# EDGAR Filing Document

**Accession Number:** 0001547994
**File Stem:** 0001752724-23-071771
**Filing Date:** 2023-3
**Character Count:** 93385
**Document Hash:** a7858a5724abd273105a9564ec1831f9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-071771.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-071771

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Preferred & Income Term Fund
- **CENTRAL INDEX KEY:** 0001547994
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22699
- **FILM NUMBER:** 23773801

**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

## 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 and Income Term Fund

- **b. Investment Company Act file number:** 811-22699

- **c. CIK number of Registrant:** 0001547994

- **d. LEI of Registrant:** ET6DW8XHL36KSUO5W433

- **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 and Income Term Fund

- **c. LEI of Series:** ET6DW8XHL36KSUO5W433

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $679359800.00

**Total Liabilities:** $203296965.00

**Net Assets:** $476062835.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -479.86000000 | **10-Year:** -6090.05000000 | **30-Year:** -145500.89000000

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

- **3-Month:** 31.26000000 | **1-Year:** -258.27000000 | **5-Year:** -1072.10000000 | **10-Year:** -8040.36000000 | **30-Year:** -272711.41000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.64%                | -0.13%               | 7.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $201.71                  | $13034879.43                               |
| Month 2  | $-149481.64              | $-3068344.36                               |
| Month 3  | $-668533.14              | $33400672.24                               |

**Designated Index Information**

- **Index Name:** JPI BM - 60% BofA ML U.S. Corporates - All Capital Securities, 40% ICE USD Cont Cap Index 01.31.21

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   3180000 | PA      | $3275113.80   | 0.69%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2139000 | PA      | $2019209.75   | 0.42%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3256000 | PA      | $3186810.00   | 0.67%             | N/A             | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2245000 | PA      | $2314552.26   | 0.49%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    850000 | PA      | $770451.20    | 0.16%             | N/A             | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                 | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     49500 | NS      | $1038510.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    830000 | PA      | $616275.00    | 0.13%             | N/A             | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                        | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5950000 | PA      | $6016937.50   | 1.26%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2364075.00   | 0.50%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                             | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4655632.08   | 0.98%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7610000 | PA      | $7552696.70   | 1.59%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7308000 | PA      | $7121823.51   | 1.50%             | N/A             | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| AgriBank FCB                               | AgriBank FCB                                             | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |     69700 | NS      | $6970000.00   | 1.46%             |  |  |  | No            | 2                  | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc                            | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     43200 | NS      | $804816.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Maiden Holdings North America Ltd          | Maiden Holdings North America Ltd                        | CUSIP: 56029Q408<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    150629 | NS      | $2860429.65   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                         | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     64300 | NS      | $1712952.00   | 0.36%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   9405000 | PA      | $9329760.00   | 1.96%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                          | American AgCredit Corp                                   | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1763775.04   | 0.37%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2100431.25   | 0.44%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| NuStar Energy LP                           | NuStar Energy LP                                         | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |    139235 | NS      | $3235821.40   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| Farm Credit Bank of Texas                  | Farm Credit Bank of Texas                                | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |    111200 | NS      | $11092200.00  | 2.33%             |  |  |  | Yes           | 1                  | On Loan: No      |
| SBL HOLDINGS INC                           | SBL Holdings Inc                                         | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   9195000 | PA      | $7621978.62   | 1.60%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                             | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1325628.02   | 0.28%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                              | Sempra Energy                                            | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2270400.00   | 0.48%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2780000 | PA      | $2399242.17   | 0.50%             | N/A             | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1180000 | PA      | $1056100.00   | 0.22%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| NuStar Energy LP                           | NuStar Energy LP                                         | CUSIP: 67058H201<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |    125403 | NS      | $3137583.06   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co               | CUSIP: 025676602<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |    122300 | NS      | $3144333.00   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                       | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   3935000 | PA      | $3931065.00   | 0.83%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| EMERA INC                                  | Emera Inc                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   6100000 | PA      | $5991012.40   | 1.26%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2328066.00   | 0.49%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4660000 | PA      | $4043334.23   | 0.85%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10360000 | PA      | $9949744.00   | 2.09%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AEGON NV                                   | Aegon NV                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |   1505000 | PA      | $1434368.80   | 0.30%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $3859635.50   | 0.81%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1260475.00   | 0.26%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                   | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |     71253 | NS      | $1764936.81   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                    | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $3168620.03   | 0.67%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1022401.53   | 0.21%             | N/A             | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                           | Deutsche Bank AG                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10995000 | PA      | $9979654.52   | 2.10%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   7615000 | PA      | $7661146.90   | 1.61%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: EK7554620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7637000 | PA      | $7692750.10   | 1.62%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                       | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1380302.00   | 0.29%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280AS8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1895000 | PA      | $1855223.95   | 0.39%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   2770000 | PA      | $2728450.00   | 0.57%             | N/A             | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp                                      | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4215000 | PA      | $4182123.00   | 0.88%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1796730.00   | 0.38%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: AT2149405<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    870000 | PA      | $843900.00    | 0.18%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    168229 | NS      | $4299933.24   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                         | CUSIP: 989701BD8<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1033258.84   | 0.22%             | N/A             | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                        | American International Group Inc                         | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1447000 | PA      | $1423486.25   | 0.30%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                         | Energy Transfer LP                                       | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |     33200 | NS      | $796800.00    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| FIDELIS INSUR HLD LTD                      | Fidelis Insurance Holdings Ltd                           | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |   2400000 | PA      | $2268000.00   | 0.48%             | 2041-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                      | Macquarie Bank Ltd/London                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   3050000 | PA      | $2807606.65   | 0.59%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1920000 | PA      | $1554432.00   | 0.33%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                           | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1646668.01   | 0.35%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                          | Transcanada Trust                                        | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1645000 | PA      | $1484524.44   | 0.31%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1760665.78   | 0.37%             | N/A             | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| COMMERZBANK AG                             | Commerzbank AG                                           | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |   1085000 | PA      | $1094943.50   | 0.23%             | 2023-09-19      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1928000 | PA      | $1795365.32   | 0.38%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1448300.20   | 0.30%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                  | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2358072.00   | 0.50%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10092000 | PA      | $10193727.36  | 2.14%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| TRUIST FIN CORP                            | Truist Financial Corp                                    | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1820793.75   | 0.38%             | N/A             | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                                  | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     86389 | NS      | $2250433.45   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                   | Banco Mercantil del Norte SA/Grand Cayman                | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2930000 | PA      | $2897125.40   | 0.61%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                    | ILFC E-Capital Trust I                                   | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7902000 | PA      | $5247663.04   | 1.10%             | 2065-12-21      | Fixed         | 6.54%                 | Yes           | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1056816.47   | 0.22%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Federal Agricultural Mortgage Corp         | Federal Agricultural Mortgage Corp                       | CUSIP: 313148876<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |     47855 | NS      | $1280599.80   | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6240000 | PA      | $5959200.00   | 1.25%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| AERCAP GLOBAL AVIATION T                   | AerCap Global Aviation Trust                             | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   7045000 | PA      | $6888812.35   | 1.45%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13356000 | PA      | $13182372.00  | 2.77%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                     | AXIS Specialty Finance LLC                               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2320000 | PA      | $1970807.82   | 0.41%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2890000 | PA      | $2474996.00   | 0.52%             | N/A             | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial Inc                                       | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   3171000 | PA      | $3161169.90   | 0.66%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    900000 | PA      | $809010.00    | 0.17%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                          | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3339250.00   | 0.70%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                          | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1588721.10   | 0.33%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AERCAP HOLDINGS NV                         | AerCap Holdings NV                                       | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |   1915000 | PA      | $1834148.70   | 0.39%             | 2079-10-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4270000 | PA      | $4174223.90   | 0.88%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3735000 | PA      | $3683643.75   | 0.77%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5170000 | PA      | $5150612.50   | 1.08%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                             | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     45000 | NS      | $1031400.00   | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   7495000 | PA      | $7534152.31   | 1.58%             | 2043-11-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    345000 | PA      | $315157.50    | 0.07%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                  | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1620486.00   | 0.34%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    799000 | PA      | $800996.80    | 0.17%             | N/A             | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                          | Transcanada Trust                                        | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1476750.00   | 0.31%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     83476 | NS      | $2105264.72   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    795000 | PA      | $863370.00    | 0.18%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    860000 | PA      | $752908.59    | 0.16%             | N/A             | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp                         | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1195000 | PA      | $1009775.00   | 0.21%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6565000 | PA      | $6458318.75   | 1.36%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5803000 | PA      | $5775145.60   | 1.21%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     93300 | NS      | $2384748.00   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1163168.03   | 0.24%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                               | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4851347.49   | 1.02%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     63000 | NS      | $1640520.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3570000 | PA      | $3308879.53   | 0.70%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8520000 | PA      | $7887450.24   | 1.66%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                              | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     31549 | NS      | $787147.55    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                      | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   7552000 | PA      | $7525568.00   | 1.58%             | N/A             | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    950000 | PA      | $940500.00    | 0.20%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    950000 | PA      | $845005.15    | 0.18%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                               | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2347774.08   | 0.49%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                 | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10515000 | PA      | $10437083.85  | 2.19%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2635000 | PA      | $2344096.00   | 0.49%             | N/A             | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     57838 | NS      | $1438431.06   | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD                   | HSBC Capital Funding Dollar 1 LP                         | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   2121000 | PA      | $2661855.00   | 0.56%             | N/A             | Fixed         | 10.18%                | Yes           | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                       | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5200000 | PA      | $5161000.00   | 1.08%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                    | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7960000 | PA      | $7627391.72   | 1.60%             | N/A             | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| SEMPRA ENERGY                              | Sempra Energy                                            | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1562485.33   | 0.33%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Delphi Financial Group Inc                 | Delphi Financial Group Inc                               | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |     39400 | NS      | $896350.00    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                         | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     64600 | NS      | $1371458.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: AM9264657<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1020000 | PA      | $993357.60    | 0.21%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6095000 | PA      | $5820664.05   | 1.22%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: AX2850722<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6740000 | PA      | $6613625.00   | 1.39%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1955000 | PA      | $1583550.00   | 0.33%             | N/A             | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                              | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1804257.36   | 0.38%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2205468.00   | 0.46%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                         | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1119205.83   | 0.24%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6550000 | PA      | $6486137.50   | 1.36%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd               | Aspen Insurance Holdings Ltd                             | CUSIP: EP0442657<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |    231598 | NS      | $5722786.58   | 1.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                         | Voya Financial Inc                                       | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |    190535 | NS      | $4801482.00   | 1.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                            | CUSIP: EK1429340<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   2990000 | PA      | $2948887.50   | 0.62%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                 | CoBank ACB                                               | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |     62728 | NS      | $6210072.00   | 1.30%             |  |  |  | No            | 2                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                      | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     66500 | NS      | $1317365.00   | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    930000 | PA      | $868788.06    | 0.18%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8620000 | PA      | $8565866.40   | 1.80%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3290000 | PA      | $3287960.20   | 0.69%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1125600.00   | 0.24%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: N/A<br>LEI: 5R6J7JCQRIPQR1EEP713       | N/A              | DIR              | CORP              | US        |         1 | NC      | $473275.41    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                     | ILFC E-Capital Trust I                                   | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1191837.50   | 0.25%             | 2065-12-21      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| Dairy Farmers of America Inc               | Dairy Farmers of America Inc                             | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |     20500 | NS      | $1968000.00   | 0.41%             |  |  |  | Yes           | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I                   | Provident Financing Trust I                              | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4129000 | PA      | $4387062.50   | 0.92%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co               | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |    241300 | NS      | $5796026.00   | 1.22%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $1982400.00   | 0.42%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1491229.20   | 0.31%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc                         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    945000 | PA      | $945283.50    | 0.20%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   7223000 | PA      | $6356240.00   | 1.34%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                             | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1240000 | PA      | $1200630.00   | 0.25%             | 2079-03-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                         | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |    146800 | NS      | $3837352.00   | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY        | Fixed Income Clearing Corp                               | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   2086097 | PA      | $2086097.41   | 0.44%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $1815825.00   | 0.38%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                     | Equitable Holdings Inc                                   | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |    105500 | NS      | $2386410.00   | 0.50%             |  |  |  | No            | 1                  | On Loan: No      |
| Enstar Group Ltd                           | Enstar Group Ltd                                         | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |    123400 | NS      | $2965302.00   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| MARKEL CORP                                | Markel Corp                                              | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4743112.50   | 1.00%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                         | Athene Holding Ltd                                       | CUSIP: EP0572651<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    159300 | NS      | $4057371.00   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $1972475.00   | 0.41%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd               | Aspen Insurance Holdings Ltd                             | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     62000 | NS      | $1371440.00   | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: MIST1KWB1<br>LEI: 7PDDXEMZ0ZV0CEDU4D16 | N/A              | DIR              | CORP              | US        |         1 | NC      | $852641.56    | 0.18%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2888769.80   | 0.61%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    196300 | NS      | $4936945.00   | 1.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp                                          | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    570000 | PA      | $518392.20    | 0.11%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1875000 | PA      | $1884056.25   | 0.40%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: BP5040772<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    970000 | PA      | $852387.50    | 0.18%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $1814937.50   | 0.38%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1400051.02   | 0.29%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6979000 | PA      | $7193883.41   | 1.51%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                  | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     25900 | NS      | $674177.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                              | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1112583.75   | 0.23%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |    169110 | NS      | $4281865.20   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |    101372 | NS      | $2578903.68   | 0.54%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1820000 | PA      | $1842750.00   | 0.39%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                             | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   2550000 | PA      | $2409750.00   | 0.51%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4850000 | PA      | $4589215.50   | 0.96%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     61800 | NS      | $1601856.00   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| LEGAL & GENERAL GROUP                      | Legal & General Group PLC                                | CUSIP: AM7838908<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |   1375000 | PA      | $1326187.50   | 0.28%             | 2047-03-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                   | CUSIP: 7591EP506<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |    120200 | NS      | $3133614.00   | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                             | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1178619.67   | 0.25%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4407000 | PA      | $4175632.50   | 0.88%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4127000 | PA      | $4059158.19   | 0.85%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1407000 | PA      | $1322882.84   | 0.28%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1265000 | PA      | $1358293.75   | 0.29%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                           | SBL Holdings Inc                                         | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $1992380.00   | 0.42%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                   | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   4505000 | PA      | $4431793.75   | 0.93%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                   | Dairy Farmers of America Inc                             | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $1923750.00   | 0.40%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                   | Banco Mercantil del Norte SA/Grand Cayman                | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1300000 | PA      | $1250600.00   | 0.26%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                          | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7963000 | PA      | $7288618.31   | 1.53%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                 | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     43000 | NS      | $923210.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                       | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1241323.62   | 0.26%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| New York Community Bancorp Inc             | New York Community Bancorp Inc                           | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |    169115 | NS      | $4175449.35   | 0.88%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6029062.50   | 1.27%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4549050.00   | 0.96%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                       | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3190000 | PA      | $2623775.00   | 0.55%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp                                   | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1733285.76   | 0.36%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   3450000 | PA      | $3346500.00   | 0.70%             | N/A             | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| ASSURED GUARANTY MUNI                      | Assured Guaranty Municipal Holdings Inc                  | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |  10595000 | PA      | $10038762.50  | 2.11%             | 2066-12-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $4153800.00   | 0.87%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $655631.40    | 0.14%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1330532.00   | 0.28%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    725000 | PA      | $712312.50    | 0.15%             | N/A             | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                  | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    232000 | NS      | $5946160.00   | 1.25%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                              | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1023825.00   | 0.22%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| FEDERAL RESERVE BANK OF BOSTON             | BNP Paribas SA                                           | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        | -65000000 | PA      | $-65000000.00 | -13.65%           |  |  |  | No            | N/A                | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3520000 | PA      | $3330940.80   | 0.70%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $1875979.90   | 0.39%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: EK6047337<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |   1135000 | PA      | $1131740.28   | 0.24%             | 2044-12-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                             | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    880000 | PA      | $842952.00    | 0.18%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5640500.00   | 1.18%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    730000 | PA      | $558450.00    | 0.12%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9496000 | PA      | $7786720.00   | 1.64%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    700000 | PA      | $602657.08    | 0.13%             | 2050-10-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   6020000 | PA      | $5937225.00   | 1.25%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1566048.37   | 0.33%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1637920.97   | 0.34%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   2270000 | PA      | $2111100.00   | 0.44%             | N/A             | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                         | Athene Holding Ltd                                       | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |    120000 | NS      | $3066000.00   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                       | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   5600000 | PA      | $5481056.00   | 1.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Compeer Financial ACA                      | Compeer Financial ACA                                    | CUSIP: 20453Q201<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |     11800 | NS      | $11723606.80  | 2.46%             |  |  |  | Yes           | 2                  | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                                  | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     41600 | NS      | $1131520.00   | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings Inc                                   | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3326702.29   | 0.70%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                         | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   2670000 | PA      | $2680917.90   | 0.56%             | N/A             | Variable      | 8.74%                 | No            | 2                  | On Loan: No      |
| COMPEER FINANCIAL ACA                      | Compeer Financial ACA                                    | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $926626.00    | 0.19%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                         | CUSIP: 989701BF3<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1429150.00   | 0.30%             | N/A             | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1508550.00   | 0.32%             | N/A             | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   4723000 | PA      | $4699385.00   | 0.99%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $11797000.00  | 2.48%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4631750.00   | 0.97%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1310724.50   | 0.28%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                                           | CUSIP: 00912X500<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |    114543 | NS      | $2816612.37   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1035000.00   | 0.22%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| NuStar Logistics LP                        | NuStar Logistics LP                                      | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |     71018 | NS      | $1780421.26   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                      | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     98863 | NS      | $2468609.11   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3637962.44   | 0.76%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                   | Australia & New Zealand Banking Group Ltd/United Kingdom | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1470000 | PA      | $1482495.00   | 0.31%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                              | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $704000.00    | 0.15%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3460000 | PA      | $3474359.00   | 0.73%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                  | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2086329.95   | 0.44%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                    | Capital Farm Credit ACA                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2206750.00   | 0.46%             | N/A             | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2079279.46   | 0.44%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                               | Assurant Inc                                             | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   8580000 | PA      | $8494158.22   | 1.78%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2023-01-31

**Name of Applicant:** Nuveen Preferred and Income Term Fund

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller