NPORT-P
false
0001547994
XXXXXXXX
Nuveen Preferred and Income Term Fund
811-22699
0001547994
ET6DW8XHL36KSUO5W433
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Preferred and Income Term Fund
ET6DW8XHL36KSUO5W433
2021-07-31
2020-10-31
N
743368916.00
220834454.00
522534462.00
0.00000000
0.00000000
216700000.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
244887.00000000
USD
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
6535000.00000000
PA
USD
6774605.78000000
1.296489757645
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2168
USD
XXXX
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AW4
4755000.00000000
PA
USD
5052187.50000000
0.966862066984
Long
DBT
CORP
US
N
2
N/A
Variable
6.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
AT2149405
1500000.00000000
PA
USD
1607934.00000000
0.307718268733
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 12/26/2168
USD
XXXX
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
5820000.00000000
PA
USD
6511125.00000000
1.246066139844
Long
DBT
CORP
US
N
2
N/A
Variable
5.62500000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
Globe Life Inc
37959E201
63453.00000000
NS
USD
1641529.11000000
0.314147530809
Long
EP
CORP
US
N
1
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
1720000.00000000
PA
USD
1829650.00000000
0.350149154372
Long
DBT
CORP
GB
Y
2
N/A
Variable
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.75 04/02/2169
USD
XXXX
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
1570000.00000000
PA
USD
1683825.00000000
0.322241904113
Long
DBT
CORP
US
N
2
N/A
Fixed
6.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
11706000.00000000
PA
USD
12188872.50000000
2.332644712723
Long
DBT
CORP
GB
N
2
N/A
Variable
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2169
USD
XXXX
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
1845000.00000000
PA
USD
1976456.25000000
0.378244191289
Long
DBT
CORP
US
N
2
N/A
Variable
5.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
8815000.00000000
PA
USD
9596274.86000000
1.836486501439
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
1970000.00000000
PA
USD
2234492.20000000
0.427625805089
Long
DBT
CORP
AU
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Australia & New Zealand Banking Group Ltd/United Kingdom
Australia & New Zealand B 6.75 12/15/2168
USD
XXXX
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GU6
2670000.00000000
PA
USD
2649975.00000000
0.507138799966
Long
DBT
CORP
US
N
2
N/A
Fixed
5.80000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AL2
4655000.00000000
PA
USD
4998306.25000000
0.956550546134
Long
DBT
CORP
CH
Y
2
N/A
Variable
6.37500000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 6.375 02/21/2169
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
3700000.00000000
PA
USD
4023750.00000000
0.770044904712
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
1820000.00000000
PA
USD
1961960.00000000
0.375469972351
Long
DBT
CORP
US
N
2
N/A
Variable
6.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
130072.00000000
NS
USD
3739570.00000000
0.715659974977
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BQ3
3225000.00000000
PA
USD
3336907.50000000
0.638600464212
Long
DBT
CORP
GB
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 6 09/30/2169
USD
XXXX
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H208
24000.00000000
NS
USD
2136000.00000000
0.408776866472
Long
EP
CORP
US
Y
2
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1415000.00000000
PA
USD
1463110.00000000
0.280002584786
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
2335000.00000000
PA
USD
2335839.85000000
0.447021205273
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
254745.00000000
NS
USD
7232210.55000000
1.384063841898
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
3180000.00000000
PA
USD
3183752.40000000
0.609290416523
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0515015
62000.00000000
NS
USD
1583480.00000000
0.303038386011
Long
EP
CORP
BM
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBG9
6970000.00000000
PA
USD
7475325.00000000
1.430589854569
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 8 09/15/2169
USD
XXXX
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
8030000.00000000
PA
USD
7146700.00000000
1.367699265737
Long
DBT
CORP
DE
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2169
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
1270000.00000000
PA
USD
1407845.80000000
0.269426401966
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TB7
1230000.00000000
PA
USD
1630000.80000000
0.311941301203
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
7.95000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
196300.00000000
NS
USD
5531734.00000000
1.058635248444
Long
EP
CORP
US
N
1
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89832Q695
61900.00000000
NS
USD
1614971.00000000
0.309064974168
Long
EP
CORP
US
N
1
N
N
N
Compeer Financial ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453Q201
12700.00000000
NS
USD
13208000.00000000
2.527680174326
Long
EP
CORP
US
Y
2
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BB6
5105000.00000000
PA
USD
5268921.55000000
1.008339532254
Long
DBT
CORP
GB
N
2
N/A
Variable
8.62500000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8.625 09/30/2169
USD
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
UV4180070
5480000.00000000
PA
USD
6041700.00000000
1.156229959814
Long
DBT
CORP
CH
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2169
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
2870000.00000000
PA
USD
3206019.60000000
0.613551800531
Long
DBT
CORP
US
N
2
N/A
Variable
6.25000000
N
N
N
N
N
N
Aspen Insurance Holdings Ltd
549300YX6HECG9XQCQ75
Aspen Insurance Holdings Ltd
EP0442657
332778.00000000
NS
USD
8715455.82000000
1.667919812722
Long
EP
CORP
BM
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
13010000.00000000
PA
USD
13116030.98000000
2.510079608873
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
6095000.00000000
PA
USD
6559743.75000000
1.255370550086
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 07/31/2169
USD
XXXX
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
2735000.00000000
PA
USD
3245946.52000000
0.621192812350
Long
DBT
CORP
GB
N
2
2079-04-04
Variable
7.00000000
N
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359U109
119500.00000000
NS
USD
3181090.00000000
0.608780899890
Long
EP
CORP
BM
N
1
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
3735000.00000000
PA
USD
4178531.25000000
0.799666156755
Long
DBT
CORP
FI
Y
2
N/A
Variable
6.62500000
N
N
N
N
Y
Nordea Bank Abp
Nordea Bank Abp 6.625 09/26/2169
USD
XXXX
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
2960000.00000000
PA
USD
3078400.00000000
0.589128607559
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H201
130503.00000000
NS
USD
2444321.19000000
0.467781814934
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
180399.00000000
NS
USD
4778769.51000000
0.914536716240
Long
EP
CORP
US
N
1
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
20500.00000000
NS
USD
1824500.00000000
0.349163573444
Long
EP
CORP
US
Y
2
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
6845000.00000000
PA
USD
7580837.50000000
1.450782302660
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
114700.00000000
NS
USD
2989082.00000000
0.572035380893
Long
EP
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145G308
52550.00000000
NS
USD
1377335.50000000
0.263587495210
Long
EP
CORP
US
N
1
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
1400000.00000000
PA
USD
1442854.00000000
0.276126094052
Long
DBT
CORP
GB
N
2
N/A
Variable
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 03/17/2169
USD
XXXX
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAG6
5155000.00000000
PA
USD
5064787.50000000
0.969273391196
Long
DBT
CORP
ES
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.5 12/05/2168
USD
XXXX
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
2265000.00000000
PA
USD
2218794.00000000
0.424621563046
Long
DBT
CORP
US
N
2
N/A
Fixed
5.05000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
2347000.00000000
PA
USD
2509060.87000000
0.480171367147
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AN6
7493000.00000000
PA
USD
6743700.00000000
1.290575165930
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
80100.00000000
NS
USD
8610750.00000000
1.647881742965
Long
EP
CORP
US
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AK4
8671000.00000000
PA
USD
9396849.41000000
1.798321468412
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.25 03/12/2169
USD
XXXX
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BD8
1050000.00000000
PA
USD
1015875.00000000
0.194413014619
Long
DBT
CORP
US
N
2
N/A
Fixed
5.80000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
5760000.00000000
PA
USD
6177600.00000000
1.182237813819
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
2385000.00000000
PA
USD
2551950.00000000
0.488379271719
Long
DBT
CORP
US
N
2
N/A
Variable
4.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055H400
59100.00000000
NS
USD
1477500.00000000
0.282756470136
Long
EP
CORP
US
N
1
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AK2
12570000.00000000
PA
USD
12444300.00000000
2.381527134568
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
PROVIDENT FINANCING TR I
N/A
Provident Financing Trust I
743863AA0
4734000.00000000
PA
USD
5388396.87000000
1.031204114150
Long
DBT
CORP
US
N
2
2038-03-15
Fixed
7.40500000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
1220000.00000000
PA
USD
1302350.00000000
0.249237149836
Long
DBT
CORP
AU
Y
2
N/A
Variable
5.87500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
8375000.00000000
PA
USD
8877583.75000000
1.698947035190
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 01/17/2169
USD
XXXX
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
8668000.00000000
PA
USD
9084064.00000000
1.738462180126
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
1447000.00000000
PA
USD
1621427.25000000
0.310300538608
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
TRANSCANADA TRUST
N/A
Transcanada Trust
89356BAE8
1320000.00000000
PA
USD
1352260.80000000
0.258788826065
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAG0
2815000.00000000
PA
USD
2815000.00000000
0.538720449025
Long
DBT
CORP
US
N
2
N/A
Variable
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
6550000.00000000
PA
USD
7060317.90000000
1.351167896750
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 12/27/2168
USD
XXXX
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
127800.00000000
NS
USD
3437820.00000000
0.657912587591
Long
EP
CORP
BM
N
1
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
78881.00000000
NS
USD
1305480.55000000
0.249836258646
Long
EP
CORP
US
N
1
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
10990000.00000000
PA
USD
12327321.12000000
2.359140308720
Long
DBT
CORP
AU
Y
2
2043-11-24
Variable
7.50000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAC3
1180000.00000000
PA
USD
1180000.00000000
0.225822426234
Long
DBT
USGSE
US
Y
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
700000.00000000
PA
USD
715750.00000000
0.136976611506
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
913ZLW006
-52000000.00000000
PA
USD
-52000000.00000000
-9.95149674931
Short
RA
CORP
FR
N
N/A
Reverse repurchase
N
0.84825000
2024-02-11
54275000.00
USD
57504159.81
USD
CDS
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAD1
2245000.00000000
PA
USD
2415620.00000000
0.462289126492
Long
DBT
USGSE
US
Y
2
N/A
Variable
5.70000000
N
N
N
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351802
161200.00000000
NS
USD
4387864.00000000
0.839727198701
Long
EP
CORP
US
N
1
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
6005000.00000000
PA
USD
6075615.32000000
1.162720502059
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
86389.00000000
NS
USD
2299675.18000000
0.440100193812
Long
EP
CORP
US
N
1
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
1765000.00000000
PA
USD
1851776.23000000
0.354383560255
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AV6
1980000.00000000
PA
USD
1970100.00000000
0.377027764342
Long
DBT
CORP
US
N
2
N/A
Variable
4.45000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
1969000.00000000
PA
USD
2010349.00000000
0.384730414201
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452E200
105500.00000000
NS
USD
2668095.00000000
0.510606513834
Long
EP
CORP
US
N
1
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
3440000.00000000
PA
USD
4955480.37000000
0.948354746026
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R308
100400.00000000
NS
USD
2808188.00000000
0.537416802951
Long
EP
CORP
US
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B202
79000.00000000
NS
USD
1982110.00000000
0.379326177342
Long
EP
CORP
US
N
1
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
7945000.00000000
PA
USD
8191851.15000000
1.567715001733
Long
DBT
CORP
GB
N
2
N/A
Variable
7.75000000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.75 12/15/2168
USD
XXXX
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
3971000.00000000
PA
USD
4080202.50000000
0.780848498371
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
10375000.00000000
PA
USD
8611250.00000000
1.647977430434
Long
DBT
CORP
US
Y
2
N/A
Variable
7.00000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
2740000.00000000
PA
USD
2169559.40000000
0.415199294549
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
136500.00000000
NS
USD
14264250.00000000
2.729819952047
Long
EP
CORP
US
N
2
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
EK6047337
1650000.00000000
PA
USD
1838314.50000000
0.351807322518
Long
DBT
CORP
AU
N
2
2044-12-02
Variable
6.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
AX1003505
8000000.00000000
PA
USD
8300000.00000000
1.588411981141
Long
DBT
CORP
ES
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2169
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
1860000.00000000
PA
USD
2111100.00000000
0.404011630528
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
GMAC Capital Trust I
N/A
GMAC Capital Trust I
361860208
117026.00000000
NS
USD
3012249.24000000
0.576469009999
Long
EP
CORP
US
N
1
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
00105DAF2
1240000.00000000
PA
USD
1281963.48000000
0.245335680845
Long
DBT
CORP
CL
Y
2
2079-03-26
Variable
7.12500000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
1920000.00000000
PA
USD
2087588.99000000
0.399512212459
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
EK7554620
11352000.00000000
PA
USD
12643290.00000000
2.419608833378
Long
DBT
CORP
CH
N
2
N/A
Variable
7.00000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 7 02/19/2169
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
1720000.00000000
PA
USD
1932781.20000000
0.369885881325
Long
DBT
CORP
FR
Y
2
N/A
Variable
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 8 03/29/2169
USD
XXXX
N
N
N
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
2121000.00000000
PA
USD
3595095.00000000
0.688011080884
Long
DBT
CORP
JE
Y
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
12700000.00000000
PA
USD
13398500.00000000
2.564137099918
Long
DBT
CORP
GB
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 06/27/2169
USD
XXXX
N
N
N
ASSURED GUARANTY MUNI
N/A
Assured Guaranty Municipal Holdings Inc
31769PAB6
13170000.00000000
PA
USD
12886757.16000000
2.466202345903
Long
DBT
CORP
US
Y
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
Axis Capital Holdings Ltd
N/A
Axis Capital Holdings Ltd
05461T305
75908.00000000
NS
USD
1934135.84000000
0.370145125471
Long
EP
CORP
BM
N
1
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
7045000.00000000
PA
USD
6234825.00000000
1.193189244616
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
7388000.00000000
PA
USD
7926443.28000000
1.516922587203
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E-Capital Trust II
44965UAA2
6082000.00000000
PA
USD
3375510.00000000
0.645988015236
Long
DBT
CORP
US
Y
2
2065-12-21
Variable
3.23000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
112134.00000000
NS
USD
3133023.96000000
0.599582264489
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
6620000.00000000
PA
USD
7401193.10000000
1.416402866840
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
COMMERZBANK AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
1085000.00000000
PA
USD
1245396.30000000
0.238337639058
Long
DBT
CORP
DE
Y
2
2023-09-19
Fixed
8.12500000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
54100.00000000
NS
USD
1529407.00000000
0.292690169017
Long
EP
CORP
US
N
1
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780099CK1
4670000.00000000
PA
USD
5227504.60000000
1.000413366037
Long
DBT
CORP
GB
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
Natwest Group PLC
Natwest Group PLC 8 09/30/2169
USD
XXXX
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
7275000.00000000
PA
USD
8018505.00000000
1.534540893113
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.87500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 7.875 03/23/2169
USD
XXXX
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
1540000.00000000
PA
USD
1564813.22000000
0.299466032156
Long
DBT
CORP
US
N
2
2040-09-01
Variable
5.75000000
N
N
N
N
N
N
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
N/A
1.00000000
NC
USD
-3561713.75000000
-0.68162274625
N/A
DIR
CORP
US
N
2
Morgan Stanley
7PDDXEMZ0ZV0CEDU4D16
Morgan Stanley
Morgan Stanley
Y
2024-07-01
0.00000000
USD
0.00000000
USD
45000000.00000000
USD
-3480007.50000000
N
N
N
FIDELIS INSUR HLD LTD
549300CDMGCAGJQ7DX03
Fidelis Insurance Holdings Ltd
31575FAB2
2400000.00000000
PA
USD
2401800.00000000
0.459644324856
Long
DBT
CORP
BM
Y
2
2041-04-01
Variable
6.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
6380000.00000000
PA
USD
6622790.90000000
1.267436194476
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
3110000.00000000
PA
USD
3203300.00000000
0.613031337251
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477855
30950.00000000
NS
USD
877742.00000000
0.167977820379
Long
EP
CORP
US
N
1
N
N
N
CME Group Inc
N/A
US 10YR NOTE (CBT)Dec20
N/A
-223.00000000
NC
USD
-30822781.25000000
-5.89870783489
N/A
DIR
US
N
1
N/A
N/A
Short
CME Group Inc
US 10YR NOTE (CBT)Dec20
2020-12-21
-30979137.48000000
USD
156356.23000000
N
N
N
Farm Credit Bank of Texas
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767E406
111200.00000000
NS
USD
11898400.00000000
2.277055556194
Long
EP
USGSE
US
Y
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
7100000.00000000
PA
USD
7532745.00000000
1.441578603479
Long
DBT
CORP
FR
Y
2
N/A
Variable
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 6.625 09/25/2169
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
3490000.00000000
PA
USD
3499981.40000000
0.669808721630
Long
DBT
CORP
US
N
2
N/A
Variable
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
125000.00000000
NS
USD
3532500.00000000
0.676031966672
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
950000.00000000
PA
USD
1091901.50000000
0.208962581304
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.00000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7 02/16/2169
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
12192000.00000000
PA
USD
13330227.69000000
2.551071490859
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
6015000.00000000
PA
USD
6040894.58000000
1.156075822612
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
3951000.00000000
PA
USD
3985446.99000000
0.762714668568
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R706
64200.00000000
NS
USD
1623618.00000000
0.310719793252
Long
EP
CORP
US
N
1
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
2430000.00000000
PA
USD
2496825.00000000
0.477829728290
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
DAIRY FARMERS OF AMERICA
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385HAA7
2360000.00000000
PA
USD
2158730.52000000
0.413126918316
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBF5
6163000.00000000
PA
USD
6575181.44000000
1.258324937045
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.87500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 7.875 06/18/2169
USD
XXXX
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
107152.00000000
NS
USD
2458066.88000000
0.470412395498
Long
EP
CORP
US
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
1815000.00000000
PA
USD
1833150.00000000
0.350818966654
Long
DBT
CORP
US
N
2
N/A
Variable
4.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
119752.00000000
NS
USD
3386586.56000000
0.648107791213
Long
EP
CORP
US
N
1
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
194529.00000000
NS
USD
5337875.76000000
1.021535639882
Long
EP
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94988U151
64600.00000000
NS
USD
1613708.00000000
0.308823267622
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
9140000.00000000
PA
USD
10202525.00000000
1.952507584083
Long
DBT
CORP
FR
Y
2
N/A
Variable
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 7.375 02/19/2169
USD
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AR4
4250000.00000000
PA
USD
4427990.00000000
0.847406309442
Long
DBT
CORP
NL
N
2
N/A
Variable
5.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 5.75 11/16/2168
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
7060000.00000000
PA
USD
7060000.00000000
1.351107058657
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
10363000.00000000
PA
USD
10117851.21000000
1.936303142815
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
2350000.00000000
PA
USD
2185500.00000000
0.418249925877
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
595000.00000000
PA
USD
630700.00000000
0.120700173072
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150708
123212.00000000
NS
USD
3156691.44000000
0.604111626995
Long
EP
CORP
US
N
1
N
N
N
Maiden Holdings North America Ltd
N/A
Maiden Holdings North America Ltd
56029Q408
200629.00000000
NS
USD
4391768.81000000
0.840474481470
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
3520000.00000000
PA
USD
3587762.99000000
0.686607917929
Long
DBT
CORP
CA
N
2
2080-07-15
Variable
5.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
304920.88000000
PA
USD
304920.88000000
0.058354214348
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-11-02
265000.00000000
USD
311097.06000000
USD
UST
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
4795000.00000000
PA
USD
4878912.50000000
0.933701574691
Long
DBT
CORP
GB
N
2
N/A
Variable
6.12500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 6.125 12/15/2168
USD
XXXX
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
2320000.00000000
PA
USD
2346678.52000000
0.449095455066
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.90000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
114104.00000000
NS
USD
2138308.96000000
0.409218743547
Long
EP
CORP
US
N
1
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
539473AE8
705000.00000000
PA
USD
788034.90000000
0.150810129724
Long
DBT
CORP
GB
Y
2
N/A
Fixed
12.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
QZ3177313
5825000.00000000
PA
USD
6005808.00000000
1.149361130558
Long
DBT
CORP
GB
N
2
N/A
Variable
7.87500000
N
N
N
N
Y
Barclays PLC
Barclays PLC 7.875 12/15/2168
USD
XXXX
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967358
5908.00000000
NS
USD
167078.24000000
0.031974587735
Long
EP
CORP
US
N
1
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBH7
2190000.00000000
PA
USD
1998375.00000000
0.382438890700
Long
DBT
CORP
US
N
2
N/A
Variable
4.04600000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148876
97066.00000000
NS
USD
2609765.01000000
0.499443615644
Long
EP
USGSE
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAB4
3950000.00000000
PA
USD
3890750.00000000
0.744592038027
Long
DBT
CORP
US
N
2
N/A
Variable
4.16525000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
2025000.00000000
PA
USD
2059260.04000000
0.394090761424
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.00000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
795000.00000000
PA
USD
849817.34000000
0.162633740317
Long
DBT
CORP
US
N
2
2050-06-01
Variable
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
2135000.00000000
PA
USD
2242525.69000000
0.429163213736
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
USB REALTY CORP
N/A
USB Realty Corp
903312AA4
1500000.00000000
PA
USD
1163250.00000000
0.222616896031
Long
DBT
CORP
US
Y
2
N/A
Fixed
1.38388000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
5540000.00000000
PA
USD
6066300.00000000
1.160937783276
Long
DBT
CORP
US
N
2
N/A
Variable
5.37500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
1485000.00000000
PA
USD
1247637.60000000
0.238766567706
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AX2850722
2905000.00000000
PA
USD
3076575.11000000
0.588779369349
Long
DBT
CORP
NL
N
2
N/A
Variable
6.75000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.75 04/16/2169
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
4402000.00000000
PA
USD
4688130.00000000
0.897190585680
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
Delphi Financial Group Inc
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
70700.00000000
NS
USD
1343300.00000000
0.257073953526
Long
EP
CORP
US
N
2
N
N
N
WACHOVIA CAP TRUST III
529900IS945AVTZGWM53
Wachovia Capital Trust III
92978AAA0
5600000.00000000
PA
USD
5606720.00000000
1.072985689506
Long
DBT
CORP
US
N
2
N/A
Fixed
5.56975000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
88153.00000000
NS
USD
2271702.81000000
0.434746983252
Long
EP
CORP
US
N
1
N
N
N
MACQUARIE BANK LONDON
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd/London
556079AB7
3050000.00000000
PA
USD
3138450.00000000
0.600620672555
Long
DBT
CORP
AU
Y
2
N/A
Fixed
6.12500000
N
N
N
N
Y
Macquarie Bank Ltd/London
Macquarie Bank Ltd/London 6.125 09/08/2169
USD
XXXX
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83367TBU2
1508000.00000000
PA
USD
1585285.00000000
0.303383817773
Long
DBT
CORP
FR
Y
2
N/A
Variable
6.75000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 6.75 10/06/2169
USD
XXXX
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
2140000.00000000
PA
USD
2134650.00000000
0.408518510306
Long
DBT
CORP
MX
Y
2
N/A
Variable
7.62500000
N
N
N
N
Y
Banco Mercantil del Norte SA/Grand Cayman
Banco Mercantil del Norte 7.625 10/06/2169
USD
XXXX
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAU1
6014000.00000000
PA
USD
6344770.00000000
1.214229962118
Long
DBT
CORP
IT
Y
2
N/A
Variable
7.70000000
N
N
N
N
Y
Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2169
USD
XXXX
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
151000.00000000
NS
USD
4288400.00000000
0.820692281918
Long
EP
CORP
US
N
1
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
62728.00000000
NS
USD
6649168.00000000
1.272484110339
Long
EP
CORP
US
N
2
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BA7
4630000.00000000
PA
USD
4780475.00000000
0.914863104282
Long
DBT
CORP
GB
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.5 04/02/2169
USD
XXXX
N
N
N
AES GENER SA
549300IF4IFG0FS0RM26
AES Gener SA
00105DAG0
2550000.00000000
PA
USD
2568487.50000000
0.491544134748
Long
DBT
CORP
CL
Y
2
2079-10-07
Variable
6.35000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
202914.00000000
NS
USD
5261560.02000000
1.006930719911
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
3045000.00000000
PA
USD
3223893.75000000
0.616972464870
Long
DBT
CORP
NL
N
2
N/A
Variable
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.5 10/16/2169
USD
XXXX
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AR9
3890000.00000000
PA
USD
3916452.00000000
0.749510756670
Long
DBT
CORP
CH
Y
2
N/A
Variable
5.25000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 5.25 02/11/2169
USD
XXXX
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2480000.00000000
PA
USD
2350395.20000000
0.449806734469
Long
DBT
CORP
ES
N
2
N/A
Variable
6.12500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6.125 02/16/2169
USD
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
AL2981127
2774000.00000000
PA
USD
2867095.44000000
0.548690210598
Long
DBT
CORP
NL
N
2
N/A
Variable
6.87500000
N
N
N
N
Y
ING Groep NV
ING Groep NV 6.875 04/16/2169
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
1805000.00000000
PA
USD
1868175.00000000
0.357521873839
Long
DBT
CORP
US
N
2
N/A
Variable
5.70000000
N
N
N
N
N
N
Morgan Stanley
5R6J7JCQRIPQR1EEP713
Morgan Stanley
N/A
1.00000000
NC
USD
-6607668.61000000
-1.26454216717
N/A
DIR
CORP
US
N
2
JP MORGAN ICE
5R6J7JCQRIPQR1EEP713
N/A
N/A
Y
2024-03-01
0.00000000
USD
0.00000000
USD
112000000.00000000
USD
-6442092.16000000
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
2210000.00000000
PA
USD
2290886.00000000
0.438418165039
Long
DBT
CORP
FR
Y
2
N/A
Variable
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
3632000.00000000
PA
USD
3940720.00000000
0.754155043653
Long
DBT
CORP
CH
Y
2
N/A
Variable
7.50000000
N
N
N
N
Y
Credit Suisse Group AG
Credit Suisse Group AG 7.5 06/11/2169
USD
XXXX
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
12882000.00000000
PA
USD
10526204.25000000
2.014451680318
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
EP0572651
143500.00000000
NS
USD
3842930.00000000
0.735440488516
Long
EP
CORP
BM
N
1
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676503
256300.00000000
NS
USD
6381870.00000000
1.221329972299
Long
EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
9624000.00000000
PA
USD
11292801.60000000
2.161159200251
Long
DBT
CORP
FR
Y
2
N/A
Variable
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2169
USD
XXXX
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
57838.00000000
NS
USD
1587653.10000000
0.303837012763
Long
EP
CORP
US
N
1
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
7165000.00000000
PA
USD
7523250.00000000
1.439761498448
Long
DBT
CORP
IT
N
2
N/A
Variable
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2169
USD
XXXX
N
N
N
2020-10-31
Nuveen Preferred and Income Term Fund
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer
XXXX