# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001216583-26-000006
**Filing Date:** 2026-3
**Character Count:** 109859
**Document Hash:** c123bd8b59c3a1dbce6669f389c7b14a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001216583-26-000006.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001216583-26-000006

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26788819

**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

## 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:** 2026-01-31

**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:** $4294011164.00

**Total Liabilities:** $1292950314.00

**Net Assets:** $3001060850.00

**Cash Not Reported:** $4339456.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -3076.06000000 | **5-Year:** -8206.67000000 | **10-Year:** -67194.98000000 | **30-Year:** -1132731.05000000

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

- **3-Month:** 0.00000000 | **1-Year:** -769.36000000 | **5-Year:** -1467.82000000 | **10-Year:** -28001.60000000 | **30-Year:** -870496.29000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.20%                | 0.77%                | 0.90%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-780508.69              | $-8973970.06                               |
| Month 2  | $1739787.01              | $4605347.65                                |
| Month 3  | $1088979.23              | $12222863.65                               |

**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      | $1867828.16    | 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      | $35866458.62   | 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 | -5.03%            |  |  |  | No            | N/A                | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   53767000 | PA      | $62884788.50   | 2.10%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners, Inc                          | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      35902 | NS      | $933092.98     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     574902 | NS      | $14205828.42   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13082625.60   | 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      | $4510333.95    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   27270000 | PA      | $9271800.00    | 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      | $21492222.40   | 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      | $19132223.81   | 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      | $6378176.68    | 0.21%             | N/A             | Variable      | 7.07%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc                                                 | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     735814 | NS      | $14201210.20   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8694709.50    | 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      | $17410272.68   | 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      | $16988436.29   | 0.57%             | 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      | $30108593.86   | 1.00%             | 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      | $16206952.30   | 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      | $4331600.00    | 0.14%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20754000 | PA      | $20739205.93   | 0.69%             | 2086-05-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   10231000 | PA      | $10373558.75   | 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      | $8562479.68    | 0.29%             | 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      | $16077096.04   | 0.54%             | 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      | $16634781.70   | 0.55%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                       | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   36067000 | PA      | $38523125.91   | 1.28%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| FMC Corp                                                  | FMC Corp                                                  | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   13950000 | PA      | $11188305.95   | 0.37%             | 2055-11-01      | Fixed         | 8.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     821980 | NS      | $20754995.00   | 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      | $5853726.64    | 0.20%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corporation                         | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    1343855 | PA      | $1343854.88    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial, Inc                                       | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     594637 | NS      | $14497250.06   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   31029000 | PA      | $30933610.96   | 1.03%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | Morgan Stanley                                            | CUSIP: 286045109<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |          1 | NC      | $604234.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    7694000 | PA      | $8037283.20    | 0.27%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Compeer Financial ACA                                     | Compeer Financial ACA                                     | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   15890000 | PA      | $16346838.14   | 0.54%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5393000 | PA      | $5544732.06    | 0.18%             | 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        |   16286000 | PA      | $17177430.50   | 0.57%             | 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      | $8908912.07    | 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      | $13268222.59   | 0.44%             | 2065-12-21      | Fixed         | 6.60%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      11949 | NS      | $14744588.04   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $21298100.37   | 0.71%             | 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      | $3021136.26    | 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      | $61522307.40   | 2.05%             | 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      | $39748619.22   | 1.32%             | 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      | $12418181.16   | 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      | $14814924.60   | 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      | $6998530.00    | 0.23%             | N/A             | Variable      | 6.91%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   42151000 | PA      | $44769125.06   | 1.49%             | 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      | $4233157.74    | 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      | $27100161.70   | 0.90%             | 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      | $8059029.49    | 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      | $8184399.88    | 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      | $4702938.30    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15754000 | PA      | $16271581.92   | 0.54%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   21454000 | PA      | $21918599.67   | 0.73%             | 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      | $22469884.50   | 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      | $8899440.14    | 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      | $6564380.00    | 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      | $14547396.25   | 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      | $25511609.30   | 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      | $2064674.00    | 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      | $19327801.68   | 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      | $12139690.50   | 0.40%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     871568 | NS      | $21937366.56   | 0.73%             |  |  |  | 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      | $27099500.22   | 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      | $71456692.34   | 2.38%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc                                   | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     418308 | NS      | $8759369.52    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5275425.85    | 0.18%             | 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      | $15609151.21   | 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      | $21565416.97   | 0.72%             | 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      | $20575118.81   | 0.69%             | 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      | $7908250.47    | 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      | $21000749.22   | 0.70%             | N/A             | Variable      | 7.96%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10725000 | PA      | $11169304.58   | 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      | $46469990.60   | 1.55%             | 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      | $11656955.32   | 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      | $29198031.98   | 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      | $39969527.64   | 1.33%             | 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      | $13817976.20   | 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      | $39924263.58   | 1.33%             | 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        |   47335000 | PA      | $49400560.24   | 1.65%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        | -360000000 | PA      | $-360000000.00 | -12.00%           |  |  |  | No            | N/A                | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       5849 | NS      | $7287854.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    4145000 | PA      | $4154844.38    | 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      | $8185730.98    | 0.27%             | 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      | $10673739.00   | 0.36%             | 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      | $32614394.35   | 1.09%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10329000 | PA      | $10358268.87   | 0.35%             | 2086-07-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13818000 | PA      | $14065230.27   | 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      | $40951947.40   | 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      | $17436694.34   | 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      | $8957626.27    | 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      | $15274548.00   | 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      | $21461897.68   | 0.72%             | 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      | $26119492.69   | 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      | $9693380.46    | 0.32%             | 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      | $47738399.28   | 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      | $7414916.63    | 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      | $23925213.90   | 0.80%             |  |  |  | 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      | $14845736.40   | 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      | $1559640.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8660000 | PA      | $8617229.99    | 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      | $18922077.96   | 0.63%             | 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      | $10992268.92   | 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        |    1152441 | NS      | $27543339.90   | 0.92%             |  |  |  | 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      | $6912703.55    | 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      | $16223566.40   | 0.54%             | 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      | $21559626.16   | 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      | $15408133.53   | 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      | $6818400.80    | 0.23%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   12521000 | PA      | $12802046.37   | 0.43%             | N/A             | Fixed         | 7.00%                 | 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      | $11376070.31   | 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        |   41677000 | PA      | $46384500.50   | 1.55%             | 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      | $7311626.77    | 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      | $17705442.36   | 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      | $6656068.44    | 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      | $7632253.00    | 0.25%             | 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      | $4241863.34    | 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      | $12636512.50   | 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      | $4395913.20    | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | 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      | $28520277.06   | 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      | $9372883.16    | 0.31%             | N/A             | Fixed         | 3.40%                 | 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      | $20348501.64   | 0.68%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                   | Capital Farm Credit ACA                                   | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5419600.11    | 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        |    3347000 | PA      | $3352723.37    | 0.11%             | 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      | $39595153.35   | 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      | $7300714.48    | 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      | $19028900.74   | 0.63%             | 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      | $22396223.12   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21448000 | PA      | $22179870.10   | 0.74%             | 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      | $12017753.84   | 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      | $7689832.44    | 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      | $31591462.90   | 1.05%             | 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      | $13366041.84   | 0.45%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     794684 | NS      | $20121398.88   | 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      | $8734792.51    | 0.29%             | 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      | $4585085.68    | 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      | $12641043.87   | 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      | $6706500.00    | 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      | $16839621.08   | 0.56%             | 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      | $1687139.97    | 0.06%             | 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      | $16579617.67   | 0.55%             | N/A             | Variable      | 6.97%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)Mar26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1418 | NC      | $158572281.25  | 5.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     161670 | NS      | $3183282.30    | 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      | $2418360.29    | 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      | $55177159.29   | 1.84%             | 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      | $4749449.76    | 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      | $33801503.00   | 1.13%             | 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      | $3755300.00    | 0.13%             | 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      | $58260422.33   | 1.94%             | 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      | $1623200.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc                                   | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     102771 | NS      | $1712164.86    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     353675 | NS      | $8725162.25    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   23618000 | PA      | $24265676.41   | 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      | $5488461.99    | 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      | $6786479.61    | 0.23%             | 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      | $55487948.05   | 1.85%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp                              | 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      | $42369011.14   | 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      | $28697924.21   | 0.96%             | 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      | $12210247.00   | 0.41%             | 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      | $14836749.18   | 0.49%             | 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      | $2242146.72    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12749000 | PA      | $13465787.03   | 0.45%             | 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      | $21008339.71   | 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      | $23068195.53   | 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      | $2391216.14    | 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        |    5165000 | PA      | $6885823.05    | 0.23%             | 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      | $3245158.24    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   30155000 | PA      | $32207952.40   | 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        |   70914000 | PA      | $80150548.50   | 2.67%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      95400 | NS      | $2428884.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   20974000 | PA      | $21595182.13   | 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      | $10944288.41   | 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      | $7050437.94    | 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      | $6350889.46    | 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      | $20743349.41   | 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      | $5344175.88    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   44617000 | PA      | $46782932.27   | 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      | $10414399.86   | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CPS Auto Receivables Trust 2024-C                         | CPS Auto Receivables Trust                                | CUSIP: 223920AA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | ABS-O            | CORP              | US        |   48000000 | PA      | $260251.68     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   15283000 | PA      | $13640077.50   | 0.45%             | 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      | $4041051.23    | 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      | $4298047.95    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $10948981.35   | 0.36%             | 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      | $5861221.64    | 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      | $14508951.43   | 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      | $11616312.48   | 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      | $16258173.86   | 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      | $26458956.91   | 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        |   26710000 | PA      | $28353145.78   | 0.94%             | 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      | $9442698.96    | 0.31%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corporation                         | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   16525000 | PA      | $16525000.00   | 0.55%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   36400000 | PA      | $39218706.80   | 1.31%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3097059.00    | 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      | $15003707.19   | 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      | $9733034.77    | 0.32%             | 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      | $22769874.49   | 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      | $15085979.45   | 0.50%             | 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      | $34930248.07   | 1.16%             | 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      | $22315151.88   | 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      | $21938759.42   | 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      | $2355120.00    | 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      | $23927775.60   | 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      | $4242056.82    | 0.14%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10825000 | PA      | $11022816.59   | 0.37%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                   | CUSIP: LW3771158<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5020872.75    | 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      | $18210416.70   | 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      | $16828130.33   | 0.56%             | 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      | $2920791.60    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                       | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10116000 | PA      | $10509654.02   | 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      | $31260692.03   | 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        |   61000000 | PA      | $67247437.00   | 2.24%             | 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      | $71026102.31   | 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      | $16465029.55   | 0.55%             | 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      | $10085867.49   | 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      | $2664835.79    | 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      | $3749448.03    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $2030923.30    | 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      | $13717560.91   | 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      | $12180172.30   | 0.41%             | 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      | $73451506.13   | 2.45%             | 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      | $11361278.36   | 0.38%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT Mar26                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        134 | NC      | $15736625.00   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   35550000 | PA      | $37602752.63   | 1.25%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22872000 | PA      | $23280281.90   | 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      | $12402577.66   | 0.41%             | 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      | $24933062.71   | 0.83%             | 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      | $17661845.59   | 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      | $17754646.42   | 0.59%             | 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      | $36344678.31   | 1.21%             | 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      | $3210386.40    | 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      | $4200691.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                        | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   44807000 | PA      | $46850423.24   | 1.56%             | 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      | $41474047.94   | 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      | $6433875.00    | 0.21%             | 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      | $38594474.26   | 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      | $9154278.40    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   53461000 | PA      | $58032129.34   | 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      | $19472974.50   | 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      | $2940.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $4096857.57    | 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      | $59861148.80   | 1.99%             | 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      | $59266963.10   | 1.97%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12473000 | PA      | $12959047.86   | 0.43%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10060000 | PA      | $9909100.00    | 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      | $14115536.82   | 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      | $10707730.85   | 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      | $3695548.80    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   21856000 | PA      | $22005298.34   | 0.73%             | 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      | $18782935.25   | 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      | $44075860.30   | 1.47%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     192036 | NS      | $4213269.84    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $15780496.45   | 0.53%             | 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      | $18287017.89   | 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        |   40246000 | PA      | $41569409.22   | 1.39%             | 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      | $23131785.60   | 0.77%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10550000 | PA      | $11172502.75   | 0.37%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| RLGH Finance Bermuda Ltd                                  | RLGH Finance Bermuda Ltd                                  | CUSIP: DA3569161<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   16412000 | PA      | $16723412.61   | 0.56%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   82251000 | PA      | $93540196.50   | 3.12%             | 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      | $34649351.30   | 1.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting