0001752724-21-067460.txt : 20210331
0001752724-21-067460.hdr.sgml : 20210331
20210330174623
ACCESSION NUMBER: 0001752724-21-067460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210131
FILED AS OF DATE: 20210331
PERIOD START: 20210731
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: 21788676
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
false
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
2021-07-31
2021-01-31
N
2836106438.00
859641677.00
1976464761.00
0.00000000
0.00000000
843300000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
12700000.00000000
PA
USD
13081000.00000000
0.661838260823
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
7000000.00000000
PA
USD
7649390.00000000
0.387023849397
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002309
608741.00000000
NS
USD
16417744.77000000
0.830662154669
Long
EP
CORP
US
N
1
N
N
N
Associated Banc-Corp
549300N3CIN473IW5094
Associated Banc-Corp
045487402
234365.00000000
NS
USD
6269263.75000000
0.317195827302
Long
EP
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
21637.00000000
NS
USD
579871.60000000
0.029338828166
Long
EP
CORP
US
N
1
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859856
12000.00000000
NS
USD
321600.00000000
0.016271476544
Long
EP
CORP
US
N
1
N
N
N
KEYCORP CAPITAL III
N/A
KeyCorp Capital III
49326QAA4
8000000.00000000
PA
USD
10473891.44000000
0.529930593586
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
7.75000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
16550000.00000000
PA
USD
25875302.06000000
1.309170928345
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423607
4393.00000000
NS
USD
112768.31000000
0.005705556315
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BF8
4000000.00000000
PA
USD
4651042.36000000
0.235321289393
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
1600000.00000000
PA
USD
1733472.00000000
0.087705687154
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2169
USD
XXXX
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc
446150AV6
21000000.00000000
PA
USD
22438500.00000000
1.135284597163
Long
DBT
CORP
US
N
2
N/A
Variable
4.45000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
QZ1261762
14500000.00000000
PA
USD
14853858.00000000
0.751536697901
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
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
58000000.00000000
PA
USD
64266088.00000000
3.251567610417
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
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
197288.00000000
NS
USD
5531955.52000000
0.279891431871
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
EJ9764584
17400000.00000000
PA
USD
19281079.20000000
0.975533669026
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
Stanley Black & Decker Inc
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502853
9000.00000000
NS
USD
10791000.00000000
0.545974823985
Long
EP
CORP
US
N
2
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AJ9
10000000.00000000
PA
USD
10274500.00000000
0.519842306462
Long
DBT
CORP
US
N
2
N/A
Variable
3.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
EJ9873484
9000000.00000000
PA
USD
9883170.00000000
0.500042813563
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
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
10300000.00000000
PA
USD
10320291.00000000
0.522159119840
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N477
125563.00000000
NS
USD
3375133.44000000
0.170766183470
Long
EP
CORP
CA
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
9600000.00000000
PA
USD
10776000.00000000
0.545215893176
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
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc
38144GAB7
7600000.00000000
PA
USD
8041712.00000000
0.406873532920
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AP0
7000000.00000000
PA
USD
7245000.00000000
0.366563580740
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
28484000.00000000
PA
USD
30193040.00000000
1.527628551531
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
8700000.00000000
PA
USD
8982750.00000000
0.454485714961
Long
DBT
CORP
US
N
2
N/A
Variable
3.85000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
189200.00000000
NS
USD
5420580.00000000
0.274256344305
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
25580000.00000000
PA
USD
35015159.98000000
1.771605579362
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AU3
7700000.00000000
PA
USD
6135937.50000000
0.310450134051
Long
DBT
CORP
US
N
2
2067-04-20
Fixed
2.26400000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
JV6342804
4466000.00000000
PA
USD
5392695.00000000
0.272845491931
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
United States Cellular Corp
N/A
United States Cellular Corp
911684603
3668.00000000
NS
USD
93607.36000000
0.004736100630
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBP2
1551000.00000000
PA
USD
1551000.00000000
0.078473445649
Long
DBT
CORP
US
N
2
N/A
Fixed
3.79150000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
14250000.00000000
PA
USD
16729500.00000000
0.846435531263
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8 09/30/2169
USD
XXXX
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
24400000.00000000
PA
USD
28243000.00000000
1.428965522547
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
1000000.00000000
PA
USD
1042780.00000000
0.052759857933
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
26400000.00000000
PA
USD
30096000.00000000
1.522718775151
Long
DBT
CORP
FI
Y
2
N/A
Variable
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.625 09/26/2169
USD
XXXX
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
27180000.00000000
PA
USD
29246903.37000000
1.479758402330
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417874
3000.00000000
NS
USD
77370.00000000
0.003914565112
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
3976000.00000000
PA
USD
4453120.00000000
0.225307330941
Long
DBT
CORP
US
N
2
N/A
Variable
5.65000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc
446150AT1
11000000.00000000
PA
USD
12930610.00000000
0.654229220533
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
2358462.07000000
0.119327301783
Long
EP
CORP
US
N
1
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932872
60000.00000000
NS
USD
1649400.00000000
0.083452031756
Long
EP
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
2600000.00000000
PA
USD
2601300.00000000
0.131613780894
Long
DBT
CORP
US
N
2
N/A
Fixed
3.81350000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H782
130000.00000000
NS
USD
3295500.00000000
0.166737098734
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
6500000.00000000
PA
USD
6808750.00000000
0.344491343046
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
91900.00000000
NS
USD
9144050.00000000
0.462646750927
Long
EP
CORP
US
Y
2
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2063381
1250000.00000000
PA
USD
1085937.50000000
0.054943428358
Long
DBT
CORP
NO
N
2
N/A
Variable
0.45725000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773860
50000.00000000
NS
USD
1311000.00000000
0.066330552705
Long
EP
CORP
US
N
1
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
QJ6582267
6210000.00000000
PA
USD
6978487.50000000
0.353079277592
Long
DBT
CORP
NL
N
2
2050-08-15
Fixed
5.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
7963000.00000000
PA
USD
8072491.25000000
0.408430820993
Long
DBT
CORP
US
N
2
N/A
Variable
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAQ6
58750000.00000000
PA
USD
59190625.00000000
2.994772594379
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.625 09/30/2169
USD
XXXX
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
622802.00000000
NS
USD
17812137.20000000
0.901211979665
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
13000000.00000000
PA
USD
14076400.00000000
0.712200909308
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
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896852
5786.00000000
NS
USD
159867.18000000
0.008088541883
Long
EP
CORP
US
N
1
N
N
N
American Financial Group Inc/OH
549300AFOM7IVKIU1G39
American Financial Group Inc/OH
025932807
93406.00000000
NS
USD
2545313.50000000
0.128781122245
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
25700000.00000000
PA
USD
34309500.00000000
1.735902439395
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.01400000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CY1
6000000.00000000
PA
USD
6206505.66000000
0.314020557435
Long
DBT
CORP
US
N
2
2057-03-15
Variable
5.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505260
145879.00000000
NS
USD
3715538.13000000
0.187989090588
Long
EP
CORP
US
N
1
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
QZ8551595
13300000.00000000
PA
USD
13865250.00000000
0.701517693287
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
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
3000000.00000000
PA
USD
2703500.01000000
0.136784629979
Long
DBT
CORP
US
N
2
2067-05-15
Fixed
2.33350000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
5600000.00000000
PA
USD
5921820.24000000
0.299616788361
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
AL6850542
12000000.00000000
PA
USD
12343992.00000000
0.624549055645
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
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
36386000.00000000
PA
USD
37965516.26000000
1.920879997920
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
EH6988461
4469000.00000000
PA
USD
5630940.00000000
0.284899589970
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.41300000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAV0
3000000.00000000
PA
USD
5093025.54000000
0.257683599550
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
10.75000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W628
8331.00000000
NS
USD
222437.70000000
0.011254321574
Long
EP
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2800000.00000000
PA
USD
2912700.00000000
0.147369184489
Long
DBT
CORP
ES
N
2
N/A
Variable
6.12500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.125 02/16/2169
USD
XXXX
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
346088.00000000
NS
USD
9815055.68000000
0.496596543164
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHP7
2861000.00000000
PA
USD
3797519.31000000
0.192136960138
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.05000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
26700000.00000000
PA
USD
29305920.00000000
1.482744371580
Long
DBT
CORP
NL
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2169
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
26000000.00000000
PA
USD
29152500.00000000
1.474982027266
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2169
USD
XXXX
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
17819000.00000000
PA
USD
24861068.80000000
1.257855403777
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.37900000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAA6
4550000.00000000
PA
USD
4743375.00000000
0.239992895071
Long
DBT
CORP
FR
Y
2
N/A
Variable
5.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 5.375 05/18/2169
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
19653000.00000000
PA
USD
22134191.25000000
1.119887978109
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
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B655
11474.00000000
NS
USD
310371.70000000
0.015703376357
Long
EP
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
24075000.00000000
PA
USD
25700062.50000000
1.300304614942
Long
DBT
CORP
US
N
2
N/A
Variable
4.87500000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
29600000.00000000
PA
USD
42005360.00000000
2.125277456439
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
30860000.00000000
PA
USD
39536480.95000000
2.000363564792
Long
DBT
CORP
US
Y
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
20900000.00000000
PA
USD
21527000.00000000
1.089166901670
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
225401AK4
12000000.00000000
PA
USD
13507200.00000000
0.683402014876
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
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co Ltd
JK5179706
14550000.00000000
PA
USD
16822098.90000000
0.851120608469
Long
DBT
CORP
IE
N
2
2046-06-24
Fixed
5.62500000
N
N
N
N
N
N
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC
AM7838908
31200000.00000000
PA
USD
34633872.00000000
1.752314166354
Long
DBT
CORP
GB
N
2
2047-03-21
Variable
5.25000000
N
N
N
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684702
120000.00000000
NS
USD
3212400.00000000
0.162532622052
Long
EP
CORP
US
N
1
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
41904000.00000000
PA
USD
50429368.80000000
2.551493444005
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
5900000.00000000
PA
USD
6283736.00000000
0.317928056396
Long
DBT
CORP
GB
N
2
N/A
Variable
4.37500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
38020000.00000000
PA
USD
40016050.00000000
2.024627546597
Long
DBT
CORP
US
N
2
N/A
Variable
4.65000000
N
N
N
N
N
N
CORESTATES CAPTL III
N/A
Corestates Capital III
21869MAA5
6100000.00000000
PA
USD
5826816.75000000
0.294810049993
Long
DBT
CORP
US
Y
2
2027-02-15
Variable
0.79100000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187AS8
2400000.00000000
PA
USD
2025000.00000000
0.102455659213
Long
DBT
CORP
US
N
2
2066-05-17
Fixed
2.57950000
N
N
N
N
N
N
AIG LIFE HOLDINGS INC
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAC3
5000000.00000000
PA
USD
7383247.05000000
0.373558243773
Long
DBT
CORP
US
Y
2
2046-03-15
Fixed
8.12500000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
14000000.00000000
PA
USD
15330000.00000000
0.775627286784
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
EC2487386
8000000.00000000
PA
USD
13600000.00000000
0.688097266814
Long
DBT
CORP
JE
N
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331826
83500.00000000
NS
USD
2128415.00000000
0.107687981187
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
10000000.00000000
PA
USD
9093469.60000000
0.460087616001
Long
DBT
CORP
US
N
2
2067-06-15
Variable
2.34150000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
JK4458820
11700000.00000000
PA
USD
11767579.20000000
0.595385226804
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
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587883
50000.00000000
NS
USD
1252500.00000000
0.063370722550
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
17000000.00000000
PA
USD
18721250.00000000
0.947208893849
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 6 09/30/2169
USD
XXXX
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
53000.00000000
NS
USD
5856500.00000000
0.296311885522
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AS7
4900000.00000000
PA
USD
4851000.00000000
0.245438223626
Long
DBT
CORP
CH
Y
2
N/A
Variable
4.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 4.5 03/03/2169
USD
XXXX
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
9385.00000000
NS
USD
235751.20000000
0.011927923262
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
7500000.00000000
PA
USD
7897400.63000000
0.399572043268
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
Prologis Inc
74340W202
80301.00000000
NS
USD
5753566.65000000
0.291103932816
Long
EP
CORP
US
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc
38145G308
369239.00000000
NS
USD
9729447.65000000
0.492265171734
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
12300000.00000000
PA
USD
13848078.00000000
0.700648869296
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
Fulton Financial Corp
5493005QLZ6O1BNC0C11
Fulton Financial Corp
360271308
150000.00000000
NS
USD
3934500.00000000
0.199067551197
Long
EP
CORP
US
N
1
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
25485000.00000000
PA
USD
29052900.00000000
1.469942726694
Long
DBT
CORP
US
N
2
2055-12-15
Fixed
6.61300000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R508
20680.00000000
NS
USD
536852.80000000
0.027162275320
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP Morgan Chase & Company
48126HAA8
4000000.00000000
PA
USD
4179000.00000000
0.211438123383
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
17800000.00000000
PA
USD
18823500.00000000
0.952382272197
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 12/05/2169
USD
XXXX
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AY9
10000000.00000000
PA
USD
8629093.50000000
0.436592327385
Long
DBT
CORP
US
N
2
2047-06-15
Variable
1.21650000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
13300000.00000000
PA
USD
15228766.00000000
0.770505313350
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320888
50813.00000000
NS
USD
1306402.23000000
0.066097926751
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747S504
80.00000000
NS
USD
1973.60000000
0.000099855056
Long
EP
CORP
US
N
1
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
EK7554448
786000.00000000
PA
USD
787608.16000000
0.039849339868
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
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
48428000.00000000
PA
USD
53851936.00000000
2.724659556933
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
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AT2149405
600000.00000000
PA
USD
666000.00000000
0.033696527919
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 12/26/2169
USD
XXXX
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433795
7581.00000000
NS
USD
189752.43000000
0.009600597680
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
19285875.00000000
0.975776314384
Long
EP
USGSE
US
Y
2
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874768
19825.00000000
NS
USD
552126.25000000
0.027935041438
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
QZ2259237
4700000.00000000
PA
USD
4932180.00000000
0.249545557164
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
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A206
64796.00000000
NS
USD
1665257.20000000
0.084254332931
Long
EP
CORP
BM
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AE9
1000000.00000000
PA
USD
1287500.00000000
0.065141561104
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.65700000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
UV4180070
35300000.00000000
PA
USD
39712500.00000000
2.009269316793
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
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
3000000.00000000
PA
USD
3292500.00000000
0.166585312572
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
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
55800000.00000000
PA
USD
62740508.90000000
3.174380345048
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BN8
4800000.00000000
PA
USD
5022000.00000000
0.254090034848
Long
DBT
CORP
GB
N
2
N/A
Variable
6.25000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.25 09/23/2169
USD
XXXX
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
MIEL0YVB2
1.00000000
NC
USD
-11234300.70000000
-0.56840379457
N/A
DIR
CORP
US
N
2
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
Morgan Stanley
Y
2028-07-01
0.00000000
USD
0.00000000
USD
90000000.00000000
USD
-11067095.70000000
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W552
131589.00000000
NS
USD
3450263.58000000
0.174567421999
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053U601
315542.00000000
NS
USD
8566965.30000000
0.433448927046
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
1708000.00000000
PA
USD
1898272.43000000
0.096043828731
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
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617474AA9
3900000.00000000
PA
USD
3901950.00000000
0.197420671341
Long
DBT
CORP
US
N
2
N/A
Variable
4.05125000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
38585000.00000000
PA
USD
44574847.43000000
2.255281668034
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
DAIRY FARMERS OF AMERICA
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
6705000.00000000
PA
USD
6713381.25000000
0.339666124206
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
3400000.00000000
PA
USD
3375144.57000000
0.170766746597
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
12250000.00000000
PA
USD
12250000.00000000
0.619793494006
Long
DBT
CORP
US
N
2
N/A
Variable
3.90000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP/BOND
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-275000000.00000000
PA
USD
-275000000.00000000
-13.9137314980
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.84390000
2021-09-28
811997
USD
21828419.49
USD
EQT
223415371
USD
272418347.65
USD
CDS
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
6225000.00000000
PA
USD
6590718.75000000
0.333459967516
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331859
280000.00000000
NS
USD
7327600.00000000
0.370742759728
Long
EP
CORP
US
N
1
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
30000000.00000000
PA
USD
51000000.00000000
2.580364750555
Long
DBT
CORP
JE
Y
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
47500.00000000
NS
USD
5035000.00000000
0.254747774883
Long
EP
CORP
US
N
2
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
36531000.00000000
PA
USD
55416075.62000000
2.803797806744
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
16100000.00000000
PA
USD
16782774.11000000
0.849130955489
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
5.12500000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1200000.00000000
PA
USD
1086000.00000000
0.054946590570
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
2.60600000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
3598000.00000000
PA
USD
5554524.29000000
0.281033307529
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AM9264657
11588000.00000000
PA
USD
12268795.00000000
0.620744434309
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 09/28/2169
USD
XXXX
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R850
30000.00000000
NS
USD
780000.00000000
0.039464402067
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
6150000.00000000
PA
USD
9511700.09000000
0.481248149609
Long
DBT
CORP
US
Y
2
2097-10-15
Fixed
7.69700000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J594
105700.00000000
NS
USD
2759827.00000000
0.139634515851
Long
EP
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
10934000.00000000
PA
USD
10961531.81000000
0.554602946953
Long
DBT
CORP
US
N
2
2077-08-16
Fixed
5.25000000
N
N
N
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423706
6060.00000000
NS
USD
161680.80000000
0.008180302689
Long
EP
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EJ5119353
900000.00000000
PA
USD
915750.00000000
0.046332725888
Long
DBT
CORP
FR
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
2000000.00000000
PA
USD
2233740.00000000
0.113016940351
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc
416515BC7
5521000.00000000
PA
USD
5078639.26000000
0.256955720142
Long
DBT
CORP
US
Y
2
2047-02-12
Variable
2.34600000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
63300000.00000000
PA
USD
68930535.00000000
3.487567112763
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2169
USD
XXXX
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
39505000.00000000
PA
USD
43785761.80000000
2.215357574999
Long
DBT
CORP
US
N
2
N/A
Variable
5.37500000
N
N
N
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
9375642.00000000
0.474364237855
Long
DBT
CORP
IE
N
2
2045-10-01
Fixed
4.25000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
722103.00000000
NS
USD
20197220.91000000
1.021886213634
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
16622000.00000000
PA
USD
17443126.80000000
0.882541755572
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
16137510.00000000
0.816483567955
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
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
31550000.00000000
PA
USD
38096625.00000000
1.927513495394
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
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252850
135585.00000000
NS
USD
3694691.25000000
0.186934334621
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
10000000.00000000
PA
USD
11261200.00000000
0.569764775077
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
242188.00000000
NS
USD
6313841.16000000
0.319451238624
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AH8
24389000.00000000
PA
USD
24358513.75000000
1.232428436400
Long
DBT
CORP
US
N
2
N/A
Variable
4.19725000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AL2981127
9700000.00000000
PA
USD
10095275.00000000
0.510774348179
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
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2018849
1250000.00000000
PA
USD
1085000.00000000
0.054895995183
Long
DBT
CORP
NO
N
2
N/A
Variable
0.48300000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
30843.00000000
NS
USD
44537292.00000000
2.253381536509
Long
EP
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423888
40000.00000000
NS
USD
1029200.00000000
0.052072772573
Long
EP
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
50338.00000000
NS
USD
1315331.94000000
0.066549728887
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAB4
4800000.00000000
PA
USD
4777440.00000000
0.241716426939
Long
DBT
CORP
US
N
2
N/A
Variable
4.12788000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1000000.00000000
PA
USD
1060000.00000000
0.053631110501
Long
DBT
CORP
US
N
2
N/A
Variable
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B648
600.00000000
NS
USD
16422.00000000
0.000830877449
Long
EP
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
12130000.00000000
PA
USD
13343000.00000000
0.675094252287
Long
DBT
CORP
US
N
2
N/A
Variable
5.62500000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
39705.00000000
NS
USD
1103799.00000000
0.055847137868
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
216231.00000000
NS
USD
5723634.57000000
0.289589507637
Long
EP
CORP
US
N
1
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392462
154334.00000000
NS
USD
4236468.30000000
0.214345754277
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
3600000.00000000
PA
USD
5349768.05000000
0.270673586271
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
8.75000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587404
86891.00000000
NS
USD
2323465.34000000
0.117556628675
Long
EP
CORP
US
N
1
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R737
200.00000000
NS
USD
5184.00000000
0.000262286487
Long
EP
CORP
US
N
1
N
N
N
AIG LIFE HOLDINGS INC
5493001FBIY3WQ6U5014
AIG Life Holdings Inc
00138GAA7
9800000.00000000
PA
USD
13393161.38000000
0.677632186734
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
8.50000000
N
N
N
N
N
N
BlackRock Credit Allocation Income Trust
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
723135.00000000
NS
USD
10796405.55000000
0.546248319880
Long
EC
RF
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
13605000.00000000
PA
USD
19887687.78000000
1.006225265050
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
8.17500000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
105300.00000000
NS
USD
11477700.00000000
0.580718676420
Long
EP
CORP
US
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
AU5739902
18800000.00000000
PA
USD
22513000.00000000
1.139053953514
Long
DBT
CORP
GB
N
2
2048-10-20
Variable
6.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
3000000.00000000
PA
USD
3221400.00000000
0.162987980538
Long
DBT
CORP
CA
N
2
N/A
Variable
4.90000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
3400000.00000000
PA
USD
3570000.00000000
0.180625532538
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557CAN3
35090000.00000000
PA
USD
38269855.80000000
1.936278174807
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
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
UV5159024
10000000.00000000
PA
USD
11552377.20000000
0.584496998274
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
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
1600000.00000000
PA
USD
1754790.21000000
0.088784290245
Long
DBT
CORP
US
N
2
2077-12-01
Fixed
4.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R409
25000.00000000
NS
USD
687500.00000000
0.034784328745
Long
EP
CORP
US
N
1
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
6000000.00000000
PA
USD
5956091.88000000
0.301350775259
Long
DBT
CORP
JP
Y
2
2051-01-21
Variable
2.75000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557DAL5
18988000.00000000
PA
USD
20708692.56000000
1.047764319841
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
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
LW2260898
2100000.00000000
PA
USD
2401917.00000000
0.121525920795
Long
DBT
CORP
NL
N
2
2052-08-15
Fixed
5.62500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
5500000.00000000
PA
USD
6469375.00000000
0.327320533492
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
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
35150000.00000000
PA
USD
38489601.50000000
1.947396293598
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
578314.00000000
NS
USD
14718091.30000000
0.744667529136
Long
EP
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AD2
5400000.00000000
PA
USD
5366250.00000000
0.271507496915
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65863000
N
N
N
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433837
43423.00000000
NS
USD
1103378.43000000
0.055825858966
Long
EP
CORP
US
N
1
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
14800927.05000000
PA
USD
14800927.05000000
0.748858635987
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-02-01
13564600.00000000
USD
15096960.04000000
USD
UST
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
152276.00000000
NS
USD
4243932.12000000
0.214723389141
Long
EP
CORP
US
N
1
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAD1
3800000.00000000
PA
USD
4142000.00000000
0.209566094054
Long
DBT
USGSE
US
Y
2
N/A
Variable
5.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
19300000.00000000
PA
USD
21967260.00000000
1.111442026868
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
3000000.00000000
PA
USD
3341250.00000000
0.169051837701
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
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
46129000.00000000
PA
USD
50395932.50000000
2.549801721458
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
5600000.00000000
PA
USD
5796000.00000000
0.293250864592
Long
DBT
CORP
GB
N
2
N/A
Variable
8.62500000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8.625 09/30/2169
USD
XXXX
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
6000000.00000000
PA
USD
6634884.42000000
0.335694546693
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
11000000.00000000
PA
USD
11973280.00000000
0.605792738441
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
Y
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 01/17/2170
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W644
193083.00000000
NS
USD
5446871.43000000
0.275586569387
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Morgan Stanley
N/A
1.00000000
NC
USD
-48421963.16000000
-2.44992797825
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CITIGROUP GLOBAL MARKETS INC.
Morgan Stanley
Y
2027-07-01
0.00000000
USD
0.00000000
USD
521000000.00000000
USD
-47614695.37000000
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
5075000.00000000
PA
USD
5468312.50000000
0.276671388627
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 09/08/2169
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc
38148BAE8
6000000.00000000
PA
USD
6592260.00000000
0.333537947656
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252843
160000.00000000
NS
USD
4188800.00000000
0.211933958178
Long
EP
CORP
US
N
1
N
N
N
Interstate Power and Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070856
112962.00000000
NS
USD
2959604.40000000
0.149742330771
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
16987000.00000000
PA
USD
16738516.88000000
0.846891743798
Long
DBT
CORP
US
N
2
N/A
Variable
4.02538000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BC2
26300000.00000000
PA
USD
26665307.00000000
1.349141534226
Long
DBT
CORP
GB
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.875 12/01/2169
USD
XXXX
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
24200000.00000000
PA
USD
26521022.00000000
1.341841378774
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
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
EI0849972
11300000.00000000
PA
USD
12882000.00000000
0.651769778758
Long
DBT
CORP
GB
N
2
N/A
Fixed
12.00000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
12700000.00000000
PA
USD
13652500.00000000
0.690753524646
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967317
3214.00000000
NS
USD
80382.14000000
0.004066965502
Long
EP
CORP
US
N
1
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
24814.00000000
NS
USD
659556.12000000
0.033370497314
Long
EP
CORP
BM
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
4400000.00000000
PA
USD
4750185.00000000
0.240337449659
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475857
1590103.00000000
NS
USD
41978719.20000000
2.123929554846
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
5500000.00000000
PA
USD
5974375.00000000
0.302275816796
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475AK1
4100000.00000000
PA
USD
4166625.00000000
0.210812005466
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
AM8872617
1000000.00000000
PA
USD
1027788.00000000
0.052001331887
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
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KD2
8970000.00000000
PA
USD
9003974.77000000
0.455559590419
Long
DBT
CORP
US
N
2
N/A
Fixed
4.69900000
N
N
N
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433845
112348.00000000
NS
USD
2870491.40000000
0.145233624026
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
AM2522820
6700000.00000000
PA
USD
7093625.00000000
0.358904703993
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
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
QZ3177313
31100000.00000000
PA
USD
32651516.80000000
1.652016137311
Long
DBT
CORP
GB
N
2
N/A
Variable
7.87500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.875 12/15/2169
USD
XXXX
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477608
74642.00000000
NS
USD
2116100.70000000
0.107064934409
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W578
111690.00000000
NS
USD
3048020.10000000
0.154215757353
Long
EP
CORP
US
N
1
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
299756.00000000
NS
USD
7979504.72000000
0.403726131497
Long
EP
CORP
US
N
2
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
1100000.00000000
PA
USD
1454750.00000000
0.073603639624
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
PS Business Parks Inc
N/A
PS Business Parks Inc
69360J552
5583.00000000
NS
USD
147502.86000000
0.007462964324
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
2450000.00000000
PA
USD
3154375.00000000
0.159596824706
Long
DBT
CORP
GB
Y
2
N/A
Fixed
6.65700000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
1000000.00000000
PA
USD
1016200.00000000
0.051415032539
Long
DBT
CORP
US
N
2
N/A
Variable
4.10000000
N
N
N
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAE8
14885000.00000000
PA
USD
16336287.50000000
0.826540792547
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
179646.00000000
NS
USD
5001344.64000000
0.253044968910
Long
EP
CORP
CA
N
1
N
N
N
John Hancock Preferred Income Fund III
549300SKQ7P13U1YJN71
John Hancock Preferred Income Fund III
41021P103
646421.00000000
NS
USD
10743517.02000000
0.543572404223
Long
EC
RF
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc
416518603
3839.00000000
NS
USD
107031.32000000
0.005415291084
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W537
83200.00000000
NS
USD
2184000.00000000
0.110500325788
Long
EP
CORP
US
N
1
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
32500.00000000
NS
USD
3380000.00000000
0.171012408958
Long
EP
CORP
US
Y
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
4500000.00000000
PA
USD
5011875.00000000
0.253577756552
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 09/27/2169
USD
XXXX
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAC7
21482000.00000000
PA
USD
19903474.71000000
1.007024010887
Long
DBT
CORP
US
N
2
2067-03-30
Variable
2.90513000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
7900000.00000000
PA
USD
7974102.00000000
0.403452778786
Long
DBT
CORP
DE
Y
2
N/A
Variable
3.50000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
19091000.00000000
PA
USD
22288742.50000000
1.127707558455
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JKG4
11350000.00000000
PA
USD
11647937.50000000
0.589331908660
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
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E408
100000.00000000
NS
USD
2497000.00000000
0.126336682002
Long
EP
CORP
US
N
1
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2800000.00000000
PA
USD
3283840.00000000
0.166147156518
Long
DBT
CORP
AU
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Australia & New Zealand Banking Group Ltd/United Kingdom
Australia & New Zealand B 6.75 12/15/2169
USD
XXXX
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
1400.00000000
NS
USD
35028.00000000
0.001772255225
Long
EP
CORP
US
N
1
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
472073.00000000
NS
USD
12755412.46000000
0.645365033148
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
73300000.00000000
PA
USD
86139228.00000000
4.358247599436
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
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365T302
16000.00000000
NS
USD
433920.00000000
0.021954350442
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JZ5
12000000.00000000
PA
USD
11973600.00000000
0.605808928965
Long
DBT
CORP
US
N
2
N/A
Fixed
4.31600000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513AE5
18700000.00000000
PA
USD
19635000.00000000
0.993440428963
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389AK9
2299000.00000000
PA
USD
3100173.73000000
0.156854490460
Long
DBT
CORP
US
N
2
2027-01-01
Fixed
8.20500000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc
416518504
287580.00000000
NS
USD
7894071.00000000
0.399403579348
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
8574.00000000
NS
USD
12541875.72000000
0.634561059092
Long
EP
CORP
US
N
1
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
5700000.00000000
PA
USD
6049850.50000000
0.306094528947
Long
DBT
CORP
US
N
2
2060-03-15
Variable
4.00000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587800
190878.00000000
NS
USD
4981915.80000000
0.252061959226
Long
EP
CORP
US
N
1
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
12800000.00000000
PA
USD
13200640.00000000
0.667891492956
Long
DBT
CORP
AU
Y
2
2080-09-24
Variable
4.75000000
N
N
N
N
N
N
2021-01-31
Nuveen Preferred & Income Securities Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer