0001752724-22-222264.txt : 20220928
0001752724-22-222264.hdr.sgml : 20220928
20220928173024
ACCESSION NUMBER: 0001752724-22-222264
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220928
DATE AS OF CHANGE: 20220928
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: 221277155
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
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Fixed
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Maiden Holdings North America Ltd
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Maiden Holdings North America Ltd
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EP
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CA
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Regions Financial Corp
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Regions Financial Corp
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USD
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EP
CORP
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STANDARD CHARTERED PLC
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USD
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CHARLES SCHWAB CORP
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Charles Schwab Corp/The
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USD
7539345.00000000
0.852807247951
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DBT
CORP
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2
N/A
Fixed
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Wells Fargo & Co
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Wells Fargo & Co
94988U151
68200.00000000
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USD
1426744.00000000
0.161385057212
Long
EP
CORP
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1
N
N
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CITIZENS FINANCIAL GROUP
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Citizens Financial Group Inc
174610AQ8
1685000.00000000
PA
USD
1514503.43000000
0.171311898069
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DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
52800.00000000
NS
USD
1098240.00000000
0.124226578302
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
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Enbridge Inc
29250NAN5
1540000.00000000
PA
USD
1464518.47000000
0.165657887518
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
1820000.00000000
PA
USD
1602655.60000000
0.181283163411
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
3215000.00000000
PA
USD
2797006.02000000
0.316381198422
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
28560000.00000000
PA
USD
28845600.00000000
3.262847999594
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
6758313.06000000
0.764461416938
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
8430455.23000000
0.953604500612
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
11536000.00000000
PA
USD
11681862.80000000
1.321384983100
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.875 06/18/2171
USD
XXXX
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
7470000.00000000
PA
USD
7328395.24000000
0.828945827060
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
26144000.00000000
PA
USD
26387712.02000000
2.984825879105
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2170
USD
XXXX
N
N
N
CHS Inc
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CHS Inc
12542R506
295991.00000000
NS
USD
7837841.68000000
0.886571471792
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
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Citigroup Inc
172967HQ7
13145000.00000000
PA
USD
12700423.22000000
1.436598666603
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
Morgan Stanley
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Morgan Stanley
61763E207
110293.00000000
NS
USD
2901808.83000000
0.328235888182
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
1440000.00000000
PA
USD
1174277.10000000
0.132827456759
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
204839.00000000
NS
USD
5053378.13000000
0.571609005278
Long
EP
CORP
US
N
1
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
1930000.00000000
PA
USD
1785732.50000000
0.201991767043
Long
DBT
CORP
US
N
2
N/A
Variable
4.93086000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AX6
3445000.00000000
PA
USD
3658590.00000000
0.413838611879
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.75000000
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N
N
N
Y
Credit Suisse Group AG
CREDIT SUISSE GROUP AG 9.75 12/30/2049
USD
XXXX
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
207815.00000000
NS
USD
5072764.15000000
0.573801840115
Long
EP
CORP
US
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
875000.00000000
PA
USD
680487.50000000
0.076972823519
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
8474000.00000000
PA
USD
6291945.00000000
0.711708550240
Long
DBT
CORP
US
Y
2
2065-12-21
Fixed
5.10000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
74600.00000000
NS
USD
7590550.00000000
0.858599262394
Long
EP
CORP
US
N
2
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
7585000.00000000
PA
USD
7462047.15000000
0.844063760721
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2170
USD
XXXX
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAQ4
785000.00000000
PA
USD
626335.89000000
0.070847505538
Long
DBT
CORP
US
N
2
N/A
Fixed
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N
N
N
N
N
BANCO SANTANDER SA
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Banco Santander SA
05971KAH2
7905000.00000000
PA
USD
6750482.34000000
0.763575651030
Long
DBT
CORP
ES
N
2
N/A
Fixed
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N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2170
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
10229000.00000000
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USD
9062894.00000000
1.025142328758
Long
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CORP
CH
Y
2
N/A
Fixed
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N
N
N
Y
Credit Suisse Group AG
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USD
XXXX
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N
N
ENSTAR FINANCE LLC
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Enstar Finance LLC
29360AAA8
2395000.00000000
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USD
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Long
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CORP
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N
2
2040-09-01
Fixed
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N
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N
N
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CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475AQ8
1922000.00000000
PA
USD
1779845.79000000
0.201325896340
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
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N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
2066000.00000000
PA
USD
1942138.71000000
0.219683535958
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2170
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
2820000.00000000
PA
USD
2456180.07000000
0.277828931554
Long
DBT
CORP
FR
Y
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 4.75 11/26/2170
USD
XXXX
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
160747.00000000
NS
USD
4259795.50000000
0.481843512558
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AG3
3755000.00000000
PA
USD
3238480.26000000
0.366318219696
Long
DBT
CORP
CH
Y
2
N/A
Fixed
3.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 3.875 12/02/2170
USD
XXXX
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
93724.00000000
NS
USD
9606710.00000000
1.086655660003
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
7420000.00000000
PA
USD
7284763.08000000
0.824010408627
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 06/11/2171
USD
XXXX
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148876
74541.00000000
NS
USD
2200823.03000000
0.248944415123
Long
EP
USGSE
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
2485000.00000000
PA
USD
2305648.23000000
0.260801637512
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
460300.00000000
NS
USD
11203702.00000000
1.267298189628
Long
EP
CORP
US
N
1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
6644000.00000000
PA
USD
6984505.00000000
0.790046945371
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
4690000.00000000
PA
USD
4485996.16000000
0.507430027347
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAG0
4775000.00000000
PA
USD
4068300.00000000
0.460182645420
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
3005000.00000000
PA
USD
2536736.29000000
0.286940986816
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
6490000.00000000
PA
USD
6160859.78000000
0.696880945757
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
1202942.85000000
0.136069961163
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
242497.00000000
NS
USD
5080312.15000000
0.574655626367
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R308
229411.00000000
NS
USD
6464801.98000000
0.731261135431
Long
EP
CORP
US
N
1
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
91115.00000000
NS
USD
2329810.55000000
0.263534739873
Long
EP
CORP
US
N
1
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
24555000.00000000
PA
USD
25230262.50000000
2.853901861197
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
163651.00000000
NS
USD
4088001.98000000
0.462411219831
Long
EP
CORP
US
N
1
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
7281000.00000000
PA
USD
8009100.00000000
0.905943225779
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
23420000.00000000
PA
USD
20258300.00000000
2.291502122687
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2171
USD
XXXX
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
1210000.00000000
PA
USD
1132995.60000000
0.128157931435
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
2874696.30000000
0.325169075071
Long
EP
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
7999000.00000000
PA
USD
7218914.72000000
0.816562021708
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
1062871.02000000
0.120225843159
Long
DBT
CORP
US
N
2
N/A
Fixed
5.80000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
279909.00000000
NS
USD
7470771.21000000
0.845050576100
Long
EP
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
138275.00000000
NS
USD
3686411.50000000
0.416985619590
Long
EP
CORP
US
N
1
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG Reg S
UV4180070
15780000.00000000
PA
USD
16115325.00000000
1.822872671709
Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2171
USD
XXXX
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
23900.00000000
NS
USD
2367677.40000000
0.267818019672
Long
EP
CORP
US
Y
2
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
114400.00000000
NS
USD
2720432.00000000
0.307719586669
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
925000.00000000
PA
USD
798165.99000000
0.090283935983
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
5720000.00000000
PA
USD
4907584.17000000
0.555117632911
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
3805000.00000000
PA
USD
3332148.43000000
0.376913423162
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 02/16/2171
USD
XXXX
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAA1
14985000.00000000
PA
USD
14142093.75000000
1.599672126849
Long
DBT
CORP
US
N
2
N/A
Variable
5.80086000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
14810000.00000000
PA
USD
15254300.00000000
1.725478486847
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2170
USD
XXXX
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
1385000.00000000
PA
USD
1664707.26000000
0.188302089511
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
4280000.00000000
PA
USD
3917056.00000000
0.443074795944
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
2285750.50000000
0.258550920989
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
9184648.86000000
1.038914536699
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
1843361.19000000
0.208510392272
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
-102100000.00000000
PA
USD
-102100000.00000000
-11.5489634730
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
2.48671000
2022-08-09
101439000.00000000
USD
98679976.49000000
USD
CDS
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
6290000.00000000
PA
USD
5823700.60000000
0.658743442776
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
1005500.00000000
0.113736364076
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7 02/16/2171
USD
XXXX
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
226000.00000000
NS
USD
5805940.00000000
0.656734466080
Long
EP
CORP
US
N
1
N
N
N
WESCO International Inc
529900TXOGREY3WNJ434
WESCO International Inc
95082P303
76500.00000000
NS
USD
2153475.00000000
0.243588678894
Long
EP
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
12820000.00000000
PA
USD
12289003.04000000
1.390061187358
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 12/05/2170
USD
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV Reg S
AX2850722
12425000.00000000
PA
USD
12467493.50000000
1.410250999335
Long
DBT
CORP
NL
N
2
N/A
Fixed
6.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.75 04/16/2171
USD
XXXX
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AE5
4325000.00000000
PA
USD
4317040.18000000
0.488318700789
Long
DBT
CORP
US
N
2
N/A
Variable
7.60229000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
745000.00000000
PA
USD
651676.68000000
0.073713909633
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
534260.00000000
NS
USD
14024325.00000000
1.586350804695
Long
EP
CORP
US
N
1
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
7485000.00000000
PA
USD
7092037.50000000
0.802210401930
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638406
141500.00000000
NS
USD
3404490.00000000
0.385096284568
Long
EP
CORP
US
N
1
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
1615000.00000000
PA
USD
1558784.79000000
0.176320750265
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
158575.00000000
NS
USD
15897143.75000000
1.798193266354
Long
EP
CORP
US
N
2
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
1430000.00000000
PA
USD
1394426.52000000
0.157729490160
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CD0
5300000.00000000
PA
USD
4064808.98000000
0.459787761361
Long
DBT
CORP
GB
Y
2
N/A
Fixed
4.30000000
N
N
N
N
Y
Standard Chartered PLC
STANDARD CHARTERED PLC 4.3 12/30/2049
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
6268000.00000000
PA
USD
6440554.66000000
0.728518418360
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 8 03/29/2171
USD
XXXX
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
EP0572651
411533.00000000
NS
USD
11037315.06000000
1.248477458066
Long
EP
CORP
BM
N
1
N
N
N
Morgan Stanley
MBNUM2BPBDO7JBLYG310
Morgan Stanley
N/A
1.00000000
NC
USD
3069814.76000000
0.347239750561
N/A
DIR
CORP
US
N
2
Morgan Stanley
MBNUM2BPBDO7JBLYG310
Morgan Stanley
Morgan Stanley
Y
2027-07-01
0.00000000
USD
0.00000000
USD
277500000.00000000
USD
3121500.37000000
N
N
N
Delphi Financial Group Inc
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
63400.00000000
NS
USD
1347250.00000000
0.152393154153
Long
EP
CORP
US
N
2
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
4180000.00000000
PA
USD
3658131.56000000
0.413786755789
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
57993.00000000
NS
USD
1454464.44000000
0.164520633598
Long
EP
CORP
US
N
1
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
319645.00000000
NS
USD
7760980.60000000
0.877877389466
Long
EP
CORP
BM
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
2015000.00000000
PA
USD
1698547.62000000
0.192129915970
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
16457659.40000000
1.861595565746
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
3860000.00000000
PA
USD
3763500.00000000
0.425705426355
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
1555000.00000000
PA
USD
1368066.25000000
0.154747768364
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
5560000.00000000
PA
USD
5772370.32000000
0.652937257381
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
4245000.00000000
PA
USD
4271531.25000000
0.483170992950
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
3015000.00000000
PA
USD
2814942.63000000
0.318410084354
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
4700000.00000000
PA
USD
4218250.00000000
0.477144125075
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 09/27/2170
USD
XXXX
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
12440000.00000000
PA
USD
12844300.00000000
1.452873178619
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 8 09/30/2170
USD
XXXX
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2465000.00000000
PA
USD
2136859.45000000
0.241709223654
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
1994850.00000000
0.225645933244
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
2070000.00000000
PA
USD
1750738.04000000
0.198033395444
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
2315000.00000000
PA
USD
1873911.48000000
0.211966064978
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AJ7
2940000.00000000
PA
USD
2619930.43000000
0.296351428384
Long
DBT
CORP
CH
Y
2
N/A
Fixed
4.87500000
N
N
N
N
Y
UBS Group AG
UBS GROUP AG 4.875 12/30/2049
USD
XXXX
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475BC8
2835000.00000000
PA
USD
2324700.00000000
0.262956663916
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
13810000.00000000
PA
USD
14359279.91000000
1.624238973360
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2171
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
9704000.00000000
PA
USD
9650602.38000000
1.091620513023
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
12445000.00000000
PA
USD
13238368.75000000
1.497447964120
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2171
USD
XXXX
N
N
N
CAPITAL FARM CREDIT ACA
254900S6K5I3OISPS518
Capital Farm Credit ACA
14019TAA4
2590000.00000000
PA
USD
2310280.05000000
0.261325562291
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
7411000.00000000
PA
USD
7328654.67000000
0.828975172287
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAC5
910000.00000000
PA
USD
822276.00000000
0.093011121339
Long
DBT
CORP
US
N
2
N/A
Fixed
4.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
203611.00000000
NS
USD
5228730.48000000
0.591443852340
Long
EP
CORP
US
N
1
N
N
N
Argo Group US Inc
N/A
Argo Group US Inc
040130205
3321.00000000
NS
USD
76383.00000000
0.008640004671
Long
EP
CORP
US
N
1
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
9550000.00000000
PA
USD
9542306.33000000
1.079370688089
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
337570.00000000
NS
USD
8837582.60000000
0.999656401935
Long
EP
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
9981000.00000000
PA
USD
9821403.81000000
1.110940586247
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
995000.00000000
PA
USD
857351.83000000
0.096978697044
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
16977000.00000000
PA
USD
16831553.80000000
1.903888345064
Long
DBT
CORP
US
N
2
N/A
Variable
3.80375000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
3320000.00000000
PA
USD
3012900.00000000
0.340801880979
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
8759937.83000000
0.990873673114
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
1471787.30000000
0.166480095669
Long
DBT
CORP
US
Y
2
2065-12-21
Fixed
4.85000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
3110000.00000000
PA
USD
2937505.06000000
0.332273639959
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
13145000.00000000
PA
USD
13189126.84000000
1.491878003102
Long
DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2170
USD
XXXX
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
3175000.00000000
PA
USD
3241748.63000000
0.366687918870
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
219461.00000000
NS
USD
5842051.82000000
0.660819227002
Long
EP
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H824
84573.00000000
NS
USD
1886823.63000000
0.213426612957
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
11747000.00000000
PA
USD
10880658.75000000
1.230757399281
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
2661596.00000000
0.301064397493
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S Reg S
AM9264657
1815000.00000000
PA
USD
1756012.50000000
0.198630011956
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 09/28/2170
USD
XXXX
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
3290000.00000000
PA
USD
2667041.56000000
0.301680367850
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
2025000.00000000
PA
USD
2065500.00000000
0.233637454002
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 12/15/2170
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
8088000.00000000
PA
USD
9629503.73000000
1.089233955352
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
6609000.00000000
PA
USD
5569404.30000000
0.629978911140
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
13950000.00000000
PA
USD
14071624.75000000
1.591701079768
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
936291.00000000
0.105907840932
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
1880000.00000000
PA
USD
1739401.85000000
0.196751110975
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
16839625.00000000
1.904801312684
Long
EP
USGSE
US
Y
2
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
132414.00000000
NS
USD
2735673.24000000
0.309443587884
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
6970000.00000000
PA
USD
6902191.45000000
0.780736111068
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
2040000.00000000
PA
USD
2031840.00000000
0.229830028825
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
2881560.00000000
0.325945457252
Long
DBT
CORP
AU
Y
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
115800.00000000
NS
USD
3017748.00000000
0.341350258794
Long
EP
CORP
US
N
2
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
10404000.00000000
PA
USD
10424152.96000000
1.179120095716
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
4813497.77000000
PA
USD
4813497.77000000
0.544475121678
Long
RA
CORP
US
N
2
Repurchase
N
0.45000000
2022-08-01
3143200.00000000
USD
4909777.44000000
USD
UST
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S Reg S
AT2149405
1600000.00000000
PA
USD
1545440.00000000
0.174811264542
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 12/26/2170
USD
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
11190000.00000000
PA
USD
11304735.66000000
1.278726534867
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 06/27/2171
USD
XXXX
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AL8
3025000.00000000
PA
USD
2742979.25000000
0.310270001622
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
157800.00000000
NS
USD
4142250.00000000
0.468547443156
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
5385000.00000000
PA
USD
4779187.50000000
0.540594141708
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
Y
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
7435000.00000000
PA
USD
7108306.10000000
0.804050612186
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
2578000.00000000
PA
USD
2341606.17000000
0.264868992415
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
100352.00000000
NS
USD
2657320.96000000
0.300580829610
Long
EP
CORP
US
N
1
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H201
221982.00000000
NS
USD
5316468.90000000
0.601368316667
Long
EP
CORP
US
N
1
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
9666000.00000000
PA
USD
9783189.23000000
1.106617973235
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
7105250.00000000
0.803704923770
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
14640000.00000000
PA
USD
13119060.06000000
1.483952452829
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
21125000.00000000
PA
USD
21661618.94000000
2.450237472139
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
1735000.00000000
PA
USD
1663846.70000000
0.188204747924
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
236052.00000000
NS
USD
6217609.68000000
0.703300167326
Long
EP
CORP
BM
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
5765000.00000000
PA
USD
5430053.50000000
0.614216351893
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EAN4
1792000.00000000
PA
USD
2082648.98000000
0.235577247769
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
20395000.00000000
PA
USD
20649937.50000000
2.335801899202
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 12/27/2170
USD
XXXX
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
6365000.00000000
PA
USD
5021612.14000000
0.568015819595
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
1100000.00000000
PA
USD
970750.48000000
0.109805698677
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
5469750.00000000
0.618706591153
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
1190000.00000000
PA
USD
1136361.61000000
0.128538675084
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
3540000.00000000
PA
USD
3565358.15000000
0.403292762416
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
9649000.00000000
PA
USD
9413853.87000000
1.064840886242
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 6 09/30/2170
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
7754000.00000000
PA
USD
7967235.00000000
0.901207698298
Long
DBT
CORP
FR
Y
2
N/A
Fixed
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 7.875 03/23/2171
USD
XXXX
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
3985000.00000000
PA
USD
3975865.50000000
0.449726987593
Long
DBT
CORP
FI
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.625 09/26/2170
USD
XXXX
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621X306
82800.00000000
NS
USD
1932552.00000000
0.218599142583
Long
EP
CORP
US
N
1
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
9696000.00000000
PA
USD
9289770.18000000
1.050805254475
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
1415000.00000000
PA
USD
1430745.70000000
0.161837706449
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
NATIONWIDE FIN SVCS CAP
N/A
Nationwide Financial Services Capital Trust
638611AA1
575000.00000000
PA
USD
649750.00000000
0.073495974697
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
7.89900000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
1465000.00000000
PA
USD
1247875.54000000
0.141152488054
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAB2
2575000.00000000
PA
USD
2523500.00000000
0.285443773988
Long
DBT
CORP
BM
Y
2
2041-04-01
Fixed
6.62500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
1790000.00000000
PA
USD
1690197.26000000
0.191185371381
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
1905000.00000000
PA
USD
1774206.00000000
0.200687955804
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
17870000.00000000
PA
USD
18193983.10000000
2.057998494137
Long
DBT
CORP
CH
Y
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2171
USD
XXXX
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd Reg S
EK6047337
6715000.00000000
PA
USD
6786037.99000000
0.767597501207
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
2193012.50000000
0.248060932991
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
18750000.00000000
PA
USD
17424375.00000000
1.970944862056
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 01/17/2171
USD
XXXX
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
17735000.00000000
PA
USD
16822498.25000000
1.902864033446
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA Reg S
EK1429340
5500000.00000000
PA
USD
5330325.00000000
0.602935638830
Long
DBT
CORP
IT
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2171
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
3685000.00000000
PA
USD
3344137.50000000
0.378269557653
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG Reg S
BK6156289
5900000.00000000
PA
USD
5626700.20000000
0.636459893082
Long
DBT
CORP
CH
N
2
N/A
Fixed
5.12500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 5.125 07/29/2171
USD
XXXX
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0442657
423677.00000000
NS
USD
10252983.40000000
1.159758381748
Long
EP
CORP
BM
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
6440000.00000000
PA
USD
6210092.00000000
0.702449810698
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2170
USD
XXXX
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
3415000.00000000
PA
USD
3392691.92000000
0.383761753765
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 03/17/2171
USD
XXXX
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
2125000.00000000
PA
USD
1876587.50000000
0.212268760935
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA Reg S
AX1003505
10600000.00000000
PA
USD
10732500.00000000
1.213998535500
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2171
USD
XXXX
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
1550000.00000000
PA
USD
1416914.69000000
0.160273222323
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2314000.00000000
PA
USD
3118797.86000000
0.352780436483
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
2930584.80000000
0.331490860038
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 10/06/2170
USD
XXXX
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
19365000.00000000
PA
USD
19508161.57000000
2.206650787448
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2170
USD
XXXX
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
1565000.00000000
PA
USD
1502400.00000000
0.169942827834
Long
DBT
CORP
FR
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273V605
60200.00000000
NS
USD
1426740.00000000
0.161384604755
Long
EP
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
1825000.00000000
PA
USD
1659600.25000000
0.187724413977
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
5410474.58000000
0.612001697319
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
3805000.00000000
PA
USD
3557675.00000000
0.402423688775
Long
DBT
CORP
IT
Y
2
N/A
Fixed
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2171
USD
XXXX
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
221181.00000000
NS
USD
5843602.02000000
0.660994576690
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
21850000.00000000
PA
USD
20961395.90000000
2.371032278095
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2170
USD
XXXX
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
3060000.00000000
PA
USD
2689740.00000000
0.304247884544
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG Reg S
EK7554620
15645000.00000000
PA
USD
16268609.70000000
1.840211353406
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 02/19/2171
USD
XXXX
N
N
N
AMER AGCREDIT ACA
N/A
American AgCredit Corp
02369GAA3
4570000.00000000
PA
USD
4181550.00000000
0.472992832622
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
8525000.00000000
PA
USD
8258593.75000000
0.934164520642
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
3350000.00000000
PA
USD
3100157.47000000
0.350671943014
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 09/08/2170
USD
XXXX
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
14026000.00000000
PA
USD
13079245.00000000
1.479448802744
Long
DBT
CORP
US
N
2
N/A
Variable
5.15886000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0515015
107800.00000000
NS
USD
2553782.00000000
0.288869099276
Long
EP
CORP
BM
N
1
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1180000.00000000
PA
USD
1209651.25000000
0.136828776703
Long
DBT
CORP
DE
Y
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
11680000.00000000
PA
USD
11607550.71000000
1.312979227830
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 Reg S
BP5040772
1840000.00000000
PA
USD
1582400.00000000
0.178991966697
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
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC Reg S
AM7838908
1485000.00000000
PA
USD
1438578.90000000
0.162723752881
Long
DBT
CORP
GB
N
2
2047-03-21
Fixed
5.25000000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
15493000.00000000
PA
USD
14691233.84000000
1.661787688466
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
4750000.00000000
PA
USD
4604741.58000000
0.520861824782
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAF2
2200000.00000000
PA
USD
2002000.00000000
0.226454700030
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.12500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
6070000.00000000
PA
USD
5120551.12000000
0.579207226707
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
COBANK ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075QAC6
3150000.00000000
PA
USD
3035313.07000000
0.343337118263
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
11519000.00000000
PA
USD
11113075.28000000
1.257047017454
Long
DBT
CORP
US
Y
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
630000.00000000
PA
USD
567000.00000000
0.064135771686
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
MetLife Capital Trust IV
591560AA5
11660000.00000000
PA
USD
12838699.26000000
1.452239655194
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
8090000.00000000
PA
USD
6836050.00000000
0.773254571498
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 02/21/2171
USD
XXXX
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AW4
8710000.00000000
PA
USD
8840553.49000000
0.999992451887
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
-203561.73000000
-0.02302572952
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
-179819.52000000
N
N
N
2022-07-31
Nuveen Preferred & Income Opportunities Fund
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller