0001752724-22-222062.txt : 20220928
0001752724-22-222062.hdr.sgml : 20220928
20220928163728
ACCESSION NUMBER: 0001752724-22-222062
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 Variable Rate Preferred & Income Fund
CENTRAL INDEX KEY: 0001865389
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23704
FILM NUMBER: 221276537
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
NPORT-P
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JPMorgan Chase & Co
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Energy Transfer LP
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PNC Financial Services Group Inc/The
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PNC Financial Services Group Inc/The
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USD
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EP
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N
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M&T BANK CORPORATION
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M&T Bank Corp
55261FAN4
2020000.00000000
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USD
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PRUDENTIAL FINANCIAL INC
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Prudential Financial Inc
744320BJ0
1395000.00000000
PA
USD
1332121.38000000
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2052-03-01
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AES ANDES SA
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AES Andes SA
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USD
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DBT
CORP
CL
Y
2
2079-10-07
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WESCO International Inc
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WESCO International Inc
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43800.00000000
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USD
1232970.00000000
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EP
CORP
US
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1
N
N
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Federal Agricultural Mortgage Corp
549300MS654K78GYF580
Federal Agricultural Mortgage Corp
313148876
115560.00000000
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USD
3411909.00000000
0.670541363174
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EP
USGSE
US
N
1
N
N
N
CREDIT SUISSE GROUP AG
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Credit Suisse Group AG
225401AX6
1575000.00000000
PA
USD
1672650.00000000
0.328725359062
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CORP
CH
Y
2
N/A
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Credit Suisse Group AG
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USD
XXXX
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N
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UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA Reg S
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1660000.00000000
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USD
1608789.00000000
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DBT
CORP
IT
N
2
N/A
Fixed
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UniCredit SpA
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USD
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CREDIT SUISSE GROUP AG
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Credit Suisse Group AG
225401AL2
5850000.00000000
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USD
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DBT
CORP
CH
Y
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N/A
Fixed
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Credit Suisse Group AG
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USD
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N
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ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
5000000.00000000
PA
USD
4213500.00000000
0.828077781012
Long
DBT
CORP
US
N
2
N/A
Fixed
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N
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Goldman Sachs Group Inc/The
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Goldman Sachs Group Inc/The
38145G308
51400.00000000
NS
USD
1289112.00000000
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Long
EP
CORP
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1
N
N
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BANCO SANTANDER SA
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Banco Santander SA
05971KAH2
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PA
USD
2561852.88000000
0.503480111107
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
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N
N
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Banco Santander SA
Banco Santander SA 4.75 08/12/2170
USD
XXXX
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N
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UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG Reg S
UV4180070
12305000.00000000
PA
USD
12566481.25000000
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Long
DBT
CORP
CH
N
2
N/A
Fixed
6.87500000
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N
N
N
Y
UBS Group AG
UBS Group AG 6.875 08/07/2170
USD
XXXX
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N
N
INTESA SANPAOLO SPA
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Intesa Sanpaolo SpA
46115HAU1
1098000.00000000
PA
USD
1026630.00000000
0.201763259124
Long
DBT
CORP
IT
Y
2
N/A
Fixed
7.70000000
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N
N
N
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Intesa Sanpaolo SpA
Intesa Sanpaolo SpA 7.7 03/17/2171
USD
XXXX
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N
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Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351802
188600.00000000
NS
USD
4950750.00000000
0.972969283101
Long
EP
CORP
US
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1
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
6000000.00000000
PA
USD
6307500.00000000
1.239610918176
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
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N
N
N
N
N
BANK OF AMERICA CORP
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Bank of America Corp
060505GB4
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PA
USD
7260000.00000000
1.426805432574
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
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N
N
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N
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LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAJ2
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PA
USD
9025407.23000000
1.773760339802
Long
DBT
CORP
GB
N
2
N/A
Fixed
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Lloyds Banking Group PLC
Lloyds Banking Group PLC 6.75 09/27/2170
USD
XXXX
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05962GAJ8
1595000.00000000
PA
USD
1498167.55000000
0.294434380061
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
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AS8
1220000.00000000
PA
USD
1212030.50000000
0.238199958931
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
ASSURANT INC
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Assurant Inc
04621XAK4
3516000.00000000
PA
USD
3522810.63000000
0.692336824354
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
MARKEL CORP
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Markel Corp
570535AW4
10345000.00000000
PA
USD
10500060.38000000
2.063573442499
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
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N
N
N
N
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UBS GROUP AG
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UBS Group AG
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6600000.00000000
PA
USD
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DBT
CORP
CH
Y
2
N/A
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N
N
Y
UBS Group AG
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USD
XXXX
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N
N
AMERICAN INTL GROUP
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American International Group Inc
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2250000.00000000
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USD
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DBT
CORP
US
N
2
2048-04-01
Fixed
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N
N
N
N
N
CITIGROUP INC
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Citigroup Inc
172967MG3
8000000.00000000
PA
USD
7406932.40000000
1.455682009233
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
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N
N
N
N
N
American Equity Investment Life Holding Co
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American Equity Investment Life Holding Co
025676503
310550.00000000
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USD
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1.485525944252
Long
EP
CORP
US
N
1
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
7265000.00000000
PA
USD
7289388.10000000
1.432581066284
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DBT
CORP
FR
Y
2
N/A
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
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USD
XXXX
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
989701BF3
1200000.00000000
PA
USD
1214548.63000000
0.238694846199
Long
DBT
CORP
US
N
2
N/A
Fixed
7.20000000
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N
N
N
N
N
DEUTSCHE BANK AG
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Deutsche Bank AG
251525AX9
6800000.00000000
PA
USD
5882000.00000000
1.155987541928
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
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N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2171
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
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Goldman Sachs Group Inc/The
38141GYU2
8200000.00000000
PA
USD
7214240.03000000
1.417812240592
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
4200000.00000000
PA
USD
3313553.96000000
0.651211679236
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
3375000.00000000
PA
USD
3321033.75000000
0.652681679926
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089209
261000.00000000
NS
USD
6438870.00000000
1.265429021438
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EP
CORP
US
N
1
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AD7
2465000.00000000
PA
USD
2532787.50000000
0.497767901454
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
NuStar Energy LP
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NuStar Energy LP
67058H201
176668.00000000
NS
USD
4231198.60000000
0.831556081099
Long
EP
CORP
US
N
1
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
6115000.00000000
PA
USD
5246482.02000000
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DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
945000.00000000
PA
USD
826623.44000000
0.162456035108
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
2825000.00000000
PA
USD
2842656.25000000
0.558666305846
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd Reg S
EK6047337
3875000.00000000
PA
USD
3915993.63000000
0.769608951131
Long
DBT
CORP
AU
N
2
2044-12-02
Fixed
6.75000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
2500000.00000000
PA
USD
2340900.00000000
0.460056313652
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
8000000.00000000
PA
USD
8074575.28000000
1.586893646726
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
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
7810000.00000000
PA
USD
7865945.53000000
1.545891709991
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBA2
9588000.00000000
PA
USD
9658882.17000000
1.898256963189
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
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAS6
8050000.00000000
PA
USD
7264941.06000000
1.427776497485
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AF1
2000000.00000000
PA
USD
1920000.00000000
0.377336973904
Long
DBT
CORP
FR
Y
2
N/A
Fixed
5.25000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 5YR NOTE (CBT) Sep22
N/A
-493.00000000
NC
USD
-56067195.56000000
-11.0188676603
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 5YR NOTE (CBT) Sep22
2022-09-30
-55890598.52000000
USD
-176597.04000000
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BM0
3400000.00000000
PA
USD
2870184.15000000
0.564076355056
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
2000000.00000000
PA
USD
1862683.46000000
0.366072572988
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
5890000.00000000
PA
USD
5824554.86000000
1.144697867297
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J406
122800.00000000
NS
USD
3251744.00000000
0.639064187953
Long
EP
CORP
US
N
1
N
N
N
STATE STREET BANK AND TRUST COMPANY
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
4814970.69000000
PA
USD
4814970.69000000
0.946284619583
Long
RA
CORP
US
N
2
Repurchase
N
0.45000000
2022-08-01
3144200.00000000
USD
4911339.47000000
USD
UST
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R506
315300.00000000
NS
USD
8349144.00000000
1.640854547733
Long
EP
CORP
US
N
1
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
3673000.00000000
PA
USD
2758099.37000000
0.542048369792
Long
DBT
CORP
US
Y
2
2065-12-21
Fixed
4.85000000
N
N
N
N
N
N
ASSURED GUARANTY MUNI
549300WKHOG7BKB8MS12
Assured Guaranty Municipal Holdings Inc
31769PAB6
3000000.00000000
PA
USD
2894281.26000000
0.568812152226
Long
DBT
CORP
US
Y
2
2066-12-15
Fixed
6.40000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
2600000.00000000
PA
USD
2198994.64000000
0.432167699525
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAU4
2730000.00000000
PA
USD
2618041.20000000
0.514522783314
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
1245000.00000000
PA
USD
1139424.00000000
0.223930627163
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BH2
1700000.00000000
PA
USD
1742797.43000000
0.342511410606
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Standard Chartered PLC
Standard Chartered PLC 7.75 04/02/2171
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
5000000.00000000
PA
USD
5127010.40000000
1.007609682036
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
13546000.00000000
PA
USD
12303877.86000000
2.418077103634
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S Reg S
BP5040772
925000.00000000
PA
USD
795500.00000000
0.156339355594
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
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
6310000.00000000
PA
USD
6190384.74000000
1.216594294319
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
715000.00000000
PA
USD
641712.50000000
0.126115548367
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
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V200
166500.00000000
NS
USD
4370625.00000000
0.858957506025
Long
EP
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
7045000.00000000
PA
USD
7006233.90000000
1.376932863692
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAC2
3915000.00000000
PA
USD
2867737.50000000
0.563595515729
Long
DBT
CORP
US
Y
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
NORDEA BANK ABP
529900ODI3047E2LIV03
Nordea Bank Abp
65559CAA9
2100000.00000000
PA
USD
2095186.34000000
0.411766288177
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
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161C709
136600.00000000
NS
USD
3492862.00000000
0.686451029866
Long
EP
CORP
US
N
1
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAA1
5600000.00000000
PA
USD
5285000.00000000
1.038659326605
Long
DBT
CORP
US
N
2
N/A
Variable
5.80086000
N
N
N
N
N
N
LEGAL & GENERAL GROUP
213800JH9QQWHLO99821
Legal & General Group PLC Reg S
AM7838908
1530000.00000000
PA
USD
1482172.20000000
0.291290819142
Long
DBT
CORP
GB
N
2
2047-03-21
Fixed
5.25000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BQ5
9440000.00000000
PA
USD
8802800.00000000
1.730011413480
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
EP0442657
340200.00000000
NS
USD
8232840.00000000
1.617997360539
Long
EP
CORP
BM
N
1
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
1445000.00000000
PA
USD
1245098.89000000
0.244698878835
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
8000000.00000000
PA
USD
7800987.52000000
1.533125533468
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780099CK1
7000000.00000000
PA
USD
7227500.00000000
1.420418218172
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
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
3785000.00000000
PA
USD
3327015.00000000
0.653857173038
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
3000000.00000000
PA
USD
3114588.30000000
0.612109022957
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
2700000.00000000
PA
USD
2329781.81000000
0.457871259396
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
18208000.00000000
PA
USD
16865160.00000000
3.314504395212
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
4705000.00000000
PA
USD
4093285.64000000
0.804452092042
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
3520000.00000000
PA
USD
2849316.80000000
0.559975301565
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
8400000.00000000
PA
USD
8316000.00000000
1.634340768221
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
19995000.00000000
PA
USD
19318749.50000000
3.796707539552
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S Reg S
AT2149405
910000.00000000
PA
USD
878969.00000000
0.172743490945
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
AES ANDES SA
549300IF4IFG0FS0RM26
AES Andes SA
00105DAF2
2685000.00000000
PA
USD
2443350.00000000
0.480190778743
Long
DBT
CORP
CL
Y
2
2079-03-26
Fixed
7.12500000
N
N
N
N
N
N
MACQUARIE BANK LONDON
549300MPRNPO6FWNKN78
Macquarie Bank Ltd/London
556079AB7
1500000.00000000
PA
USD
1388130.21000000
0.272808777513
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
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q862
38600.00000000
NS
USD
3956500.00000000
0.777569654818
Long
EP
CORP
US
N
2
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
5000000.00000000
PA
USD
5003000.00000000
0.983237958563
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
2875000.00000000
PA
USD
2947105.00000000
0.579193584623
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
6000000.00000000
PA
USD
5551282.50000000
1.090991739498
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon NV
007924AJ2
2595000.00000000
PA
USD
2504672.77000000
0.492242522735
Long
DBT
CORP
NL
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
2235000.00000000
PA
USD
2111036.60000000
0.414881334606
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
6650000.00000000
PA
USD
6379555.27000000
1.253771916893
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
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
2215000.00000000
PA
USD
2059817.10000000
0.404815182973
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74737EAA2
8205000.00000000
PA
USD
8322478.62000000
1.635614009297
Long
DBT
CORP
AU
Y
2
2043-11-24
Fixed
7.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
10000000.00000000
PA
USD
9475000.00000000
1.862118660281
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
AUST & NZ BANKING GRP/UK
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/United Kingdom
05254HAA2
1000000.00000000
PA
USD
1020000.00000000
0.200460267386
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
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAF0
420000.00000000
PA
USD
427614.60000000
0.084038957896
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
HSBC CAPITAL FUNDING USD
213800HMY2DB765NHE46
HSBC Capital Funding Dollar 1 LP
40427LAB0
5190000.00000000
PA
USD
6995056.57000000
1.374736186672
Long
DBT
CORP
JE
Y
2
N/A
Fixed
10.17600000
N
N
N
N
N
N
AERCAP GLOBAL AVIATION T
635400FBSV8LXXNRV758
AerCap Global Aviation Trust
00773HAA5
3200000.00000000
PA
USD
3034399.30000000
0.596349504936
Long
DBT
CORP
US
Y
2
2045-06-15
Fixed
6.50000000
N
N
N
N
N
N
NuStar Energy LP
5493003BMLTUIEG2LG44
NuStar Energy LP
67058H300
271200.00000000
NS
USD
5681640.00000000
1.116610856464
Long
EP
CORP
US
N
1
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
8195000.00000000
PA
USD
7838537.00000000
1.540505120528
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
N/A
-103402000.00000000
PA
USD
-103402000.00000000
-20.3215613414
Short
RA
CORP
CA
N
N/A
Reverse repurchase
N
1.90000000
2022-08-04
152407000.00000000
USD
145022279.37000000
USD
CDS
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
14093000.00000000
PA
USD
14005583.23000000
2.752512705088
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
4352000.00000000
PA
USD
4169665.82000000
0.819463063911
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
6115000.00000000
PA
USD
5400156.50000000
1.061290995999
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
545000.00000000
PA
USD
490500.00000000
0.096397805052
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61763E207
122400.00000000
NS
USD
3220344.00000000
0.632893156192
Long
EP
CORP
US
N
1
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267702
62700.00000000
NS
USD
1671582.00000000
0.328515465371
Long
EP
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P881
31600.00000000
NS
USD
843088.00000000
0.165691809716
Long
EP
CORP
US
N
1
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
3000000.00000000
PA
USD
2852958.06000000
0.560690917206
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
CoBank ACB
P0J8I7M2E0A77CKF1705
CoBank ACB
19075Q805
14431.00000000
NS
USD
1446707.75000000
0.284321002348
Long
EP
CORP
US
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V606
433584.00000000
NS
USD
11134437.12000000
2.188247296346
Long
EP
CORP
US
N
1
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
1600000.00000000
PA
USD
1557600.00000000
0.306114620079
Long
DBT
CORP
AU
Y
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAQ4
4470000.00000000
PA
USD
3566524.09000000
0.700927816393
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
5800000.00000000
PA
USD
6169750.00000000
1.212538955596
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
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
12331000.00000000
PA
USD
11049940.55000000
2.171641212998
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
22546DAB2
2100000.00000000
PA
USD
2061725.40000000
0.405190220550
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
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059T204
154289.00000000
NS
USD
3854139.22000000
0.757452724104
Long
EP
CORP
US
N
1
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
9429000.00000000
PA
USD
9511207.87000000
1.869234581165
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773605
121601.00000000
NS
USD
3212698.42000000
0.631390572848
Long
EP
CORP
US
N
1
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAF8
2200000.00000000
PA
USD
1926603.56000000
0.378634769397
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
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AG4
2000000.00000000
PA
USD
2020506.82000000
0.397089546464
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
Wintrust Financial Corp
Q774KI4AW80FHFW33O61
Wintrust Financial Corp
97650W504
99600.00000000
NS
USD
2639400.00000000
0.518720421313
Long
EP
CORP
US
N
1
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
3690000.00000000
PA
USD
3143113.14000000
0.617715000461
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
SBL HOLDINGS INC
N/A
SBL Holdings Inc
78397DAA6
14500000.00000000
PA
USD
11887608.66000000
2.336267853499
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
3800000.00000000
PA
USD
3664340.00000000
0.720151545289
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
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AJ7
10904000.00000000
PA
USD
10133087.20000000
1.991452323100
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
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
5345000.00000000
PA
USD
4850587.50000000
0.953284379638
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
American Equity Investment Life Holding Co
549300RK5RZQ740FPL83
American Equity Investment Life Holding Co
025676602
180150.00000000
NS
USD
4628053.50000000
0.909549845185
Long
EP
CORP
US
N
1
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
2405000.00000000
PA
USD
2395380.00000000
0.470763250286
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAA8
1000000.00000000
PA
USD
934298.97000000
0.183617471907
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AGF4
2089000.00000000
PA
USD
2100489.50000000
0.412808516482
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
Athene Holding Ltd
549300H316CT32FQXI76
Athene Holding Ltd
04686J309
166250.00000000
NS
USD
4379025.00000000
0.860608355286
Long
EP
CORP
BM
N
1
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAJ0
4000000.00000000
PA
USD
3242603.72000000
0.637267851705
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG Reg S
BK6156289
400000.00000000
PA
USD
381471.20000000
0.074970410541
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
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP704
163723.00000000
NS
USD
4115996.22000000
0.808915394924
Long
EP
CORP
US
N
1
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAB4
1500000.00000000
PA
USD
1306478.76000000
0.256761844670
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
COMPEER FINANCIAL ACA
54930020HTACTODKHT04
Compeer Financial ACA
20453QAA0
350000.00000000
PA
USD
308875.15000000
0.060703132507
Long
DBT
CORP
US
Y
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
1877000.00000000
PA
USD
1652848.66000000
0.324833808169
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
4789000.00000000
PA
USD
4443359.91000000
0.873252074169
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Dairy Farmers of America Inc
1LTUIZEFFT7MUIERI838
Dairy Farmers of America Inc
23385H406
300.00000000
NS
USD
29719.80000000
0.005840822602
Long
EP
CORP
US
Y
2
N
N
N
AgriBank FCB
I0JS1G88CFNZT8P31C22
AgriBank FCB
00850L203
31750.00000000
NS
USD
3230562.50000000
0.634901394665
Long
EP
CORP
US
N
2
N
N
N
Reinsurance Group of America Inc
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351703
77800.00000000
NS
USD
1971452.00000000
0.387448818685
Long
EP
CORP
US
N
1
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV Reg S
AX2850722
8441000.00000000
PA
USD
8469868.22000000
1.664580439323
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
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
3210000.00000000
PA
USD
3111835.89000000
0.611568092718
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
1745000.00000000
PA
USD
1781685.47000000
0.350154064426
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
1560000.00000000
PA
USD
1511250.00000000
0.297005469694
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
4000000.00000000
PA
USD
3797140.08000000
0.746250701706
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
2820000.00000000
PA
USD
2867778.50000000
0.563603573446
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368JFA3
5000000.00000000
PA
USD
5137647.30000000
1.009700148525
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
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
3050000.00000000
PA
USD
2643984.31000000
0.519621374263
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475BC8
2800000.00000000
PA
USD
2296000.00000000
0.451232131293
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
New York Community Bancorp Inc
529900HVXOTLY61GL030
New York Community Bancorp Inc
649445202
243300.00000000
NS
USD
6369594.00000000
1.251814231748
Long
EP
CORP
US
N
1
N
N
N
CAPITAL FARM CREDIT ACA
254900S6K5I3OISPS518
Capital Farm Credit ACA
14019TAA4
3250000.00000000
PA
USD
2899000.07000000
0.569739538417
Long
DBT
CORP
US
Y
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
4530000.00000000
PA
USD
3821432.71000000
0.751024924359
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
CHS Inc
XEIEFTLYDQ1MZ6TZV015
CHS Inc
12542R704
157200.00000000
NS
USD
4195668.00000000
0.824573263867
Long
EP
CORP
US
N
1
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
16900000.00000000
PA
USD
14998750.00000000
2.947699446532
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
Y
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
2155000.00000000
PA
USD
2012007.09000000
0.395419097298
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAC3
50000.00000000
PA
USD
46362.25000000
0.009111557874
Long
DBT
USGSE
US
Y
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
4095000.00000000
PA
USD
3972928.46000000
0.780798334705
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
4841000.00000000
PA
USD
4236606.43000000
0.832618880165
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
FARM CREDIT BK OF TEXAS
V1EBJIOLRNYDHDF63Z33
Farm Credit Bank of Texas
30767EAD1
50000.00000000
PA
USD
47226.25000000
0.009281359512
Long
DBT
USGSE
US
Y
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
66000.00000000
NS
USD
1719960.00000000
0.338023177935
Long
EP
CORP
US
N
2
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
3000000.00000000
PA
USD
2728110.00000000
0.536154568686
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAE8
2000000.00000000
PA
USD
1839611.18000000
0.361538185323
Long
DBT
CORP
CA
N
2
2079-09-15
Fixed
5.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
2500000.00000000
PA
USD
2247037.73000000
0.441609592336
Long
DBT
CORP
US
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EP506
168058.00000000
NS
USD
4473703.96000000
0.879215580421
Long
EP
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
2219000.00000000
PA
USD
2243692.37000000
0.440952129826
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc
693475AQ8
3534000.00000000
PA
USD
3272619.67000000
0.643166876571
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912X500
164687.00000000
NS
USD
4020009.67000000
0.790051189553
Long
EP
CORP
US
N
1
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BD6
4290000.00000000
PA
USD
3616262.66000000
0.710702921336
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
2022-07-31
Nuveen Variable Rate Preferred & Income Fund
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller