0001752724-21-210481.txt : 20210928
0001752724-21-210481.hdr.sgml : 20210928
20210927180331
ACCESSION NUMBER: 0001752724-21-210481
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210731
FILED AS OF DATE: 20210928
PERIOD START: 20210731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nuveen Preferred & Income Opportunities Fund
CENTRAL INDEX KEY: 0001216583
IRS NUMBER: 470909557
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21293
FILM NUMBER: 211283050
BUSINESS ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 WEST WACKER DRIVE
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen Preferred Income Opportunities Fund
DATE OF NAME CHANGE: 20120402
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen Multi-Strategy Income & Growth Fund
DATE OF NAME CHANGE: 20070522
FORMER COMPANY:
FORMER CONFORMED NAME: NUVEEN PREFERRED CONVERTIBLE INCOME FUND
DATE OF NAME CHANGE: 20030129
NPORT-P
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Chicago
60606
312-917-7700
Nuveen Preferred & Income Opportunities Fund
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2021-07-31
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USD
3419052.00000000
0.332412646299
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DBT
CORP
GB
Y
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Standard Chartered PLC
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USD
XXXX
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N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
5280000.00000000
PA
USD
5834400.00000000
0.567241546360
Long
DBT
CORP
NL
N
2
N/A
Fixed
5.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 5.75 11/16/2169
USD
XXXX
N
N
N
Pebblebrook Hotel Trust
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Pebblebrook Hotel Trust
70509V803
132800.00000000
NS
USD
3569664.00000000
0.347055691647
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EP
CORP
US
N
1
N
N
N
Maiden Holdings North America Ltd
N/A
Maiden Holdings North America Ltd
56029Q408
219645.00000000
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USD
5260497.75000000
0.511444686400
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
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Transcanada Trust
89356BAE8
1400000.00000000
PA
USD
1554700.00000000
0.151153577424
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
Compeer Financial ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
12600.00000000
NS
USD
13545000.00000000
1.316894067162
Long
EP
CORP
US
Y
2
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
61900.00000000
NS
USD
1804385.00000000
0.175428859459
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
3215000.00000000
PA
USD
3500331.25000000
0.340314910020
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
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
10910000.00000000
PA
USD
12183197.00000000
1.184494636277
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
ALTICE FINANCING SA
549300DIYGW8HVDF7Q17
Altice Financing SA
02154CAE3
6075000.00000000
PA
USD
6319640.25000000
0.614418364845
Long
DBT
CORP
LU
Y
2
2026-05-15
Fixed
7.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCM6
10750000.00000000
PA
USD
12252312.50000000
1.191214296070
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
68200.00000000
NS
USD
1786158.00000000
0.173656764356
Long
EP
CORP
US
N
1
N
N
N
FNB Corp/PA
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30255P103
178757.00000000
NS
USD
5207191.41000000
0.506262050528
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
1685000.00000000
PA
USD
1794525.00000000
0.174470234468
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
68800.00000000
NS
USD
1821136.00000000
0.177057452484
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
9458000.00000000
PA
USD
10332865.00000000
1.004598642694
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Pebblebrook Hotel Trust
5493004Q1NNH6JXCSI52
Pebblebrook Hotel Trust
70509V886
132500.00000000
NS
USD
3356225.00000000
0.326304377302
Long
EP
CORP
US
N
2
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
1115000.00000000
PA
USD
1237650.00000000
0.120328825561
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
2850000.00000000
PA
USD
2935500.00000000
0.285399965607
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
29460000.00000000
PA
USD
31669500.00000000
3.079023747509
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
7275000.00000000
PA
USD
7679347.48000000
0.746614037363
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
8290000.00000000
PA
USD
9264075.00000000
0.900686999280
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
6536000.00000000
PA
USD
7271953.60000000
0.707005725546
Long
DBT
CORP
FR
Y
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
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
3670000.00000000
PA
USD
3981950.00000000
0.387139633129
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
15344000.00000000
PA
USD
16986575.20000000
1.651496500723
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2169
USD
XXXX
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAK6
3444000.00000000
PA
USD
4408320.00000000
0.428592872215
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630706
201907.00000000
NS
USD
5592823.90000000
0.543754641018
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
487106.00000000
NS
USD
13809455.10000000
1.342605351933
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
7145000.00000000
PA
USD
7695165.00000000
0.748151874074
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
110293.00000000
NS
USD
3120188.97000000
0.303356097675
Long
EP
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
231639.00000000
NS
USD
6995497.80000000
0.680127689159
Long
EP
CORP
US
N
1
N
N
N
TRIPADVISOR INC
549300XVG45PT5BART17
TripAdvisor Inc
896945AA0
5730000.00000000
PA
USD
6105544.20000000
0.593603169714
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
7.00000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
1930000.00000000
PA
USD
1980643.20000000
0.192565321465
Long
DBT
CORP
US
N
2
N/A
Fixed
5.05000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
2500000.00000000
PA
USD
3239572.35000000
0.314962983230
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
124215.00000000
NS
USD
3388585.20000000
0.329450553411
Long
EP
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
1660000.00000000
PA
USD
1699010.00000000
0.165183919457
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E-Capital Trust I
44965UAA2
9325000.00000000
PA
USD
7879625.00000000
0.766085744848
Long
DBT
CORP
US
Y
2
2065-12-21
Fixed
3.91000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
74600.00000000
NS
USD
8131400.00000000
0.790564224269
Long
EP
CORP
US
N
2
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
3210000.00000000
PA
USD
3584767.50000000
0.348524108741
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
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746804
6400.00000000
NS
USD
9680064.00000000
0.941130959863
Long
EP
CORP
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
4905000.00000000
PA
USD
5003100.00000000
0.486419542814
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
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
11264000.00000000
PA
USD
12691716.06000000
1.233934705170
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.25 03/12/2170
USD
XXXX
N
N
N
Sunstone Hotel Investors Inc
529900ZQ2V52V96ATF67
Sunstone Hotel Investors Inc
867892804
132800.00000000
NS
USD
3565680.00000000
0.346668352705
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
2395000.00000000
PA
USD
2554359.37000000
0.248344090052
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
2222000.00000000
PA
USD
2480310.99000000
0.241144837759
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
2066000.00000000
PA
USD
2346190.92000000
0.228105197709
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2169
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
2820000.00000000
PA
USD
2911650.00000000
0.283081182034
Long
DBT
CORP
FR
Y
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 4.75 11/26/2169
USD
XXXX
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
91847.00000000
NS
USD
2646112.07000000
0.257264620600
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AG3
4590000.00000000
PA
USD
4626261.00000000
0.449781887341
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
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
93724.00000000
NS
USD
10328384.80000000
1.004163061387
Long
EP
CORP
US
N
2
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U133
52600.00000000
NS
USD
5245798.00000000
0.510015523346
Long
EP
CORP
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
3925000.00000000
PA
USD
4332218.75000000
0.421194032449
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
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148876
75580.00000000
NS
USD
2089031.20000000
0.203103196264
Long
EP
USGSE
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
2485000.00000000
PA
USD
2757455.40000000
0.268089823309
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
274600.00000000
NS
USD
7817862.00000000
0.760080921793
Long
EP
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
3285000.00000000
PA
USD
4081009.57000000
0.396770564102
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
2100000.00000000
PA
USD
2415000.00000000
0.234795066238
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
2775000.00000000
PA
USD
2931815.25000000
0.285041720837
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
2795000.00000000
PA
USD
3012954.10000000
0.292930334361
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
1320000.00000000
PA
USD
1382700.00000000
0.134431113079
Long
DBT
CORP
US
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
148751.00000000
NS
USD
3465898.30000000
0.336967213633
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R308
310811.00000000
NS
USD
8923383.81000000
0.867563765109
Long
EP
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
91115.00000000
NS
USD
2545753.10000000
0.247507357242
Long
EP
CORP
US
N
1
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AA9
7675000.00000000
PA
USD
8365750.00000000
0.813348581939
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
34040000.00000000
PA
USD
37593776.00000000
3.655003364832
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
127137.00000000
NS
USD
3212751.99000000
0.312355410475
Long
EP
CORP
US
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
5065000.00000000
PA
USD
6238627.97000000
0.606542056916
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
12820000.00000000
PA
USD
13428950.00000000
1.305611264911
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2170
USD
XXXX
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
850000.00000000
PA
USD
954380.00000000
0.092788287915
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351703
113445.00000000
NS
USD
3040326.00000000
0.295591529836
Long
EP
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
6420000.00000000
PA
USD
6789150.00000000
0.660065807019
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BD8
1105000.00000000
PA
USD
1144525.11000000
0.111274885720
Long
DBT
CORP
US
N
2
N/A
Fixed
5.80000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
468864.00000000
NS
USD
13207898.88000000
1.284119872628
Long
EP
CORP
US
N
1
N
N
N
LIBERTY INTERACTIVE LLC
549300SZUIU7Z32Q0664
Liberty Interactive LLC
530715AD3
11350000.00000000
PA
USD
13024125.00000000
1.266252708932
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
8.50000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
170075.00000000
NS
USD
5075038.00000000
0.493413616303
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
UV4180070
7720000.00000000
PA
USD
8842889.44000000
0.859737810270
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
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
23900.00000000
NS
USD
2442866.80000000
0.237504377688
Long
EP
CORP
US
Y
2
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
902973833
163600.00000000
NS
USD
4235604.00000000
0.411800795751
Long
EP
CORP
US
N
1
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
114400.00000000
NS
USD
3037320.00000000
0.295299275605
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
2105000.00000000
PA
USD
2147100.00000000
0.208748855784
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
539473AE8
12655000.00000000
PA
USD
13493393.75000000
1.311876720211
Long
DBT
CORP
GB
Y
2
N/A
Fixed
12.00000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
3805000.00000000
PA
USD
4123668.75000000
0.400918044431
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
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
9910000.00000000
PA
USD
11235462.50000000
1.092352447994
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
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
1385000.00000000
PA
USD
1933646.52000000
0.187996133641
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
6110000.00000000
PA
USD
6167281.25000000
0.599605469815
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAD1
2420000.00000000
PA
USD
2637800.00000000
0.256456490982
Long
DBT
USGSE
US
Y
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
9055000.00000000
PA
USD
10186875.00000000
0.990404964963
Long
DBT
CORP
AU
Y
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1900000.00000000
PA
USD
2046110.00000000
0.198930241399
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-121000000.00000000
PA
USD
-121000000.00000000
-11.7640592193
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.80050000
2022-08-09
271000.00
USD
7579870.00
USD
EQT
121455000.00
USD
141274187.82
USD
CDS
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
7390000.00000000
PA
USD
7771693.50000000
0.755592252636
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
1000000.00000000
PA
USD
1204380.00000000
0.117094195393
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
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
137600.00000000
NS
USD
3911968.00000000
0.380335729060
Long
EP
CORP
US
N
1
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAB4
6450000.00000000
PA
USD
7224000.00000000
0.702343502486
Long
DBT
CORP
CA
N
2
2076-08-15
Fixed
5.87500000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
5975000.00000000
PA
USD
6512750.00000000
0.633193195711
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
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AX2850722
6130000.00000000
PA
USD
6750662.50000000
0.656323912563
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.75 04/16/2170
USD
XXXX
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
4325000.00000000
PA
USD
4433125.00000000
0.431004504355
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135F200
8050.00000000
NS
USD
12431937.00000000
1.208678041981
Long
EP
CORP
US
N
1
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
745000.00000000
PA
USD
787451.68000000
0.076558910710
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
753466.00000000
NS
USD
21699820.80000000
2.109735346623
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
7485000.00000000
PA
USD
8542705.35000000
0.830552823398
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
2015000.00000000
PA
USD
2330638.71000000
0.226593155400
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
127675.00000000
NS
USD
13533550.00000000
1.315780856600
Long
EP
CORP
US
N
2
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
6735000.00000000
PA
USD
6751162.45000000
0.656372519517
Long
DBT
CORP
US
N
2
N/A
Variable
3.93463000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
1430000.00000000
PA
USD
1673775.37000000
0.162730517129
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
1975000.00000000
PA
USD
2332968.75000000
0.226819690347
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
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
EP0572651
411533.00000000
NS
USD
12243106.75000000
1.190319279639
Long
EP
CORP
BM
N
1
N
N
N
ENVIVA PARTNERS LP/FIN C
N/A
Enviva Partners LP / Enviva Partners Finance Corp
29413XAD9
6510000.00000000
PA
USD
6741756.00000000
0.655457990303
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.50000000
N
N
N
N
N
N
Delphi Financial Group Inc
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
68900.00000000
NS
USD
1533025.00000000
0.149046255246
Long
EP
CORP
US
N
2
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638208
223777.00000000
NS
USD
5710789.04000000
0.555223640132
Long
EP
CORP
US
N
1
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I
361860208
56864.00000000
NS
USD
1514288.32000000
0.147224607204
Long
EP
CORP
US
N
1
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
2180000.00000000
PA
USD
2278100.00000000
0.221485151303
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
3625000.00000000
PA
USD
3962850.00000000
0.385282661798
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
33793.00000000
NS
USD
914100.65000000
0.088872183298
Long
EP
CORP
US
N
1
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
454698.00000000
NS
USD
13527265.50000000
1.315169854698
Long
EP
CORP
BM
N
1
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDE7
4900000.00000000
PA
USD
5267500.00000000
0.512125470563
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
6275000.00000000
PA
USD
6789060.55000000
0.660057110365
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
2215000.00000000
PA
USD
2253762.50000000
0.219118971210
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
16055000.00000000
PA
USD
18583662.50000000
1.806771125316
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
5100000.00000000
PA
USD
5348625.00000000
0.520012737539
Long
DBT
CORP
CH
Y
2
N/A
Fixed
5.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 5.25 02/11/2170
USD
XXXX
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
3860000.00000000
PA
USD
4149770.20000000
0.403455722146
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
1980000.00000000
PA
USD
2311650.00000000
0.224747004086
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441C501
100000.00000000
NS
USD
2845000.00000000
0.276601227100
Long
EP
CORP
US
N
1
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
1400000.00000000
PA
USD
1580264.00000000
0.153639002299
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.5 09/27/2169
USD
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
6385000.00000000
PA
USD
7538258.70000000
0.732896874032
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
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2465000.00000000
PA
USD
2633956.08000000
0.256082771127
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
DAIRY FARMERS OF AMERICA
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
2145000.00000000
PA
USD
2166450.00000000
0.210630133023
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
2315000.00000000
PA
USD
2335256.25000000
0.227042089400
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
10495000.00000000
PA
USD
12280934.15000000
1.193996996777
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
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
5069000.00000000
PA
USD
5567789.60000000
0.541320715500
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
7445000.00000000
PA
USD
9060922.36000000
0.880935762193
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
CAPITAL FARM CREDIT ACA
254900S6K5I3OISPS518
Capital Farm Credit ACA
14019TAA4
2590000.00000000
PA
USD
2693600.00000000
0.261881569531
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
4411000.00000000
PA
USD
4911604.39000000
0.477524007489
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
209211.00000000
NS
USD
6224027.25000000
0.605122521918
Long
EP
CORP
US
N
1
N
N
N
Argo Group US Inc
N/A
Argo Group US Inc
040130205
302283.00000000
NS
USD
7832152.53000000
0.761470298993
Long
EP
CORP
US
N
1
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
9550000.00000000
PA
USD
11722625.00000000
1.139716154601
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
389931.00000000
NS
USD
11038946.61000000
1.073246459832
Long
EP
CORP
US
N
1
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
331970.00000000
NS
USD
9793115.00000000
0.952122188449
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
9981000.00000000
PA
USD
10979100.00000000
1.067427955170
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
1820000.00000000
PA
USD
1843887.50000000
0.179269435900
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
21977000.00000000
PA
USD
22024909.86000000
2.141341685081
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CME Group Inc
N/A
US 10YR NOTE (CBT)Sep21
N/A
-330.00000000
NC
USD
-44369531.25000000
-4.31376688563
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 10YR NOTE (CBT)Sep21
2021-09-21
-43473027.84000000
USD
-896503.41000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
1705000.00000000
PA
USD
1749858.55000000
0.170127600064
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
10685000.00000000
PA
USD
10818562.50000000
1.051819916683
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
1960000.00000000
PA
USD
1614550.00000000
0.156972411674
Long
DBT
CORP
US
Y
2
2065-12-21
Fixed
3.66000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
8145000.00000000
PA
USD
8857035.90000000
0.861113180462
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2169
USD
XXXX
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
8120000.00000000
PA
USD
9145601.88000000
0.889168612506
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
278061.00000000
NS
USD
8063769.00000000
0.783988892954
Long
EP
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
84573.00000000
NS
USD
2272476.51000000
0.220938415192
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
8455000.00000000
PA
USD
8777473.70000000
0.853377854574
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
2660000.00000000
PA
USD
2896075.00000000
0.281566923998
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
05461T305
36000.00000000
NS
USD
912240.00000000
0.088691284151
Long
EP
CORP
BM
N
1
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AM9264657
1815000.00000000
PA
USD
1935897.15000000
0.188214948059
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
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
4375000.00000000
PA
USD
4544531.25000000
0.441835824375
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
1145000.00000000
PA
USD
1186620.75000000
0.115367576644
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
Morgan Stanley
MBNUM2BPBDO7JBLYG310
Morgan Stanley
N/A
1.00000000
NC
USD
-21610460.13000000
-2.10104737791
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
277500000.00000000
USD
-21173361.00000000
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2025000.00000000
PA
USD
2379375.00000000
0.231331474422
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
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
6688000.00000000
PA
USD
10220412.46000000
0.993665598562
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
12774000.00000000
PA
USD
13361604.00000000
1.299063642331
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
6600000.00000000
PA
USD
6930000.00000000
0.673759755292
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
19494000.00000000
PA
USD
22076955.00000000
2.146401702511
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Selective Insurance Group Inc
549300R3WGJWLE40R258
Selective Insurance Group Inc
816300503
46100.00000000
NS
USD
1200905.00000000
0.116756343279
Long
EP
CORP
US
N
1
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518504
255780.00000000
NS
USD
6765381.00000000
0.657754898560
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
1880000.00000000
PA
USD
2090412.36000000
0.203237477652
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
165500.00000000
NS
USD
17708500.00000000
1.721684650302
Long
EP
USGSE
US
Y
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
153347.00000000
NS
USD
4102032.25000000
0.398814465362
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
6970000.00000000
PA
USD
7701850.00000000
0.748801814040
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
2550000.00000000
PA
USD
2821116.00000000
0.274279137923
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
2960000.00000000
PA
USD
3248600.00000000
0.315840684133
Long
DBT
CORP
AU
Y
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
9409000.00000000
PA
USD
10951780.56000000
1.064771860046
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
7475000.00000000
PA
USD
8786590.63000000
0.854264235602
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
USB REALTY CORP
N/A
USB Realty Corp
903312AA4
1100000.00000000
PA
USD
860187.59000000
0.083630559905
Long
DBT
CORP
US
Y
2
N/A
Variable
1.27313000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
24747354.56000000
PA
USD
24747354.56000000
2.406027641051
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-08-02
24859000.00000000
USD
25242357.35000000
USD
UST
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AT2149405
1600000.00000000
PA
USD
1796000.00000000
0.174613639322
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
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
11565000.00000000
PA
USD
13050524.25000000
1.268819339844
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
People's United Financial Inc
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704204
72962.00000000
NS
USD
2114438.76000000
0.205573411474
Long
EP
CORP
US
N
1
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
3025000.00000000
PA
USD
3146993.26000000
0.305962108046
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351802
172400.00000000
NS
USD
4999600.00000000
0.486079260109
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
3205000.00000000
PA
USD
3365250.00000000
0.327181820562
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
7435000.00000000
PA
USD
7732400.00000000
0.751771995934
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
133452.00000000
NS
USD
3814058.16000000
0.370816579012
Long
EP
CORP
US
N
1
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H201
167226.00000000
NS
USD
4212422.94000000
0.409547048952
Long
EP
CORP
US
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
11196000.00000000
PA
USD
12276414.00000000
1.193557531386
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAC2
9700000.00000000
PA
USD
9627250.00000000
0.935996191073
Long
DBT
CORP
US
Y
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
9140000.00000000
PA
USD
9960406.40000000
0.968386865610
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
Algonquin Power & Utilities Corp
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857808
271210.00000000
NS
USD
7585743.70000000
0.737513538098
Long
EP
CORP
CA
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
30155000.00000000
PA
USD
33999762.50000000
3.305580326408
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630409
212859.00000000
NS
USD
5383204.11000000
0.523374644133
Long
EP
CORP
US
N
1
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
1735000.00000000
PA
USD
1765362.50000000
0.171634950361
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q695
66100.00000000
NS
USD
1753633.00000000
0.170494565794
Long
EP
CORP
US
N
1
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
370852.00000000
NS
USD
10661995.00000000
1.036597856007
Long
EP
CORP
BM
N
1
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
925524AX8
4725000.00000000
PA
USD
6874602.84000000
0.668373842310
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
3765000.00000000
PA
USD
4254487.65000000
0.413636732750
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
Qwest Corp
549300R2L4N683OO1509
Qwest Corp
74913G873
259100.00000000
NS
USD
6835058.00000000
0.664529149421
Long
EP
CORP
US
N
1
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
7117000.00000000
PA
USD
9534962.82000000
0.927023696439
Long
DBT
CORP
US
Y
2
2037-03-15
Fixed
7.80000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
6995000.00000000
PA
USD
8145271.16000000
0.791912828795
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 12/27/2169
USD
XXXX
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
6365000.00000000
PA
USD
6625965.00000000
0.644200368972
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587602
24600.00000000
NS
USD
1275510.00000000
0.124009712189
Long
EP
CORP
US
N
1
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
1100000.00000000
PA
USD
1116500.00000000
0.108550182797
Long
DBT
CORP
US
Y
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
5525000.00000000
PA
USD
6464250.00000000
0.628477849660
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
4130000.00000000
PA
USD
4563650.00000000
0.443694618649
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
5405000.00000000
PA
USD
6006306.25000000
0.583954895990
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
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands Inc
501797AL8
5600000.00000000
PA
USD
7203000.00000000
0.700301806258
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
5985000.00000000
PA
USD
6748087.50000000
0.656073561716
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
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
3985000.00000000
PA
USD
4585220.70000000
0.445791800403
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
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GU6
13535000.00000000
PA
USD
13900445.00000000
1.351451720297
Long
DBT
CORP
US
N
2
N/A
Fixed
5.80000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
48200.00000000
NS
USD
1318270.00000000
0.128166994604
Long
EP
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
11103000.00000000
PA
USD
11963482.50000000
1.163133195042
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
AMKOR TECHNOLOGY INC
529900VHLRTKPWZJBM84
Amkor Technology Inc
031652BK5
6358000.00000000
PA
USD
6829439.34000000
0.663982882901
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
6.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
1415000.00000000
PA
USD
1588945.95000000
0.154483092993
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
4665000.00000000
PA
USD
5742381.75000000
0.558295198077
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
NATIONWIDE FIN SVCS CAP
N/A
Nationwide Financial Services Capital Trust
638611AA1
575000.00000000
PA
USD
711111.58000000
0.069136849080
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
7.89900000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055H400
63000.00000000
NS
USD
1643040.00000000
0.159742312891
Long
EP
CORP
US
N
1
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAB2
2575000.00000000
PA
USD
2656374.89000000
0.258262409213
Long
DBT
CORP
BM
Y
2
2041-04-01
Fixed
6.62500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
2660000.00000000
PA
USD
2783025.00000000
0.270575792636
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
2165000.00000000
PA
USD
2284075.00000000
0.222066062492
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
7950000.00000000
PA
USD
8735062.50000000
0.849254483761
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
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
EK6047337
1215000.00000000
PA
USD
1385100.00000000
0.134664449791
Long
DBT
CORP
AU
N
2
2044-12-02
Fixed
6.75000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
2485000.00000000
PA
USD
2608054.86000000
0.253564560499
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
8950000.00000000
PA
USD
9688375.00000000
0.941938985452
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
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
10155000.00000000
PA
USD
10801771.95000000
1.050187478464
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
4560000.00000000
PA
USD
5055900.00000000
0.491552950473
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
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
BK6156289
425000.00000000
PA
USD
464808.05000000
0.045190325833
Long
DBT
CORP
CH
N
2
N/A
Fixed
5.12500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 5.125 07/29/2170
USD
XXXX
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0442657
277728.00000000
NS
USD
7665292.80000000
0.745247590357
Long
EP
CORP
BM
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
6440000.00000000
PA
USD
7170167.20000000
0.697109682262
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2169
USD
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
4010000.00000000
PA
USD
4380925.00000000
0.425929430873
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 03/17/2170
USD
XXXX
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
5600000.00000000
PA
USD
6146560.00000000
0.597590874674
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
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
1550000.00000000
PA
USD
1770875.00000000
0.172170895621
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
2825000.00000000
PA
USD
3136399.75000000
0.304932168551
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2314000.00000000
PA
USD
3873589.72000000
0.376604453369
Long
DBT
CORP
JE
Y
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
3120000.00000000
PA
USD
3556800.00000000
0.345805006872
Long
DBT
CORP
MX
Y
2
N/A
Fixed
7.62500000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.625 10/06/2169
USD
XXXX
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513600
79169.00000000
NS
USD
2023559.64000000
0.196737813544
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
9895000.00000000
PA
USD
10847393.75000000
1.054622995463
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
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
1565000.00000000
PA
USD
1642467.50000000
0.159686652363
Long
DBT
CORP
FR
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
9800.00000000
NS
USD
984527.60000000
0.095719347020
Long
EP
CORP
US
Y
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
2250000.00000000
PA
USD
2348437.50000000
0.228323618372
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAC3
5835000.00000000
PA
USD
6287212.50000000
0.611265621280
Long
DBT
USGSE
US
Y
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
7590000.00000000
PA
USD
8695255.80000000
0.845384331892
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
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
236981.00000000
NS
USD
6803724.51000000
0.661482793785
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
11850000.00000000
PA
USD
13094250.00000000
1.273070515979
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
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
3335000.00000000
PA
USD
3351675.00000000
0.325862009786
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
EK7554620
10095000.00000000
PA
USD
11623039.77000000
1.130034117055
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 02/19/2170
USD
XXXX
N
N
N
NextEra Energy Inc
N/A
NextEra Energy Inc
65339F739
137500.00000000
NS
USD
7134875.00000000
0.693678446470
Long
EP
CORP
US
N
1
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
9325000.00000000
PA
USD
9511500.00000000
0.924742555911
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
3350000.00000000
PA
USD
3668250.00000000
0.356640580426
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
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
9706000.00000000
PA
USD
9487615.00000000
0.922420369510
Long
DBT
CORP
US
N
2
N/A
Variable
3.44888000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0515015
66100.00000000
NS
USD
1842207.00000000
0.179106051589
Long
EP
CORP
BM
N
1
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1180000.00000000
PA
USD
1339433.97000000
0.130224632591
Long
DBT
CORP
DE
Y
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
20330000.00000000
PA
USD
23811309.20000000
2.315021913389
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
BP5040772
1840000.00000000
PA
USD
1873649.92000000
0.182163046407
Long
DBT
CORP
DK
N
2
N/A
Fixed
4.37500000
N
N
N
N
Y
Danske Bank A/S
DANSKE BANK A/S 4.375 12/30/2049
USD
XXXX
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q870
38725.00000000
NS
USD
3988675.00000000
0.387793462040
Long
EP
CORP
US
N
2
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
7560000.00000000
PA
USD
8108100.00000000
0.788298913692
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
7280000.00000000
PA
USD
7944300.00000000
0.772373683112
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
33168.00000000
NS
USD
4333399.20000000
0.421308800083
Long
EC
CORP
US
N
1
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAF2
1350000.00000000
PA
USD
1424250.00000000
0.138470754902
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.12500000
N
N
N
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684702
132700.00000000
NS
USD
3686406.00000000
0.358405772650
Long
EP
CORP
US
N
1
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
3150000.00000000
PA
USD
3528000.00000000
0.343004966330
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
ASSURED GUARANTY MUNI
549300WKHOG7BKB8MS12
Assured Guaranty Municipal Holdings Inc
31769PAB6
11869000.00000000
PA
USD
13038470.73000000
1.267647452876
Long
DBT
CORP
US
Y
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
11660000.00000000
PA
USD
16324000.00000000
1.587078534689
Long
DBT
CORP
US
Y
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
2090000.00000000
PA
USD
2321990.00000000
0.225752296420
Long
DBT
CORP
CH
Y
2
N/A
Fixed
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2170
USD
XXXX
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AW4
5075000.00000000
PA
USD
5626855.50000000
0.547063316702
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
MIEL0YVB2
1.00000000
NC
USD
-5185519.54000000
-0.50415503266
N/A
DIR
CORP
US
N
2
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
Morgan Stanley
Y
2028-07-01
0.00000000
USD
0.00000000
USD
48000000.00000000
USD
-5095111.20000000
N
N
N
2021-07-31
Nuveen Preferred & Income Opportunities Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer