# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001216583-25-000003
**Filing Date:** 2025-9
**Character Count:** 111382
**Document Hash:** 273c025e036cf2e4d0af3f8d6f45b171
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001216583-25-000003.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001216583-25-000003

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**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:** 251346187

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $3713777413.00

**Total Liabilities:** $1098875193.00

**Net Assets:** $2614902220.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1776.25000000 | **5-Year:** -10065.40000000 | **10-Year:** -61570.10000000 | **30-Year:** -988598.06000000

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

- **3-Month:** 0.00000000 | **1-Year:** -583.27000000 | **5-Year:** -1978.44000000 | **10-Year:** -26917.65000000 | **30-Year:** -795523.20000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.41%                | 2.24%                | 1.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $574276.35               | $47145700.39                               |
| Month 2  | $-32052.69               | $40673710.85                               |
| Month 3  | $6248883.85              | $13436883.07                               |

**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        |    1745000 | PA      | $1762036.44    | 0.07%             | 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        |   30394000 | PA      | $31756563.02   | 1.21%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                              | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   30760000 | PA      | $30662383.14   | 1.17%             | N/A             | Fixed         | 5.75%                 | 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 | -5.77%            |  |  |  | No            | N/A                | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   48572000 | PA      | $56936244.12   | 2.18%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2468000 | PA      | $2421380.22    | 0.09%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     517064 | NS      | $12859381.68   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11089122.00   | 0.42%             | 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      | $4663659.75    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   18750000 | PA      | $2203125.00    | 0.08%             | 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        |   18100000 | PA      | $18321073.40   | 0.70%             | 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        |   16795000 | PA      | $17315577.82   | 0.66%             | 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        |    5529000 | PA      | $5529696.65    | 0.21%             | N/A             | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     686314 | NS      | $13383123.00   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $5020280.66    | 0.19%             | 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        |    9254000 | PA      | $9090501.44    | 0.35%             | 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      | $16698164.18   | 0.64%             | 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      | $28567765.80   | 1.09%             | 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      | $15831168.64   | 0.61%             | 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        |    8455000 | PA      | $993462.50     | 0.04%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    9298000 | PA      | $9391388.46    | 0.36%             | 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      | $8476912.96    | 0.32%             | 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        |   13706000 | PA      | $14300497.75   | 0.55%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     577198 | NS      | $14764724.84   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                       | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   29545000 | PA      | $31621806.69   | 1.21%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     746004 | NS      | $18836601.00   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5960000 | PA      | $5727945.02    | 0.22%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: JV6342804<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4466000 | PA      | $4515885.22    | 0.17%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     494554 | NS      | $12190756.10   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    7694000 | PA      | $7968360.35    | 0.30%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5393000 | PA      | $5526088.45    | 0.21%             | 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        |   10170000 | PA      | $10360687.50   | 0.40%             | 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        |    7770000 | PA      | $8069617.42    | 0.31%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                   | ILFC E-Capital Trust I                                    | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8474000 | PA      | $7187584.35    | 0.27%             | 2065-12-21      | Fixed         | 6.68%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      11949 | NS      | $14154068.46   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9505000 | PA      | $9296136.18    | 0.36%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   22350000 | PA      | $22355699.25   | 0.85%             | 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        |    2550000 | PA      | $2536737.71    | 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        |   50999000 | PA      | $54567400.03   | 2.09%             | 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        |   33211000 | PA      | $35115351.95   | 1.34%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10405000 | PA      | $10599237.21   | 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      | $14793168.60   | 0.57%             | 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      | $7001057.00    | 0.27%             | N/A             | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   38066000 | PA      | $40261570.75   | 1.54%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2757060.04    | 0.11%             | N/A             | Fixed         | 5.00%                 | 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        |    5251515 | PA      | $5251514.67    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4246667.60    | 0.16%             | 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        |   24020000 | PA      | $25100731.86   | 0.96%             | 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        |    6687000 | PA      | $6581891.73    | 0.25%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8976000 | PA      | $8667862.90    | 0.33%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     117770 | NS      | $3145636.70    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   14809000 | PA      | $14932107.22   | 0.57%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        700 | NS      | $18361.00      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   19473000 | PA      | $19441819.83   | 0.74%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     774375 | NS      | $19947900.00   | 0.76%             |  |  |  | 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      | $8777958.89    | 0.34%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3976000 | PA      | $3965972.93    | 0.15%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   13505000 | PA      | $1586837.50    | 0.06%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   15815000 | PA      | $15752937.20   | 0.60%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   13436000 | PA      | $12945880.38   | 0.50%             | 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      | $24861560.00   | 0.95%             | N/A             | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     711041 | NS      | $17456056.55   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     437400 | NS      | $11066220.00   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     825668 | NS      | $20608673.28   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23482000 | PA      | $23981217.46   | 0.92%             | 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        |   62501000 | PA      | $64122275.94   | 2.45%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Dairy Farmers of America Inc                              | Dairy Farmers of America Inc                              | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      56400 | NS      | $5414400.00    | 0.21%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     381058 | NS      | $7880279.44    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $4735529.90    | 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        |   14208000 | PA      | $13966749.58   | 0.53%             | 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        |   18531000 | PA      | $19166231.38   | 0.73%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   17520000 | PA      | $17364324.29   | 0.66%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   18714000 | PA      | $19410179.51   | 0.74%             | N/A             | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7585000 | PA      | $7890030.78    | 0.30%             | 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        |   39863000 | PA      | $40821824.74   | 1.56%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                         | EUSHI Finance Inc                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10092000 | PA      | $10544394.08   | 0.40%             | 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        |   24770000 | PA      | $27530477.54   | 1.05%             | 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        |   33437000 | PA      | $35653304.67   | 1.36%             | 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      | $13600357.00   | 0.52%             | 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        |   47227000 | PA      | $47244710.13   | 1.81%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1220610.46    | 0.05%             | N/A             | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                              | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   37748000 | PA      | $39337455.04   | 1.50%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       5849 | NS      | $7135780.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    3490000 | PA      | $3482738.71    | 0.13%             | 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        |    7065000 | PA      | $7274260.35    | 0.28%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                     | CUSIP: YR4111344<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $2020000.00    | 0.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27554000 | PA      | $29202886.47   | 1.12%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     434249 | NS      | $10986499.70   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   12480000 | PA      | $12041819.71   | 0.46%             | 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        |   34335000 | PA      | $34725938.31   | 1.33%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     631349 | NS      | $16055205.07   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8014000 | PA      | $7818317.35    | 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        |   13149000 | PA      | $13424471.55   | 0.51%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| AEGON NV                                                  | Aegon Ltd                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    1895000 | PA      | $1897840.61    | 0.07%             | 2048-04-11      | Fixed         | 5.50%                 | 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        |   16725000 | PA      | $16725000.00   | 0.64%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   22100000 | PA      | $22931291.50   | 0.88%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2252621.78    | 0.09%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45134000 | PA      | $45525672.85   | 1.74%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6344323.49    | 0.24%             | 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        |     876205 | NS      | $21808742.45   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   12400000 | PA      | $12849938.09   | 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      | $1537450.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8660000 | PA      | $8554503.88    | 0.33%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16219000 | PA      | $16850940.90   | 0.64%             | 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        |    9543000 | PA      | $9686145.10    | 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        |     528020 | NS      | $11774846.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     207319 | NS      | $5373708.48    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20263000 | PA      | $20376918.59   | 0.78%             | 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      | $14418239.60   | 0.55%             | 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        |    4450000 | PA      | $4467426.20    | 0.17%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    9650000 | PA      | $10287035.10   | 0.39%             | 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        |   33667000 | PA      | $37113760.13   | 1.42%             | 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        |    6605000 | PA      | $6617671.69    | 0.25%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   16135000 | PA      | $15690650.17   | 0.60%             | 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        |    5440000 | PA      | $5452550.08    | 0.21%             | 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        |    6029000 | PA      | $6431791.46    | 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        |    3725000 | PA      | $3583591.51    | 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        |   10855000 | PA      | $10312250.00   | 0.39%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8859000 | PA      | $8542762.05    | 0.33%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: MIEL0YVB2<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |          1 | NC      | $2390001.90    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3792000 | PA      | $3901361.28    | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2315000 | PA      | $2131932.12    | 0.08%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25062000 | PA      | $24782829.37   | 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      | $9173199.54    | 0.35%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27937000 | PA      | $28043160.60   | 1.07%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   17581000 | PA      | $17739229.00   | 0.68%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   45870000 | PA      | $46382367.90   | 1.77%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                   | Capital Farm Credit ACA                                   | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $2984850.00    | 0.11%             | 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        |    8120000 | PA      | $8097187.67    | 0.31%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   33702000 | PA      | $34468990.12   | 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        |    6412000 | PA      | $6187467.41    | 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        |   15732000 | PA      | $17049995.50   | 0.65%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     842201 | NS      | $20061227.82   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   19356000 | PA      | $19568916.00   | 0.75%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9291000 | PA      | $9652057.55    | 0.37%             | 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        |    6678000 | PA      | $6683529.38    | 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      | $31263329.25   | 1.20%             | 2037-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11815000 | PA      | $11915427.50   | 0.46%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5684000 | PA      | $5404812.95    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     659461 | NS      | $16433768.12   | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4074000 | PA      | $4081773.19    | 0.16%             | 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        |   10713000 | PA      | $10908919.34   | 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        |   10229000 | PA      | $1201907.50    | 0.05%             | 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        |   11975000 | PA      | $12184562.50   | 0.47%             | 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      | $1638963.17    | 0.06%             | 2065-12-21      | Fixed         | 6.43%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4004015.45    | 0.15%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16256000 | PA      | $16233438.30   | 0.62%             | N/A             | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     146670 | NS      | $2884998.90    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1592067.50    | 0.06%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   38512000 | PA      | $43374717.68   | 1.66%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CBOT 10 Year US Treasury Note                             | US 10YR NOTE (CBT)Sep25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1530 | NC      | $169925625.00  | 6.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Edison International                                      | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4117000 | PA      | $3946160.14    | 0.15%             | 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        |   31027000 | PA      | $30737524.30   | 1.18%             | 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        |    9090000 | PA      | $1068075.00    | 0.04%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      80000 | NS      | $1645600.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     102771 | NS      | $1730663.64    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     319325 | NS      | $7887327.50    | 0.30%             |  |  |  | No            | 1                  | 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        |    4825000 | PA      | $4893937.72    | 0.19%             | 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      | $6705324.03    | 0.26%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   43519000 | PA      | $51491071.53   | 1.97%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                          | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     582225 | NS      | $15033049.50   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   34227000 | PA      | $37973487.42   | 1.45%             | 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        |   23940300 | PA      | $24506254.44   | 0.94%             | 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        |   11402000 | PA      | $11068244.08   | 0.42%             | 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        |   12777000 | PA      | $12967250.55   | 0.50%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                             | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      88536 | NS      | $1540526.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10656000 | PA      | $10954762.27   | 0.42%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24557482.50   | 0.94%             | N/A             | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20269000 | PA      | $20890265.12   | 0.80%             | 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      | $2368527.01    | 0.09%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3983910.00    | 0.15%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     144314 | NS      | $2844428.94    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   28795000 | PA      | $30991943.32   | 1.19%             | 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        |   57987000 | PA      | $63530055.61   | 2.43%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      79400 | NS      | $2032640.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   17894000 | PA      | $18277248.32   | 0.70%             | 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        |    8430000 | PA      | $8933869.53    | 0.34%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                               | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    6156000 | PA      | $6203173.43    | 0.24%             | 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        |    4975000 | PA      | $5208984.20    | 0.20%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   17110000 | PA      | $18161255.51   | 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      | $5426839.08    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   42832000 | PA      | $44681999.74   | 1.71%             | 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        |     335932 | NS      | $8337832.24    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    9260000 | PA      | $7714506.00    | 0.30%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2798000 | PA      | $2770197.11    | 0.11%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     116785 | NS      | $2911450.05    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    9417000 | PA      | $9666154.99    | 0.37%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $5315771.80    | 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        |   12590000 | PA      | $12870568.15   | 0.49%             | 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        |   11535000 | PA      | $10732310.49   | 0.41%             | 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        |   14869000 | PA      | $14520159.88   | 0.56%             | 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        |   16921000 | PA      | $16815579.12   | 0.64%             | 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        |   19349000 | PA      | $19991986.62   | 0.76%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8080000 | PA      | $8452924.32    | 0.32%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   32800000 | PA      | $34390800.00   | 1.32%             | 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      | $3043146.00    | 0.12%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   22395000 | PA      | $22171020.89   | 0.85%             | 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        |    8444000 | PA      | $8720228.57    | 0.33%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                  | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   19860000 | PA      | $23198754.76   | 0.89%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8225000 | PA      | $8251533.85    | 0.32%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   14207000 | PA      | $12959553.37   | 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        |   25832000 | PA      | $27496949.90   | 1.05%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Ultra U.S. Treasury Bond Futures                          | US ULTRA BOND CBT Sep25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        137 | NC      | $16071812.50   | 0.61%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   19525000 | PA      | $19629975.19   | 0.75%             | 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        |   19244000 | PA      | $19282488.00   | 0.74%             | 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        |    1350000 | PA      | $1306125.08    | 0.05%             | 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        |   20300000 | PA      | $20794670.40   | 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        |    2890000 | PA      | $2799625.19    | 0.11%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10450000 | PA      | $10465371.95   | 0.40%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   12501000 | PA      | $12570593.07   | 0.48%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                   | CUSIP: LW3771158<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5020614.95    | 0.19%             | 2046-06-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      96786 | NS      | $1909587.78    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                       | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    9110000 | PA      | $9224366.94    | 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        |   27956000 | PA      | $29535514.00   | 1.13%             | 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        |   43400000 | PA      | $46700439.80   | 1.79%             | 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        |   59179000 | PA      | $61852292.97   | 2.37%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   17000000 | PA      | $16858962.90   | 0.64%             | 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      | $2656275.21    | 0.10%             | 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      | $3477547.39    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $2020152.20    | 0.08%             | 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        |   13185000 | PA      | $12253680.16   | 0.47%             | 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        |   10126000 | PA      | $10679284.64   | 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        |   67724000 | PA      | $67680006.49   | 2.59%             | 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        |   10850000 | PA      | $10589496.93   | 0.40%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32355000 | PA      | $34175098.17   | 1.31%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10317000 | PA      | $10329891.09   | 0.40%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20657000 | PA      | $20585938.47   | 0.79%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   10707000 | PA      | $10839948.82   | 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        |   22551000 | PA      | $23592871.31   | 0.90%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd            | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    7362000 | PA      | $7648661.56    | 0.29%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15425000 | PA      | $15924106.73   | 0.61%             | 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        |   15291000 | PA      | $15647329.23   | 0.60%             | 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        |   32700000 | PA      | $34468677.60   | 1.32%             | 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      | $3149902.08    | 0.12%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     156950 | NS      | $3471734.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   41640000 | PA      | $41046921.48   | 1.57%             | 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      | $6401625.00    | 0.24%             | 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        |   31385000 | PA      | $34446010.44   | 1.32%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                       | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   32590000 | PA      | $32671409.82   | 1.25%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     304913 | NS      | $7793576.28    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   48266000 | PA      | $51549342.92   | 1.97%             | 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        |   18235000 | PA      | $18432083.88   | 0.70%             | 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      | $3475.80       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $4096986.66    | 0.16%             | 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        |   44600000 | PA      | $52675811.20   | 2.01%             | 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        |   52985000 | PA      | $54882975.69   | 2.10%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7808500.40    | 0.30%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   12725000 | PA      | $12988611.10   | 0.50%             | 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        |    9005000 | PA      | $9093816.32    | 0.35%             | 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        |     124080 | NS      | $2549844.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   41756000 | PA      | $42058104.66   | 1.61%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   16384000 | PA      | $16961996.39   | 0.65%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13190000 | PA      | $13127760.35   | 0.50%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   37460000 | PA      | $39930262.24   | 1.53%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     145250 | NS      | $3211477.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4116207.42    | 0.16%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $15745512.21   | 0.60%             | 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        |   14909000 | PA      | $13743266.93   | 0.53%             | 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        |   23921000 | PA      | $24491133.11   | 0.94%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                  | MetLife Inc                                               | CUSIP: 591560AA5<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $22802631.50   | 0.87%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -319000000 | PA      | $-319000000.00 | -12.20%           |  |  |  | No            | N/A                | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10550000 | PA      | $11205387.10   | 0.43%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   74337000 | PA      | $83969588.46   | 3.21%             | 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        |   29237000 | PA      | $29970380.91   | 1.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting