0001752724-22-077329.txt : 20220330 0001752724-22-077329.hdr.sgml : 20220330 20220330142828 ACCESSION NUMBER: 0001752724-22-077329 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220131 FILED AS OF DATE: 20220330 PERIOD START: 20220731 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: 22785332 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 1 primary_doc.xml NPORT-P false 0001216583 XXXXXXXX Nuveen Preferred & Income Opportunities Fund 811-21293 0001216583 SQSNUOAGTXNFWCFS1I50 333 W. Wacker Dr Chicago 60606 312-917-7700 Nuveen Preferred & Income Opportunities Fund SQSNUOAGTXNFWCFS1I50 2022-07-31 2022-01-31 N 1481833760.00 481777614.00 1000056146.00 0.00000000 0.00000000 473400000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 46720.00000000 USD N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BT6 3120000.00000000 PA USD 3260400.00000000 0.326021695185 Long DBT CORP GB Y 2 N/A Fixed 6.00000000 N N N N Y Standard Chartered PLC USD XXXX N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 2815000.00000000 PA USD 2800925.00000000 0.280076774809 Long DBT CORP US Y 2 N/A Fixed 7.00000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AR4 5280000.00000000 PA USD 5550600.00000000 0.555028837350 Long DBT CORP NL N 2 N/A Fixed 5.75000000 N N N N Y ING Groep NV USD XXXX N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V803 142800.00000000 NS USD 3571428.00000000 0.357122748986 Long EP CORP US N 1 N N N Maiden Holdings North America Ltd N/A 56029Q408 219645.00000000 NS USD 4821010.07000000 0.482073940476 Long EP CORP US N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAE8 1400000.00000000 PA USD 1470000.01000000 0.146991748001 Long DBT CORP CA N 2 2079-09-15 Fixed 5.50000000 N N N N N N Compeer Financial ACA 54930020HTACTODKHT04 20453Q201 12600.00000000 NS USD 13104000.00000000 1.310326430412 Long EP CORP US Y 2 N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP704 61900.00000000 NS USD 1648397.00000000 0.164830445429 Long EP CORP US N 1 N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BH2 2010000.00000000 PA USD 2115364.20000000 0.211524543742 Long DBT CORP GB Y 2 N/A Fixed 7.75000000 N N N N Y Standard Chartered PLC USD XXXX N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BD6 11935000.00000000 PA USD 12818190.00000000 1.281747035030 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCM6 11750000.00000000 PA USD 12807500.00000000 1.280678095047 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 94988U151 68200.00000000 NS USD 1694088.00000000 0.169399288907 Long EP CORP US N 1 N N N FNB Corp/PA PCYSKIGYNYFDTBLVZU83 30255P103 178757.00000000 NS USD 4853252.55000000 0.485298007458 Long EP CORP US N 1 N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610AQ8 1685000.00000000 PA USD 1727125.00000000 0.172702803428 Long DBT CORP US N 2 N/A Fixed 6.37500000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206R706 52800.00000000 NS USD 1297296.00000000 0.129722316610 Long EP CORP US N 1 N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAE9 9458000.00000000 PA USD 10010536.36000000 1.000997433998 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N Pebblebrook Hotel Trust 5493004Q1NNH6JXCSI52 70509V886 132500.00000000 NS USD 3113750.00000000 0.311357518520 Long EP CORP US N 1 N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAN5 1540000.00000000 PA USD 1634147.21000000 0.163405546432 Long DBT CORP CA N 2 2077-01-15 Fixed 6.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967NB3 1820000.00000000 PA USD 1775810.40000000 0.177571070094 Long DBT CORP US N 2 N/A Fixed 4.15000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCF0 3215000.00000000 PA USD 3142662.50000000 0.314248606197 Long DBT CORP US N 2 N/A Fixed 3.95000000 N N N N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AK2 29460000.00000000 PA USD 31632675.00000000 3.163089905154 Long DBT CORP US Y 2 N/A Fixed 8.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAF8 7275000.00000000 PA USD 7402312.50000000 0.740189691309 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N REGIONS FINANCIAL CORP CW05CS5KW59QTC0DG824 7591EPAR1 8290000.00000000 PA USD 8912496.10000000 0.891199572708 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBF5 6536000.00000000 PA USD 7000709.60000000 0.700031656022 Long DBT CORP FR Y 2 N/A Fixed 7.87500000 N N N N Y Societe Generale SA USD XXXX N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 29452EAA9 3670000.00000000 PA USD 3770925.00000000 0.377071328953 Long DBT CORP US N 2 N/A Fixed 4.95000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AT6 15344000.00000000 PA USD 16221983.68000000 1.622107293163 Long DBT CORP GB N 2 N/A Fixed 6.37500000 N N N N Y HSBC Holdings PLC USD XXXX N N N SEALED AIR CORP Q0M0CZB4YN6JZ65WXI09 81211KAK6 3444000.00000000 PA USD 4115580.00000000 0.411534893961 Long DBT CORP US Y 2 2033-07-15 Fixed 6.87500000 N N N N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630706 276907.00000000 NS USD 7205120.14000000 0.720471562403 Long EP CORP US N 1 N N N CHS Inc XEIEFTLYDQ1MZ6TZV015 12542R506 487106.00000000 NS USD 13322349.10000000 1.332160114538 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967HQ7 7145000.00000000 PA USD 7347203.50000000 0.734679100707 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61763E207 110293.00000000 NS USD 2991146.16000000 0.299097822853 Long EP CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAN4 1440000.00000000 PA USD 1353758.40000000 0.135368239614 Long DBT CORP US N 2 N/A Fixed 3.50000000 N N N N N N Voya Financial Inc 549300T065Z4KJ686G75 929089209 204839.00000000 NS USD 5868637.35000000 0.586830786798 Long EP CORP US N 1 N N N TRIPADVISOR INC 549300XVG45PT5BART17 896945AA0 6605000.00000000 PA USD 6918737.50000000 0.691834906237 Long DBT CORP US Y 2 2025-07-15 Fixed 7.00000000 N N N N N N TRUIST FIN CORP 549300DRQQI75D2JP341 89832QAB5 1930000.00000000 PA USD 1910700.00000000 0.191059272786 Long DBT CORP US N 2 N/A Fixed 5.05000000 N N N N N N DELL INT LLC / EMC CORP N/A 24703TAH9 2500000.00000000 PA USD 3036200.00000000 0.303602953908 Long DBT CORP US N 2 2030-07-15 Fixed 6.20000000 N N N N N N Air Lease Corp 5493004NW4M4P8TMMK63 00912X500 124215.00000000 NS USD 3259401.60000000 0.325921860791 Long EP CORP US N 1 N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAG6 875000.00000000 PA USD 826192.50000000 0.082614611520 Long DBT CORP US N 2 N/A Fixed 4.10000000 N N N N N N ILFC E-CAPITAL TRUST II N/A 44965UAA2 8474000.00000000 PA USD 7351195.00000000 0.735078228297 Long DBT CORP US Y 2 2065-12-21 Fixed 3.62000000 N N N N N N AgriBank FCB I0JS1G88CFNZT8P31C22 00850L203 74600.00000000 NS USD 7944900.00000000 0.794445395068 Long EP CORP US N 2 N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837AF0 3210000.00000000 PA USD 3434700.00000000 0.343450716616 Long DBT CORP NL N 2 N/A Fixed 6.50000000 N N N N Y ING Groep NV USD XXXX N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAQ4 785000.00000000 PA USD 779269.50000000 0.077922574959 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746804 6400.00000000 NS USD 9114304.00000000 0.911379229701 Long EP CORP US N 1 N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAH2 4905000.00000000 PA USD 4713705.00000000 0.471344035917 Long DBT CORP ES N 2 N/A Fixed 4.75000000 N N N N Y Banco Santander SA USD XXXX N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AK4 10229000.00000000 PA USD 10932243.75000000 1.093162998270 Long DBT CORP CH Y 2 N/A Fixed 7.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N Sunstone Hotel Investors Inc 529900ZQ2V52V96ATF67 867892804 138800.00000000 NS USD 3472776.00000000 0.347258102846 Long EP CORP US N 1 N N N ENSTAR FINANCE LLC N/A 29360AAA8 2395000.00000000 PA USD 2478753.15000000 0.247861398573 Long DBT CORP US N 2 2040-09-01 Fixed 5.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AQ8 2222000.00000000 PA USD 2310880.00000000 0.231075026061 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83367TBU2 2066000.00000000 PA USD 2200290.00000000 0.220016646945 Long DBT CORP FR Y 2 N/A Fixed 6.75000000 N N N N Y Societe Generale SA USD XXXX N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83370RAB4 2820000.00000000 PA USD 2785906.20000000 0.278574979129 Long DBT CORP FR Y 2 N/A Fixed 4.75000000 N N N N Y Societe Generale SA USD XXXX N N N Wintrust Financial Corp Q774KI4AW80FHFW33O61 97650W504 91847.00000000 NS USD 2546917.31000000 0.254677431880 Long EP CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AG3 4590000.00000000 PA USD 4407547.50000000 0.440730004773 Long DBT CORP CH Y 2 N/A Fixed 3.87500000 N N N N Y UBS Group AG USD XXXX N N N CoBank ACB P0J8I7M2E0A77CKF1705 19075Q862 93724.00000000 NS USD 10098761.00000000 1.009819402679 Long EP CORP US N 2 N N N Dominion Energy Inc ILUL7B6Z54MRYCF6H308 25746U133 72900.00000000 NS USD 7437258.00000000 0.743684045115 Long EP CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 22546DAB2 3925000.00000000 PA USD 4183029.50000000 0.418279465281 Long DBT CORP CH Y 2 N/A Fixed 7.50000000 N N N N Y Credit Suisse Group AG USD XXXX N N N Federal Agricultural Mortgage Corp 549300MS654K78GYF580 313148876 75580.00000000 NS USD 2023276.60000000 0.202316300748 Long EP USGSE US N 1 N N N KEYCORP RKPI3RZGV1V1FJTH5T61 493267AK4 2485000.00000000 PA USD 2615462.50000000 0.261531566048 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N American Equity Investment Life Holding Co 549300RK5RZQ740FPL83 025676503 274600.00000000 NS USD 7359280.00000000 0.735886682906 Long EP CORP US N 1 N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBQ2 3285000.00000000 PA USD 3775638.24000000 0.377542626491 Long DBT CORP GB N 2 2079-04-04 Fixed 7.00000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAF6 2690000.00000000 PA USD 2918650.00000000 0.291848613867 Long DBT CORP US N 2 N/A Fixed 5.10000000 N N N N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAG0 2775000.00000000 PA USD 2822716.13000000 0.282255765467 Long DBT CORP CL Y 2 2079-10-07 Fixed 6.35000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BM0 3005000.00000000 PA USD 2925678.76000000 0.292551450406 Long DBT CORP US N 2 2052-04-01 Fixed 4.12500000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RG8 3490000.00000000 PA USD 3577250.00000000 0.357704916299 Long DBT CORP US N 2 N/A Fixed 5.90000000 N N N N N N NISOURCE INC 549300D8GOWWH0SJB189 65473PAG0 1320000.00000000 PA USD 1343100.00000000 0.134302459454 Long DBT CORP US N 2 N/A Fixed 5.65000000 N N N N N N NuStar Energy LP 5493003BMLTUIEG2LG44 67058H300 148751.00000000 NS USD 3269546.98000000 0.326936341832 Long EP CORP US N 1 N N N CHS Inc XEIEFTLYDQ1MZ6TZV015 12542R308 295811.00000000 NS USD 8134802.50000000 0.813434578902 Long EP CORP US N 1 N N N Synovus Financial Corp 549300EIUS8UN5JTLE54 87161C709 91115.00000000 NS USD 2434592.80000000 0.243445611502 Long EP CORP US N 1 N N N ALBERTSONS COS/SAFEWAY N/A 013092AA9 7675000.00000000 PA USD 8147012.50000000 0.814655510351 Long DBT CORP US Y 2 2026-03-15 Fixed 7.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 46625HJQ4 33555000.00000000 PA USD 35927338.50000000 3.592532143690 Long DBT CORP US N 2 N/A Fixed 6.75000000 N N N N N N NuStar Logistics LP N62BF2PKP51FIIOIUN20 67059T204 127137.00000000 NS USD 3205123.77000000 0.320494382522 Long EP CORP US N 1 N N N PROVIDENT FINANCING TR I N/A 743863AA0 5065000.00000000 PA USD 6191962.50000000 0.619161486559 Long DBT CORP US N 2 2038-03-15 Fixed 7.40500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 251525AX9 14020000.00000000 PA USD 14125150.00000000 1.412435697385 Long DBT CORP DE N 2 N/A Fixed 6.00000000 N N N N Y Deutsche Bank AG USD XXXX N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 125896BU3 850000.00000000 PA USD 898620.00000000 0.089856954891 Long DBT CORP US N 2 2050-06-01 Fixed 4.75000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351703 113445.00000000 NS USD 2932553.25000000 0.293238860810 Long EP CORP US N 1 N N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 15189TAS6 6420000.00000000 PA USD 6565156.20000000 0.656478761343 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701BD8 1105000.00000000 PA USD 1126609.35000000 0.112654609894 Long DBT CORP US N 2 N/A Fixed 5.80000000 N N N N N N CHS Inc XEIEFTLYDQ1MZ6TZV015 12542R704 468864.00000000 NS USD 12771855.36000000 1.277113831166 Long EP CORP US N 1 N N N LIBERTY INTERACTIVE LLC 549300SZUIU7Z32Q0664 530715AD3 11350000.00000000 PA USD 11787883.00000000 1.178722119467 Long DBT CORP US N 2 2029-07-15 Fixed 8.50000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 493267702 138275.00000000 NS USD 3975406.25000000 0.397518305937 Long EP CORP US N 1 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UV4180070 6455000.00000000 PA USD 7011382.27000000 0.701098863103 Long DBT CORP CH N 2 N/A Fixed 6.87500000 N N N N Y UBS Group AG USD XXXX N N N Dairy Farmers of America Inc 1LTUIZEFFT7MUIERI838 23385H406 23900.00000000 NS USD 2413900.00000000 0.241376447677 Long EP CORP US Y 2 N N N Equitable Holdings Inc 549300FIBAKMNHPZ4009 29452E200 114400.00000000 NS USD 2932072.00000000 0.293190738512 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAE1 925000.00000000 PA USD 889655.75000000 0.088960580219 Long DBT CORP US N 2 N/A Fixed 3.80000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 539473AE8 12655000.00000000 PA USD 12655000.00000000 1.265428951226 Long DBT CORP GB Y 2 N/A Fixed 12.00000000 N N N N N N ENSTAR FINANCE LLC N/A 29360AAB6 5720000.00000000 PA USD 5640608.17000000 0.564029149019 Long DBT CORP US N 2 2042-01-15 Fixed 5.50000000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAF8 3805000.00000000 PA USD 3904881.25000000 0.390466201884 Long DBT CORP ES N 2 N/A Fixed 6.12500000 N N N N Y Banco Bilbao Vizcaya Argentaria SA USD XXXX N N N FIRST CITIZENS BANCSHARE 549300N3Z00ZHE2XC526 31959XAA1 14985000.00000000 PA USD 15546937.50000000 1.554606465065 Long DBT CORP US N 2 N/A Fixed 5.80000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBG9 9910000.00000000 PA USD 10799125.20000000 1.079851890635 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y Barclays PLC USD XXXX N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TB7 1385000.00000000 PA USD 1848155.19000000 0.184805142930 Long DBT CORP US N 2 2029-11-15 Fixed 7.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48128BAN1 4665000.00000000 PA USD 4484791.05000000 0.448453926105 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N FARM CREDIT BK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767EAD1 2420000.00000000 PA USD 2571250.07000000 0.257110571269 Long DBT USGSE US Y 2 N/A Fixed 5.70000000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74737EAA2 9055000.00000000 PA USD 9802037.50000000 0.980148718570 Long DBT CORP AU Y 2 2043-11-24 Fixed 7.50000000 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773DB3 1900000.00000000 PA USD 1957000.00000000 0.195689012844 Long DBT CORP US N 2 N/A Fixed 4.50000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 913ZLW006 -124500000.00000000 PA USD -124500000.00000000 -12.4493010215 Short RA CORP FR N N/A Reverse repurchase N 0.80125000 2022-08-09 115425000.00 USD 130133031.40 USD CDS N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MG3 6290000.00000000 PA USD 6360070.60000000 0.635971352752 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AGF4 1000000.00000000 PA USD 1132500.00000000 0.113243641822 Long DBT CORP FR Y 2 N/A Fixed 7.00000000 N N N N Y BNP Paribas SA USD XXXX N N N American Equity Investment Life Holding Co 549300RK5RZQ740FPL83 025676602 137600.00000000 NS USD 3784000.00000000 0.378378755546 Long EP CORP US N 1 N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAB4 6450000.00000000 PA USD 6888600.00000000 0.688821325437 Long DBT CORP CA N 2 2076-08-15 Fixed 5.87500000 N N N N N N BANCO BILBAO VIZCAYA ARG K8MS7FD7N5Z2WQ51AZ71 05946KAG6 5975000.00000000 PA USD 6206531.25000000 0.620618279766 Long DBT CORP ES N 2 N/A Fixed 6.50000000 N N N N Y Banco Bilbao Vizcaya Argentaria SA USD XXXX N N N ING GROEP NV 549300NYKK9MWM7GGW15 AX2850722 6130000.00000000 PA USD 6520787.50000000 0.652042140441 Long DBT CORP NL N 2 N/A Fixed 6.75000000 N N N N Y ING Groep NV USD XXXX N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513AE5 4325000.00000000 PA USD 4352031.25000000 0.435178691457 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F200 8050.00000000 NS USD 14744541.00000000 1.474371319947 Long EP CORP US N 1 N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320BH4 745000.00000000 PA USD 729301.27000000 0.072926032494 Long DBT CORP US N 2 2050-10-01 Fixed 3.70000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V200 741766.00000000 NS USD 20087023.28000000 2.008589553730 Long EP CORP US N 1 N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XDB9 7485000.00000000 PA USD 8411643.00000000 0.841117074640 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N Western Alliance Bancorp 5493003VJXZ5JXT9S762 957638406 187400.00000000 NS USD 4726228.00000000 0.472596265610 Long EP CORP US N 1 N N N AEGON NV O4QK7KMMK83ITNTHUG69 007924AJ2 1615000.00000000 PA USD 1816269.62000000 0.181616764945 Long DBT CORP NL N 2 2048-04-11 Fixed 5.50000000 N N N N N N CoBank ACB P0J8I7M2E0A77CKF1705 19075Q805 127675.00000000 NS USD 13252665.00000000 1.325192095764 Long EP CORP US N 2 N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBT4 1430000.00000000 PA USD 1577638.99000000 0.157755041685 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254CD0 4845000.00000000 PA USD 4530075.00000000 0.452982066868 Long DBT CORP GB Y 2 N/A Fixed 4.30000000 N N N N Y Standard Chartered PLC USD XXXX N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368JFA3 1975000.00000000 PA USD 2230387.25000000 0.223026202970 Long DBT CORP FR Y 2 N/A Fixed 8.00000000 N N N N Y Societe Generale SA USD XXXX N N N Athene Holding Ltd 549300H316CT32FQXI76 EP0572651 411533.00000000 NS USD 11444732.73000000 1.144409019011 Long EP CORP BM N 1 N N N ENVIVA PARTNERS LP/FIN C N/A 29413XAD9 6510000.00000000 PA USD 6725676.30000000 0.672529870137 Long DBT CORP US Y 2 2026-01-15 Fixed 6.50000000 N N N N N N Delphi Financial Group Inc 5493001NGT0EEYMZG011 247131303 63400.00000000 NS USD 1378950.00000000 0.137887258182 Long EP CORP US N 2 N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBJ2 2180000.00000000 PA USD 2196829.60000000 0.219670626373 Long DBT CORP US N 2 N/A Fixed 4.65000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 00688JAB3 3625000.00000000 PA USD 3841412.50000000 0.384119683216 Long DBT CORP US Y 2 2025-04-15 Fixed 9.00000000 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 38145G308 33793.00000000 NS USD 884362.81000000 0.088431315935 Long EP CORP US N 1 N N N Enstar Group Ltd 213800AMAL5QFXVUCN04 29359U109 459098.00000000 NS USD 12840971.06000000 1.284025013131 Long EP CORP BM N 1 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDE7 4900000.00000000 PA USD 5104682.80000000 0.510439620857 Long DBT CORP US Y 2 2025-04-01 Fixed 7.50000000 N N N N N N DISH DBS CORP N/A 25470XBB0 6275000.00000000 PA USD 6063846.25000000 0.606350580840 Long DBT CORP US N 2 2028-07-01 Fixed 7.37500000 N N N N N N CITIZENS FINANCIAL GROUP 2138004JDDA4ZQUPFW65 174610BD6 2215000.00000000 PA USD 2173468.75000000 0.217334672527 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KM2 16055000.00000000 PA USD 17740775.00000000 1.773977898236 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 5100000.00000000 PA USD 5085720.00000000 0.508543447319 Long DBT CORP CH Y 2 N/A Fixed 5.25000000 N N N N Y Credit Suisse Group AG USD XXXX N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AM8 3860000.00000000 PA USD 4159150.00000000 0.415891649347 Long DBT CORP US Y 2 N/A Fixed 7.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYU2 1555000.00000000 PA USD 1518068.75000000 0.151798352129 Long DBT CORP US N 2 N/A Fixed 4.12500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EU4 5560000.00000000 PA USD 6088200.00000000 0.608785819111 Long DBT CORP US N 2 N/A Fixed 6.30000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C501 100000.00000000 NS USD 2673000.00000000 0.267284993016 Long EP CORP US N 1 N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05971PAB4 1400000.00000000 PA USD 1424500.00000000 0.142442002451 Long DBT CORP MX Y 2 N/A Fixed 7.50000000 N N N N Y Banco Mercantil del Norte SA/Grand Cayman USD XXXX N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780099CK1 6385000.00000000 PA USD 7191106.25000000 0.719070252081 Long DBT CORP GB N 2 N/A Fixed 8.00000000 N N N N Y NatWest Group PLC USD XXXX N N N AXIS SPECIALTY FINANCE N/A 05463HAC5 2465000.00000000 PA USD 2568062.09000000 0.256791791168 Long DBT CORP US N 2 2040-01-15 Fixed 4.90000000 N N N N N N DAIRY FARMERS OF AMERICA 1LTUIZEFFT7MUIERI838 23385HAA7 2145000.00000000 PA USD 2236162.50000000 0.223603695546 Long DBT CORP US Y 2 N/A Fixed 7.12500000 N N N N N N AMERICAN ELECTRIC POWER 1B4S6S7G0TW5EE83BO58 025537AU5 2070000.00000000 PA USD 2030550.81000000 0.203043680909 Long DBT CORP US N 2 2062-02-15 Fixed 3.87500000 N N N N N N VODAFONE GROUP PLC 213800TB53ELEUKM7Q61 92857WBW9 2315000.00000000 PA USD 2205083.80000000 0.220496000031 Long DBT CORP GB N 2 2081-06-04 Fixed 4.12500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AJ7 1715000.00000000 PA USD 1712599.00000000 0.171250284981 Long DBT CORP CH Y 2 N/A Fixed 4.87500000 N N N N Y UBS Group AG USD XXXX N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475BC8 1710000.00000000 PA USD 1611657.90000000 0.161156741693 Long DBT CORP US N 2 N/A Fixed 3.40000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AAN3 10495000.00000000 PA USD 11736558.50000000 1.173589957618 Long DBT CORP FR Y 2 N/A Fixed 7.37500000 N N N N Y BNP Paribas SA USD XXXX N N N Summit Hotel Properties Inc 254900OBQWJK6X20LS71 866082704 66300.00000000 NS USD 1630980.00000000 0.163088843213 Long EP CORP US N 1 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAE8 5069000.00000000 PA USD 5316620.65000000 0.531632215977 Long DBT CORP US N 2 N/A Fixed 5.50000000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AJ4 7445000.00000000 PA USD 8612003.75000000 0.861152024758 Long DBT CORP FR Y 2 N/A Fixed 8.12500000 N N N N Y Credit Agricole SA USD XXXX N N N CAPITAL FARM CREDIT ACA 254900S6K5I3OISPS518 14019TAA4 2590000.00000000 PA USD 2654750.00000000 0.265460095477 Long DBT CORP US Y 2 N/A Fixed 5.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38148BAC2 4411000.00000000 PA USD 4730797.50000000 0.473053189955 Long DBT CORP US N 2 N/A Fixed 5.30000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAC5 910000.00000000 PA USD 889525.00000000 0.088947505953 Long DBT CORP US N 2 N/A Fixed 4.40000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61762V606 209211.00000000 NS USD 5774223.60000000 0.577389941864 Long EP CORP US N 1 N N N Argo Group US Inc N/A 040130205 302283.00000000 NS USD 7756581.78000000 0.775614630340 Long EP CORP US N 1 N N N NATIONWIDE FINANCIAL SER 5493001H7AZNDS6BKJ36 638612AJ0 9550000.00000000 PA USD 11245125.00000000 1.124449366665 Long DBT CORP US N 2 2037-05-15 Fixed 6.75000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967358 389931.00000000 NS USD 10457949.42000000 1.045736228093 Long EP CORP US N 1 N N N New York Community Bancorp Inc 529900HVXOTLY61GL030 649445202 337570.00000000 NS USD 9354064.70000000 0.935353953616 Long EP CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967JM4 9981000.00000000 PA USD 10529955.00000000 1.052936381833 Long DBT CORP US N 2 N/A Fixed 5.95000000 N N N N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AS6 1200000.00000000 PA USD 1217250.00000000 0.121718166011 Long DBT CORP US N 2 N/A Fixed 5.37500000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 693475AK1 21977000.00000000 PA USD 22130950.42000000 2.212970792541 Long DBT CORP US N 2 N/A Variable 3.80375000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 1705000.00000000 PA USD 1743891.05000000 0.174379314299 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N SBL HOLDINGS INC N/A 78397DAA6 10685000.00000000 PA USD 10524725.00000000 1.052413411196 Long DBT CORP US Y 2 N/A Fixed 7.00000000 N N N N N N ILFC E-CAPITAL TRUST I N/A 44965TAA5 1960000.00000000 PA USD 1631700.00000000 0.163160839171 Long DBT CORP US Y 2 2065-12-21 Fixed 3.37000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565AHN6 8145000.00000000 PA USD 8590531.50000000 0.859004920309 Long DBT CORP FR Y 2 N/A Fixed 6.62500000 N N N N Y BNP Paribas SA USD XXXX N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AQ1 8120000.00000000 PA USD 8761967.20000000 0.876147527820 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N Regions Financial Corp CW05CS5KW59QTC0DG824 7591EP506 247561.00000000 NS USD 6941610.44000000 0.694122071822 Long EP CORP US N 1 N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 14040H824 84573.00000000 NS USD 2120245.11000000 0.212012607340 Long EP CORP US N 1 N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746TD3 7780000.00000000 PA USD 7705701.00000000 0.770526838000 Long DBT CORP US N 2 N/A Fixed 3.90000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 48126HAC4 2660000.00000000 PA USD 2822925.00000000 0.282276651295 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 AM9264657 1815000.00000000 PA USD 1878561.30000000 0.187845583221 Long DBT CORP DK N 2 N/A Fixed 6.12500000 N N N N Y Danske Bank A/S USD XXXX N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AP0 2165000.00000000 PA USD 2124406.25000000 0.212428697978 Long DBT CORP FR Y 2 N/A Fixed 4.75000000 N N N N Y Credit Agricole SA USD XXXX N N N SVB FINANCIAL GROUP 549300D2KJ20JMXE7542 78486QAJ0 3690000.00000000 PA USD 3586569.30000000 0.358636793978 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N AUST & NZ BANKING GRP/UK JHE42UYNWWTJB8YTTU19 05254HAA2 2025000.00000000 PA USD 2257875.00000000 0.225774823646 Long DBT CORP AU Y 2 N/A Fixed 6.75000000 N N N N Y Australia & New Zealand Banking Group Ltd/United Kingdom USD XXXX N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBS6 8088000.00000000 PA USD 11952431.12000000 1.195176007647 Long DBT CORP US Y 2 2038-04-08 Fixed 9.25000000 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBM1 14134000.00000000 PA USD 13973579.10000000 1.397279458347 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N AMERICAN AXLE & MFG INC RY5TAKFOBLDUGX31MS24 02406PAU4 6600000.00000000 PA USD 6798000.00000000 0.679761834092 Long DBT CORP US N 2 2027-04-01 Fixed 6.50000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746RN3 20134000.00000000 PA USD 21524252.70000000 2.152304426715 Long DBT CORP US N 2 N/A Fixed 5.87500000 N N N N N N Selective Insurance Group Inc 549300R3WGJWLE40R258 816300503 46100.00000000 NS USD 1101790.00000000 0.110172814237 Long EP CORP US N 1 N N N Hartford Financial Services Group Inc/The IU7C3FTM7Y3BQM112U94 416518504 255780.00000000 NS USD 6514716.60000000 0.651435084525 Long EP CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAH7 1880000.00000000 PA USD 1997848.25000000 0.199773608510 Long DBT CORP US N 2 N/A Fixed 5.12500000 N N N N N N Farm Credit Bank of Texas V1EBJIOLRNYDHDF63Z33 30767E406 165500.00000000 NS USD 17046500.00000000 1.704554296094 Long EP USGSE US Y 2 N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165B202 204314.00000000 NS USD 5310120.86000000 0.530982273469 Long EP CORP US N 1 N N N M&T BANK CORPORATION 549300WYXDDBYRASEG81 55261FAG9 6970000.00000000 PA USD 7325121.50000000 0.732471024681 Long DBT CORP US N 2 N/A Fixed 6.45000000 N N N N N N BANK OF NY MELLON CORP WFLLPEPC7FZXENRZV188 064058AH3 2040000.00000000 PA USD 2149650.00000000 0.214952931252 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 74728GAE0 2960000.00000000 PA USD 3130200.00000000 0.313002426165 Long DBT CORP AU Y 2 N/A Fixed 5.87500000 N N N N N N ASSURANT INC H3F39CAXWQRVWURFXL38 04621XAK4 9409000.00000000 PA USD 10655692.50000000 1.065509425907 Long DBT CORP US N 2 2048-03-27 Fixed 7.00000000 N N N N N N NEXTERA ENERGY CAPITAL UMI46YPGBLUE4VGNNT48 65339KBK5 7475000.00000000 PA USD 8307372.87000000 0.830690647042 Long DBT CORP US N 2 2079-05-01 Fixed 5.65000000 N N N N N N STATE STREET BANK AND TRUST COMPANY 549300H47WTHXPU08X20 85748R009 15251017.75000000 PA USD 15251017.75000000 1.525016151443 Long RA CORP US N 2 Repurchase N 0.00000000 2022-02-01 16117400.00000000 USD 15556083.02000000 USD UST N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 AT2149405 1600000.00000000 PA USD 1716992.00000000 0.171689560317 Long DBT CORP DK N 2 N/A Fixed 7.00000000 N N N N Y Danske Bank A/S USD XXXX N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AG4 11565000.00000000 PA USD 12550106.70000000 1.254940210126 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N Y Lloyds Banking Group PLC USD XXXX N N N People's United Financial Inc ROPY7PEPIPIDJNF0BO69 712704204 72962.00000000 NS USD 2000618.04000000 0.200050571960 Long EP CORP US N 1 N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AL8 3025000.00000000 PA USD 3040125.00000000 0.303995431872 Long DBT CORP US N 2 N/A Fixed 5.70000000 N N N N N N Reinsurance Group of America Inc LORM1GNEU1DKEW527V90 759351802 157800.00000000 NS USD 4541484.00000000 0.454122902815 Long EP CORP US N 1 N N N AERCAP HOLDINGS NV 549300SZYINBBLJQU475 00774YAA7 3205000.00000000 PA USD 3251472.50000000 0.325128995307 Long DBT CORP NL N 2 2079-10-10 Fixed 5.87500000 N N N N N N LAND O'LAKES INC 4ONCJWH5BBCYSJIJYX61 514666AN6 7435000.00000000 PA USD 7881100.07000000 0.788065760259 Long DBT CORP US Y 2 N/A Fixed 7.00000000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAS4 800000.00000000 PA USD 816137.78000000 0.081609195970 Long DBT CORP CA N 2 2077-07-15 Fixed 5.50000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61761J406 100352.00000000 NS USD 2735595.52000000 0.273544193587 Long EP CORP US N 1 N N N NuStar Energy LP 5493003BMLTUIEG2LG44 67058H201 167226.00000000 NS USD 4115431.86000000 0.411520080793 Long EP CORP US N 1 N N N ZIONS BANCORP NA 8WH0EE09O9V05QJZ3V89 989701BF3 11196000.00000000 PA USD 11847159.36000000 1.184649422673 Long DBT CORP US N 2 N/A Fixed 7.20000000 N N N N N N SBL HOLDINGS INC N/A 78397DAC2 9700000.00000000 PA USD 9215000.00000000 0.921448264365 Long DBT CORP US Y 2 N/A Fixed 6.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCA2 9140000.00000000 PA USD 9645442.00000000 0.964490047741 Long DBT CORP US N 2 N/A Fixed 5.75000000 N N N N N N Algonquin Power & Utilities Corp 549300K5VIUTJXQL7X75 015857808 271210.00000000 NS USD 7252155.40000000 0.725174824334 Long EP CORP CA N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EL4 27985000.00000000 PA USD 30117457.00000000 3.011576612019 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAU4 1735000.00000000 PA USD 1726325.00000000 0.172622807919 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N Morgan Stanley 7PDDXEMZ0ZV0CEDU4D16 MIEL0YVB2 1.00000000 NC USD -2670428.02000000 -0.26702780945 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 -2580055.68000000 N N N Truist Financial Corp 549300DRQQI75D2JP341 89832Q695 66100.00000000 NS USD 1680262.00000000 0.168016766530 Long EP CORP US N 1 N N N Athene Holding Ltd 549300H316CT32FQXI76 04686J309 370852.00000000 NS USD 10061214.76000000 1.006064989475 Long EP CORP BM N 1 N N N VIACOMCBS INC 5KYC8KF17ROCY24M3H09 925524AX8 4725000.00000000 PA USD 6486373.22000000 0.648600905653 Long DBT CORP US N 2 2036-04-30 Fixed 6.87500000 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NBC8 3765000.00000000 PA USD 4122675.00000000 0.412244354128 Long DBT CORP CA N 2 2080-07-15 Fixed 5.75000000 N N N N N N Qwest Corp 549300R2L4N683OO1509 74913G873 259100.00000000 NS USD 6573367.00000000 0.657299795245 Long EP CORP US N 1 N N N Stifel Financial Corp 549300E5F07FE5GHJX84 860630870 130906.00000000 NS USD 3385229.16000000 0.338503910359 Long EP CORP US N 1 N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EAN4 7117000.00000000 PA USD 9679120.00000000 0.967857658663 Long DBT CORP US Y 2 2037-03-15 Fixed 7.80000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AU3 6995000.00000000 PA USD 7759727.89000000 0.775929223677 Long DBT CORP GB N 2 N/A Fixed 7.50000000 N N N N Y Lloyds Banking Group PLC USD XXXX N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 02005NBN9 6365000.00000000 PA USD 6301350.00000000 0.630099622426 Long DBT CORP US N 2 N/A Fixed 4.70000000 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 842587602 24600.00000000 NS USD 1311180.00000000 0.131110638662 Long EP CORP US N 1 N N N COMPEER FINANCIAL ACA 54930020HTACTODKHT04 20453QAA0 1100000.00000000 PA USD 1116500.00000000 0.111643731651 Long DBT CORP US Y 2 N/A Fixed 4.87500000 N N N N N N HUNTINGTON BANCSHARES 549300XTVCVV9I7B5T19 446150AT1 5525000.00000000 PA USD 6203028.00000000 0.620267974434 Long DBT CORP US N 2 N/A Fixed 5.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EH3 3540000.00000000 PA USD 3752400.00000000 0.375218932957 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 780097BQ3 5405000.00000000 PA USD 5692005.50000000 0.569168593460 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N Y NatWest Group PLC USD XXXX N N N BATH & BODY WORKS INC GR3KVMWVCR54YWQNXU90 501797AL8 5600000.00000000 PA USD 6440000.00000000 0.643963844006 Long DBT CORP US N 2 2035-11-01 Fixed 6.87500000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 225313AD7 5985000.00000000 PA USD 6486243.75000000 0.648587959380 Long DBT CORP FR Y 2 N/A Fixed 7.87500000 N N N N Y Credit Agricole SA USD XXXX N N N NORDEA BANK ABP 529900ODI3047E2LIV03 65559CAA9 3985000.00000000 PA USD 4420879.30000000 0.442063109924 Long DBT CORP FI Y 2 N/A Fixed 6.62500000 N N N N Y Nordea Bank Abp USD XXXX N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X306 48200.00000000 NS USD 1226208.00000000 0.122613915719 Long EP CORP US N 1 N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 929089AG5 13001000.00000000 PA USD 13456035.00000000 1.345527953987 Long DBT CORP US N 2 N/A Fixed 6.12500000 N N N N N N AMKOR TECHNOLOGY INC 529900VHLRTKPWZJBM84 031652BK5 6358000.00000000 PA USD 6683847.50000000 0.668347224976 Long DBT CORP US Y 2 2027-09-15 Fixed 6.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 1415000.00000000 PA USD 1525242.66000000 0.152515702853 Long DBT CORP US N 2 N/A Fixed 6.10000000 N N N N N N NATIONWIDE FIN SVCS CAP N/A 638611AA1 575000.00000000 PA USD 718796.81000000 0.071875645470 Long DBT CORP US N 2 2037-03-01 Fixed 7.89900000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06055H400 63000.00000000 NS USD 1489320.00000000 0.148923638533 Long EP CORP US N 1 N N N FIDELIS INSUR HLD LTD 549300CDMGCAGJQ7DX03 31575FAB2 2575000.00000000 PA USD 2697312.50000000 0.269716106519 Long DBT CORP BM Y 2 2041-04-01 Fixed 6.62500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCA4 2275000.00000000 PA USD 2292062.50000000 0.229193381708 Long DBT CORP US N 2 N/A Fixed 3.85000000 N N N N N N SOUTHERN CO 549300FC3G3YU2FBZD92 842587DF1 2165000.00000000 PA USD 2181259.15000000 0.218113668789 Long DBT CORP US N 2 2051-01-15 Fixed 4.00000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 90352JAF0 7950000.00000000 PA USD 8402196.00000000 0.840172427678 Long DBT CORP CH Y 2 N/A Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N QBE INSURANCE GROUP LTD 549300D2FBW76FPUSG65 EK6047337 1215000.00000000 PA USD 1319842.35000000 0.131976825029 Long DBT CORP AU N 2 2044-12-02 Fixed 6.75000000 N N N N N N PARTNERRE FINANCE B LLC 549300O0FAGHK2F79881 70213BAC5 2485000.00000000 PA USD 2546280.10000000 0.254613714458 Long DBT CORP US N 2 2050-10-01 Fixed 4.50000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AJ7 8750000.00000000 PA USD 9105600.00000000 0.910508878568 Long DBT CORP CH Y 2 N/A Fixed 7.50000000 N N N N Y Credit Suisse Group AG USD XXXX N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDM8 3400000.00000000 PA USD 3425500.00000000 0.342530768267 Long DBT CORP US N 2 N/A Fixed 4.35000000 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 10155000.00000000 PA USD 10358100.00000000 1.035751846676 Long DBT CORP US N 2 N/A Fixed 4.80000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 EK1429340 5060000.00000000 PA USD 5477450.00000000 0.547714248035 Long DBT CORP IT N 2 N/A Fixed 8.00000000 N N N N Y UniCredit SpA USD XXXX N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505GB4 3685000.00000000 PA USD 3639306.00000000 0.363910167899 Long DBT CORP US N 2 N/A Fixed 4.37500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 BK6156289 1640000.00000000 PA USD 1693457.44000000 0.169336236447 Long DBT CORP CH N 2 N/A Fixed 5.12500000 N N N N Y UBS Group AG USD XXXX N N N Aspen Insurance Holdings Ltd 549300YX6HECG9XQCQ75 EP0442657 249028.00000000 NS USD 6721265.72000000 0.672088836900 Long EP CORP BM N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBN4 6440000.00000000 PA USD 6848618.00000000 0.684823349908 Long DBT CORP GB N 2 N/A Fixed 6.12500000 N N N N Y Barclays PLC USD XXXX N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280AS8 4010000.00000000 PA USD 4210500.00000000 0.421026361053 Long DBT CORP GB N 2 N/A Fixed 6.37500000 N N N N Y HSBC Holdings PLC USD XXXX N N N ALGONQUIN PWR & UTILITY 549300K5VIUTJXQL7X75 015857AH8 2125000.00000000 PA USD 2099555.72000000 0.209943784496 Long DBT CORP CA N 2 2082-01-18 Fixed 4.75000000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 AX1003505 5600000.00000000 PA USD 5949104.00000000 0.594877000035 Long DBT CORP ES N 2 N/A Fixed 7.50000000 N N N N Y Banco Santander SA USD XXXX N N N AMERICAN INTL GROUP ODVCVCQG2BP6VHV36M30 026874DM6 1550000.00000000 PA USD 1690383.50000000 0.169028859705 Long DBT CORP US N 2 2048-04-01 Fixed 5.75000000 N N N N N N HSBC CAPITAL FUNDING USD 213800HMY2DB765NHE46 40427LAB0 2314000.00000000 PA USD 3748680.02000000 0.374846955842 Long DBT CORP JE Y 2 N/A Fixed 10.17600000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05962GAJ8 3120000.00000000 PA USD 3186830.40000000 0.318665148226 Long DBT CORP MX Y 2 N/A Fixed 7.62500000 N N N N Y Banco Mercantil del Norte SA/Grand Cayman USD XXXX N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 808513600 79169.00000000 NS USD 2036226.68000000 0.203611236043 Long EP CORP US N 1 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBA2 8865000.00000000 PA USD 9419062.50000000 0.941853368700 Long DBT CORP GB N 2 N/A Fixed 7.75000000 N N N N Y Barclays PLC USD XXXX N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 268317AF1 1565000.00000000 PA USD 1590431.25000000 0.159034195866 Long DBT CORP FR Y 2 N/A Fixed 5.25000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273V605 35700.00000000 NS USD 888930.00000000 0.088888009293 Long EP CORP US N 1 N N N CHARLES SCHWAB CORP 549300VSGCJ7E698NM85 808513BK0 2250000.00000000 PA USD 2222842.50000000 0.222271770329 Long DBT CORP US N 2 N/A Fixed 4.00000000 N N N N N N FARM CREDIT BK OF TEXAS V1EBJIOLRNYDHDF63Z33 30767EAC3 5835000.00000000 PA USD 6258037.67000000 0.625768632594 Long DBT USGSE US Y 2 N/A Fixed 6.20000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HAU1 7590000.00000000 PA USD 8330025.00000000 0.832955732867 Long DBT CORP IT Y 2 N/A Fixed 7.70000000 N N N N Y Intesa Sanpaolo SpA USD XXXX N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773605 236981.00000000 NS USD 6495649.21000000 0.649528452575 Long EP CORP US N 1 N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 11850000.00000000 PA USD 12509215.50000000 1.250851319701 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N Y HSBC Holdings PLC USD XXXX N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CH0 3335000.00000000 PA USD 3193262.50000000 0.319308322114 Long DBT CORP US N 2 N/A Fixed 3.55000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 EK7554620 10095000.00000000 PA USD 10970741.25000000 1.097012532134 Long DBT CORP CH N 2 N/A Fixed 7.00000000 N N N N Y UBS Group AG USD XXXX N N N NextEra Energy Inc N/A 65339F739 159500.00000000 NS USD 8196705.00000000 0.819624481363 Long EP CORP US N 1 N N N AMER AGCREDIT ACA N/A 02369GAA3 9325000.00000000 PA USD 9511500.00000000 0.951096599730 Long DBT CORP US Y 2 N/A Fixed 5.25000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 8525000.00000000 PA USD 8844687.50000000 0.884419093405 Long DBT CORP US Y 2 N/A Fixed 8.00000000 N N N N N N MACQUARIE BANK LONDON 4ZHCHI4KYZG2WVRT8631 556079AB7 3350000.00000000 PA USD 3504937.50000000 0.350474072282 Long DBT CORP AU Y 2 N/A Fixed 6.12500000 N N N N Y Macquarie Bank Ltd/London USD XXXX N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 9026000.00000000 PA USD 8822915.00000000 0.882241965642 Long DBT CORP US N 2 N/A Variable 3.53275000 N N N N N N Aspen Insurance Holdings Ltd 549300YX6HECG9XQCQ75 EP0515015 66100.00000000 NS USD 1693482.00000000 0.169338692309 Long EP CORP BM N 1 N N N COMMERZBANK AG 851WYGNLUQLFZBSYGB56 20259BAA9 1180000.00000000 PA USD 1281751.95000000 0.128167998879 Long DBT CORP DE Y 2 2023-09-19 Fixed 8.12500000 N N N N N N EMERA INC NQZVQT2P5IUF2PGA1Q48 290876AD3 21680000.00000000 PA USD 24444200.00000000 2.444282763299 Long DBT CORP CA N 2 2076-06-15 Fixed 6.75000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 BP5040772 1840000.00000000 PA USD 1775600.00000000 0.177550031275 Long DBT CORP DK N 2 N/A Fixed 4.37500000 N N N N Y Danske Bank A/S USD XXXX N N N LEGAL & GENERAL GROUP 213800JH9QQWHLO99821 AM7838908 1485000.00000000 PA USD 1579297.50000000 0.157920883374 Long DBT CORP GB N 2 2047-03-21 Fixed 5.25000000 N N N N N N AERCAP GLOBAL AVIATION T 635400FBSV8LXXNRV758 00773HAA5 7560000.00000000 PA USD 8092753.20000000 0.809229884978 Long DBT CORP US Y 2 2045-06-15 Fixed 6.50000000 N N N N N N SEMPRA ENERGY PBBKGKLRK5S5C0Y4T545 816851BK4 7280000.00000000 PA USD 7614516.00000000 0.761408849938 Long DBT CORP US N 2 N/A Fixed 4.87500000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 26568.00000000 NS USD 3670634.88000000 0.367042880010 Long EC CORP US N 1 N N N AES ANDES SA 549300IF4IFG0FS0RM26 00105DAF2 1350000.00000000 PA USD 1380442.50000000 0.138036499802 Long DBT CORP CL Y 2 2079-03-26 Fixed 7.12500000 N N N N N N United States Cellular Corp N/A 911684702 177000.00000000 NS USD 4543590.00000000 0.454333490991 Long EP CORP US N 1 N N N Chicago Board of Trade N/A N/A -310.00000000 NC USD -39670312.50000000 -3.96680852956 N/A DIR US N 1 N/A N/A Short Chicago Board of Trade US 10YR NOTE (CBT)Mar22 2022-03-22 -40142025.55000000 USD 471713.05000000 N N N EDISON INTERNATIONAL 549300I7ROF15MAEVP56 281020AT4 5880000.00000000 PA USD 5857538.40000000 0.585720954111 Long DBT CORP US N 2 N/A Fixed 5.00000000 N N N N N N MEDNAX INC N/A 58502BAC0 3350000.00000000 PA USD 3500180.50000000 0.349998398989 Long DBT CORP US Y 2 2027-01-15 Fixed 6.25000000 N N N N N N COBANK ACB P0J8I7M2E0A77CKF1705 19075QAC6 3150000.00000000 PA USD 3449250.00000000 0.344905634928 Long DBT CORP US N 2 N/A Fixed 6.25000000 N N N N N N ASSURED GUARANTY MUNI 549300WKHOG7BKB8MS12 31769PAB6 11519000.00000000 PA USD 12651080.41000000 1.265037014231 Long DBT CORP US Y 2 2066-12-15 Fixed 6.40000000 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 11660000.00000000 PA USD 15536950.00000000 1.553607771138 Long DBT CORP US Y 2 2037-12-15 Fixed 7.87500000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AL2 2090000.00000000 PA USD 2181437.50000000 0.218131502788 Long DBT CORP CH Y 2 N/A Fixed 6.37500000 N N N N Y Credit Suisse Group AG USD XXXX N N N MARKEL CORP 549300SCNO12JLWIK605 570535AW4 5075000.00000000 PA USD 5417562.50000000 0.541725834261 Long DBT CORP US N 2 N/A Fixed 6.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 06738EBT1 1600000.00000000 PA USD 1510560.00000000 0.151047519285 Long DBT CORP GB N 2 N/A Fixed 4.37500000 N N N N Y Barclays PLC USD XXXX N N N Morgan Stanley MBNUM2BPBDO7JBLYG310 N/A 1.00000000 NC USD -9109368.18000000 -0.91088567541 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 -8672477.18000000 N N N 2022-01-31 Nuveen Preferred & Income Opportunities Fund E. Scott Wickerham E. Scott Wickerham Funds Treasurer