000000
0.004664054393
Long
EP
CORP
US
N
1
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389AK9
2299000.00000000
PA
USD
2862255.00000000
0.154946713516
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
8.20500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
12520.00000000
NS
USD
16920780.00000000
0.915997788852
Long
EP
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B655
11474.00000000
NS
USD
319895.12000000
0.017317359045
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
63300000.00000000
PA
USD
64486875.00000000
3.490964063715
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2168
USD
XXXX
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AY9
10000000.00000000
PA
USD
8100585.70000000
0.438521072291
Long
DBT
CORP
US
N
2
2047-06-15
Variable
1.31338000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
14250000.00000000
PA
USD
16066875.00000000
0.869772077515
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8 09/30/2168
USD
XXXX
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
47500.00000000
NS
USD
4868750.00000000
0.263567296216
Long
EP
CORP
US
N
2
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
12130000.00000000
PA
USD
12952414.00000000
0.701172320915
Long
DBT
CORP
US
N
2
N/A
Variable
5.62500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
84563.00000000
NS
USD
2319563.09000000
0.125568363961
Long
EP
CORP
US
N
1
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
197288.00000000
NS
USD
5492497.92000000
0.297333571501
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
5500000.00000000
PA
USD
6125625.00000000
0.331607582826
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7 02/16/2169
USD
XXXX
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
189200.00000000
NS
USD
5002448.00000000
0.270804969206
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AP0
7000000.00000000
PA
USD
6326250.00000000
0.342468314801
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-248000000.00000000
PA
USD
-248000000.00000000
-13.4253534196
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.86255000
2021-09-28
236415371.00
USD
268037473.04
USD
CDS
811997.00
USD
21701260.91
USD
EQT
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KD2
13000000.00000000
PA
USD
12967500.00000000
0.701988993825
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433845
131945.00000000
NS
USD
3336889.05000000
0.180640785557
Long
EP
CORP
US
N
1
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
3000000.00000000
PA
USD
3082080.00000000
0.166846827691
Long
DBT
CORP
CA
N
2
N/A
Variable
4.90000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
179646.00000000
NS
USD
4861220.76000000
0.263159704652
Long
EP
CORP
CA
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
4500000.00000000
PA
USD
4646250.00000000
0.251522372281
Long
DBT
CORP
GB
N
2
N/A
Variable
6.75000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 6.75 09/27/2168
USD
XXXX
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
16982.00000000
NS
USD
413341.88000000
0.022376051702
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
QZ2259237
4700000.00000000
PA
USD
4864030.00000000
0.263311781425
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2169
USD
XXXX
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
472073.00000000
NS
USD
12750691.73000000
0.690252188789
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
QZ1261762
14500000.00000000
PA
USD
14953125.00000000
0.809479789728
Long
DBT
CORP
CH
N
2
N/A
Variable
7.12500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7.125 08/10/2169
USD
XXXX
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
EK7554448
786000.00000000
PA
USD
787965.00000000
0.042656083093
Long
DBT
CORP
SE
N
2
N/A
Variable
5.25000000
N
N
N
N
Y
Svenska Handelsbanken AB
Svenska Handelsbanken AB 5.25 03/01/2169
USD
XXXX
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433795
1860.00000000
NS
USD
46239.60000000
0.002503157145
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
EH6988461
4469000.00000000
PA
USD
4989236.29000000
0.270089760029
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.41300000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
50338.00000000
NS
USD
1257443.24000000
0.068071047992
Long
EP
CORP
US
N
1
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477608
74642.00000000
NS
USD
2043697.96000000
0.110634545951
Long
EP
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587800
190878.00000000
NS
USD
5001003.60000000
0.270726777349
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
16987000.00000000
PA
USD
14778690.00000000
0.800036840035
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
24400000.00000000
PA
USD
27526323.20000000
1.490123456864
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R508
20680.00000000
NS
USD
544090.80000000
0.029454077751
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
7000000.00000000
PA
USD
7439600.00000000
0.402738948792
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
4400000.00000000
PA
USD
4680536.65000000
0.253378462579
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
19653000.00000000
PA
USD
21565629.96000000
1.167444370683
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 7.875 03/23/2169
USD
XXXX
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CY1
6000000.00000000
PA
USD
6167571.00000000
0.333878308127
Long
DBT
CORP
US
N
2
2057-03-15
Fixed
5.50000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2063381
1250000.00000000
PA
USD
896875.00000000
0.048551870355
Long
DBT
CORP
NO
N
2
N/A
Variable
1.74025000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
9600000.00000000
PA
USD
9864000.00000000
0.533982605367
Long
DBT
CORP
IT
Y
2
N/A
Variable
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2169
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
3600000.00000000
PA
USD
5373279.36000000
0.290879735606
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
8.75000000
N
N
N
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
299756.00000000
NS
USD
7621401.81000000
0.412580696984
Long
EP
CORP
US
N
2
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932872
60000.00000000
NS
USD
1593000.00000000
0.086236241925
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
58000000.00000000
PA
USD
63582500.00000000
3.442006184687
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2169
USD
XXXX
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859856
12000.00000000
NS
USD
325080.00000000
0.017598039877
Long
EP
CORP
US
N
1
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365T302
16000.00000000
NS
USD
430560.00000000
0.023308145840
Long
EP
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423607
4393.00000000
NS
USD
115667.69000000
0.006261611360
Long
EP
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423706
6060.00000000
NS
USD
161196.00000000
0.008726263184
Long
EP
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
369239.00000000
NS
USD
9943606.27000000
0.538292050162
Long
EP
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
18700000.00000000
PA
USD
19915500.00000000
1.078115427533
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
BlackRock Credit Allocation Income Trust
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
723135.00000000
NS
USD
10239591.60000000
0.554315064929
Long
EC
RF
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
17819000.00000000
PA
USD
23650624.13000000
1.280314465885
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
35150000.00000000
PA
USD
38059717.00000000
2.060343353933
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
3400000.00000000
PA
USD
3278637.00000000
0.177487340562
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
QZ3177313
31100000.00000000
PA
USD
31877500.00000000
1.725672192071
Long
DBT
CORP
GB
N
2
N/A
Variable
7.87500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.875 12/15/2168
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
3000000.00000000
PA
USD
4925019.21000000
0.266613401179
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
John Hancock Preferred Income Fund III
549300SKQ7P13U1YJN71
John Hancock Preferred Income Fund III
41021P103
646421.00000000
NS
USD
10724124.39000000
0.580545000208
Long
EC
RF
US
N
2
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
39705.00000000
NS
USD
1119283.95000000
0.060591865345
Long
EP
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
346088.00000000
NS
USD
9690464.00000000
0.524588322580
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
N/A
1.00000000
NC
USD
-14907108.00000000
-0.80698868292
N/A
DIR
CORP
US
N
2
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
N/A
N/A
Y
2028-07-01
0.00000000
USD
0.00000000
USD
90000000.00000000
USD
-14743075.50000000
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
32500.00000000
NS
USD
2860000.00000000
0.154824640242
Long
EP
CORP
US
Y
2
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557DAL5
18988000.00000000
PA
USD
19628845.00000000
1.062597505418
Long
DBT
CORP
FI
N
2
N/A
Variable
6.12500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.125 03/23/2169
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225436AA2
4900000.00000000
PA
USD
5218500.00000000
0.282500833952
Long
DBT
CORP
CH
Y
2
N/A
Variable
6.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.25 12/18/2168
USD
XXXX
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
30860000.00000000
PA
USD
37102077.20000000
2.008502012144
Long
DBT
CORP
US
Y
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518603
3839.00000000
NS
USD
109027.60000000
0.005902153477
Long
EP
CORP
US
N
1
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
177750.00000000
NS
USD
18663750.00000000
1.010352580182
Long
EP
USGSE
US
Y
2
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
26400000.00000000
PA
USD
28611000.00000000
1.548841881808
Long
DBT
CORP
FI
Y
2
N/A
Variable
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.625 09/26/2168
USD
XXXX
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
105300.00000000
NS
USD
11056500.00000000
0.598537984209
Long
EP
CORP
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
11500000.00000000
PA
USD
12276250.00000000
0.664568527893
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
3598000.00000000
PA
USD
5325040.00000000
0.288268322474
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
13940000.00000000
PA
USD
13689637.60000000
0.741081544219
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
CORESTATES CAPTL III
N/A
Corestates Capital III
21869MAA5
6100000.00000000
PA
USD
5481133.53000000
0.296718366049
Long
DBT
CORP
US
Y
2
2027-02-15
Variable
0.96238000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
16550000.00000000
PA
USD
24659500.00000000
1.334929446173
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
30000000.00000000
PA
USD
47786100.00000000
2.586876133245
Long
DBT
CORP
JE
Y
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHP7
2861000.00000000
PA
USD
3844050.10000000
0.208095690141
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.05000000
N
N
N
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
25485000.00000000
PA
USD
27969787.50000000
1.514130170399
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
24814.00000000
NS
USD
653600.76000000
0.035382343541
Long
EP
CORP
BM
N
1
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co Ltd
JK5179706
14550000.00000000
PA
USD
16694786.40000000
0.903763740665
Long
DBT
CORP
IE
N
2
2046-06-24
Fixed
5.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
12000000.00000000
PA
USD
12765000.00000000
0.691026759682
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.25 03/12/2169
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
3000000.00000000
PA
USD
3159390.00000000
0.171031965082
Long
DBT
CORP
CH
Y
2
N/A
Variable
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2169
USD
XXXX
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
722103.00000000
NS
USD
20341641.51000000
1.101184380672
Long
EP
CORP
US
N
1
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773860
50000.00000000
NS
USD
1299500.00000000
0.070347769228
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W578
111690.00000000
NS
USD
3037968.00000000
0.164458847086
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
6225000.00000000
PA
USD
6670710.00000000
0.361115481087
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
11000000.00000000
PA
USD
11599940.00000000
0.627956831235
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 01/17/2169
USD
XXXX
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
22075000.00000000
PA
USD
22792437.50000000
1.233856970693
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
38585000.00000000
PA
USD
42877581.25000000
2.321155976046
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2169
USD
XXXX
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
2600000.00000000
PA
USD
2590101.51000000
0.140213823243
Long
DBT
CORP
US
N
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W875
2979.00000000
NS
USD
75428.28000000
0.004083271438
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
7000000.00000000
PA
USD
7367500.00000000
0.398835852092
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
5700000.00000000
PA
USD
5799750.00000000
0.313966506029
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A206
64263.00000000
NS
USD
1637421.24000000
0.088640963079
Long
EP
CORP
BM
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EJ5119353
900000.00000000
PA
USD
906750.00000000
0.049086448440
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
14000000.00000000
PA
USD
14280000.00000000
0.773040511419
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
QJ6582267
6210000.00000000
PA
USD
6813090.36000000
0.368823169204
Long
DBT
CORP
NL
N
2
2050-08-15
Fixed
5.75000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351703
88457.00000000
NS
USD
2383916.15000000
0.129052084018
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAE8
1500000.00000000
PA
USD
1567830.00000000
0.084873676822
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
LW2260898
2100000.00000000
PA
USD
2332033.49000000
0.126243442700
Long
DBT
CORP
NL
N
2
2052-08-15
Fixed
5.62500000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
53020397.00000000
PA
USD
53020397.00000000
2.870232129730
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-08-03
53020397.00000000
USD
54080906.22000000
USD
UST
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
17800000.00000000
PA
USD
16932250.00000000
0.916618711448
Long
DBT
CORP
ES
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2168
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
JV6342804
4466000.00000000
PA
USD
5202890.00000000
0.281655794570
Long
DBT
CORP
FR
N
2
N/A
Variable
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2169
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBP2
4652000.00000000
PA
USD
4494995.00000000
0.243334260058
Long
DBT
CORP
US
N
2
N/A
Fixed
3.88838000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
JK4458820
11700000.00000000
PA
USD
11875500.00000000
0.642874131187
Long
DBT
CORP
CH
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 03/22/2169
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
26000000.00000000
PA
USD
27527500.00000000
1.490187162332
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2168
USD
XXXX
N
N
N
KEYCORP CAPITAL III
N/A
KeyCorp Capital III
49326QAA4
8000000.00000000
PA
USD
10508195.28000000
0.568855788049
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
3000000.00000000
PA
USD
3183330.00000000
0.172327944763
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2169
USD
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
26300000.00000000
PA
USD
26812153.84000000
1.451462263076
Long
DBT
CORP
GB
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.875 12/01/2168
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W628
8331.00000000
NS
USD
227103.06000000
0.012294108238
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
6000000.00000000
PA
USD
6442500.00000000
0.348761449217
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
20900000.00000000
PA
USD
20377500.00000000
1.103125561726
Long
DBT
CORP
US
N
2
N/A
Variable
5.65000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AT2149405
600000.00000000
PA
USD
630630.00000000
0.034138833173
Long
DBT
CORP
DK
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
Danske Bank A/S
Danske Bank A/S 7 12/26/2168
USD
XXXX
N
N
N
HBOS CAPITAL FUNDING LP
213800KYUD5TC7VH5419
HBOS Capital Funding LP
EC9026716
4400000.00000000
PA
USD
4457728.00000000
0.241316830034
Long
DBT
CORP
JE
N
2
N/A
Fixed
6.85000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
46129000.00000000
PA
USD
49242707.50000000
2.665728836799
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487402
234365.00000000
NS
USD
5995056.70000000
0.324539334548
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
16622000.00000000
PA
USD
17202107.80000000
0.931227325714
Long
DBT
CORP
GB
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2169
USD
XXXX
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
15000000.00000000
PA
USD
15600000.00000000
0.844498037685
Long
DBT
CORP
IT
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2169
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
4550000.00000000
PA
USD
4569929.00000000
0.247390773901
Long
DBT
CORP
FR
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2168
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B648
600.00000000
NS
USD
17034.00000000
0.000922126895
Long
EP
CORP
US
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
1100000.00000000
PA
USD
1361030.00000000
0.073678664373
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AS8
2400000.00000000
PA
USD
1680000.00000000
0.090945942519
Long
DBT
CORP
US
N
2
2066-05-17
Fixed
2.74313000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BN8
4800000.00000000
PA
USD
4769616.00000000
0.258200727725
Long
DBT
CORP
GB
N
2
N/A
Variable
6.25000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.25 09/23/2168
USD
XXXX
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
237400.00000000
NS
USD
5837666.00000000
0.316019069337
Long
EP
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518504
287580.00000000
NS
USD
8221912.20000000
0.445089020443
Long
EP
CORP
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
13300000.00000000
PA
USD
14581356.05000000
0.789354267372
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587404
86891.00000000
NS
USD
2341712.45000000
0.126767408259
Long
EP
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
39505000.00000000
PA
USD
43257975.00000000
2.341748397547
Long
DBT
CORP
US
N
2
N/A
Variable
5.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
UV4180070
35300000.00000000
PA
USD
37949688.60000000
2.054387022658
Long
DBT
CORP
CH
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2169
USD
XXXX
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
5700000.00000000
PA
USD
5935000.23000000
0.321288208198
Long
DBT
CORP
US
N
2
2060-03-15
Variable
4.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKG4
11350000.00000000
PA
USD
11598338.00000000
0.627870107782
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.375 03/13/2169
USD
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AE9
1000000.00000000
PA
USD
1140000.00000000
0.061713318138
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.65700000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417874
3000.00000000
NS
USD
73740.00000000
0.003991877262
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
N/A
13300000.00000000
PA
USD
15483806.80000000
0.838207978108
Long
DBT
CORP
GB
N
2
N/A
Fixed
12.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
5900000.00000000
PA
USD
6171400.00000000
0.334085589087
Long
DBT
CORP
GB
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967317
8214.00000000
NS
USD
211839.06000000
0.011467799389
Long
EP
CORP
US
N
1
N
N
N
DAIRY FARMERS OF AMERICA
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
6705000.00000000
PA
USD
5757583.50000000
0.311683844074
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
578314.00000000
NS
USD
14504115.12000000
0.785172869051
Long
EP
CORP
US
N
1
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252850
135585.00000000
NS
USD
3771974.70000000
0.204193925150
Long
EP
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
3900000.00000000
PA
USD
3787953.00000000
0.205058902265
Long
DBT
CORP
US
N
2
N/A
Fixed
4.08500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R409
25000.00000000
NS
USD
687500.00000000
0.037217461596
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W552
131589.00000000
NS
USD
3443684.13000000
0.186422082704
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
73300000.00000000
PA
USD
82279250.00000000
4.454145203027
Long
DBT
CORP
FR
Y
2
N/A
Variable
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 8 03/29/2169
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP Morgan Chase & Company
48126HAA8
4000000.00000000
PA
USD
4160000.00000000
0.225199476716
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AM9264657
11588000.00000000
PA
USD
11718365.00000000
0.634367708165
Long
DBT
CORP
DK
N
2
N/A
Variable
6.12500000
N
N
N
N
Y
Danske Bank A/S
Danske Bank A/S 6.125 09/28/2168
USD
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
UV5159024
10000000.00000000
PA
USD
11112500.00000000
0.601569515626
Long
DBT
CORP
FR
N
2
N/A
Variable
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2169
USD
XXXX
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
25700000.00000000
PA
USD
29105250.00000000
1.575597853291
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.01400000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
2000000.00000000
PA
USD
2130000.00000000
0.115306462837
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505260
146274.00000000
NS
USD
3816288.66000000
0.206592838757
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
9000000.00000000
PA
USD
9933570.00000000
0.537748741808
Long
DBT
CORP
US
N
2
N/A
Variable
5.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAB4
5000000.00000000
PA
USD
4856250.00000000
0.262890615096
Long
DBT
CORP
US
N
2
N/A
Fixed
4.36963000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
216231.00000000
NS
USD
5455508.13000000
0.295331148100
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
EC2487386
6500000.00000000
PA
USD
10353655.00000000
0.560489828869
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CJ4
55886000.00000000
PA
USD
55883764.56000000
3.025239071114
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 7.5 09/30/2168
USD
XXXX
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
AU5739902
19800000.00000000
PA
USD
23067000.00000000
1.248720271492
Long
DBT
CORP
GB
N
2
2048-10-20
Variable
6.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AH8
24389000.00000000
PA
USD
22193990.00000000
1.201460320731
Long
DBT
CORP
US
N
2
N/A
Variable
4.26375000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
152276.00000000
NS
USD
4341388.76000000
0.235018864657
Long
EP
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AD2
5400000.00000000
PA
USD
5342058.00000000
0.289189583218
Long
DBT
CORP
US
N
2
N/A
Fixed
3.72638000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAC7
21482000.00000000
PA
USD
16113968.93000000
0.872321483378
Long
DBT
CORP
US
N
2
2067-03-30
Fixed
2.97288000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
3000000.00000000
PA
USD
2812500.00000000
0.152253251986
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
12700000.00000000
PA
USD
13130657.00000000
0.710821414744
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
5000000.00000000
PA
USD
5150000.00000000
0.278792621415
Long
DBT
CORP
ES
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2169
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
EJ9873484
9000000.00000000
PA
USD
9573750.00000000
0.518270069762
Long
DBT
CORP
FR
N
2
N/A
Variable
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.875 06/18/2169
USD
XXXX
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R850
30000.00000000
NS
USD
771000.00000000
0.041737691477
Long
EP
CORP
US
N
1
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
53000.00000000
NS
USD
5591500.00000000
0.302692998571
Long
EP
CORP
US
N
2
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H782
130000.00000000
NS
USD
3061500.00000000
0.165732739895
Long
EP
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433837
43523.00000000
NS
USD
1100261.44000000
0.059562091475
Long
EP
CORP
US
N
1
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2018849
1250000.00000000
PA
USD
896875.00000000
0.048551870355
Long
DBT
CORP
NO
N
2
N/A
Variable
0.61250000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
26700000.00000000
PA
USD
27749310.00000000
1.502194733469
Long
DBT
CORP
NL
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2168
USD
XXXX
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1200000.00000000
PA
USD
1044456.64000000
0.056541127110
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
2.77738000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC
EP0125823
138937.00000000
NS
USD
3788811.99000000
0.205105403250
Long
EP
CORP
GB
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W644
193083.00000000
NS
USD
5504796.33000000
0.297999339650
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
12300000.00000000
PA
USD
13499250.00000000
0.730775008668
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
6900000.00000000
PA
USD
7227750.00000000
0.391270557171
Long
DBT
CORP
AU
Y
2
N/A
Variable
5.87500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
31550000.00000000
PA
USD
36755750.00000000
1.989753765939
Long
DBT
CORP
FR
Y
2
N/A
Variable
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2169
USD
XXXX
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
5521000.00000000
PA
USD
4416800.00000000
0.239101213644
Long
DBT
CORP
US
Y
2
2047-02-12
Variable
2.51738000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
622802.00000000
NS
USD
17818365.22000000
0.964588106605
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
25580000.00000000
PA
USD
34192005.30000000
1.850966755152
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAD1
3800000.00000000
PA
USD
3997507.13000000
0.216403008135
Long
DBT
USGSE
US
Y
2
N/A
Variable
5.70000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
3400000.00000000
PA
USD
2991150.00000000
0.161924378552
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475857
1592952.00000000
NS
USD
43232717.28000000
2.340381083767
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
19300000.00000000
PA
USD
21602586.50000000
1.169444994114
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
10390000.00000000
PA
USD
7065200.00000000
0.382470995888
Long
DBT
CORP
US
N
2
2067-04-20
Fixed
2.31175000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392462
154334.00000000
NS
USD
4116087.78000000
0.222822311099
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
11450000.00000000
PA
USD
8951315.28000000
0.484574883888
Long
DBT
CORP
US
N
2
2067-06-15
Fixed
2.43838000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
48428000.00000000
PA
USD
51091540.00000000
2.765814440533
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2169
USD
XXXX
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAN3
35090000.00000000
PA
USD
36274287.50000000
1.963690039242
Long
DBT
CORP
FI
Y
2
N/A
Variable
6.12500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.125 03/23/2169
USD
XXXX
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747S504
80.00000000
NS
USD
1860.80000000
0.000100733458
Long
EP
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684603
11573.00000000
NS
USD
296963.18000000
0.016075950177
Long
EP
CORP
US
N
1
N
N
N
Interstate Power and Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070856
114962.00000000
NS
USD
2928082.14000000
0.158510232141
Long
EP
CORP
US
N
1
N
N
N
2020-07-31
Nuveen Preferred & Income Securities Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer