# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001216583-25-000009
**Filing Date:** 2025-12
**Character Count:** 140097
**Document Hash:** 631763f359593cebd483dd4696142aa7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001216583-25-000009.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001216583-25-000009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Preferred & Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001216583

**ORGANIZATION NAME:**
- **EIN:** 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:** 251611259

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Preferred Income Opportunities Fund
- **DATE OF NAME CHANGE:** 20120402

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Multi-Strategy Income & Growth Fund
- **DATE OF NAME CHANGE:** 20070522

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NUVEEN PREFERRED CONVERTIBLE INCOME FUND
- **DATE OF NAME CHANGE:** 20030129

## Nport-Ex

Portfolio of Investments October 31, 2025

JPC

(Unaudited)

SHARES

DESCRIPTION

VALUE

LONG-TERM INVESTMENTS - 156.2% (99.7% of Total Investments)

2,785

COMMON STOCKS - 0.0% (0.0% of Total Investments)

2,785

MATERIALS - 0.0% (0.0% of Total Investments)

LyondellBasell Industries NV, Class A

$

2,785

TOTAL MATERIALS

2,785

TOTAL COMMON STOCKS

(Cost $0)

2,785

SHARES

DESCRIPTION

RATE

VALUE

22159489

CONVERTIBLE PREFERRED SECURITIES - 0.8% (0.5% of Total Investments)

22159489

BANKS - 0.8% (0.5% of Total Investments)

5,849

Bank of America Corp

7.250 %

7,375,589

11,949

Wells Fargo & Co

7.500 14,783,900

TOTAL BANKS

22,159,489

TOTAL CONVERTIBLE PREFERRED SECURITIES

(Cost $24,885,225)

22,159,489

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

4192975562

CORPORATE BONDS - 140.1% (89.4% of Total Investments) (a)

4192975562

AUTOMOBILES & COMPONENTS - 0.8% (0.5% of Total Investments)

$

16,352,000

(b),(c)

General Motors Financial Co Inc

5.750 N/A

16,185,653

8,914,000

(b),(c)

General Motors Financial Co Inc

5.700 N/A

8,942,471

TOTAL AUTOMOBILES & COMPONENTS

25,128,124

BANKS - 81.3% (51.9% of Total Investments)

5,445,000

(b),(d),(e)

Australia & New Zealand Banking Group Ltd/United Kingdom

6.750 N/A

5,511,467

20,330,000

(b),(e),(f)

Banco Bilbao Vizcaya Argentaria SA

6.125 N/A

20,395,300

13,800,000

(b),(e),(f)

Banco Bilbao Vizcaya Argentaria SA

7.750 N/A

14,723,662

37,869,000

(b),(e)

Banco Bilbao Vizcaya Argentaria SA

9.375 N/A

42,327,052

26,519,800

(b),(d),(e)

Banco Mercantil del Norte SA/Grand Cayman

8.750 N/A

28,353,485

6,440,000

(b),(d),(e)

Banco Mercantil del Norte SA/Grand Cayman

7.500 N/A

6,590,245

3,120,000

(b),(d),(e)

Banco Mercantil del Norte SA/Grand Cayman

7.625 N/A

3,221,466

49,600,000

(b),(e)

Banco Santander SA

9.625 N/A

60,479,611

10,565,000

(b),(e)

Banco Santander SA

4.750 N/A

10,405,065

47,800,000

(b),(e)

Banco Santander SA

8.000 N/A

53,070,046

44,725,000

(b),(c)

Bank of America Corp

6.625 N/A

46,558,725

47,134,000

(b),(c)

Bank of America Corp

6.125 N/A

47,691,548

22,872,000

(b),(c)

Bank of America Corp

6.250 N/A

23,265,856

6,800,000

(b),(c)

Bank of America Corp

6.300 N/A

6,820,550

11,420,000

(b),(c)

Bank of America Corp

4.375 N/A

11,231,675

8,880,000

(c) Bank of Montreal

7.700 05/26/84

9,411,202

24,483,000

(c) Bank of Montreal

7.300 11/26/84

26,058,775

21,308,000

(c) Bank of Montreal

6.875 11/26/85

21,973,680

10,550,000

(c),(f)

Bank of Nova Scotia/The

8.625 10/27/82

11,158,640

15,800,000

(c) Bank of Nova Scotia/The

6.875 10/27/85

15,945,433

10,625,000

(c),(f)

Bank of Nova Scotia/The

8.000 01/27/84

11,331,860

82,251,000

(b),(e),(f)

Barclays PLC

9.625 N/A

93,136,755

11,423,000

(b),(e)

Barclays PLC

6.125 N/A

11,436,068

30,508,000

(b),(e)

Barclays PLC

8.000 N/A

32,469,573

11,522,000

(b),(e)

Barclays PLC

7.625 N/A

12,185,725

12,749,000

(b),(d),(e)

BNP Paribas SA

7.375 N/A

13,183,320

56,473,000

(b),(d),(e),(f)

BNP Paribas SA

8.000 N/A

60,196,773

37,327,000

(b),(d),(e),(f)

BNP Paribas SA

8.500 N/A

39,513,840

30,155,000

(b),(d),(e),(f)

BNP Paribas SA

9.250 N/A

32,089,624

42,151,000

(b),(d),(e)

BNP Paribas SA

7.750 N/A

44,422,222

11,286,000

(b),(d),(e)

BNP Paribas SA

7.450 N/A

11,734,929

21,630,000

(c) Canadian Imperial Bank of Commerce

6.950 01/28/85

22,028,165

19,585,000

(c) Canadian Imperial Bank of Commerce

7.000 10/28/85

20,183,224

12,700,000

(b),(c)

Citigroup Inc

6.950 N/A

13,064,693

18,072,000

(b),(c),(f)

Citigroup Inc

7.000 N/A

19,312,372

38,257,000

(b),(c),(g)

Citigroup Inc

7.125 N/A

39,462,019

Portfolio of Investments October 31, 2025

(continued)

JPC

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

(continued)

$

44,617,000

(b),(c),(g)

Citigroup Inc

7.625 %

N/A

$

46,682,767

13,084,000

(b),(c)

Citigroup Inc

6.875 N/A

13,481,413

21,433,000

(b),(c)

Citigroup Inc

6.250 N/A

21,611,087

11,606,000

(b),(c)

Citigroup Inc

7.375 N/A

12,024,744

6,409,000

(b),(c),(h)

Citizens Financial Group Inc (TSFR3M + 3.419%)

7.353 N/A

6,367,951

7,000,000

(b),(c),(h)

Citizens Financial Group Inc (TSFR3M + 3.265%)

7.199 N/A

6,973,746

34,807,000

(b),(d),(e),(f)

Credit Agricole SA

7.125 N/A

35,872,815

39,041,000

(b),(d),(e),(g)

Credit Agricole SA

6.700 N/A

39,520,463

50,514,000

(b),(d),(e),(f),(g)

Credit Agricole SA

8.125 N/A

50,749,436

4,466,000

(b),(e)

Credit Agricole SA, Reg S

8.125 N/A

4,486,815

16,531,000

(b),(c),(h)

Fifth Third Bancorp (TSFR3M + 3.295%)

7.296 N/A

16,564,558

20,549,000

(b),(c),(f),(h)

First Citizens BancShares Inc/NC (TSFR3M + 4.234%)

8.271 N/A

20,985,666

13,942,000

(b),(e)

HSBC Holdings PLC

6.950 N/A

14,502,371

12,363,000

(b),(e)

HSBC Holdings PLC

6.500 N/A

12,623,365

37,770,000

(b),(e),(g)

HSBC Holdings PLC

8.000 N/A

39,993,595

22,328,000

(b),(e)

HSBC Holdings PLC

6.875 N/A

23,089,586

67,864,000

(b),(e),(f)

HSBC Holdings PLC

6.950 N/A

71,589,123

21,012,000

(b),(c)

Huntington Bancshares Inc/OH

6.250 N/A

20,814,741

23,540,000

(b),(c)

Huntington Bancshares Inc/OH

5.625 N/A

23,810,663

55,681,000

(b),(e),(f)

ING Groep NV

7.000 N/A

57,753,224

42,035,000

(b),(e)

ING Groep NV, Reg S

7.500 N/A

43,918,070

3,600,000

(c),(f)

JPMorgan Chase & Co

8.750 09/01/30

4,267,941

33,300,000

(b),(c),(g)

JPMorgan Chase & Co

6.500 N/A

34,561,637

13,830,000

(b),(c)

JPMorgan Chase & Co

3.650 N/A

13,660,260

67,326,000

(b),(c),(g)

JPMorgan Chase & Co

6.875 N/A

70,930,971

8,000,000

(c),(f)

KeyCorp Capital III

7.750 07/15/29

8,504,239

53,461,000

(b),(e),(g)

Lloyds Banking Group PLC

8.000 N/A

57,837,725

25,437,000

(b),(e)

Lloyds Banking Group PLC

6.750 N/A

26,207,436

5,960,000

(b),(c)

M&T Bank Corp

3.500 N/A

5,746,396

2,395,000

(b),(c)

M&T Bank Corp

5.125 N/A

2,382,949

10,555,000

(b),(d),(e)

Macquarie Bank Ltd/London

6.125 N/A

10,721,611

11,575,000

(b),(e)

NatWest Group PLC

6.000 N/A

11,590,765

64,749,000

(b),(e),(f),(g)

NatWest Group PLC

8.125 N/A

72,923,950

21,448,000

(b),(e)

NatWest Group PLC

7.300 N/A

22,679,415

9,865,000

(b),(d),(e)

Nordea Bank Abp

6.300 N/A

10,037,470

23,618,000

(b),(d),(e)

Nordea Bank Abp

6.750 N/A

24,376,941

13,786,000

(b),(d),(e)

Nordea Bank Abp

6.625 N/A

13,874,217

39,650,000

(b),(c),(g)

PNC Financial Services Group Inc/The

6.250 N/A

40,683,398

7,265,000

(b),(c)

PNC Financial Services Group Inc/The

6.000 N/A

7,305,328

9,520,000

(b),(c)

PNC Financial Services Group Inc/The

3.400 N/A

9,244,128

19,180,000

(b),(c)

PNC Financial Services Group Inc/The

6.200 N/A

19,489,642

21,448,000

(c) Royal Bank of Canada

6.750 08/24/85

22,291,421

33,025,000

(b),(d),(e)

Societe Generale SA

9.375 N/A

35,384,834

9,850,000

(b),(d),(e)

Societe Generale SA

8.500 N/A

10,700,222

37,648,000

(b),(d),(e)

Societe Generale SA

10.000 N/A

41,661,126

24,100,000

(b),(c),(d),(g)

Standard Chartered PLC

7.014 N/A

25,327,027

10,725,000

(b),(d),(e)

Standard Chartered PLC

7.750 N/A

11,116,345

17,919,000

(c) Toronto-Dominion Bank/The

6.350 10/31/85

18,126,242

34,690,000

(c) Toronto-Dominion Bank/The

8.125 10/31/82

36,637,601

73,333,000

(b),(c),(g)

Truist Financial Corp

6.669 N/A

73,636,672

8,007,000

(b),(c)

Truist Financial Corp

5.100 N/A

8,029,500

32,797,000

(b),(c),(g)

Wells Fargo & Co

7.625 N/A

35,008,797

26,000,000

(c),(f)

Wells Fargo & Co

7.950 11/15/29

29,166,112

33,839,000

(b),(c),(f)

Wells Fargo & Co

3.900 N/A

33,587,735

56,669,000

(b),(c),(f),(g)

Wells Fargo & Co

6.850 N/A

59,516,787

TOTAL BANKS

2,431,577,684

CAPITAL GOODS - 1.5% (1.0% of Total Investments)

8,660,000

(b),(c)

Air Lease Corp

4.650 N/A

8,531,407

5,325,000

(b),(c)

Air Lease Corp

4.125 N/A

5,127,155

18,086,000

(b),(c)

Air Lease Corp

6.000 N/A

17,492,826

1,960,000

(c),(d)

ILFC E-Capital Trust I

6.270 12/21/65

1,629,195

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL GOODS

(continued)

$

15,131,000

(c),(d)

ILFC E-Capital Trust II

6.520 %

12/21/65

$

12,931,960

TOTAL CAPITAL GOODS

45,712,543

ENERGY - 7.7% (4.9% of Total Investments)

4,043,000

(c) Enbridge Inc

5.500 07/15/77

4,028,774

14,823,000

(c) Enbridge Inc

5.750 07/15/80

14,923,441

19,015,000

(c) Enbridge Inc

7.625 01/15/83

20,602,562

1,900,000

(c) Enbridge Inc

8.250 01/15/84

2,038,784

48,218,000

(c),(g)

Enbridge Inc

8.500 01/15/84

55,437,970

2,986,000

(b),(c)

Energy Transfer LP

6.625 N/A

2,981,408

26,501,000

(b),(c),(g)

Energy Transfer LP

7.125 N/A

27,265,031

4,564,000

(b),(c)

Energy Transfer LP

6.500 N/A

4,583,187

5,485,000

(c),(f)

Energy Transfer LP

8.000 05/15/54

5,855,336

21,310,000

(c) Energy Transfer LP

6.750 02/15/56

21,376,018

8,263,000

(c) South Bow Canadian Infrastructure Holdings Ltd

7.500 03/01/55

8,839,435

15,985,000

(b),(c),(d)

Sunoco LP

7.875 N/A

16,232,768

4,145,000

(c),(f)

Transcanada Trust

5.875 08/15/76

4,145,220

2,468,000

(c) Transcanada Trust

5.500 09/15/79

2,457,496

17,785,000

(c) Transcanada Trust

5.600 03/07/82

17,585,575

24,210,000

(b),(c),(d)

Venture Global LNG Inc

9.000 N/A

22,628,259

TOTAL ENERGY

230,981,264

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.5% (0.3% of Total

Investments)

16,100,000

(c),(d),(f)

Scentre Group Trust 2

5.125 09/24/80

16,219,140

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

16,219,140

FINANCIAL SERVICES - 20.6% (13.2% of Total Investments)

23,817,000

(c),(f)

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

6.950 03/10/55

25,037,111

20,900,000

(c),(f)

AerCap Ireland Capital DAC / AerCap Global Aviation Trust

6.500 01/31/56

21,592,145

12,285,000

(b),(c)

Ally Financial Inc

4.700 N/A

12,029,048

15,739,000

(b),(c),(f)

Ally Financial Inc

4.700 N/A

14,639,129

10,060,000

(b),(c),(d)

American AgCredit Corp

5.250 N/A

9,846,225

5,440,000

(b),(c),(d)

Capital Farm Credit ACA

5.000 N/A

5,358,400

17,115,000

(b),(c),(f)

Capital One Financial Corp

3.950 N/A

16,819,292

2,410,000

(b),(c)

Capital One Financial Corp

5.500 N/A

2,410,193

41,640,000

(b),(c),(g)

Charles Schwab Corp/The

4.000 N/A

41,260,705

2,400,000

(b),(c),(d)

Compeer Financial ACA

4.875 N/A

2,328,000

3,989,000

(c),(f)

Corebridge Financial Inc

6.875 12/15/52

4,085,244

12,740,000

(i) Credit Suisse Group AG

7.500 01/17/72

4,267,900

19,307,000

(i) Credit Suisse Group AG

7.500 06/11/72

6,467,845

11,045,000

(i) Credit Suisse Group AG

6.380 02/21/72

3,700,075

19,725,000

(i) Credit Suisse Group AG

7.250 03/12/72

6,607,875

27,270,000

(i) Credit Suisse Group AG

0.000 01/17/72

9,135,450

36,400,000

(b),(e)

Deutsche Bank AG, Reg S

8.130 N/A

38,785,620

26,003,000

(b),(c),(g)

Goldman Sachs Group Inc/The

6.850 N/A

27,057,448

8,947,000

(b),(c)

Goldman Sachs Group Inc/The

5.300 N/A

8,938,555

27,992,000

(b),(c)

Goldman Sachs Group Inc/The

6.125 N/A

28,541,175

33,976,000

(b),(c)

Goldman Sachs Group Inc/The

7.500 N/A

36,006,814

35,550,000

(b),(c)

Goldman Sachs Group Inc/The

7.500 N/A

37,717,412

30,392,000

(b),(c),(g)

Goldman Sachs Group Inc/The

7.379 N/A

30,533,444

10,200,000

(b),(e)

Julius Baer Group Ltd, Reg S

7.500 N/A

10,550,819

10,116,000

(b),(e)

Nomura Holdings Inc

7.000 N/A

10,473,965

18,445,000

(b),(c)

State Street Corp

6.700 N/A

19,173,319

7,781,000

(b),(d),(e)

UBS Group AG

7.000 N/A

7,859,650

53,767,000

(b),(d),(e),(g)

UBS Group AG

9.250 N/A

62,962,179

35,350,000

(b),(d),(e)

UBS Group AG

9.250 N/A

38,520,718

41,104,000

(b),(d),(e)

UBS Group AG

7.750 N/A

43,757,304

29,627,000

(b),(c)

Voya Financial Inc

7.758 N/A

31,165,886

TOTAL FINANCIAL SERVICES

617,628,945

FOOD, BEVERAGE & TOBACCO - 2.4% (1.5% of Total Investments)

12,605,000

(b),(c),(d)

Dairy Farmers of America Inc

7.125 N/A

12,478,965

30,110,000

(b),(c),(d),(g)

Land O' Lakes Inc

8.000 N/A

29,507,800

16,840,000

(b),(c),(d)

Land O' Lakes Inc

7.250 N/A

15,156,000

Portfolio of Investments October 31, 2025

(continued)

JPC

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FOOD, BEVERAGE & TOBACCO

(continued)

$

15,283,000

(b),(c),(d)

Land O' Lakes Inc

7.000 %

N/A

$

13,264,968

TOTAL FOOD, BEVERAGE & TOBACCO

70,407,733

HEALTH CARE EQUIPMENT & SERVICES - 0.4% (0.3% of Total Investments)

7,397,000

(c),(f)

CVS Health Corp

6.750 12/10/54

7,687,170

4,200,000

(c),(f)

CVS Health Corp

7.000 03/10/55

4,412,860

TOTAL HEALTH CARE EQUIPMENT & SERVICES

12,100,030

INSURANCE - 12.6% (8.0% of Total Investments)

16,663,000

(c) American National Group Inc

7.000 12/01/55

17,017,055

20,974,000

(c),(f)

Assurant Inc

7.000 03/27/48

21,546,707

19,509,000

(c),(d)

Assured Guaranty Municipal Holdings Inc

6.400 12/15/66

18,102,532

4,395,000

(c),(f)

AXIS Specialty Finance LLC

4.900 01/15/40

4,256,046

21,454,000

(c),(f)

Corebridge Financial Inc

6.375 09/15/54

22,088,867

15,713,000

(c),(f)

Enstar Finance LLC

5.500 01/15/42

15,531,146

9,348,000

(c),(d)

Enstar Group Ltd

7.500 04/01/45

9,767,529

2,670,000

(c),(d)

Fidelis Insurance Holdings Ltd

6.625 04/01/41

2,657,140

19,860,000

(c),(d),(f)

Liberty Mutual Group Inc

7.800 03/15/37

22,742,608

6,150,000

(c),(d),(f)

Liberty Mutual Insurance Co

7.697 10/15/97

7,083,613

20,900,000

(c),(d),(f)

MetLife Capital Trust IV

7.875 12/15/37

23,447,459

10,425,000

(c),(f)

MetLife Inc

6.350 03/15/55

11,053,117

46,259,000

(c),(d),(f)

MetLife Inc

9.250 04/08/38

55,814,259

3,000,000

(c) MetLife Inc

10.750 08/01/39

4,007,859

31,538,000

(c),(f)

Nationwide Financial Services Inc

6.750 05/15/37

31,719,343

20,525,000

(d) Omnis Funding Trust

6.722 05/15/55

21,891,020

14,520,000

(c) PartnerRe Finance B LLC

4.500 10/01/50

13,799,387

11,227,000

(b),(e)

Phoenix Group Holdings PLC, Reg S

8.500 N/A

12,010,645

8,238,000

(c) Provident Financing Trust I

7.405 03/15/38

8,981,530

4,295,000

(c) Prudential Financial Inc

5.125 03/01/52

4,278,347

8,462,000

(c),(f)

Prudential Financial Inc

6.500 03/15/54

9,011,861

3,000,000

(c) Prudential Financial Inc

6.000 09/01/52

3,122,490

5,000,000

(c) QBE Insurance Group Ltd, Reg S

5.875 06/17/46

5,032,463

2,000,000

(c) Reinsurance Group of America Inc

6.650 09/15/55

2,088,050

16,670,000

(b),(c),(d)

SBL Holdings Inc

9.508 N/A

17,227,495

12,135,000

(b),(c),(d)

SBL Holdings Inc

6.500 N/A

11,653,897

TOTAL INSURANCE

375,932,465

MATERIALS - 0.5% (0.3% of Total Investments)

14,568,000

(b),(c),(d)

Cemex SAB de CV

7.200 N/A

15,135,423

TOTAL MATERIALS

15,135,423

MEDIA & ENTERTAINMENT - 0.3% (0.2% of Total Investments)

7,694,000

(b),(c),(d)

Farm Credit Bank of Texas

7.750 N/A

8,035,814

TOTAL MEDIA & ENTERTAINMENT

8,035,814

TELECOMMUNICATION SERVICES - 2.5% (1.6% of Total Investments)

14,146,000

(c),(f)

Bell Telephone Co of Canada or Bell Canada

7.000 09/15/55

14,868,040

16,931,000

(c),(f)

Rogers Communications Inc

7.125 04/15/55

18,121,512

11,859,000

(c) TELUS Corp

7.000 10/15/55

12,649,936

25,700,000

(c),(f)

Vodafone Group PLC

7.000 04/04/79

27,118,101

3,605,000

(c) Vodafone Group PLC

4.125 06/04/81

3,384,324

TOTAL TELECOMMUNICATION SERVICES

76,141,913

UTILITIES - 9.0% (5.7% of Total Investments)

5,975,000

(c),(d),(f)

AES Andes SA

8.150 06/10/55

6,246,265

10,231,000

(c),(f)

AES Corp/The

7.600 01/15/55

10,443,406

14,881,000

(c),(f)

AES Corp/The

6.950 07/15/55

14,397,201

6,779,000

(c),(d),(f)

AltaGas Ltd

7.200 10/15/54

6,949,398

15,754,000

(c),(f)

CMS Energy Corp

6.500 06/01/55

16,389,753

7,058,000

(c),(f)

Dominion Energy Inc

7.000 06/01/54

7,709,482

5,393,000

(c) Dominion Energy Inc

6.625 05/15/55

5,622,704

7,824,000

(c),(f)

Duke Energy Corp

6.450 09/01/54

8,272,112

7,165,000

(c),(f)

Edison International

8.125 06/15/53

7,394,767

4,560,000

(c) Edison International

7.875 06/15/54

4,693,216

6,295,000

(b),(c)

Edison International

5.375 N/A

6,232,536

5,490,000

(b),(c)

Edison International

5.000 N/A

5,354,682

46,856,000

(c),(f)

Emera Inc

6.750 06/15/76

47,079,362

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

$

17,941,000

(c),(f)

Entergy Corp

7.125 %

12/01/54

$

18,849,048

11,083,000

(c),(f)

EUSHI Finance Inc

7.625 12/15/54

11,653,320

15,131,000

(c),(f)

NextEra Energy Capital Holdings Inc

6.750 06/15/54

16,365,099

7,074,000

(c),(f)

PG&E Corp

7.375 03/15/55

7,275,786

8,261,000

(c),(g)

Sempra

4.125 04/01/52

8,057,033

13,818,000

(c),(f)

Sempra

6.550 04/01/55

14,151,497

9,475,000

(c) Sempra

6.375 04/01/56

9,735,656

1,840,000

(b),(c),(d)

Vistra Corp

7.000 N/A

1,858,238

13,860,000

(b),(c),(d)

Vistra Corp

8.000 N/A

14,200,152

17,331,000

(b),(c),(d)

Vistra Corp

8.875 N/A

19,043,771

TOTAL UTILITIES

267,974,484

TOTAL CORPORATE BONDS

(Cost $4,095,275,968)

4,192,975,562

SHARES

DESCRIPTION

RATE

VALUE

383772263

PREFERRED STOCK - 12.8% (8.2% of Total Investments)

383772263

BANKS - 2.5% (1.6% of Total Investments)

357,589

Fifth Third Bancorp

7.973 9,118,520

871,568

KeyCorp

6.125 21,675,896

794,684

KeyCorp

6.200 19,914,781

191,550

KeyCorp

5.625 4,254,326

192,036

KeyCorp

5.650 4,307,367

574,902

Regions Financial Corp

5.700 14,182,832

35,902

Synovus Financial Corp

8.397 943,505

TOTAL BANKS

74,397,227

EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS) - 0.2% (0.1% of Total

Investments)

85,181

Prologis Inc

8.540 4,642,365

TOTAL EQUITY REAL ESTATE INVESTMENT TRUSTS (REITS)

4,642,365

FINANCIAL SERVICES - 4.5% (2.9% of Total Investments)

644,550

Bank of New York Mellon Corp/The

6.150 16,603,608

161,670

Capital One Financial Corp

5.000 3,210,766

418,308

Equitable Holdings Inc

5.250 8,813,750

102,771

Equitable Holdings Inc

4.300 1,763,550

170,085

Morgan Stanley

6.375 4,277,638

682,721

Morgan Stanley

7.125 17,464,003

909,676

Morgan Stanley

5.850 22,186,998

856,975

Morgan Stanley

6.625 22,418,466

95,400

Morgan Stanley

6.500 2,443,194

821,980

Morgan Stanley

6.875 20,730,335

165,064

Synchrony Financial

5.625 3,309,533

594,637

Voya Financial Inc

5.350 14,503,196

TOTAL FINANCIAL SERVICES

137,725,037

FOOD, BEVERAGE & TOBACCO - 1.6% (1.0% of Total Investments)

179,570

CHS Inc

7.875 4,740,648

653,626

CHS Inc

7.100 16,445,230

770,646

CHS Inc

6.750 19,204,498

76,900

(d) Dairy Farmers of America Inc

7.875 7,343,950

TOTAL FOOD, BEVERAGE & TOBACCO

47,734,326

INSURANCE - 3.4% (2.2% of Total Investments)

484,425

American National Group Inc

7.375 12,328,616

186,080

Aspen Insurance Holdings Ltd

5.625 3,944,896

353,675

Aspen Insurance Holdings Ltd

7.125 8,902,000

141,786

Assurant Inc

5.250 2,856,988

206,658

Athene Holding Ltd

7.750 5,304,911

965,505

Athene Holding Ltd

6.350 24,089,350

80,000

Axis Capital Holdings Ltd

5.500 1,684,800

63,400

Delphi Financial Group Inc

7.663 1,545,375

905,695

Enstar Group Ltd

7.000 20,830,985

416,243

Reinsurance Group of America Inc

5.750 10,372,776

271,619

Reinsurance Group of America Inc

7.125 6,953,446

Portfolio of Investments October 31, 2025

(continued)

JPC

All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

SHARES

DESCRIPTION

RATE

VALUE

INSURANCE

(continued)

131,736

Selective Insurance Group Inc

4.600 %

$

2,310,649

TOTAL INSURANCE

101,124,792

TELECOMMUNICATION SERVICES - 0.5% (0.3% of Total Investments)

735,814

(f) AT&T Inc

4.750 14,385,164

TOTAL TELECOMMUNICATION SERVICES

14,385,164

UTILITIES - 0.1% (0.1% of Total Investments)

154,489

NextEra Energy Capital Holdings Inc

5.650 3,763,352

TOTAL UTILITIES

3,763,352

TOTAL PREFERRED STOCK

(Cost $392,669,359)

383,772,263

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

74280281

U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 2.5% (1.6% of Total Investments)

74280281

$

15,688,000

(b) CoBank ACB

6.250 N/A

15,696,001

14,700,000

(b),(f)

CoBank ACB

6.450 N/A

14,731,708

8,500,000

(b) CoBank ACB

7.250 N/A

8,687,978

17,078,000

(b) CoBank ACB

7.125 N/A

17,718,425

6,450,000

(b),(d)

Farm Credit Bank of Texas

6.200 N/A

6,438,779

10,567,000

(b) Farm Credit Bank of Texas

7.000 N/A

11,007,390

TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS

(Cost $73,325,999)

74,280,281

TOTAL LONG-TERM INVESTMENTS

(Cost $4,586,156,551)

4,673,190,380

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 0.5%(0.3% of Total Investments)

15,575,000

REPURCHASE AGREEMENTS - 0.5% (0.3% of Total Investments)

15,575,000

15,575,000

(j) Fixed Income Clearing Corporation

4.120 11/03/25

15,575,000

TOTAL REPURCHASE AGREEMENTS

(Cost $15,575,000)

15,575,000

TOTAL SHORT-TERM INVESTMENTS

(Cost $15,575,000)

15,575,000

TOTAL INVESTMENTS - 156.7%

(Cost $4,601,731,551)

4,688,765,380

BORROWINGS - (26.6)% (k),(l)

(797,000,000)

REVERSE REPURCHASE AGREEMENTS, INCLUDING ACCRUED INTEREST - (22.2)%(m)

(663,828,483)

TFP SHARES, NET - (14.0)%(n)

(418,785,060)

OTHER ASSETS & LIABILITIES, NET - 6.1%

183,169,909

NET ASSETS APPLICABLE TO COMMON SHARES - 100%

$

2,992,321,746

Reg S

Regulation S allows U.S. companies to sell securities to persons or entities located outside of the United States without registering

those securities with the Securities and Exchange Commission. Specifically, Regulation S provides a safe harbor from the

registration requirements of the Securities Act for the offers and sales of securities by both foreign and domestic issuers that are

made outside the United States.

TSFR3M

CME Term Secured Overnight Financing Rate 3 Month

(a) Contains $1,000 Par Preferred and/or Contingent Capital Securities.

(b) Perpetual security. Maturity date is not applicable.

(c) $1,000 Par Institutional Preferred security. As of the end of the period, the percent of $1,000 Par Institutional Preferred securities was

55.0% of Total Investments.

(d) Security is exempt from registration under Rule 144A of the Securities Act of 1933, as amended. These securities are deemed liquid

and may be resold in transactions exempt from registration, which are normally those transactions with qualified institutional buyers.

As of the end of the fiscal period, the aggregate value of these securities is $1,140,480,751 or 24.3% of Total Investments.

(e) Contingent Capital Securities ("CoCos") are debt or preferred securities with loss absorption characteristics built into the terms

of the security for the benefit of the issuer, for example an automatic write-down of principal or a mandatory conversion into the

issuer's common stock under certain adverse circumstances, such as the issuer's capital ratio falling below a specified level. As of

the end of the reporting period, the Fund's total investment in CoCos was 33.3% of Total Investments.

Investments in Derivatives

Part F of Form N-PORT was prepared in accordance with U.S. generally accepted accounting principles ("U.S. GAAP") and in conformity with the

applicable rules and regulations of the U.S. Securities and Exchange Commission ("SEC") related to interim filings. Part F of Form N-PORT does not

include all information and footnotes required by U.S. GAAP for complete financial statements. Certain footnote disclosures normally included in

financial statements prepared in accordance with U.S. GAAP have been condensed or omitted from this report pursuant to the rules of the SEC. For

a full set of the Fund's notes to financial statements, please refer to the Fund's most recently filed annual or semi-annual report.

Fair Value Measurements

The Fund's investments in securities are recorded at their estimated fair value utilizing valuation methods approved by the Board of Directors/

Trustees. Fair value is defined as the price that would be received upon selling an investment or transferring a liability in an orderly transaction to an

independent buyer in the principal or most advantageous market for the investment. U.S. GAAP establishes the three-tier hierarchy which is used to

maximize the use of observable market data and minimize the use of unobservable inputs and to establish classification of fair value measurements

for disclosure purposes. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability. Observable inputs

are based on market data obtained from sources independent of the reporting entity. Unobservable inputs reflect management's assumptions about

the assumptions market participants would use in pricing the asset or liability. Unobservable inputs are based on the best information available in the

circumstances. The following is a summary of the three-tiered hierarchy of valuation input levels.

Level 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit

spreads, etc.).

Level 3 – Prices are determined using significant unobservable inputs (including management's assumptions in determining the fair value of

investments).

The following table summarizes the market value of the Fund's investments as of the end of the reporting period, based on the inputs used to value

them:

(f) Investment, or portion of investment, has been pledged to collateralize the net payment obligations for investments in reverse

repurchase agreements. As of the end of the fiscal period, investments with a value of $1,025,206,919 have been pledged as

collateral for reverse repurchase agreements.

(g) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the fiscal period

was $743,730,197.

(h) Floating or variable rate security includes the reference rate and spread, when applicable. For mortgage-backed or asset-backed

securities the variable rate is based on the underlying asset of the security. Coupon rate reflects the rate at period end.

(i) For fair value measurement disclosure purposes, investment classified as Level 3.

(j) Agreement with Fixed Income Clearing Corporation, 4.120% dated 10/31/25 to be repurchased at $15,580,347 on 11/3/25,

collateralized by Government Agency Securities, with coupon rate 4.625% and maturity date 9/30/30, valued at $15,886,679.

(k) Borrowings as a percentage of Total Investments is 17.0%.

(l) The Fund may pledge up to 100% of its eligible investments (excluding any investments separately pledged as collateral for

specific investments in derivatives, when applicable) in the Portfolio of Investments as collateral for borrowings. As of the end of the

reporting period, investments with a value of $1,755,322,451 have been pledged as collateral for borrowings.

(m) Reverse Repurchase Agreements, including accrued interest as a percentage of Total investments is 14.2%.

(n) TFP Shares, Net as a percentage of Total Investments is 8.9%.

Futures Contracts - Long

Description

Number of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S. Treasury 10-Year Note

1,469

12/25

$

164,545,776

$

165,514,984

$

969,208

U.S. Treasury Ultra Bond

12/25

15,882,312

16,494,250

611,938

Total

$180,428,088

$182,009,234

$1,581,146

Interest Rate Swaps - OTC Uncleared

Counterparty

Fund

Pay/Receive

Floating Rate

Floating Rate

Index

Fixed Rate

(Annualized)

Fixed Rate

Payment

Frequency

Effective

Date(a)

Optional

Termination

Date

Maturity

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Morgan Stanley

Capital Services,

LLC

Receive

SOFR

2.364%

Monthly

7/01/19

7/01/26

7/01/28

$

138,000,000

$

1,522,976

$

1,522,976

SOFR

Secured Overnight Financing Rate

(a) Effective date represents the date on which both the Fund and counterparty commence interest payment accruals on each contract.

Portfolio of Investments October 31, 2025

(continued)

JPC

The

The following is a reconciliation of the Fund's Level 3 investments held at the beginning and end of the measurement period:

The valuation techniques and significant unobservable inputs used in recurring Level 3 fair value measurements of assets as of the end of the report-

ing period, were as follows:

JPC

Level 1

Level 2

Level 3

Total

Long-Term Investments:

Common Stocks

$

2,785

$

–

$

–

$

2,785

Convertible Preferred Securities

22,159,489

–

–

22,159,489

Corporate Bonds

–

4,162,796,417

30,179,145

4,192,975,562

Preferred Stock

383,772,263

–

–

383,772,263

U.S. Government and Agency Obligations

–

74,280,281

–

74,280,281

Short-Term Investments:

Repurchase Agreements

–

15,575,000

–

15,575,000

Investments in Derivatives:

Futures Contracts\*

1,581,146

–

–

1,581,146

Interest Rate Swaps\*

–

1,522,976

–

1,522,976

Total

$

407,515,683

$

4,254,174,674

$

30,179,145

$

4,691,869,502

\*

Represents net unrealized appreciation (depreciation).

Level 3

JPC

Corporate Bonds

Balance at the beginning of period

$

7,053,408

Gains (losses):

-

Net realized gains (losses)

-

Change in net unrealized appreciation (depreciation)

23,125,737

Purchases at cost

-

Sales at proceeds

-

Net discounts (premiums)

-

Transfers into

-

Transfers (out of)

-

Balance at the end of period

$

30,179,145

Change in net unrealized appreciation (depreciation) during the period of Level 3

securities held as of period end

$

(6,376,406)

Fund

Asset Class

Market Value

Techniques

Unobservable

Inputs

Range

Weighted

Average

JPC

Corporate Bonds

$30,179,145

Indicative Trade

Broker Quote

$33.50

N/A

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nuveen Preferred & Income Opportunities Fund

- **b. Investment Company Act file number:** 811-21293

- **c. CIK number of Registrant:** 0001216583

- **d. LEI of Registrant:** SQSNUOAGTXNFWCFS1I50

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Preferred & Income Opportunities Fund

- **c. LEI of Series:** SQSNUOAGTXNFWCFS1I50

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4243209589.00

**Total Liabilities:** $1251506747.00

**Net Assets:** $2991702842.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -2502.03000000 | **5-Year:** -9396.37000000 | **10-Year:** -65796.16000000 | **30-Year:** -1109755.48000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -709.84000000 | **5-Year:** -1727.44000000 | **10-Year:** -27102.97000000 | **30-Year:** -969993.35000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.21%                | 2.07%                | 1.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $177890.35               | $13842329.21                               |
| Month 2  | $2325036.52              | $23521421.38                               |
| Month 3  | $391525.82               | $16354093.79                               |

**Designated Index Information**

- **Index Name:** 60% ICE BofA ML US All Capital Securities and 40% ICE USD Contingent Capital Index

- **Index Identifier:** 60% MFI:MLI0CS, 40% BENCH:MLCDLR

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1858238.08    | 0.06%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33976000 | PA      | $36006813.47   | 1.20%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 902RRF008<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        | -150853000 | PA      | $-150853000.00 | -5.04%            |  |  |  | No            | N/A                | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   53767000 | PA      | $62962178.57   | 2.10%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2468000 | PA      | $2457495.70    | 0.08%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     574902 | NS      | $14182832.34   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13064693.20   | 0.44%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                              | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |      85181 | NS      | $4642364.50    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   27270000 | PA      | $9135450.00    | 0.31%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   20900000 | PA      | $21592145.30   | 0.72%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18445000 | PA      | $19173319.27   | 0.64%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    6409000 | PA      | $6367951.00    | 0.21%             | N/A             | Variable      | 7.35%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     735814 | NS      | $14385163.70   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8687977.50    | 0.29%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   18086000 | PA      | $17492826.22   | 0.58%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   17115000 | PA      | $16819292.16   | 0.56%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   30110000 | PA      | $29507800.00   | 0.99%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                     | Scentre Group Trust 2                                     | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   16100000 | PA      | $16219140.00   | 0.54%             | 2080-09-24      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12740000 | PA      | $4267900.00    | 0.14%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   10231000 | PA      | $10443405.79   | 0.35%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| KEYCORP CAPITAL III                                       | KeyCorp Capital III                                       | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8504239.12    | 0.28%             | 2029-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15131000 | PA      | $16365099.49   | 0.55%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     653626 | NS      | $16445230.16   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                       | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   33025000 | PA      | $35384834.40   | 1.18%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     821980 | NS      | $20730335.60   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5960000 | PA      | $5746395.98    | 0.19%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: JV6342804<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4466000 | PA      | $4486815.13    | 0.15%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     594637 | NS      | $14503196.43   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    7694000 | PA      | $8035813.64    | 0.27%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5393000 | PA      | $5622704.05    | 0.19%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11286000 | PA      | $11734929.32   | 0.39%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8462000 | PA      | $9011860.76    | 0.30%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                   | ILFC E-Capital Trust II                                   | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15131000 | PA      | $12931960.32   | 0.43%             | 2065-12-21      | Fixed         | 6.52%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      11949 | NS      | $14783900.25   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10565000 | PA      | $10405064.71   | 0.35%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $22628259.02   | 0.76%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $2981407.83    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   56473000 | PA      | $60196773.15   | 2.01%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37770000 | PA      | $39993595.44   | 1.34%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11522000 | PA      | $12185724.81   | 0.41%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14731707.90   | 0.49%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6973746.50    | 0.23%             | N/A             | Variable      | 7.20%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   42151000 | PA      | $44422222.33   | 1.48%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4267941.34    | 0.14%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   25700000 | PA      | $27118100.30   | 0.91%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8007000 | PA      | $8029499.67    | 0.27%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8261000 | PA      | $8057033.43    | 0.27%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     179570 | NS      | $4740648.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15754000 | PA      | $16389752.67   | 0.55%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      35902 | NS      | $943504.56     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   21454000 | PA      | $22088866.77   | 0.74%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     856975 | NS      | $22418466.00   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                  | Provident Financing Trust I                               | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8238000 | PA      | $8981529.92    | 0.30%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   19307000 | PA      | $6467845.00    | 0.22%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   14881000 | PA      | $14397200.83   | 0.48%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24100000 | PA      | $25327027.40   | 0.85%             | N/A             | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2088050.00    | 0.07%             | 2055-09-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     770646 | NS      | $19204498.32   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     484425 | NS      | $12328616.25   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     871568 | NS      | $21675896.16   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26003000 | PA      | $27057447.65   | 0.90%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   67864000 | PA      | $71589122.82   | 2.39%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Dairy Farmers of America Inc                              | Dairy Farmers of America Inc                              | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      76900 | NS      | $7343950.00    | 0.25%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     418308 | NS      | $8813749.56    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5127154.42    | 0.17%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                        | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15713000 | PA      | $15531145.59   | 0.52%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Omnis Funding Trust                                       | Omnis Funding Trust                                       | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   20525000 | PA      | $21891019.62   | 0.73%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   20330000 | PA      | $20395299.96   | 0.68%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7781000 | PA      | $7859650.35    | 0.26%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   20549000 | PA      | $20985666.25   | 0.70%             | N/A             | Variable      | 8.27%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10725000 | PA      | $11116344.53   | 0.37%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   44725000 | PA      | $46558725.00   | 1.56%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                         | EUSHI Finance Inc                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11083000 | PA      | $11653320.10   | 0.39%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $29166112.30   | 0.97%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   37327000 | PA      | $39513839.62   | 1.32%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13830000 | PA      | $13660260.26   | 0.46%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                        | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   39041000 | PA      | $39520462.52   | 1.32%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                              | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   42035000 | PA      | $43918070.48   | 1.47%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       5849 | NS      | $7375589.00    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    4145000 | PA      | $4145219.69    | 0.14%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7824000 | PA      | $8272111.78    | 0.28%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                     | CUSIP: YR4111344<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   10200000 | PA      | $10550818.80   | 0.35%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30508000 | PA      | $32469572.88   | 1.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13818000 | PA      | $14151497.43   | 0.47%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   39650000 | PA      | $40683397.95   | 1.36%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     682721 | NS      | $17464003.18   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8914000 | PA      | $8942471.32    | 0.30%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                           | Cemex SAB de CV                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   14568000 | PA      | $15135423.60   | 0.51%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   21310000 | PA      | $21376018.38   | 0.71%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   24483000 | PA      | $26058774.85   | 0.87%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9735655.92    | 0.33%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47134000 | PA      | $47691548.09   | 1.59%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    7165000 | PA      | $7394767.22    | 0.25%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     965505 | NS      | $24089349.75   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   13800000 | PA      | $14723661.60   | 0.49%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Delphi Financial Group Inc                                | Delphi Financial Group Inc                                | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |      63400 | NS      | $1545375.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8660000 | PA      | $8531406.79    | 0.29%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18072000 | PA      | $19312371.72   | 0.65%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   10567000 | PA      | $11007390.29   | 0.37%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     905695 | NS      | $20830985.00   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     271619 | NS      | $6953446.40    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                   | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15800000 | PA      | $15945432.52   | 0.53%             | 2085-10-27      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21433000 | PA      | $21611086.80   | 0.72%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   16840000 | PA      | $15156000.00   | 0.51%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6820549.60    | 0.23%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10625000 | PA      | $11331860.00   | 0.38%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   37648000 | PA      | $41661126.21   | 1.39%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $7305328.02    | 0.24%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   17785000 | PA      | $17585575.02   | 0.59%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                 | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    6440000 | PA      | $6590245.20    | 0.22%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $7709481.63    | 0.26%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                    | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4395000 | PA      | $4256046.23    | 0.14%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                                  | Dairy Farmers of America Inc                              | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12478965.13   | 0.42%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4412860.20    | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3605000 | PA      | $3384324.25    | 0.11%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27992000 | PA      | $28541175.05   | 0.95%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    9520000 | PA      | $9244127.54    | 0.31%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30392000 | PA      | $30533444.37   | 1.02%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   19585000 | PA      | $20183223.83   | 0.67%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   50514000 | PA      | $50749435.65   | 1.70%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                   | Capital Farm Credit ACA                                   | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5358400.00    | 0.18%             | N/A             | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8947000 | PA      | $8938554.93    | 0.30%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38257000 | PA      | $39462018.99   | 1.32%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    7074000 | PA      | $7275785.85    | 0.24%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   17331000 | PA      | $19043770.74   | 0.64%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     909676 | NS      | $22186997.64   | 0.74%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21448000 | PA      | $22291421.15   | 0.75%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11606000 | PA      | $12024744.48   | 0.40%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7397000 | PA      | $7687169.52    | 0.26%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                  | Nationwide Financial Services Inc                         | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   31538000 | PA      | $31719343.50   | 1.06%             | 2037-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13084000 | PA      | $13481413.42   | 0.45%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6232535.97    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     794684 | NS      | $19914781.04   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd            | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    8263000 | PA      | $8839435.14    | 0.30%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4564000 | PA      | $4583187.06    | 0.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12363000 | PA      | $12623364.78   | 0.42%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   19725000 | PA      | $6607875.00    | 0.22%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   16670000 | PA      | $17227494.81   | 0.58%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                    | ILFC E-Capital Trust I                                    | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1629195.12    | 0.05%             | 2065-12-21      | Fixed         | 6.27%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16531000 | PA      | $16564557.93   | 0.55%             | N/A             | Variable      | 7.30%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     161670 | NS      | $3210766.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2410192.80    | 0.08%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   48218000 | PA      | $55437970.45   | 1.85%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Edison International                                      | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4693215.84    | 0.16%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   33839000 | PA      | $33587735.27   | 1.12%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   11045000 | PA      | $3700075.00    | 0.12%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                              | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   55681000 | PA      | $57753224.10   | 1.93%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      80000 | NS      | $1684800.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     102771 | NS      | $1763550.36    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corporation                         | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   15575000 | PA      | $15575000.00   | 0.52%             |  |  |  | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     353675 | NS      | $8901999.75    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   23618000 | PA      | $24376940.81   | 0.81%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                                  | Australia & New Zealand Banking Group Ltd/United Kingdom  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5445000 | PA      | $5511467.12    | 0.18%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                                  | Liberty Mutual Insurance Co                               | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $7083613.42    | 0.24%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   46259000 | PA      | $55814259.04   | 1.87%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                          | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     644550 | NS      | $16603608.00   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   37869000 | PA      | $42327052.29   | 1.41%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                 | Banco Mercantil del Norte SA/Grand Cayman                 | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   26519800 | PA      | $28353485.05   | 0.95%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   12285000 | PA      | $12029048.17   | 0.40%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   14146000 | PA      | $14868040.13   | 0.50%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                             | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     131736 | NS      | $2310649.44    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12749000 | PA      | $13183320.18   | 0.44%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                              | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   21012000 | PA      | $20814741.45   | 0.70%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   22328000 | PA      | $23089585.75   | 0.77%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2382948.60    | 0.08%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $4007859.00    | 0.13%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     165064 | NS      | $3309533.20    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   30155000 | PA      | $32089624.18   | 1.07%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   64749000 | PA      | $72923949.74   | 2.44%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        136 | NC      | $16494250.00   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      95400 | NS      | $2443194.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   20974000 | PA      | $21546707.03   | 0.72%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9850000 | PA      | $10700222.45   | 0.36%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                               | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    6779000 | PA      | $6949397.69    | 0.23%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| AES Andes SA                                              | AES Andes SA                                              | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    5975000 | PA      | $6246265.00    | 0.21%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   19015000 | PA      | $20602562.35   | 0.69%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     206658 | NS      | $5304910.86    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   44617000 | PA      | $46682767.10   | 1.56%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     416243 | NS      | $10372775.56   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   15283000 | PA      | $13264968.49   | 0.44%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4043000 | PA      | $4028774.30    | 0.13%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     170085 | NS      | $4277637.75    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $11053116.68   | 0.37%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5855336.23    | 0.20%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13942000 | PA      | $14502370.81   | 0.48%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   12135000 | PA      | $11653897.00   | 0.39%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16352000 | PA      | $16185652.74   | 0.54%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25437000 | PA      | $26207435.86   | 0.88%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   21448000 | PA      | $22679415.47   | 0.76%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8880000 | PA      | $9411201.60    | 0.31%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: MIEL0YVB2<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1522975.84    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   36400000 | PA      | $38785619.60   | 1.30%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)Dec25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1469 | NC      | $165514984.38  | 5.53%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3122490.00    | 0.10%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14823000 | PA      | $14923440.65   | 0.50%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    9348000 | PA      | $9767528.89    | 0.33%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                  | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   19860000 | PA      | $22742608.30   | 0.76%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   15739000 | PA      | $14639128.78   | 0.49%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32797000 | PA      | $35008796.88   | 1.17%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   21630000 | PA      | $22028165.04   | 0.74%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   21308000 | PA      | $21973680.03   | 0.73%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| COMPEER FINANCIAL ACA                                     | Compeer Financial ACA                                     | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2328000.00    | 0.08%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   23540000 | PA      | $23810662.92   | 0.80%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4278346.57    | 0.14%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11575000 | PA      | $11590765.15   | 0.39%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   13786000 | PA      | $13874216.61   | 0.46%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                   | CUSIP: LW3771158<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5032463.55    | 0.17%             | 2046-06-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                 | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   17919000 | PA      | $18126241.84   | 0.61%             | 2085-10-31      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16663000 | PA      | $17017055.42   | 0.57%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     141786 | NS      | $2856987.90    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                       | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10116000 | PA      | $10473964.78   | 0.35%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                        | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   29627000 | PA      | $31165885.63   | 1.04%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   47800000 | PA      | $53070045.60   | 1.77%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   67326000 | PA      | $70930970.67   | 2.37%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   15985000 | PA      | $16232767.50   | 0.54%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    9865000 | PA      | $10037469.80   | 0.34%             | N/A             | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| FIDELIS INSUR HLD LTD                                     | Fidelis Insurance Holdings Ltd                            | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    2670000 | PA      | $2657140.29    | 0.09%             | 2041-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     154489 | NS      | $3763352.04    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $2038783.60    | 0.07%             | 2084-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                   | PartnerRe Finance B LLC                                   | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $13799386.92   | 0.46%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   11227000 | PA      | $12010644.60   | 0.40%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   73333000 | PA      | $73636671.95   | 2.46%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11231675.06   | 0.38%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   35550000 | PA      | $37717412.40   | 1.26%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11423000 | PA      | $11436067.91   | 0.38%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22872000 | PA      | $23265855.84   | 0.78%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   11859000 | PA      | $12649936.01   | 0.42%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   23817000 | PA      | $25037111.09   | 0.84%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   17078000 | PA      | $17718425.00   | 0.59%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   16931000 | PA      | $18121512.07   | 0.61%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   34690000 | PA      | $36637600.67   | 1.22%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                 | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    3120000 | PA      | $3221465.52    | 0.11%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     191550 | NS      | $4254325.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                        | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   34807000 | PA      | $35872815.40   | 1.20%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   41640000 | PA      | $41260705.40   | 1.38%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                 | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    6450000 | PA      | $6438778.94    | 0.22%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   35350000 | PA      | $38520718.25   | 1.29%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     357589 | NS      | $9118519.50    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   53461000 | PA      | $57837725.37   | 1.93%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19180000 | PA      | $19489641.92   | 0.65%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |         60 | NS      | $2785.20       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $4085243.92    | 0.14%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   49600000 | PA      | $60479611.20   | 2.02%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   56669000 | PA      | $59516787.26   | 1.99%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10060000 | PA      | $9846225.00    | 0.33%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   13860000 | PA      | $14200152.12   | 0.47%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                                     | Macquarie Bank Ltd/London                                 | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   10555000 | PA      | $10721610.68   | 0.36%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     186080 | NS      | $3944896.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   46856000 | PA      | $47079362.55   | 1.57%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   17941000 | PA      | $18849047.83   | 0.63%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   41104000 | PA      | $43757304.30   | 1.46%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     192036 | NS      | $4307367.48    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5490000 | PA      | $5354681.93    | 0.18%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $15696000.88   | 0.52%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY MUNI                                     | Assured Guaranty Municipal Holdings Inc                   | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |   19509000 | PA      | $18102531.81   | 0.61%             | 2066-12-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   26501000 | PA      | $27265030.99   | 0.91%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                  | MetLife Capital Trust IV                                  | CUSIP: 591560AA5<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $23447459.20   | 0.78%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -360000000 | PA      | $-360000000.00 | -12.03%           |  |  |  | No            | N/A                | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10550000 | PA      | $11158640.05   | 0.37%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   82251000 | PA      | $93136755.35   | 3.11%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33300000 | PA      | $34561637.10   | 1.16%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Nuveen Preferred & Income Opportunities Fund

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting