# EDGAR Filing Document

**Accession Number:** 0001176433
**File Stem:** 0001752724-23-070312
**Filing Date:** 2023-3
**Character Count:** 103860
**Document Hash:** f7950e1ed41330e7a7f4687cea155984
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-070312.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001752724-23-070312

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Preferred & Income Securities Fund
- **CENTRAL INDEX KEY:** 0001176433
- **IRS NUMBER:** 431969047
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21137
- **FILM NUMBER:** 23770631

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 3129178146

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Preferred Securities Income Fund
- **DATE OF NAME CHANGE:** 20160509

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NUVEEN QUALITY PREFERRED INCOME FUND 2
- **DATE OF NAME CHANGE:** 20020627

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-21137

- **c. CIK number of Registrant:** 0001176433

- **d. LEI of Registrant:** 1V4KW82TOLZ6S7J7N128

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

- **c. LEI of Series:** 1V4KW82TOLZ6S7J7N128

**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:** $2436151458.00

**Total Liabilities:** $744767522.00

**Net Assets:** $1691383936.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -890.54000000 | **5-Year:** -15683.30000000 | **10-Year:** -42628.38000000 | **30-Year:** -1024663.98000000

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

- **3-Month:** 0.00000000 | **1-Year:** -1042.52000000 | **5-Year:** -3588.33000000 | **10-Year:** -25320.96000000 | **30-Year:** -531274.02000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.98%                | 0.96%                | 7.14%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-595860.10              | $45421899.79                               |
| Month 2  | $-644126.55              | $4092546.36                                |
| Month 3  | $-832147.70              | $111250025.99                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6982500.00    | 0.41%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc                          | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   21325000 | PA      | $21331397.50   | 1.26%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| Allstate Corp/The                         | Allstate Corp/The                                         | CUSIP: 020002309<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |     537423 | NS      | $13543059.60   | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| Associated Banc-Corp                      | Associated Banc-Corp                                      | CUSIP: 045487402<br>LEI: 549300N3CIN473IW5094 | Long             | EP               | CORP              | US        |     233680 | NS      | $5739180.80    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| First Republic Bank/CA                    | First Republic Bank/CA                                    | CUSIP: 33616C761<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |       2372 | NS      | $44688.48      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| DNB BANK ASA                              | DNB Bank ASA                                              | CUSIP: ZQ4678178<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   33192000 | PA      | $31490910.00   | 1.86%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                    | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      35395 | NS      | $876734.15     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Northern Trust Corp                       | Northern Trust Corp                                       | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |       7033 | NS      | $160704.05     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP CAPITAL III                       | KeyCorp Capital III                                       | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8664509.52    | 0.51%             | 2029-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2188687.78    | 0.13%             | N/A             | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                         | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1536640.00    | 0.09%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144GAG6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $15652800.00   | 0.93%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $2970750.00    | 0.18%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                  | CUSIP: 00206R300<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      19067 | NS      | $457798.67     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $22492060.32   | 1.33%             | N/A             | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                        | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16516000 | PA      | $17009993.56   | 1.01%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Kimco Realty Corp                         | Kimco Realty Corp                                         | CUSIP: 49446R711<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               | CORP              | US        |      30310 | NS      | $716528.40     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7565000.00    | 0.45%             | N/A             | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                    | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   58000000 | PA      | $54955000.00   | 3.25%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                  | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6943509.28    | 0.41%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     204489 | NS      | $5267636.64    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                    | CUSIP: EJ9764584<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   17400000 | PA      | $16486500.00   | 0.97%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                       | American Express Co                                       | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $12829596.67   | 0.76%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9243410.60    | 0.55%             | N/A             | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                       | CUSIP: EJ9873484<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9000000 | PA      | $8955000.00    | 0.53%             | N/A             | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                  | Svenska Handelsbanken AB                                  | CUSIP: ZO7033152<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    7200000 | PA      | $6534000.00    | 0.39%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5800000 | PA      | $5979689.57    | 0.35%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W420<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     127960 | NS      | $2412046.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                              | Enbridge Inc                                              | CUSIP: 29250N477<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EP               | CORP              | CA        |     101713 | NS      | $2544859.26    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| INTESA SANPAOLO SPA                       | Intesa Sanpaolo SpA                                       | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    9600000 | PA      | $9062371.97    | 0.54%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38144GAB7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7292629.63    | 0.43%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W461<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     304180 | NS      | $5834172.40    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6715611.07    | 0.40%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W487<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       7735 | NS      | $142633.40     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10754336.90   | 0.64%             | N/A             | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     189200 | NS      | $4705404.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                          | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25580000 | PA      | $29116508.16   | 1.72%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                        | CUSIP: JV6342804<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4466000 | PA      | $4603508.14    | 0.27%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                         | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   14250000 | PA      | $14410312.50   | 0.85%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                | RenaissanceRe Holdings Ltd                                | CUSIP: 75968N309<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |       9763 | NS      | $235874.08     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NORDEA BANK ABP                           | Nordea Bank Abp                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   26400000 | PA      | $26037000.00   | 1.54%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320AM4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3651650.00    | 0.22%             | 2043-06-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                          | Duke Energy Corp                                          | CUSIP: 26441C402<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |       3028 | NS      | $76305.60      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3976000 | PA      | $3926220.72    | 0.23%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10804209.46   | 0.64%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Fifth Third Bancorp                       | Fifth Third Bancorp                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      84196 | NS      | $2102374.12    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Washington Federal Inc                    | Washington Federal Inc                                    | CUSIP: 938824307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        300 | NS      | $6087.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/OH           | American Financial Group Inc/OH                           | CUSIP: 025932872<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      68848 | NS      | $1678514.24    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                | Capital One Financial Corp                                | CUSIP: 14040H782<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     131816 | NS      | $2741772.80    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                  | Prudential Financial Inc                                  | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5596101.49    | 0.33%             | 2050-10-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5048228.40    | 0.30%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                           | CUSIP: 125896845<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      15518 | NS      | $390277.70     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                       | Fifth Third Bancorp                                       | CUSIP: 316773860<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |      50000 | NS      | $1184500.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                   | Argentum Netherlands BV for Swiss Re Ltd                  | CUSIP: QJ6582267<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    6210000 | PA      | $6085800.00    | 0.36%             | 2050-08-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SKANDINAVISKA ENSKILDA                    | Skandinaviska Enskilda Banken AB                          | CUSIP: ZQ3492860<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   10000000 | PA      | $9475000.00    | 0.56%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19799000 | PA      | $18316873.39   | 1.08%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     604790 | NS      | $15210468.50   | 0.90%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED PLC                    | Standard Chartered PLC                                    | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   13000000 | PA      | $13062790.00   | 0.77%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| ZURICH FINANCE IRELAND                    | Zurich Finance Ireland Designated Activity Co             | CUSIP: BN4784409<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |   23794000 | PA      | $18875542.26   | 1.12%             | 2051-04-19      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                           | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      69380 | NS      | $1726174.40    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/OH           | American Financial Group Inc/OH                           | CUSIP: 025932807<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |      96099 | NS      | $2441875.59    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED PLC                    | Standard Chartered PLC                                    | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24100000 | PA      | $24163293.35   | 1.43%             | N/A             | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                              | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $9462300.00    | 0.56%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| DEPOSITORY TRUST & CLEAR                  | Depository Trust & Clearing Corp/The                      | CUSIP: 249670AB6<br>LEI: MLDY5N6PZ58ZE60QU102 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6272250.00    | 0.37%             | N/A             | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| MUNICH RE                                 | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | CUSIP: BW6733859<br>LEI: 529900MUF4C20K50JS49 | Long             | DBT              | CORP              | DE        |    2000000 | PA      | $2042500.00    | 0.12%             | 2042-05-23      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   36386000 | PA      | $34865612.45   | 2.06%             | N/A             | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                   | Algonquin Power & Utilities Corp                          | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |     500000 | PA      | $422500.00     | 0.02%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Entergy Arkansas LLC                      | Entergy Arkansas LLC                                      | CUSIP: 29364D100<br>LEI: 549300A0I5ONUIFMLP35 | Long             | EP               | CORP              | US        |      57794 | NS      | $1356425.18    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $4125300.00    | 0.24%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W628<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       4274 | NS      | $96934.32      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   11800000 | PA      | $10936912.72   | 0.65%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                             | Citigroup Inc                                             | CUSIP: 172967341<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EP               | CORP              | US        |     344788 | NS      | $8792094.00    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 06051GHP7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2861000 | PA      | $3150897.52    | 0.19%             | 2027-06-15      | Fixed         | 8.05%                 | No            | 2                  | On Loan: No      |
| RenaissanceRe Holdings Ltd                | RenaissanceRe Holdings Ltd                                | CUSIP: EP0599001<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EP               | CORP              | BM        |      40000 | NS      | $727200.00     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| ING GROEP NV                              | ING Groep NV                                              | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   26700000 | PA      | $26101119.00   | 1.54%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                              | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26000000 | PA      | $25902500.00   | 1.53%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $5679500.00    | 0.34%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    4560000 | PA      | $4081200.00    | 0.24%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp                                          | CUSIP: 084423805<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |       8091 | NS      | $184879.35     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Vornado Realty Trust                      | Vornado Realty Trust                                      | CUSIP: 929042794<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      15000 | NS      | $243150.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                       | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    4550000 | PA      | $3912679.18    | 0.23%             | N/A             | Fixed         | 5.38%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                        | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   19653000 | PA      | $19633347.00   | 1.16%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                       | JPMorgan Chase & Co                                       | CUSIP: 48128B655<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      11474 | NS      | $286620.52     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                   | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7289936.52    | 0.43%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| DUKE ENERGY CORP                          | Duke Energy Corp                                          | CUSIP: 26441CBG9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   26075000 | PA      | $25122855.21   | 1.49%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                  | MetLife Capital Trust IV                                  | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   29600000 | PA      | $32559941.10   | 1.93%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| NIPPON LIFE INSURANCE                     | Nippon Life Insurance Co                                  | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    1000000 | PA      | $844111.20     | 0.05%             | 2051-09-16      | Fixed         | 2.90%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                  | Liberty Mutual Group Inc                                  | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   30860000 | PA      | $34360681.25   | 2.03%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| NISOURCE INC                              | NiSource Inc                                              | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $20274198.41   | 1.20%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| CLOVERIE PLC ZURICH INS                   | Cloverie PLC for Zurich Insurance Co Ltd                  | CUSIP: JK5179706<br>LEI: 5493002N598MXOKUEF55 | Long             | DBT              | CORP              | IE        |    1550000 | PA      | $1543403.74    | 0.09%             | 2046-06-24      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Hudson Pacific Properties Inc             | Hudson Pacific Properties Inc                             | CUSIP: 444097307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     138410 | NS      | $2067845.40    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W396<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      24683 | NS      | $469717.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| LEGAL & GENERAL GROUP                     | Legal & General Group PLC                                 | CUSIP: AM7838908<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    7900000 | PA      | $7619550.00    | 0.45%             | 2047-03-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE FINANCIAL SER                  | Nationwide Financial Services Inc                         | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   41904000 | PA      | $41262575.05   | 2.44%             | 2037-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BP CAPITAL MARKETS PLC                    | BP Capital Markets PLC                                    | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    5900000 | PA      | $5692025.00    | 0.34%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                       | CUSIP: 25746UDD8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   42533000 | PA      | $39679035.70   | 2.35%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| CORESTATES CAPTL III                      | Corestates Capital III                                    | CUSIP: 21869MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5772819.55    | 0.34%             | 2027-02-15      | Variable      | 5.18%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   22600000 | PA      | $24063576.68   | 1.42%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13874401.38   | 0.82%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD                  | HSBC Capital Funding Dollar 1 LP, Reg S                   | CUSIP: EC2487386<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    8000000 | PA      | $10040000.00   | 0.59%             | N/A             | Fixed         | 10.18%                | No            | 2                  | On Loan: No      |
| Bank of Hawaii Corp                       | Bank of Hawaii Corp                                       | CUSIP: 062545207<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EP               | CORP              | US        |      31570 | NS      | $598251.50     | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                             | DTE Energy Co                                             | CUSIP: 233331826<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |      75535 | NS      | $1610406.20    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Southern Co/The                           | Southern Co/The                                           | CUSIP: 842587883<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      56928 | NS      | $1133436.48    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| NATWEST GROUP PLC                         | NatWest Group PLC                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   17000000 | PA      | $16235000.00   | 0.96%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                | CoBank ACB                                                | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |      53000 | NS      | $5247000.00    | 0.31%             |  |  |  | No            | 2                  | On Loan: No      |
| Assurant Inc                              | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |       1986 | NS      | $45519.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                      | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       1327 | NS      | $30361.76      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB FINANCIAL GROUP                       | SVB Financial Group                                       | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $12934080.00   | 0.76%             | N/A             | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967GD7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7560000.00    | 0.45%             | N/A             | Variable      | 8.87%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                        | CUSIP: 225313AP0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1700800.00    | 0.10%             | N/A             | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                           | CUSIP: 125896837<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |      11000 | NS      | $218570.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                              | Prologis Inc                                              | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |      85301 | NS      | $4903954.49    | 0.29%             |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The               | Goldman Sachs Group Inc/The                               | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     354374 | NS      | $8841631.30    | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $12304920.00   | 0.73%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Fulton Financial Corp                     | Fulton Financial Corp                                     | CUSIP: 360271308<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | EP               | CORP              | US        |     150000 | NS      | $3172500.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BNSF FUNDING TRUST I                      | BNSF Funding Trust I                                      | CUSIP: 05567SAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25485000 | PA      | $24465600.00   | 1.45%             | 2055-12-15      | Fixed         | 6.61%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   35600000 | PA      | $30929280.00   | 1.83%             | N/A             | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                  | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      20680 | NS      | $458475.60     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| NiSource Inc                              | NiSource Inc                                              | CUSIP: 65473P881<br>LEI: 549300D8GOWWH0SJB189 | Long             | EP               | CORP              | US        |       2987 | NS      | $76258.11      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                  | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   17800000 | PA      | $17421928.00   | 1.03%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                       | American International Group Inc                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13083875.00   | 0.77%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                                  | CUSIP: 744320888<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |       2847 | NS      | $58790.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| LINCOLN NATIONAL CORP                     | Lincoln National Corp                                     | CUSIP: 534187BP3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1956500.00    | 0.12%             | 2067-04-20      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1822500.00    | 0.11%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                  | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   48428000 | PA      | $48069148.52   | 2.84%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                           | Danske Bank A/S                                           | CUSIP: AT2149405<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   10500000 | PA      | $10185000.00   | 0.60%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                 | Farm Credit Bank of Texas                                 | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |      72650 | NS      | $7246837.50    | 0.43%             |  |  |  | Yes           | 1                  | On Loan: No      |
| American International Group Inc          | American International Group Inc                          | CUSIP: 026874768<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EP               | CORP              | US        |      19825 | NS      | $502762.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   35300000 | PA      | $35017600.00   | 2.07%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7400000 | PA      | $7353528.00    | 0.43%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55800000 | PA      | $56362464.00   | 3.33%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                         | HSBC Holdings PLC                                         | CUSIP: 404280BN8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8504000 | PA      | $8504000.00    | 0.50%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Globe Life Inc                            | Globe Life Inc                                            | CUSIP: 37959E300<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EP               | CORP              | US        |        985 | NS      | $19650.75      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| American Financial Group Inc/OH           | American Financial Group Inc/OH                           | CUSIP: 025932864<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |        200 | NS      | $4030.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W552<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     196121 | NS      | $4198950.61    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| Stifel Financial Corp                     | Stifel Financial Corp                                     | CUSIP: 860630607<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       3893 | NS      | $92380.89      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                      | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |     301095 | NS      | $7268433.30    | 0.43%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   24000000 | PA      | $21573600.00   | 1.28%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   38585000 | PA      | $38818825.10   | 2.30%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   25000000 | PA      | $21575918.75   | 1.28%             | N/A             | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                  | Dairy Farmers of America Inc                              | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |    6705000 | PA      | $5732775.00    | 0.34%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                         | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2844072.12    | 0.17%             | 2078-02-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                             | CUSIP: 008252835<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     112294 | NS      | $1997710.26    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                     | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   47650000 | PA      | $43927343.75   | 2.60%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| FEDERAL RESERVE BANK OF BOSTON            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        | -275000000 | PA      | $-275000000.00 | -16.26%           |  |  |  | No            | N/A                | On Loan: No      |
| DTE Energy Co                             | DTE Energy Co                                             | CUSIP: 233331859<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     281710 | NS      | $6986408.00    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD                  | HSBC Capital Funding Dollar 1 LP                          | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |   30000000 | PA      | $37650000.00   | 2.23%             | N/A             | Fixed         | 10.18%                | Yes           | 2                  | On Loan: No      |
| METLIFE INC                               | MetLife Inc                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   36531000 | PA      | $44111182.50   | 2.61%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                     | Scentre Group Trust 2                                     | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   16100000 | PA      | $14165305.34   | 0.84%             | 2080-09-24      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| ACE CAPITAL TRUST II                      | ACE Capital Trust II                                      | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3598000 | PA      | $4524123.47    | 0.27%             | 2030-04-01      | Fixed         | 9.70%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                           | Danske Bank A/S                                           | CUSIP: AM9264657<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   11588000 | PA      | $11285321.44   | 0.67%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| First Republic Bank/CA                    | First Republic Bank/CA                                    | CUSIP: 33616C720<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EP               | CORP              | US        |      41923 | NS      | $766352.44     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6171680.00    | 0.36%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                               | MetLife Inc                                               | CUSIP: 59156R850<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EP               | CORP              | US        |      56568 | NS      | $1299366.96    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| Prudential Financial Inc                  | Prudential Financial Inc                                  | CUSIP: 744320870<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EP               | CORP              | US        |     152845 | NS      | $3897547.50    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                  | Liberty Mutual Insurance Co                               | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $7008611.34    | 0.41%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                  | Enterprise Products Operating LLC                         | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10934000 | PA      | $9544737.00    | 0.56%             | 2077-08-16      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp                                          | CUSIP: 084423706<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      17555 | NS      | $433081.85     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Digital Realty Trust Inc                  | Digital Realty Trust Inc                                  | CUSIP: 253868855<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |       1030 | NS      | $24544.90      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| REGIONS FINANCIAL CORP                    | Regions Financial Corp                                    | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1986573.94    | 0.12%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $60060000.00   | 3.55%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| American Financial Group Inc/OH           | American Financial Group Inc/OH                           | CUSIP: 025932880<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EP               | CORP              | US        |       4824 | NS      | $112399.20     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                              | Barclays PLC                                              | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   63300000 | PA      | $62823351.00   | 3.71%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp                                       | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   39505000 | PA      | $39196861.00   | 2.32%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| WILLOW NO.2 FOR ZURICH I                  | Willow No 2 Ireland PLC for Zurich Insurance Co Ltd       | CUSIP: EK8618358<br>LEI: 549300B0B1XTFDS6V025 | Long             | DBT              | CORP              | IE        |    8700000 | PA      | $8138850.00    | 0.48%             | 2045-10-01      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     684909 | NS      | $17828181.27   | 1.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W669<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       2293 | NS      | $54894.42      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| UNICREDIT SPA                             | UniCredit SpA                                             | CUSIP: EK1429340<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   15000000 | PA      | $14793750.00   | 0.87%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                        | Credit Agricole SA                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   31550000 | PA      | $32521424.50   | 1.92%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                             | CUSIP: 008252850<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     142027 | NS      | $3593283.10    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                    | Discover Financial Services                               | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9913502.00    | 0.59%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                    | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     248158 | NS      | $5613333.96    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      16041 | NS      | $20179417.59   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| W R Berkley Corp                          | W R Berkley Corp                                          | CUSIP: 084423888<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EP               | CORP              | US        |      41233 | NS      | $821361.36     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      62097 | NS      | $1359303.33    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| COMERICA INC                              | Comerica Inc                                              | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   12130000 | PA      | $11891473.13   | 0.70%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |      54092 | NS      | $1363118.40    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLIANZ SE                                | Allianz SE                                                | CUSIP: BM3677879<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    8400000 | PA      | $7325640.00    | 0.43%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: BP7725073<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10000000 | PA      | $8630367.50    | 0.51%             | N/A             | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                          | Wells Fargo & Co                                          | CUSIP: 949746556<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     212731 | NS      | $5194891.02    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| DANSKE BANK A/S                           | Danske Bank A/S                                           | CUSIP: BP5040772<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    5000000 | PA      | $4393750.00    | 0.26%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                       | JPMorgan Chase & Co                                       | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4271196.02    | 0.25%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                           | Southern Co/The                                           | CUSIP: 842587404<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |      86891 | NS      | $2138387.51    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| SUMITOMO LIFE INSUR                       | Sumitomo Life Insurance Co                                | CUSIP: 86564CAC4<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |   14900000 | PA      | $13112000.00   | 0.78%             | 2081-04-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Kimco Realty Corp                         | Kimco Realty Corp                                         | CUSIP: 49446R737<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               | CORP              | US        |       5424 | NS      | $126975.84     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W594<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |      11902 | NS      | $258154.38     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| BlackRock Credit Allocation Income Trust  | BlackRock Credit Allocation Income Trust                  | CUSIP: 092508100<br>LEI: WU48CSUCFTU86AQUYZ93 | Long             | EC               | RF                | US        |     723135 | NS      | $8185888.20    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| AgriBank FCB                              | AgriBank FCB                                              | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |     105300 | NS      | $10530000.00   | 0.62%             |  |  |  | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                  | Western Alliance Bancorp                                  | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     152000 | NS      | $3263440.00    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF NOVA SCOTIA                       | Bank of Nova Scotia/The                                   | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2913480.00    | 0.17%             | N/A             | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                            | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |          1 | NC      | $23285725.97   | 1.38%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3256860.00    | 0.19%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                           | Nordea Bank Abp                                           | CUSIP: 65557CAN3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   35090000 | PA      | $34292780.82   | 2.03%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                  | Citizens Financial Group Inc                              | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6498176.55    | 0.38%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: UV5159024<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10000000 | PA      | $10060600.00   | 0.59%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                    | Credit Suisse Group AG                                    | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5000000 | PA      | $4850000.00    | 0.29%             | N/A             | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Stifel Financial Corp                     | Stifel Financial Corp                                     | CUSIP: 860630862<br>LEI: 549300E5F07FE5GHJX84 | Long             | EP               | CORP              | US        |       1179 | NS      | $22672.17      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                  | CUSIP: 00206R409<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |       5341 | NS      | $133845.46     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: 05565AB28<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   39000000 | PA      | $34125000.00   | 2.02%             | N/A             | Fixed         | 4.62%                 | Yes           | 2                  | On Loan: No      |
| Entergy Louisiana LLC                     | Entergy Louisiana LLC                                     | CUSIP: 29364W108<br>LEI: 0V5453U14HDZO63CGH17 | Long             | EP               | CORP              | US        |       7795 | NS      | $183182.50     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| NIPPON LIFE INSURANCE                     | Nippon Life Insurance Co                                  | CUSIP: 654579AH4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   20600000 | PA      | $17440269.00   | 1.03%             | 2051-01-21      | Fixed         | 2.75%                 | Yes           | 2                  | On Loan: No      |
| NORDEA BANK ABP                           | Nordea Bank Abp                                           | CUSIP: 65557DAL5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   18988000 | PA      | $18556606.50   | 1.10%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ARGENTUM (SWISS RE LTD)                   | Argentum Netherlands BV for Swiss Re Ltd                  | CUSIP: LW2260898<br>LEI: 724500RPEZI5VVQQWE89 | Long             | DBT              | CORP              | NL        |    2100000 | PA      | $2037000.00    | 0.12%             | 2052-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W685<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       6101 | NS      | $147522.18     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Entergy Mississippi LLC                   | Entergy Mississippi LLC                                   | CUSIP: 29364N108<br>LEI: 54930043I78H35DVVW89 | Long             | EP               | CORP              | US        |       4746 | NS      | $112147.98     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    5500000 | PA      | $5445000.00    | 0.32%             | N/A             | Fixed         | 7.00%                 | Yes           | 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        |   29068000 | PA      | $28413165.98   | 1.68%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| DOMINION ENERGY INC                       | Dominion Energy Inc                                       | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3233000 | PA      | $2893535.00    | 0.17%             | N/A             | Fixed         | 4.35%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                  | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     578314 | NS      | $12133027.72   | 0.72%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY       | Fixed Income Clearing Corp                                | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   43663483 | PA      | $43663483.05   | 2.58%             |  |  |  | No            | 2                  | On Loan: No      |
| Duke Energy Corp                          | Duke Energy Corp                                          | CUSIP: 26441C501<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EP               | CORP              | US        |     153939 | NS      | $3968547.42    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA CORP                      | Bank of America Corp                                      | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   19300000 | PA      | $19395766.60   | 1.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                     | Truist Financial Corp                                     | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   46700000 | PA      | $46233000.00   | 2.73%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    9900000 | PA      | $10751400.00   | 0.64%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   16000000 | PA      | $15140640.00   | 0.90%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Truist Financial Corp                     | Truist Financial Corp                                     | CUSIP: 89832Q695<br>LEI: 549300DRQQI75D2JP341 | Long             | EP               | CORP              | US        |      15300 | NS      | $339660.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W644<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     189213 | NS      | $4823039.37    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                     | Toronto-Dominion Bank/The                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   32700000 | PA      | $34702875.00   | 2.05%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                     | Macquarie Bank Ltd/London                                 | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    5075000 | PA      | $4671673.36    | 0.28%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11880000.00   | 0.70%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Affiliated Managers Group Inc             | Affiliated Managers Group Inc                             | CUSIP: 008252843<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EP               | CORP              | US        |     173947 | NS      | $3478940.00    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6200000 | PA      | $5379543.40    | 0.32%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                        | Banco Santander SA                                        | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   28200000 | PA      | $27988500.00   | 1.65%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                             | Citigroup Inc                                             | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20700000 | PA      | $18897030.00   | 1.12%             | N/A             | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                        | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12660630.00   | 0.75%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $14281700.00   | 0.84%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Arch Capital Group Ltd                    | Arch Capital Group Ltd                                    | CUSIP: 03939A107<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EP               | CORP              | BM        |      34439 | NS      | $830324.29     | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DTE Energy Co                             | DTE Energy Co                                             | CUSIP: 233331818<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     100548 | NS      | $2060228.52    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4110246.39    | 0.24%             | N/A             | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     189461 | NS      | $4855885.43    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ZURICH FINANCE IRELAND                    | Zurich Finance Ireland Designated Activity Co             | CUSIP: BS6417544<br>LEI: 549300E0FVHYR37EGX65 | Long             | DBT              | CORP              | IE        |    8000000 | PA      | $6383552.00    | 0.38%             | 2052-05-02      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp                         | State Street Corp                                         | CUSIP: 857477608<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EP               | CORP              | US        |      64392 | NS      | $1640708.16    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W578<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     124101 | NS      | $2719052.91    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                           | CMS Energy Corp                                           | CUSIP: 125896860<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |       2126 | NS      | $52512.20      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc          | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      79019 | NS      | $2105066.16    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                         | Transcanada Trust                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   14885000 | PA      | $13432915.71   | 0.79%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Algonquin Power & Utilities Corp          | Algonquin Power & Utilities Corp                          | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |     179646 | NS      | $4167787.20    | 0.25%             |  |  |  | No            | 1                  | On Loan: No      |
| John Hancock Preferred Income Fund III    | John Hancock Preferred Income Fund III                    | CUSIP: 41021P103<br>LEI: 549300SKQ7P13U1YJN71 | Long             | EC               | RF                | US        |     646421 | NS      | $10110024.44   | 0.60%             |  |  |  | No            | 1                  | On Loan: No      |
| Hartford Financial Services Group Inc/The | Hartford Financial Services Group Inc/The                 | CUSIP: 416518603<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EP               | CORP              | US        |       3839 | NS      | $98854.25      | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W511<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       7802 | NS      | $143088.68     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W537<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |     112196 | NS      | $2160894.96    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Dairy Farmers of America Inc              | Dairy Farmers of America Inc                              | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      32500 | NS      | $3120000.00    | 0.18%             |  |  |  | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAJ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4393631.16    | 0.26%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                              | UBS Group AG                                              | CUSIP: BK6156289<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10800000 | PA      | $10235160.00   | 0.61%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| ALLIANZ SE                                | Allianz SE                                                | CUSIP: 018820AA8<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |   10500000 | PA      | $9157050.00    | 0.54%             | N/A             | Fixed         | 3.50%                 | Yes           | 2                  | On Loan: No      |
| EMERA INC                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |      91000 | PA      | $89374.12      | 0.01%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                    | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     104321 | NS      | $2053037.28    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                      | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3612000.00    | 0.21%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Digital Realty Trust Inc                  | Digital Realty Trust Inc                                  | CUSIP: 253868822<br>LEI: 549300HKCZ31D08NEI41 | Long             | EP               | CORP              | US        |       9405 | NS      | $221111.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                  | Australia & New Zealand Banking Group Ltd/United Kingdom  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2800000 | PA      | $2823800.00    | 0.17%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                          | Societe Generale SA                                       | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   73300000 | PA      | $74216250.00   | 4.39%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                            | Morgan Stanley                                            | CUSIP: MIEL0YVB2<br>LEI: 7PDDXEMZ0ZV0CEDU4D16 | N/A              | DIR              | CORP              | US        |          1 | NC      | $3351261.30    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5285500.00    | 0.31%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    2500000 | PA      | $2587500.00    | 0.15%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Entergy Texas Inc                         | Entergy Texas Inc                                         | CUSIP: 29365T302<br>LEI: LWXX58X12AJXISQ28573 | Long             | EP               | CORP              | US        |      16000 | NS      | $390208.00     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Public Storage                            | Public Storage                                            | CUSIP: 74460W446<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EP               | CORP              | US        |       9737 | NS      | $179842.39     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                  | Corebridge Financial Inc                                  | CUSIP: 21871XAN9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $3968016.66    | 0.23%             | 2052-12-15      | Fixed         | 6.88%                 | Yes           | 2                  | On Loan: No      |
| AON CORP                                  | Aon Corp                                                  | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2299000 | PA      | $2385212.50    | 0.14%             | 2027-01-01      | Fixed         | 8.21%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                      | Bank of America Corp                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       6286 | NS      | $7821041.20    | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| STANLEY BLACK & DECKER I                  | Stanley Black & Decker Inc                                | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5022640.50    | 0.30%             | 2060-03-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                        | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6991250.00    | 0.41%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2984700.00    | 0.18%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                           | Southern Co/The                                           | CUSIP: 842587800<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     195057 | NS      | $4400485.92    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                     | Scentre Group Trust 2                                     | CUSIP: 76025LAA2<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   12800000 | PA      | $11943978.62   | 0.71%             | 2080-09-24      | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

**Title:** Vice President and Funds Controller