0001752724-21-209627.txt : 20210927
0001752724-21-209627.hdr.sgml : 20210927
20210927142937
ACCESSION NUMBER: 0001752724-21-209627
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210927
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: 211280683
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
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312-917-7700
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2021-07-31
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USD
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Fixed
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JPMorgan Chase & Co
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USD
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DBT
CORP
US
N
2
N/A
Fixed
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N
N
N
N
N
N
Allstate Corp/The
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Allstate Corp/The
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605623.00000000
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USD
16454776.91000000
0.811062018468
Long
EP
CORP
US
N
1
N
N
N
Associated Banc-Corp
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234365.00000000
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USD
6508316.05000000
0.320797296810
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EP
CORP
US
N
1
N
N
N
DNB BANK ASA
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DNB Bank ASA
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USD
40388040.00000000
1.990741377020
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DBT
CORP
NO
N
2
N/A
Fixed
4.87500000
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DNB Bank ASA
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USD
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Synovus Financial Corp
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Synovus Financial Corp
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21637.00000000
NS
USD
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0.029797889984
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EP
CORP
US
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1
N
N
N
Northern Trust Corp
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Northern Trust Corp
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12000.00000000
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USD
327720.00000000
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EP
CORP
US
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1
N
N
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KEYCORP CAPITAL III
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KeyCorp Capital III
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8000000.00000000
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USD
10332213.60000000
0.509278616385
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CORP
US
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2
2029-07-15
Fixed
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N
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AXA SA
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AXA SA
054536AA5
16550000.00000000
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USD
25082684.33000000
1.236334755102
Long
DBT
CORP
FR
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2
2030-12-15
Fixed
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N
N
N
N
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GOLDMAN SACHS GROUP INC
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Goldman Sachs Group Inc/The
38144GAE1
2500000.00000000
PA
USD
2550000.00000000
0.125690439828
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DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
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PRUDENTIAL FINANCIAL INC
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Prudential Financial Inc
744320BF8
4000000.00000000
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USD
4727435.80000000
0.233017052926
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.70000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
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HSBC Holdings PLC
404280BL2
1600000.00000000
PA
USD
1768000.00000000
0.087145371614
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2169
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
18000000.00000000
PA
USD
18081000.00000000
0.891219153935
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
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N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
21000000.00000000
PA
USD
22548750.00000000
1.111436198069
Long
DBT
CORP
US
N
2
N/A
Fixed
4.45000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
QZ1261762
14500000.00000000
PA
USD
14513050.00000000
0.715353583431
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.12500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.8542 08/10/2169
USD
XXXX
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
16516000.00000000
PA
USD
20518098.65000000
1.011344644610
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
58000000.00000000
PA
USD
64017500.00000000
3.155446169296
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2170
USD
XXXX
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
5000000.00000000
PA
USD
5150000.00000000
0.253845398084
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339K860
197288.00000000
NS
USD
5510253.84000000
0.271602442633
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
EJ9764584
17400000.00000000
PA
USD
19205250.00000000
0.946633850788
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.50000000
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N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2170
USD
XXXX
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
14500000.00000000
PA
USD
14572500.00000000
0.718283895842
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AJ9
10000000.00000000
PA
USD
10462000.00000000
0.515675835875
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
EJ9873484
9000000.00000000
PA
USD
10013400.00000000
0.493564176539
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.875 06/18/2170
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
10300000.00000000
PA
USD
10349623.55000000
0.510136759237
Long
DBT
CORP
US
N
2
N/A
Variable
3.92575000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
ZO7033152
7200000.00000000
PA
USD
7641144.00000000
0.376634803980
Long
DBT
CORP
SE
N
2
N/A
Fixed
4.37500000
N
N
N
N
Y
Svenska Handelsbanken AB
Svenska Handelsbanken AB 4.375 03/01/2170
USD
XXXX
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250N477
125563.00000000
NS
USD
3421591.75000000
0.168651518419
Long
EP
CORP
CA
N
1
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
9600000.00000000
PA
USD
10997952.00000000
0.542093107486
Long
DBT
CORP
IT
Y
2
N/A
Fixed
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2170
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAB7
7600000.00000000
PA
USD
8167720.00000000
0.402589929095
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
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N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W461
300000.00000000
NS
USD
7647000.00000000
0.376923448379
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AP0
7000000.00000000
PA
USD
7308000.00000000
0.360214013437
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
30119551.28000000
1.484603783456
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
10500000.00000000
PA
USD
10985625.00000000
0.541485505113
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
189200.00000000
NS
USD
5515180.00000000
0.271845254875
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
25580000.00000000
PA
USD
35713124.86000000
1.760313086782
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
6584889.23000000
0.324571617074
Long
DBT
CORP
US
N
2
2067-04-20
Variable
2.17425000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
JV6342804
4466000.00000000
PA
USD
5435336.37000000
0.267909732925
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2170
USD
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
14250000.00000000
PA
USD
16823835.00000000
0.829253027744
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
27877000.00000000
1.374067604349
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GF2
1000000.00000000
PA
USD
1049400.00000000
0.051725312766
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
30376368.00000000
1.497262374237
Long
DBT
CORP
FI
Y
2
N/A
Fixed
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
29123384.13000000
1.435502337485
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
76560.00000000
0.003773670616
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AU9
3976000.00000000
PA
USD
4453120.00000000
0.219495926042
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
11000000.00000000
PA
USD
12870000.00000000
0.634367043368
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
84563.00000000
NS
USD
2427803.73000000
0.119667340643
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
1723800.00000000
0.084966737323
Long
EP
CORP
US
N
1
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AQ6
867000.00000000
PA
USD
868406.55000000
0.042804078909
Long
DBT
CORP
US
N
2
N/A
Variable
3.71588000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H782
130000.00000000
NS
USD
3420300.00000000
0.168587847586
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
6500000.00000000
PA
USD
6870383.78000000
0.338643748665
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
91900.00000000
NS
USD
9232457.80000000
0.455071247677
Long
EP
CORP
US
Y
2
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2063381
1250000.00000000
PA
USD
1190625.00000000
0.058686345066
Long
DBT
CORP
NO
N
2
N/A
Variable
0.34938000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773860
50000.00000000
NS
USD
1349000.00000000
0.066492707187
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
7037544.60000000
0.346883167092
Long
DBT
CORP
NL
N
2
2050-08-15
Fixed
5.75000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
ZQ3492860
10000000.00000000
PA
USD
10658300.00000000
0.525351535224
Long
DBT
CORP
SE
N
2
N/A
Fixed
5.12500000
N
N
N
N
Y
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Ba 5.125 05/13/2170
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
11963000.00000000
PA
USD
12361367.90000000
0.609296379697
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
622802.00000000
NS
USD
18528359.50000000
0.913269668569
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
13000000.00000000
PA
USD
14153750.00000000
0.697643554007
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.75 04/02/2170
USD
XXXX
N
N
N
ZURICH FINANCE IRELAND
549300E0FVHYR37EGX65
Zurich Finance Ireland Designated Activity Co
BN4784409
14394000.00000000
PA
USD
14414554.63000000
0.710498710342
Long
DBT
CORP
IE
N
2
2051-04-19
Fixed
3.00000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896852
5786.00000000
NS
USD
159115.00000000
0.007842836993
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
2609763.64000000
0.128636211670
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AB6
24100000.00000000
PA
USD
33137500.00000000
1.633359588160
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
6122293.26000000
0.301770091218
Long
DBT
CORP
US
N
2
2057-03-15
Fixed
5.50000000
N
N
N
N
N
N
DEPOSITORY TRUST & CLEAR
MLDY5N6PZ58ZE60QU102
Depository Trust & Clearing Corp/The
249670AB6
7500000.00000000
PA
USD
7631250.00000000
0.376147125074
Long
DBT
CORP
US
Y
2
N/A
Fixed
3.37500000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
QZ8551595
13300000.00000000
PA
USD
13734910.00000000
0.676998776039
Long
DBT
CORP
NO
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
DNB Bank ASA
DNB Bank ASA 6.5 03/26/2170
USD
XXXX
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AH9
3000000.00000000
PA
USD
2816220.00000000
0.138812521746
Long
DBT
CORP
US
N
2
2067-05-15
Fixed
2.26838000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
5600000.00000000
PA
USD
5908000.00000000
0.291207497453
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
AL6850542
12000000.00000000
PA
USD
12315000.00000000
0.607010888817
Long
DBT
CORP
SE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Swedbank AB
Swedbank AB 6 03/17/2170
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
36386000.00000000
PA
USD
38703424.34000000
1.907706050256
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
EH6988461
4469000.00000000
PA
USD
6183978.75000000
0.304810591755
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
5167648.83000000
0.254715315419
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
232268.28000000
0.011448589126
Long
EP
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
10200000.00000000
PA
USD
11054250.00000000
0.544868056655
Long
DBT
CORP
ES
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.125 02/16/2170
USD
XXXX
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967341
346088.00000000
NS
USD
9939647.36000000
0.489928881731
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHP7
2861000.00000000
PA
USD
3707488.96000000
0.182743497270
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
8.05000000
N
N
N
N
N
N
RenaissanceRe Holdings Ltd
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
EP0599001
40000.00000000
NS
USD
1020000.00000000
0.050276175931
Long
EP
CORP
BM
N
2
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
26700000.00000000
PA
USD
29817225.00000000
1.469702009689
Long
DBT
CORP
NL
N
2
N/A
Fixed
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
29477500.00000000
1.452956839230
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2169
USD
XXXX
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
7400000.00000000
PA
USD
7703400.00000000
0.379703425165
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AC1
17819000.00000000
PA
USD
24902052.50000000
1.227431345627
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
4914000.00000000
0.242212871104
Long
DBT
CORP
FR
Y
2
N/A
Fixed
5.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 5.375 05/18/2170
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
19653000.00000000
PA
USD
22158757.50000000
1.092213324008
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 7.875 03/23/2170
USD
XXXX
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B655
11474.00000000
NS
USD
313010.72000000
0.015428413752
Long
EP
CORP
US
N
1
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBG9
24075000.00000000
PA
USD
25651912.50000000
1.264392221396
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
29600000.00000000
PA
USD
41440000.00000000
2.042592873130
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
41344520.52000000
2.037886654371
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
21892750.00000000
1.079101716294
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
CLOVERIE PLC ZURICH INS
5493002N598MXOKUEF55
Cloverie PLC for Zurich Insurance Co Ltd
JK5179706
14550000.00000000
PA
USD
16883878.20000000
0.832212579201
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
17300000.00000000
PA
USD
19505750.00000000
0.961445606541
Long
DBT
CORP
GB
N
2
2047-03-21
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
MIEL0YVB2
1.00000000
NC
USD
-9722849.12000000
-0.47924281657
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
-9553333.50000000
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684702
24820.00000000
NS
USD
689499.60000000
0.033985689406
Long
EP
CORP
US
N
1
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
41904000.00000000
PA
USD
51437160.00000000
2.535356574084
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
6298250.00000000
0.310443063783
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDD8
38020000.00000000
PA
USD
40652885.00000000
2.003795684681
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
CORESTATES CAPTL III
N/A
Corestates Capital III
21869MAA5
6100000.00000000
PA
USD
5944557.60000000
0.293009435030
Long
DBT
CORP
US
Y
2
2027-02-15
Variable
0.72588000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
14000000.00000000
PA
USD
15680000.00000000
0.772872979022
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
13391840.00000000
0.660088729297
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
2210245.00000000
0.108943790658
Long
EP
CORP
US
N
1
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
302570AX4
10000000.00000000
PA
USD
9421280.90000000
0.464378407869
Long
DBT
CORP
US
N
2
2067-06-15
Fixed
2.24388000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587883
55372.00000000
NS
USD
1451853.84000000
0.071562410868
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
17000000.00000000
PA
USD
18891250.00000000
0.931156675060
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
5840600.00000000
0.287885326612
Long
EP
CORP
US
N
2
N
N
N
Vornado Realty Trust
N/A
Vornado Realty Trust
929042844
9385.00000000
NS
USD
245793.15000000
0.012115234953
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GD7
7500000.00000000
PA
USD
7881525.00000000
0.388483272065
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
5781672.00000000
0.284980743773
Long
EP
CORP
US
N
2
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
369239.00000000
NS
USD
9987914.95000000
0.492308009032
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
12300000.00000000
PA
USD
13812039.00000000
0.680800492876
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
4087500.00000000
0.201474381489
Long
EP
CORP
US
N
1
N
N
N
BNSF FUNDING TRUST I
N/A
BNSF Funding Trust I
05567SAA0
25485000.00000000
PA
USD
28925475.00000000
1.425747323525
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
555051.20000000
0.027358678217
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JP Morgan Chase & Company
48126HAA8
4000000.00000000
PA
USD
4230000.00000000
0.208498259009
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
19402000.00000000
0.956331730803
Long
DBT
CORP
ES
N
2
N/A
Fixed
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
8704238.10000000
0.429035103983
Long
DBT
CORP
US
N
2
2047-06-15
Variable
1.11888000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
13300000.00000000
PA
USD
15195250.00000000
0.748979472862
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
1333841.25000000
0.065745526813
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747S504
80.00000000
NS
USD
2016.00000000
0.000099369383
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
2000000.00000000
PA
USD
2018750.00000000
0.099504931530
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
48428000.00000000
PA
USD
54648576.60000000
2.693648481898
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2170
USD
XXXX
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AT2149405
600000.00000000
PA
USD
673500.00000000
0.033197063225
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
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
177750.00000000
NS
USD
19019250.00000000
0.937465842236
Long
EP
USGSE
US
Y
2
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874768
19825.00000000
NS
USD
543205.00000000
0.026774774653
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
QZ2259237
4700000.00000000
PA
USD
4870845.00000000
0.240085745249
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2170
USD
XXXX
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A206
64796.00000000
NS
USD
1640634.72000000
0.080867490021
Long
EP
CORP
BM
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AE9
1000000.00000000
PA
USD
1416250.00000000
0.069807484473
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
40434455.60000000
1.993029219051
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2170
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
3000000.00000000
PA
USD
3296250.00000000
0.162473377366
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2170
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
55800000.00000000
PA
USD
61625520.00000000
3.037544593507
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
5040000.00000000
0.248423457542
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.25000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.25 09/23/2169
USD
XXXX
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W552
131589.00000000
NS
USD
3663437.76000000
0.180572197387
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053U601
315542.00000000
NS
USD
8677405.00000000
0.427712490595
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
1708000.00000000
PA
USD
1857166.95000000
0.091540443443
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
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
38585000.00000000
PA
USD
45151009.45000000
2.225509896651
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2170
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AG3
25000000.00000000
PA
USD
25197500.00000000
1.241994061793
Long
DBT
CORP
CH
Y
2
N/A
Fixed
3.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 3.875 12/02/2169
USD
XXXX
N
N
N
DAIRY FARMERS OF AMERICA
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
6705000.00000000
PA
USD
6772050.00000000
0.333796840407
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
3510605.20000000
0.173039024177
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252835
100000.00000000
NS
USD
2486500.00000000
0.122560501424
Long
EP
CORP
US
N
2
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
36150000.00000000
PA
USD
37528761.00000000
1.849806461293
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-275000000.00000000
PA
USD
-275000000.00000000
-13.5548513540
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.80050000
2021-09-28
508741
USD
13822492.97
USD
EQT
239435371
USD
295062043.67
USD
CDS
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AL6
6225000.00000000
PA
USD
6561155.60000000
0.323401777704
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
7408800.00000000
0.365182482588
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
50219400.00000000
2.475332734867
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
0.248177005700
Long
EP
CORP
US
N
2
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
36531000.00000000
PA
USD
55825641.10000000
2.751666424922
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
17320380.00000000
0.853727913800
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
N/A
Everest Reinsurance Holdings Inc
299808AE5
1200000.00000000
PA
USD
1133968.24000000
0.055893712485
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
2.54088000
N
N
N
N
N
N
ACE CAPITAL TRUST II
N/A
ACE Capital Trust II
00440FAA2
3598000.00000000
PA
USD
5409064.38000000
0.266614776855
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
12359876.68000000
0.609222876914
Long
DBT
CORP
DK
N
2
N/A
Fixed
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
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616C720
40000.00000000
NS
USD
999200.00000000
0.049250936265
Long
EP
CORP
US
N
2
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R850
30000.00000000
NS
USD
808800.00000000
0.039866050091
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAD9
6150000.00000000
PA
USD
9896731.72000000
0.487813554019
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
2812677.00000000
0.138637885970
Long
EP
CORP
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBN2
10934000.00000000
PA
USD
11317427.83000000
0.557840188893
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
164650.20000000
0.008115669041
Long
EP
CORP
US
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
EJ5119353
900000.00000000
PA
USD
918000.00000000
0.045248558338
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
2235000.00000000
0.110163973731
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
3321000.00000000
PA
USD
3208786.07000000
0.158162248020
Long
DBT
CORP
US
Y
2
2047-02-12
Variable
2.28088000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
63300000.00000000
PA
USD
69392625.00000000
3.420388061602
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
44115233.50000000
2.174456118329
Long
DBT
CORP
US
N
2
N/A
Fixed
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
9435811.20000000
0.465094611711
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
21547553.52000000
1.062086854569
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
16622000.00000000
PA
USD
17226209.70000000
0.849086225006
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2170
USD
XXXX
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
15000000.00000000
PA
USD
16631250.00000000
0.819760442115
Long
DBT
CORP
IT
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2170
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
31550000.00000000
PA
USD
38397864.40000000
1.892644888196
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2170
USD
XXXX
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252850
135585.00000000
NS
USD
3799091.70000000
0.187258630086
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
10000000.00000000
PA
USD
11263056.50000000
0.555160205998
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
242188.00000000
NS
USD
6430091.40000000
0.316941574981
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AL2981127
9700000.00000000
PA
USD
10039500.00000000
0.494850655159
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.875 04/16/2170
USD
XXXX
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
ZZ2018849
1250000.00000000
PA
USD
1190625.00000000
0.058686345066
Long
DBT
CORP
NO
N
2
N/A
Variable
0.39088000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
28725.00000000
NS
USD
43446849.75000000
2.141511236952
Long
EP
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423888
40000.00000000
NS
USD
1082000.00000000
0.053332178782
Long
EP
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
50338.00000000
NS
USD
1352582.06000000
0.066669268245
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1000000.00000000
PA
USD
1076900.00000000
0.053080797902
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B648
600.00000000
NS
USD
16842.00000000
0.000830148387
Long
EP
CORP
US
N
1
N
N
N
COMERICA INC
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AU1
12130000.00000000
PA
USD
13494625.00000000
0.665155039830
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
39705.00000000
NS
USD
1199091.00000000
0.059103637327
Long
EP
CORP
US
N
1
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
BM3677879
4400000.00000000
PA
USD
4581940.00000000
0.225845511320
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
BP7725073
10000000.00000000
PA
USD
10079000.00000000
0.496797624717
Long
DBT
CORP
CH
N
2
N/A
Fixed
3.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 3.875 12/02/2169
USD
XXXX
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746556
216231.00000000
NS
USD
5859860.10000000
0.288834664039
Long
EP
CORP
US
N
1
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392462
154334.00000000
NS
USD
4113001.10000000
0.202731340107
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
06423AAJ2
3600000.00000000
PA
USD
5503414.00000000
0.271265304398
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
2339974.63000000
0.115338211933
Long
EP
CORP
US
N
1
N
N
N
SUMITOMO LIFE INSUR
549300I5OQCDADQSPI57
Sumitomo Life Insurance Co
86564CAC4
14900000.00000000
PA
USD
15458750.00000000
0.761967484978
Long
DBT
CORP
JP
Y
2
2081-04-15
Fixed
3.37500000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446R737
200.00000000
NS
USD
5258.00000000
0.000259168757
Long
EP
CORP
US
N
1
N
N
N
BlackRock Credit Allocation Income Trust
WU48CSUCFTU86AQUYZ93
BlackRock Credit Allocation Income Trust
092508100
723135.00000000
NS
USD
11157973.05000000
0.549980604018
Long
EC
RF
US
N
1
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BS5
13605000.00000000
PA
USD
20186418.75000000
0.994996020096
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
0.565740063222
Long
EP
CORP
US
N
2
N
N
N
M&G PLC
254900TWUJUQ44TQJY84
M&G PLC
AU5739902
18800000.00000000
PA
USD
22776651.20000000
1.122669532212
Long
DBT
CORP
GB
N
2
2048-10-20
Fixed
6.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VJ2
3000000.00000000
PA
USD
3288750.00000000
0.162103699602
Long
DBT
CORP
CA
N
2
N/A
Fixed
4.90000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
3400000.00000000
PA
USD
3621000.00000000
0.178480424556
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
38704270.00000000
1.907747733149
Long
DBT
CORP
FI
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.125 03/23/2170
USD
XXXX
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
7500000.00000000
PA
USD
7631250.00000000
0.376147125074
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
UV5159024
10000000.00000000
PA
USD
11701700.00000000
0.576781105779
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2170
USD
XXXX
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
1600000.00000000
PA
USD
1806260.93000000
0.089031266955
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
685750.00000000
0.033800870240
Long
EP
CORP
US
N
1
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
12800000.00000000
PA
USD
12672000.00000000
0.624607550393
Long
DBT
CORP
JP
Y
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65557DAL5
18988000.00000000
PA
USD
20943764.00000000
1.032325846595
Long
DBT
CORP
FI
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.125 03/23/2170
USD
XXXX
N
N
N
ARGENTUM (SWISS RE LTD)
724500RPEZI5VVQQWE89
Argentum Netherlands BV for Swiss Re Ltd
LW2260898
2100000.00000000
PA
USD
2417625.00000000
0.119165627290
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
6624090.00000000
0.326503837475
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7 02/16/2170
USD
XXXX
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
35150000.00000000
PA
USD
38887148.00000000
1.916761857171
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
578314.00000000
NS
USD
15307971.58000000
0.754535561085
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
5420974.03000000
0.267201807893
Long
DBT
CORP
US
N
2
N/A
Variable
3.55450000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
34659042.64000000
PA
USD
34659042.64000000
1.708356985665
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-08-02
34737100.00000000
USD
35352304.95000000
USD
UST
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
152276.00000000
NS
USD
4332252.20000000
0.213538307633
Long
EP
CORP
US
N
1
N
N
N
Morgan Stanley
MBNUM2BPBDO7JBLYG310
Morgan Stanley
N/A
1.00000000
NC
USD
-40573152.15000000
-1.99986562311
N/A
DIR
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
Morgan Stanley
Morgan Stanley
Y
2027-07-01
0.00000000
USD
0.00000000
USD
521000000.00000000
USD
-39752508.40000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
19300000.00000000
PA
USD
21760750.00000000
1.072595387644
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
46867000.00000000
PA
USD
51202197.50000000
2.523775185862
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
5600000.00000000
PA
USD
5608400.00000000
0.276440103032
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
16000000.00000000
PA
USD
18080160.00000000
0.891177750025
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
11000000.00000000
PA
USD
11907500.00000000
0.586925063629
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.50000000
N
N
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
5421770.64000000
0.267241073093
Long
EP
CORP
US
N
1
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
5075000.00000000
PA
USD
5557125.00000000
0.273912739384
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/The
38148BAE8
6000000.00000000
PA
USD
6590400.00000000
0.324843244958
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
4275200.00000000
0.210726183668
Long
EP
CORP
US
N
1
N
N
N
Interstate Power and Light Co
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070856
112272.00000000
NS
USD
2914581.12000000
0.143660777603
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
15487000.00000000
PA
USD
15524165.24000000
0.765191826267
Long
DBT
CORP
US
N
2
N/A
Variable
3.93463000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
4800000.00000000
PA
USD
4896000.00000000
0.241325644470
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2169
USD
XXXX
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
24200000.00000000
PA
USD
26561920.00000000
1.309246826463
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2170
USD
XXXX
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
EI0849972
11300000.00000000
PA
USD
12048851.00000000
0.593892306515
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
13684250.00000000
0.674501725968
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
15500000.00000000
PA
USD
16178125.00000000
0.797425743861
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939A107
24814.00000000
NS
USD
652856.34000000
0.032179529615
Long
EP
CORP
BM
N
1
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
4400000.00000000
PA
USD
4770480.00000000
0.235138717408
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/The
693475857
1590103.00000000
NS
USD
41581193.45000000
2.049552350319
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
5500000.00000000
PA
USD
6050000.00000000
0.298206729788
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/The
693475AK1
4100000.00000000
PA
USD
4108938.00000000
0.202531068410
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
1029032.00000000
0.050721366540
Long
DBT
CORP
SE
N
2
N/A
Fixed
5.62500000
N
N
N
N
Y
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Ba 5.625 05/13/2170
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
AM2522820
6700000.00000000
PA
USD
6982941.00000000
0.344191735523
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.12500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.125 07/29/2170
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
QZ3177313
31100000.00000000
PA
USD
32217547.40000000
1.588014785448
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
2134761.20000000
0.105223166335
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W578
111690.00000000
NS
USD
3120618.60000000
0.153816440929
Long
EP
CORP
US
N
1
N
N
N
Integrys Holding Inc
549300J4ZRR1SZF4ES33
Integrys Holding Inc
45822P204
272154.00000000
NS
USD
7133156.34000000
0.351595904995
Long
EP
CORP
US
N
2
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
1100000.00000000
PA
USD
1468775.00000000
0.072396461081
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
155374.89000000
0.007658485593
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AF6
2450000.00000000
PA
USD
3469812.50000000
0.171028336959
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
1023500.00000000
0.050448692221
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
14885000.00000000
PA
USD
16529792.50000000
0.814759564546
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
5024698.62000000
0.247669246883
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
12456532.67000000
0.613987086285
Long
EC
RF
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518603
3839.00000000
NS
USD
109718.62000000
0.005408071217
Long
EP
CORP
US
N
1
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460W537
83200.00000000
NS
USD
2184000.00000000
0.107650164935
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
3321890.00000000
0.163737182416
Long
EP
CORP
US
Y
2
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
4500000.00000000
PA
USD
5175000.00000000
0.255077657298
Long
DBT
CORP
GB
N
2
N/A
Fixed
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
21400000.00000000
PA
USD
21441504.23000000
1.056859645979
Long
DBT
CORP
US
N
2
2067-03-30
Fixed
2.81225000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
10500000.00000000
PA
USD
10934175.00000000
0.538949515650
Long
DBT
CORP
DE
Y
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
19091000.00000000
PA
USD
22360142.84000000
1.102139681640
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
11404593.50000000
0.562136616893
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.375 03/13/2170
USD
XXXX
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E408
100000.00000000
NS
USD
2524000.00000000
0.124408890245
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
3290000.00000000
0.162165312562
Long
DBT
CORP
AU
Y
2
N/A
Fixed
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
36666.00000000
0.001807280653
Long
EP
CORP
US
N
1
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432105
71794.00000000
NS
USD
1957822.38000000
0.096501786685
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
73300000.00000000
PA
USD
86585625.00000000
4.267837368256
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 8 03/29/2170
USD
XXXX
N
N
N
Entergy Texas Inc
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365T302
16000.00000000
NS
USD
436800.00000000
0.021530032987
Long
EP
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
18700000.00000000
PA
USD
19167500.00000000
0.944773139375
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
3021478.84000000
0.148929805620
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/The
416518504
287580.00000000
NS
USD
7606491.00000000
0.374926744839
Long
EP
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505682
8424.00000000
NS
USD
12463729.20000000
0.614341805901
Long
EP
CORP
US
N
1
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
5700000.00000000
PA
USD
6099000.00000000
0.300621957848
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
7000000.00000000
PA
USD
7322000.00000000
0.360904078597
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587800
190878.00000000
NS
USD
5119347.96000000
0.252334547735
Long
EP
CORP
US
N
1
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAA2
12800000.00000000
PA
USD
13667766.40000000
0.673689243249
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
4.75000000
N
N
N
N
N
N
2021-07-31
Nuveen Preferred & Income Securities Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer