# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001216583-26-000012
**Filing Date:** 2026-6
**Character Count:** 147278
**Document Hash:** 2b7a5505015518bdf234875cb0d84a50
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001216583-26-000012.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001216583-26-000012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 470909557
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21293
- **FILM NUMBER:** 261113947

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

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

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

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

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

## Nport-Ex

Portfolio

of

Investments

April

30,

2026

JPC

(Unaudited)

SHARES

DESCRIPTION

VALUE

LONG-TERM

INVESTMENTS

-

159.1%

(99.6%

of

Total

Investments)

4,476

COMMON

STOCKS

-

0.0%

(0.0%

of

Total

Investments)

4,476

MATERIALS

-

0.0%

(0.0%

of

Total

Investments)

LyondellBasell

Industries

NV,

Class

A

$

4,476

TOTAL

MATERIALS

4,476

TOTAL

COMMON

STOCKS

(Cost

$0)

4,476

SHARES

DESCRIPTION

RATE

VALUE

21380971

CONVERTIBLE

PREFERRED

SECURITIES

-

0.7%

(0.5%

of

Total

Investments)

21380971

BANKS

-

0.7%

(0.5%

of

Total

Investments)

5,849

Bank

of

America

Corp

7.250 %

7,151,982

11,949

Wells

Fargo

&

Co

7.500 14,228,989

TOTAL

BANKS

21,380,971

TOTAL

CONVERTIBLE

PREFERRED

SECURITIES

(Cost

$24,885,225)

21,380,971

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

4237562013

CORPORATE

BONDS

-

142.8%

(89.4%

of

Total

Investments)

(a) 4237562013

AUTOMOBILES

&

COMPONENTS

-

0.8%

(0.5%

of

Total

Investments)

$

16,352,000

(b),(c)

General

Motors

Financial

Co

Inc

5.750 N/A

16,211,284

8,914,000

(b),(c)

General

Motors

Financial

Co

Inc

5.700 N/A

8,758,933

TOTAL

AUTOMOBILES

&

COMPONENTS

24,970,217

BANKS

-

84.9%

(53.1%

of

Total

Investments)

5,445,000

(b),(d),(e)

Australia

&

New

Zealand

Banking

Group

Ltd/United

Kingdom

6.750 N/A

5,450,695

12,487,000

(b),(e),(f)

Banco

Bilbao

Vizcaya

Argentaria

SA

7.125 N/A

12,487,000

13,800,000

(b),(e),(g)

Banco

Bilbao

Vizcaya

Argentaria

SA

7.750 N/A

14,606,058

37,869,000

(b),(e)

Banco

Bilbao

Vizcaya

Argentaria

SA

.375

N/A

41,693,125

20,330,000

(b),(e),(g)

Banco

Bilbao

Vizcaya

Argentaria

SA

6.125 N/A

20,356,734

6,440,000

(b),(d),(e)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

7.500 N/A

6,590,651

3,120,000

(b),(d),(e)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

7.625 N/A

3,189,585

26,519,800

(b),(d),(e)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

8.750 N/A

28,667,506

49,600,000

(b),(e)

Banco

Santander

SA

9.625 N/A

58,894,842

61,000,000

(b),(e)

Banco

Santander

SA

8.000 N/A

66,249,599

44,725,000

(b),(c)

Bank

of

America

Corp

6.625 N/A

46,127,755

47,134,000

(b),(c)

Bank

of

America

Corp

6.125 N/A

47,454,464

22,872,000

(b),(c)

Bank

of

America

Corp

6.250 N/A

23,116,067

11,420,000

(b),(c)

Bank

of

America

Corp

4.375 N/A

11,315,148

8,880,000

(c) Bank

of

Montreal

7.700 05/26/84

9,329,062

24,483,000

(c) Bank

of

Montreal

7.300 11/26/84

25,793,257

21,308,000

(c) Bank

of

Montreal

6.875 11/26/85

21,805,009

10,550,000

(c),(g)

Bank

of

Nova

Scotia/The

8.625 10/27/82

11,076,019

10,625,000

(c),(g)

Bank

of

Nova

Scotia/The

8.000 01/27/84

11,267,897

15,800,000

(c) Bank

of

Nova

Scotia/The

6.875 10/27/85

15,988,219

82,251,000

(b),(e),(g)

Barclays

PLC

9.625 N/A

91,788,826

30,508,000

(b),(e),(h)

Barclays

PLC

8.000 N/A

32,019,580

11,522,000

(b),(e)

Barclays

PLC

7.625 N/A

12,135,547

16,286,000

(b),(d),(e)

BNP

Paribas

SA

7.450 N/A

16,871,075

12,749,000

(b),(d),(e)

BNP

Paribas

SA

7.375 N/A

13,221,542

56,473,000

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

BNP

Paribas

SA

8.000 N/A

60,431,531

37,327,000

(b),(d),(e)

BNP

Paribas

SA

8.500 N/A

39,438,402

30,155,000

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

BNP

Paribas

SA

9.250 N/A

31,782,646

31,370,000

(b),(d),(e)

BNP

Paribas

SA

7.750 N/A

32,903,052

22,660,000

(b),(d),(e)

BNP

Paribas

SA

0.000 N/A

22,792,924

21,630,000

(c) Canadian

Imperial

Bank

of

Commerce

6.950 01/28/85

22,052,456

19,585,000

(c) Canadian

Imperial

Bank

of

Commerce

7.000 10/28/85

20,096,893

10,329,000

(c) Canadian

Imperial

Bank

of

Commerce

6.500 07/28/86

10,297,081

18,072,000

(b),(c),(g)

Citigroup

Inc

7.000 N/A

18,772,778

38,257,000

(b),(c),(h)

Citigroup

Inc

.125

N/A

38,817,006

59,617,000

(b),(c),(h)

Citigroup

Inc

7.625 N/A

61,996,791

Portfolio

of

Investments

April

30,

2026

(continued)

JPC

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

(continued)

$

17,115,000

(b),(c)

Citigroup

Inc

6.625 %

N/A

$

17,324,776

6,896,000

(b),(c)

Citigroup

Inc

6.250 N/A

6,897,593

13,084,000

(b),(c)

Citigroup

Inc

6.875 N/A

13,284,211

11,606,000

(b),(c)

Citigroup

Inc

7.375 N/A

11,924,237

12,700,000

(b),(c)

Citigroup

Inc

6.950 N/A

12,924,765

7,000,000

(b),(c),(i)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.265%)

6.938 N/A

6,983,372

10,048,000

(b),(c),(i)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.419%)

7.097 N/A

10,042,368

39,041,000

(b),(d),(e),(h)

Credit

Agricole

SA

6.700 N/A

39,430,161

44,807,000

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

Credit

Agricole

SA

7.125 N/A

46,439,498

16,531,000

(b),(c),(i)

Fifth

Third

Bancorp

(TSFR3M

+

3.295%)

6.994 N/A

16,487,190

20,549,000

(b),(c),(g),(i)

First

Citizens

BancShares

Inc/NC

(TSFR3M

+

4.234%)

7.908 N/A

20,677,226

12,521,000

(b),(c)

First

Citizens

BancShares

Inc/NC

7.000 N/A

12,583,668

18,939,000

(b),(e)

HSBC

Holdings

PLC

6.750 N/A

19,182,476

37,770,000

(b),(e),(h)

HSBC

Holdings

PLC

8.000 N/A

39,381,117

36,345,000

(b),(e),(h)

HSBC

Holdings

PLC

6.875 N/A

37,235,416

67,864,000

(b),(e),(g)

HSBC

Holdings

PLC

6.950 N/A

70,280,841

13,942,000

(b),(e)

HSBC

Holdings

PLC

6.950 N/A

14,243,565

21,012,000

(b),(c)

Huntington

Bancshares

Inc/OH

6.250 N/A

21,042,152

23,540,000

(b),(c)

Huntington

Bancshares

Inc/OH

5.625 N/A

23,794,020

55,681,000

(b),(e),(g)

ING

Groep

NV

7.000 N/A

57,584,622

47,335,000

(b),(e)

ING

Groep

NV,

Reg

S

7.500 N/A

48,993,013

31,951,000

(b),(c)

JPMorgan

Chase

&

Co

6.100 N/A

31,951,000

33,300,000

(b),(c),(h)

JPMorgan

Chase

&

Co

6.500 N/A

34,184,282

67,326,000

(b),(c),(h)

JPMorgan

Chase

&

Co

6.875 N/A

70,135,851

3,600,000

(c),(g)

JPMorgan

Chase

&

Co

8.750 09/01/30

4,171,648

8,000,000

(c),(g)

KeyCorp

Capital

III

7.750 07/15/29

8,453,747

53,461,000

(b),(e),(h)

Lloyds

Banking

Group

PLC

8.000 N/A

57,013,163

25,437,000

(b),(e)

Lloyds

Banking

Group

PLC

6.750 N/A

26,169,051

2,395,000

(b),(c)

M&T

Bank

Corp

5.125 N/A

2,384,445

10,555,000

(b),(d),(e)

Macquarie

Bank

Ltd/London

6.125 N/A

10,618,214

70,914,000

(b),(e),(g)

NatWest

Group

PLC

8.125 N/A

78,294,233

26,710,000

(b),(e)

NatWest

Group

PLC

7.300 N/A

27,719,291

9,865,000

(b),(d),(e)

Nordea

Bank

Abp

6.300 N/A

9,962,052

23,618,000

(b),(d),(e)

Nordea

Bank

Abp

6.750 N/A

24,067,828

7,265,000

(b),(c)

PNC

Financial

Services

Group

Inc/The

6.000 N/A

7,266,126

19,180,000

(b),(c)

PNC

Financial

Services

Group

Inc/The

6.200 N/A

19,307,566

39,650,000

(b),(c),(h)

PNC

Financial

Services

Group

Inc/The

6.250 N/A

40,292,211

20,754,000

(c) Royal

Bank

of

Canada

6.500 05/24/86

20,550,976

21,448,000

(c) Royal

Bank

of

Canada

6.750 08/24/85

21,827,415

36,067,000

(b),(d),(e)

Societe

Generale

SA

9.375 N/A

38,035,284

9,850,000

(b),(d),(e)

Societe

Generale

SA

8.500 N/A

10,803,657

31,029,000

(b),(d),(e)

Societe

Generale

SA

7.125 N/A

30,709,603

41,677,000

(b),(d),(e)

Societe

Generale

SA

10.000 N/A

45,552,336

24,100,000

(b),(c),(d),(h)

Standard

Chartered

PLC

7.014 N/A

24,702,214

10,725,000

(b),(d),(e)

Standard

Chartered

PLC

7.750 N/A

11,052,917

17,919,000

(c) Toronto-Dominion

Bank/The

6.350 10/31/85

18,039,469

34,690,000

(c) Toronto-Dominion

Bank/The

8.125 10/31/82

36,082,804

73,333,000

(b),(c),(h)

Truist

Financial

Corp

6.669 N/A

73,360,940

8,007,000

(b),(c)

Truist

Financial

Corp

5.100 N/A

8,059,806

EUR

13,000,000

(b),(e)

UniCredit

SpA,

Reg

S

5.800 N/A

14,909,829

26,000,000

(c),(g)

Wells

Fargo

&

Co

7.950 11/15/29

28,717,065

32,797,000

(b),(c),(h)

Wells

Fargo

&

Co

7.625 N/A

34,437,473

56,669,000

(b),(c),(g),(h)

Wells

Fargo

&

Co

6.850 N/A

58,946,980

36,292,000

(b),(c)

Wells

Fargo

&

Co

6.125 N/A

36,417,788

TOTAL

BANKS

2,517,810,373

CAPITAL

GOODS

-

1.6%

(1.0%

of

Total

Investments)

1,960,000

(c),(d)

ILFC

E-Capital

Trust

I

6.270 12/21/65

1,680,578

15,131,000

(c),(d)

ILFC

E-Capital

Trust

II

6.630 12/21/65

13,231,023

8,660,000

(b),(c)

Sumisho

Air

Lease

Corp

4.650 N/A

8,620,167

5,325,000

(b),(c)

Sumisho

Air

Lease

Corp

4.125 N/A

5,254,494

18,086,000

(b),(c)

Sumisho

Air

Lease

Corp

6.000 N/A

17,520,040

TOTAL

CAPITAL

GOODS

46,306,302

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

-

8.0%

(5.0%

of

Total

Investments)

$

4,043,000

(c) Enbridge

Inc

5.500 %

07/15/77

$

4,033,808

12,305,000

(c),(h)

Enbridge

Inc

5.750 07/15/80

12,376,701

19,015,000

(c) Enbridge

Inc

7.625 01/15/83

20,603,532

1,900,000

(c) Enbridge

Inc

8.250 01/15/84

2,006,875

48,218,000

(c),(h)

Enbridge

Inc

8.500 01/15/84

54,925,642

2,986,000

(b),(c)

Energy

Transfer

LP

6.625 N/A

3,012,306

40,246,000

(b),(c),(h)

Energy

Transfer

LP

7.125 N/A

41,334,050

4,564,000

(b),(c)

Energy

Transfer

LP

6.500 N/A

4,569,381

6,745,000

(c),(g)

Energy

Transfer

LP

8.000 05/15/54

7,149,880

21,310,000

(c) Energy

Transfer

LP

6.750 02/15/56

21,463,134

8,263,000

(c) South

Bow

Canadian

Infrastructure

Holdings

Ltd

7.500 03/01/55

8,735,929

15,985,000

(b),(c),(d)

Sunoco

LP

7.875 N/A

16,553,363

17,785,000

(c) Transcanada

Trust

5.600 03/07/82

17,567,742

24,210,000

(b),(c),(d)

Venture

Global

LNG

Inc

9.000 N/A

23,944,724

TOTAL

ENERGY

238,277,067

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.5%

(0.3%

of

Total

Investments)

16,100,000

(c),(d),(g)

Scentre

Group

Trust

5.125 09/24/80

16,213,425

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

16,213,425

FINANCIAL

SERVICES

-

20.3%

(12.7%

of

Total

Investments)

23,817,000

(c),(g)

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.950 03/10/55

24,663,003

20,900,000

(c),(g)

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.500 01/31/56

21,276,367

12,285,000

(b),(c),(h)

Ally

Financial

Inc

4.700 N/A

12,253,312

15,739,000

(b),(c),(g)

Ally

Financial

Inc

4.700 N/A

15,142,279

14,718,000

(b),(c)

Ally

Financial

Inc

7.100 N/A

14,706,414

10,060,000

(b),(c),(d)

American

AgCredit

Corp

5.250 N/A

9,909,100

5,440,000

(b),(c),(d)

Capital

Farm

Credit

ACA

8.393 N/A

5,385,600

17,115,000

(b),(c),(g)

Capital

One

Financial

Corp

3.950 N/A

16,981,097

2,410,000

(b),(c)

Capital

One

Financial

Corp

5.500 N/A

2,383,911

16,579,000

(b),(c)

Charles

Schwab

Corp/The

6.100 N/A

16,586,351

2,400,000

(b),(c),(d)

Compeer

Financial

ACA

4.875 N/A

2,352,000

15,890,000

(b),(c),(d)

Compeer

Financial

ACA

7.875 N/A

16,128,355

3,989,000

(c),(g)

Corebridge

Financial

Inc

6.875 12/15/52

4,048,859

15,073,000

(b),(c)

Corebridge

Financial

Inc

6.875 N/A

15,503,560

12,740,000

(j) Credit

Suisse

Group

AG

7.500 01/17/72

4,331,600

19,307,000

(j) Credit

Suisse

Group

AG

7.500 06/11/72

6,564,380

11,045,000

(j) Credit

Suisse

Group

AG

6.380 02/21/72

3,755,300

19,725,000

(j) Credit

Suisse

Group

AG

7.250 03/12/72

6,706,500

27,270,000

(j) Credit

Suisse

Group

AG

0.000 01/17/72

9,271,800

36,400,000

(b),(e)

Deutsche

Bank

AG,

Reg

S

8.130 N/A

38,616,978

33,976,000

(b),(c)

Goldman

Sachs

Group

Inc/The

7.500 N/A

35,507,740

3,347,000

(b),(c)

Goldman

Sachs

Group

Inc/The

5.300 N/A

3,352,308

26,003,000

(b),(c),(h)

Goldman

Sachs

Group

Inc/The

6.850 N/A

26,788,837

27,992,000

(b),(c)

Goldman

Sachs

Group

Inc/The

.125

N/A

28,201,044

35,550,000

(b),(c),(h)

Goldman

Sachs

Group

Inc/The

7.500 N/A

37,371,298

10,200,000

(b),(e)

Julius

Baer

Group

Ltd,

Reg

S

7.500 N/A

10,534,844

10,116,000

(b),(e)

Nomura

Holdings

Inc

7.000 N/A

10,423,203

18,445,000

(b),(c)

State

Street

Corp

6.700 N/A

19,006,927

7,781,000

(b),(d),(e)

UBS

Group

AG

7.000 N/A

7,918,389

53,767,000

(b),(d),(e),(h)

UBS

Group

AG

9.250 N/A

62,748,186

35,350,000

(b),(d),(e)

UBS

Group

AG

9.250 N/A

38,253,119

41,104,000

(b),(d),(e)

UBS

Group

AG

7.750 N/A

43,847,939

29,627,000

(b),(c)

Voya

Financial

Inc

7.758 N/A

30,900,961

TOTAL

FINANCIAL

SERVICES

601,421,561

FOOD,

BEVERAGE

&

TOBACCO

-

2.4%

(1.5%

of

Total

Investments)

12,605,000

(b),(c),(d)

Dairy

Farmers

of

America

Inc

7.125 N/A

12,592,269

30,110,000

(b),(c),(d),(h)

Land

O'

Lakes

Inc

8.000 N/A

29,868,825

16,840,000

(b),(c),(d)

Land

O'

Lakes

Inc

7.250 N/A

15,366,500

15,283,000

(b),(c),(d)

Land

O'

Lakes

Inc

.000

N/A

13,405,538

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

71,233,132

Portfolio

of

Investments

April

30,

2026

(continued)

JPC

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

(0.3%

of

Total

Investments)

$

7,397,000

(c),(g)

CVS

Health

Corp

6.750 %

12/10/54

$

7,663,484

4,200,000

(c),(g)

CVS

Health

Corp

7.000 03/10/55

4,357,573

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

12,021,057

INSURANCE

-

13.4%

(8.4%

of

Total

Investments)

16,663,000

(c),(h)

American

National

Group

Inc

7.000 12/01/55

16,283,563

20,974,000

(c),(g)

Assurant

Inc

7.000 03/27/48

21,244,952

19,509,000

(c),(d)

Assured

Guaranty

Municipal

Holdings

Inc

6.400 12/15/66

18,495,305

4,395,000

(c),(g)

AXIS

Specialty

Finance

LLC

4.900 01/15/40

4,293,195

21,454,000

(c),(g)

Corebridge

Financial

Inc

6.375 09/15/54

21,332,798

15,713,000

(c),(g)

Enstar

Finance

LLC

5.500 01/15/42

15,416,067

9,348,000

(c),(d),(g)

Enstar

Group

Ltd

7.500 04/01/45

9,677,293

19,860,000

(c),(d),(g)

Liberty

Mutual

Group

Inc

7.800 03/15/37

22,103,278

6,150,000

(c),(d),(g)

Liberty

Mutual

Insurance

Co

7.697 10/15/97

6,665,853

20,900,000

(c),(d),(g)

MetLife

Capital

Trust

IV

7.875 12/15/37

22,811,869

7,689,000

(c) MetLife

Inc

5.850 03/15/56

7,584,965

10,425,000

(c),(g)

MetLife

Inc

6.350 03/15/55

10,671,666

46,259,000

(c),(d),(g)

MetLife

Inc

9.250 04/08/38

54,462,016

5,165,000

(c) MetLife

Inc

10.750 08/01/39

6,706,102

31,538,000

(c),(g)

Nationwide

Financial

Services

Inc

6.750 05/15/37

31,307,241

20,525,000

(d) Omnis

Funding

Trust

6.722 05/15/55

21,051,467

14,520,000

(c) PartnerRe

Finance

B

LLC

4.500 10/01/50

13,828,250

8,238,000

(c) Provident

Financing

Trust

I

7.405 03/15/38

8,780,022

4,295,000

(c) Prudential

Financial

Inc

5.125 03/01/52

4,186,060

3,000,000

(c) Prudential

Financial

Inc

6.000 09/01/52

3,039,912

8,462,000

(c),(g)

Prudential

Financial

Inc

6.500 03/15/54

8,713,355

5,000,000

(c) QBE

Insurance

Group

Ltd,

Reg

S

5.875 06/17/46

5,003,980

2,000,000

(c) Reinsurance

Group

of

America

Inc

6.650 09/15/55

2,029,180

20,587,000

(b),(c)

RLGH

Finance

Bermuda

Ltd,

Reg

S

6.875 N/A

20,622,526

16,670,000

(b),(c),(d)

SBL

Holdings

Inc

9.508 N/A

15,763,080

12,135,000

(b),(c),(d),(h)

SBL

Holdings

Inc

6.500 N/A

10,969,356

13,209,000

(b),(e)

Standard

Life

PLC,

Reg

S

8.500 N/A

14,084,717

TOTAL

INSURANCE

397,128,068

MATERIALS

-

0.5%

(0.3%

of

Total

Investments)

14,568,000

(b),(c),(d)

Cemex

SAB

de

CV

7.200 N/A

15,085,310

TOTAL

MATERIALS

15,085,310

MEDIA

&

ENTERTAINMENT

-

0.3%

(0.2%

of

Total

Investments)

7,694,000

(b),(c),(d)

Farm

Credit

Bank

of

Texas

7.750 N/A

7,993,536

TOTAL

MEDIA

&

ENTERTAINMENT

7,993,536

TELECOMMUNICATION

SERVICES

-

2.4%

(1.5%

of

Total

Investments)

14,146,000

(c),(g)

Bell

Telephone

Co

of

Canada

or

Bell

Canada

7.000 09/15/55

14,680,026

16,931,000

(c),(g)

Rogers

Communications

Inc

7.125 04/15/55

17,466,198

11,859,000

(c),(g)

TELUS

Corp

7.000 10/15/55

12,266,096

25,700,000

(c),(g)

Vodafone

Group

PLC

7.000 04/04/79

26,801,964

TOTAL

TELECOMMUNICATION

SERVICES

71,214,284

UTILITIES

-

7.3%

(4.6%

of

Total

Investments)

5,975,000

(c),(d),(g)

AES

Andes

SA

8.150 06/10/55

6,281,787

10,231,000

(c),(g)

AES

Corp/The

7.600 01/15/55

10,422,637

14,881,000

(c),(g)

AES

Corp/The

6.950 07/15/55

14,517,133

6,779,000

(c),(d),(g)

AltaGas

Ltd

7.200 10/15/54

7,042,954

15,754,000

(c),(g)

CMS

Energy

Corp

6.500 06/01/55

16,141,170

7,058,000

(c),(g)

Dominion

Energy

Inc

7.000 06/01/54

7,525,868

5,393,000

(c),(g)

Dominion

Energy

Inc

6.625 05/15/55

5,515,674

7,824,000

(c),(g)

Duke

Energy

Corp

6.450 09/01/54

8,174,132

7,165,000

(c),(g)

Edison

International

8.125 06/15/53

7,350,810

4,560,000

(c) Edison

International

7.875 06/15/54

4,703,822

2,816,000

(c) Emera

US

Finance

LLC

6.850 10/01/56

2,824,423

17,941,000

(c),(g)

Entergy

Corp

7.125 12/01/54

18,469,865

11,083,000

(c),(g)

EUSHI

Finance

Inc

7.625 12/15/54

11,474,246

15,131,000

(c),(g)

NextEra

Energy

Capital

Holdings

Inc

6.750 06/15/54

15,844,033

7,074,000

(c),(g)

PG&E

Corp

7.375 03/15/55

7,276,012

8,135,000

(c),(d)

Puget

Energy

Inc

.250

09/15/56

8,180,727

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

$

8,261,000

(c) Sempra

4.125 %

04/01/52

$

8,141,361

13,818,000

(c),(g)

Sempra

6.550 04/01/55

13,959,966

9,475,000

(c),(g)

Sempra

6.375 04/01/56

9,583,129

13,860,000

(b),(c),(d)

Vistra

Corp

8.000 N/A

13,981,802

1,840,000

(b),(c),(d)

Vistra

Corp

7.000 N/A

1,845,374

17,331,000

(b),(c),(d)

Vistra

Corp

8.875 N/A

18,630,756

TOTAL

UTILITIES

217,887,681

TOTAL

CORPORATE

BONDS

(Cost

$4,184,174,289)

4,237,562,013

SHARES

DESCRIPTION

RATE

VALUE

394193853

PREFERRED

STOCK

-

13.3%

(8.3%

of

Total

Investments)

394193853

BANKS

-

3.0%

(1.9%

of

Total

Investments)

357,589

Fifth

Third

Bancorp

7.671 9,089,912

559,500

(k) First

Horizon

Corp

6.750 14,015,475

871,568

KeyCorp

6.125 21,806,631

794,684

(h) KeyCorp

6.200 20,018,090

191,550

KeyCorp

5.625 4,095,339

192,036

KeyCorp

5.650 4,126,854

35,902

Pinnacle

Financial

Partners,

Inc

8.397 940,632

574,902

Regions

Financial

Corp

5.700 14,280,566

TOTAL

BANKS

88,373,499

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.2%

(0.1%

of

Total

Investments)

85,181

ProLogis,

Inc

8.540 4,523,111

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

4,523,111

FINANCIAL

SERVICES

-

4.5%

(2.8%

of

Total

Investments)

644,550

Bank

of

New

York

Mellon

Corp

6.150 16,455,362

161,670

Capital

One

Financial

Corp

5.000 3,070,113

418,308

Equitable

Holdings,

Inc

5.250 8,269,949

102,771

Equitable

Holdings,

Inc

4.300 1,677,223

170,085

Morgan

Stanley

6.375 4,270,834

682,721

Morgan

Stanley

7.125 17,327,459

909,676

Morgan

Stanley

5.850 22,014,159

856,975

Morgan

Stanley

6.625 21,904,281

95,400

Morgan

Stanley

6.500 2,410,758

821,980

Morgan

Stanley

6.875 20,754,995

165,064

Synchrony

Financial

5.625 3,382,162

594,637

Voya

Financial,

Inc

5.350 14,253,449

TOTAL

FINANCIAL

SERVICES

135,790,744

FOOD,

BEVERAGE

&

TOBACCO

-

1.4%

(0.8%

of

Total

Investments)

179,570

CHS,

Inc

7.875 4,692,164

653,626

CHS,

Inc

7.100 16,543,274

770,646

CHS,

Inc

6.750 19,227,618

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

40,463,056

INSURANCE

-

3.6%

(2.3%

of

Total

Investments)

484,425

American

National

Group,

Inc

7.375 12,008,896

186,080

Aspen

Insurance

Holdings

Ltd

5.625 4,036,075

432,175

Aspen

Insurance

Holdings

Ltd

7.125 10,679,044

141,786

Assurant,

Inc

5.250 2,776,170

206,658

Athene

Holding

Ltd

7.750 5,280,112

965,505

Athene

Holding

Ltd

6.350 23,510,047

80,000

Axis

Capital

Holdings

Ltd

5.500 1,570,400

63,400

Delphi

Financial

Group,

Inc

7.104 1,572,320

1,152,441

Enstar

Group

Ltd

7.000 26,506,143

416,243

Reinsurance

Group

of

America,

Inc

5.750 10,505,973

271,619

Reinsurance

Group

of

America,

Inc

7.125 6,901,839

131,736

Selective

Insurance

Group,

Inc

4.600 2,189,452

TOTAL

INSURANCE

107,536,471

Portfolio

of

Investments

April

30,

2026

(continued)

JPC

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

SHARES

DESCRIPTION

RATE

VALUE

TELECOMMUNICATION

SERVICES

-

0.5%

(0.3%

of

Total

Investments)

735,814

(g) AT&T,

Inc

4.750 %

$

13,803,871

TOTAL

TELECOMMUNICATION

SERVICES

13,803,871

UTILITIES

-

0.1%

(0.1%

of

Total

Investments)

154,489

NextEra

Energy

Capital

Holdings,

Inc

5.650 3,703,101

TOTAL

UTILITIES

3,703,101

TOTAL

PREFERRED

STOCK

(Cost

$406,635,237)

394,193,853

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

67127811

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

2.3%

(1.4%

of

Total

Investments)

67127811

$

9,251,000

(b) CoBank

ACB

6.250 N/A

9,249,079

14,700,000

(b),(g)

CoBank

ACB

6.450 N/A

14,672,850

8,500,000

(b) CoBank

ACB

7.250 N/A

8,575,669

17,078,000

(b) CoBank

ACB

7.125 N/A

17,469,786

6,450,000

(b),(d)

Farm

Credit

Bank

of

Texas

6.200 N/A

6,369,375

10,567,000

(b) Farm

Credit

Bank

of

Texas

7.000 N/A

10,791,052

TOTAL

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

(Cost

$66,888,999)

67,127,811

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$4,682,583,750)

4,720,269,124

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%(0.4%

of

Total

Investments)

21316461

REPURCHASE

AGREEMENTS

-

0.7%

(0.4%

of

Total

Investments)

21316461

1,141,461

(l) Fixed

Income

Clearing

Corporation

1.060 05/01/26

1,141,461

20,175,000

(m) Fixed

Income

Clearing

Corporation

3.600 05/01/26

20,175,000

TOTAL

REPURCHASE

AGREEMENTS

(Cost

$21,316,461)

21,316,461

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$21,316,461)

21,316,461

TOTAL

INVESTMENTS

-

159.8%

(Cost

$4,703,900,211)

4,741,585,585

BORROWINGS

-

(28.2)%

(n),(o)

(837,000,000)

REVERSE

REPURCHASE

AGREEMENTS,

INCLUDING

ACCRUED

INTEREST

-

(22.4)%(p)

(666,020,516)

TFP

SHARES,

NET

-

(14.1)%(q)

(418,861,721)

OTHER

ASSETS

&

LIABILITIES,

NET

- 4.9%

147,242,869

NET

ASSETS

APPLICABLE

TO

COMMON

SHARES

-

100%

$

2,966,946,217

EUR

Euro

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Contains

$1,000

Par

Preferred

and/or

Contingent

Capital

Securities.

(b) Perpetual

security.

Maturity

date

is

not

applicable.

(c) $1,000

Par

Institutional

Preferred

security.

As

of

the

end

of

the

period,

the

percent

of

$1,000

Par

Institutional

Preferred

securities

was

54.6%

of

Total

Investments.

(d) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

fiscal

period,

the

aggregate

value

of

these

securities

is

$1,149,523,444

or

24.2%

of

Total

Investments.

(e) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

33.7%

of

Total

Investments.

(f) When-issued

or

delayed

delivery

security.

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted.

Investments

in

Derivatives

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

(g) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

fiscal

period,

investments

with

a

value

of

$972,696,584

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(h) Investment,

or

portion

of

investment,

is

hypothecated.

The

total

value

of

investments

hypothecated

as

of

the

end

of

the

fiscal

period

was

$805,542,433.

(i) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(j) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (k) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(l) Agreement

with

Fixed

Income

Clearing

Corporation,

1.060%

dated

4/30/26

to

be

repurchased

at

$1,141,495

on

5/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.000%

and

maturity

date

1/31/33,

valued

at

$1,164,404.

(m) Agreement

with

Fixed

Income

Clearing

Corporation,

3.600%

dated

4/30/26

to

be

repurchased

at

$20,177,018

on

5/1/26,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.750%

and

maturity

date

2/15/56,

valued

at

$20,578,630.

(n) Borrowings

as

a

percentage

of

Total

Investments

is

17.7%.

(o) The

Fund

may

pledge

up

to

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$1,671,377,009

have

been

pledged

as

collateral

for

borrowings.

(p) Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

14.0%.

(q) TFP

Shares,

Net

as

a

percentage

of

Total

Investments

is

8.8%.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

1,364

6/26

$

154,581,607

$

150,849,875

$

(3,731,732)

U.S.

Treasury

Ultra

Bond

6/26

15,909,632

15,184,125

(725,507)

Total

$170,491,239

$166,034,000

$(4,457,239)

Forward

Foreign

Currency

Contracts

Currency

Purchased

Notional

Amount

(Local

Currency)

Currency

Sold

Notional

Amount

(Local

Currency)

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

7,996,802

EUR

6,791,162

Barclays

Bank

PLC

7/08/26

$

3,286

$

5,634,128

EUR

4,866,180

Barclays

Bank

PLC

7/08/26

$

(93,593)

$

7,099,983

EUR

6,025,728

JPMorgan

Chase

Bank,

N.A.

7/08/26

7,419

Total

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(82,888)

Total

unrealized

appreciation

on

forward

foreign

currency

contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$10,705

Total

unrealized

depreciation

on

forward

foreign

currency

contracts

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(93,593)

EUR

Euro

Interest

Rate

Swaps

-

OTC

Uncleared

Counterparty

Fund

Pay/Receive

Floating

Rate

Floating

Rate

Index

Fixed

Rate

(Annualized)

Fixed

Rate

Payment

Frequency

Effective

Date

(a) Optional

Termination

Date

Maturity

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Morgan

Stanley

Receive

SOFR

2.364%

Monthly

7/01/19

7/01/26

7/01/28

$

90,000,000

$

303,699

$

303,699

Morgan

Stanley

Receive

SOFR

2.364%

Monthly

7/01/19

7/01/26

7/01/28

48,000,000

161,973

161,972

Total

$

465,671

SOFR

Secured

Overnight

Financing

Rate

(a) Effective

date

represents

the

date

on

which

both

the

Fund

and

counterparty

commence

interest

payment

accruals

on

each

contract.

Portfolio

of

Investments

April

30,

2026

(continued)

JPC

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

The

The

following

is

a

reconciliation

of

the

Fund's

Level

investments

held

at

the

beginning

and

end

of

the

measurement

period:

The

valuation

techniques

and

significant

unobservable

inputs

used

in

recurring

Level

fair

value

measurements

of

assets

as

of

the

end

of

the

report-

ing

period,

were

as

follows:

JPC

Level

Level

Level

Total

Long-Term

Investments:

Common

Stocks

$

4,476

$

–

$

–

$

4,476

Convertible

Preferred

Securities

21,380,971

–

–

21,380,971

Corporate

Bonds

–

4,206,932,433

30,629,580

4,237,562,013

Preferred

Stock

394,193,853

–

–

394,193,853

U.S.

Government

and

Agency

Obligations

–

67,127,811

–

67,127,811

Short-Term

Investments:

Repurchase

Agreements

–

21,316,461

–

21,316,461

Investments

in

Derivatives:

Forward

Foreign

Currency

Contracts\*

–

(82,888)

–

(82,888)

Futures

Contracts\*

(4,457,239)

–

–

(4,457,239)

Interest

Rate

Swaps\*

–

465,671

–

465,671

Total

$

411,122,061

$

4,295,759,488

$

30,629,580

$

4,737,511,129

\*

Represents

net

unrealized

appreciation

(depreciation).

Level

JPC

Corporate

Bonds

Balance

at

the

beginning

of

period

$

7,053,409

Gains

(losses):

-

Net

realized

gains

(losses)

-

Change

in

net

unrealized

appreciation

(depreciation)

(5,925,972)

Purchases

at

cost

29,502,143

Sales

at

proceeds

-

Net

discounts

(premiums)

-

Transfers

into

-

Transfers

(out

of)

-

Balance

at

the

end

of

period

$

30,629,580

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

sec

urities

held

as

of

period

end

$

(5,925,972)

Fund

Asset

Class

Market

Value

Techniques

Unobservable

Inputs

Range

Weighted

Average

JPC

Corporate

Bonds

$30,629,580

Indicative

Quote

Broker

Quote

$34.00

N/A

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-04-30

**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:** $4449293756.00

**Total Liabilities:** $1332423838.00

**Net Assets:** $3116869918.00

**Cash Not Reported:** $13224314.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -3487.97000000 | **5-Year:** -6958.61000000 | **10-Year:** -69776.81000000 | **30-Year:** -1185284.65000000

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

- **3-Month:** 2.83000000 | **1-Year:** -691.19000000 | **5-Year:** -1166.50000000 | **10-Year:** -27983.98000000 | **30-Year:** -867212.67000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.89%                | -3.54%               | 2.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-274939.73              | $4235598.75                                |
| Month 2  | $52292.96                | $-123063894.42                             |
| Month 3  | $4523278.95              | $62934754.82                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                      | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Prologis Inc                                              | ProLogis, Inc                                                         | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |      85181 | NS      | $4523111.10    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP CAPITAL III                                       | KeyCorp Capital III                                                   | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8453746.80    | 0.27%             | 2029-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                                  | Liberty Mutual Insurance Co                                           | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6665853.27    | 0.21%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                  | Provident Financing Trust I                                           | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8238000 | PA      | $8780021.60    | 0.28%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                      | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      11949 | NS      | $14228988.69   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24100000 | PA      | $24702214.17   | 0.79%             | N/A             | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                                  | Australia & New Zealand Banking Group Ltd/United Kingdom              | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5445000 | PA      | $5450695.47    | 0.17%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                             | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      80000 | NS      | $1570400.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                  | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       5849 | NS      | $7151981.73    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                   | CHS, Inc                                                              | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     179570 | NS      | $4692164.10    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                   | CHS, Inc                                                              | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     653626 | NS      | $16543274.06   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                                   | CHS, Inc                                                              | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     770646 | NS      | $19227617.70   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                         | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6896000 | PA      | $6897592.98    | 0.22%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                            | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    9251000 | PA      | $9249078.57    | 0.30%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                                  | Dairy Farmers of America Inc                                          | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |   12605000 | PA      | $12592268.95   | 0.40%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Delphi Financial Group Inc                                | Delphi Financial Group, Inc                                           | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |      63400 | NS      | $1572320.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                                   | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     357589 | NS      | $9089912.38    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURED GUARANTY MUNI                                     | Assured Guaranty Municipal Holdings Inc                               | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |   19509000 | PA      | $18495304.95   | 0.59%             | 2066-12-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                           | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3347000 | PA      | $3352308.34    | 0.11%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                               | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     871568 | NS      | $21806631.36   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                                     | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   30110000 | PA      | $29868824.92   | 0.96%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                                         | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2384445.24    | 0.08%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                  | MetLife Capital Trust IV                                              | CUSIP: 591560AA5<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $22811869.30   | 0.73%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                                           | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   46259000 | PA      | $54462015.95   | 1.75%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     170085 | NS      | $4270834.35    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     682721 | NS      | $17327458.98   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     821980 | NS      | $20754995.00   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America, Inc                                     | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     416243 | NS      | $10505973.32   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                    | ILFC E-Capital Trust I                                                | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1680578.28    | 0.05%             | 2065-12-21      | Fixed         | 6.27%                 | Yes           | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                   | ILFC E-Capital Trust II                                               | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15131000 | PA      | $13231023.03   | 0.42%             | 2065-12-21      | Fixed         | 6.63%                 | Yes           | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                                          | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     186080 | NS      | $4036075.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     909676 | NS      | $22014159.20   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                                     | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   16840000 | PA      | $15366500.00   | 0.49%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                                      | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   36400000 | PA      | $38616978.40   | 1.24%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                             | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    3120000 | PA      | $3189585.36    | 0.10%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                          | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4043000 | PA      | $4033808.24    | 0.13%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                       | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16352000 | PA      | $16211284.50   | 0.52%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   20330000 | PA      | $20356733.95   | 0.65%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                        | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        | -360000000 | PA      | $-360000000.00 | -11.55%           |  |  |  | No            | N/A                | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                    | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2986000 | PA      | $3012306.66    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                                          | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   20974000 | PA      | $21244951.78   | 0.68%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                             | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    6450000 | PA      | $6369375.00    | 0.20%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                                      | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |    1152441 | NS      | $26506143.00   | 0.85%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                                        | Voya Financial Inc                                                    | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   29627000 | PA      | $30900961.00   | 0.99%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                   | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4171648.25    | 0.13%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                                     | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   15283000 | PA      | $13405538.47   | 0.43%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                          | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   10048000 | PA      | $10042368.10   | 0.32%             | N/A             | Variable      | 7.10%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings, Inc                                  | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     154489 | NS      | $3703101.33    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                                    | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   25700000 | PA      | $26801964.60   | 0.86%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                                | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     574902 | NS      | $14280565.68   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                                    | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     965505 | NS      | $23510046.75   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial, Inc                                                   | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     594637 | NS      | $14253448.89   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                                          | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6983371.50    | 0.22%             | N/A             | Variable      | 6.94%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                            | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     161670 | NS      | $3070113.30    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| MACQUARIE BANK LONDON                                     | Macquarie Bank Ltd/London                                             | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   10555000 | PA      | $10618213.90   | 0.34%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                               | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     192036 | NS      | $4126853.64    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                                   | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     165064 | NS      | $3382161.36    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc                                               | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     418308 | NS      | $8269949.16    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                    | AXIS Specialty Finance LLC                                            | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4395000 | PA      | $4293195.10    | 0.14%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                 | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   73333000 | PA      | $73360939.87   | 2.35%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                      | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   16670000 | PA      | $15763080.32   | 0.51%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T, Inc                                                             | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     735814 | NS      | $13803870.64   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                    | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   40246000 | PA      | $41334050.61   | 1.33%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                               | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     191550 | NS      | $4095339.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                      | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $28717065.00   | 0.92%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                              | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   19860000 | PA      | $22103278.16   | 0.71%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                                          | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   23540000 | PA      | $23794020.14   | 0.76%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                          | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   12305000 | PA      | $12376701.24   | 0.40%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                                 | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8007000 | PA      | $8059806.17    | 0.26%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                                       | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8914000 | PA      | $8758932.95    | 0.28%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                     | Scentre Group Trust 2                                                 | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   16100000 | PA      | $16213424.50   | 0.52%             | 2080-09-24      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                   | PartnerRe Finance B LLC                                               | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $13828249.78   | 0.44%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                              | Assurant, Inc                                                         | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     141786 | NS      | $2776169.88    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group, Inc                                        | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     131736 | NS      | $2189452.32    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings, Inc                                               | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     102771 | NS      | $1677222.72    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                   | Capital Farm Credit ACA                                               | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5385600.00    | 0.17%             | N/A             | Fixed         | 8.39%                 | Yes           | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                             | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    6440000 | PA      | $6590650.92    | 0.21%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                            | Sumisho Air Lease Corp                                                | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8660000 | PA      | $8620166.60    | 0.28%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                    | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   12285000 | PA      | $12253312.07   | 0.39%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                                   | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13830000 | PA      | $13804851.53   | 0.44%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                                    | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   15739000 | PA      | $15142279.42   | 0.49%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| COMPEER FINANCIAL ACA                                     | Compeer Financial ACA                                                 | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2352000.00    | 0.08%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                                    | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4564000 | PA      | $4569380.96    | 0.15%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                            | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   17115000 | PA      | $16981097.37   | 0.54%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                                | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10060000 | PA      | $9909100.00    | 0.32%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                                      | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   12135000 | PA      | $10969356.56   | 0.35%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                           | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   13860000 | PA      | $13981801.68   | 0.45%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                                | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8261000 | PA      | $8141360.89    | 0.26%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                                           | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1845374.64    | 0.06%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                                    | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15713000 | PA      | $15416066.73   | 0.49%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   20549000 | PA      | $20677225.76   | 0.66%             | N/A             | Variable      | 7.91%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                  | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11315147.61   | 0.36%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                              | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4186059.90    | 0.13%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                                     | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   17785000 | PA      | $17567742.00   | 0.56%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                               | CUSIP: LW3771158<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5003979.95    | 0.16%             | 2046-06-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                                  | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47134000 | PA      | $47454464.07   | 1.52%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $7266126.08    | 0.23%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      95400 | NS      | $2410758.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                                          | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30508000 | PA      | $32019579.88   | 1.03%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                        | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   31370000 | PA      | $32903051.90   | 1.06%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                              | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3039912.00    | 0.10%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   19180000 | PA      | $19307566.18   | 0.62%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                            | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14672849.84   | 0.47%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                               | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     794684 | NS      | $20018089.96   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America, Inc                                     | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     271619 | NS      | $6901838.79    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                                          | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   19015000 | PA      | $20603532.12   | 0.66%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                             | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   34690000 | PA      | $36082803.50   | 1.16%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                               | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10550000 | PA      | $11076019.41   | 0.36%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                        | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   30155000 | PA      | $31782646.28   | 1.02%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                                    | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     206658 | NS      | $5280111.90    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                                   | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   36067000 | PA      | $38035284.39   | 1.22%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                                  | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   39650000 | PA      | $40292211.05   | 1.29%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                         | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11606000 | PA      | $11924236.52   | 0.38%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                                     | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   37770000 | PA      | $39381117.12   | 1.26%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                                | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   10725000 | PA      | $11052916.88   | 0.35%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                              | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   53461000 | PA      | $57013162.68   | 1.83%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                  | Nationwide Financial Services Inc                                     | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   31538000 | PA      | $31307240.87   | 1.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                                  | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    7165000 | PA      | $7350809.95    | 0.24%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                                            | Sumisho Air Lease Corp                                                | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5254493.81    | 0.17%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                              | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $4048858.93    | 0.13%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                               | RECEIVE USD [7996801.61] PAY EUR [-6791162.46] on 20260427 @ 1.177531 | CUSIP: EUR260708<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3285.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS BANK PLC WHOLESALE                               | RECEIVE USD [5634128.39] PAY EUR [-4866179.56] on 20260402 @ 1.157814 | CUSIP: EUR260708<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-93592.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE BANK N.A                                   | RECEIVE USD [7099983.49] PAY EUR [-6025728.13] on 20260421 @ 1.178278 | CUSIP: EUR260708<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7419.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                                      | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32797000 | PA      | $34437473.14   | 1.10%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                                        | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   37327000 | PA      | $39438401.76   | 1.27%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   35550000 | PA      | $37371297.60   | 1.20%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   37869000 | PA      | $41693125.23   | 1.34%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   59617000 | PA      | $61996791.41   | 1.99%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   27270000 | PA      | $9271800.00    | 0.30%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   19725000 | PA      | $6706500.00    | 0.22%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   11045000 | PA      | $3755300.00    | 0.12%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   19307000 | PA      | $6564380.00    | 0.21%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                          | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $2006874.70    | 0.06%             | 2084-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                                          | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   48218000 | PA      | $54925642.14   | 1.76%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                                | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   12740000 | PA      | $4331600.00    | 0.14%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| RBC CAP MKTS/DAIN RAUSCHER/FOREFRONT/JOSEPH GUNNAR        | Royal Bank of Canada                                                  | CUSIP: 902RRF008<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        | -301706000 | PA      | $-301706000.00 | -9.68%            |  |  |  | No            | N/A                | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                   | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   41677000 | PA      | $45552335.85   | 1.46%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                          | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   53767000 | PA      | $62748185.91   | 2.01%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                          | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   35350000 | PA      | $38253118.75   | 1.23%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                          | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   82251000 | PA      | $91788825.96   | 2.94%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                    | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   49600000 | PA      | $58894841.60   | 1.89%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                          | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   47335000 | PA      | $48993012.51   | 1.57%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Edison International                                      | Edison International                                                  | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4703822.40    | 0.15%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                               | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10625000 | PA      | $11267897.50   | 0.36%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                    | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6745000 | PA      | $7149879.89    | 0.23%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                                           | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   17331000 | PA      | $18630755.68   | 0.60%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                     | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   18445000 | PA      | $19006926.93   | 0.61%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                                           | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5165000 | PA      | $6706101.71    | 0.22%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                          | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   41104000 | PA      | $43847938.62   | 1.41%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                        | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   56473000 | PA      | $60431531.41   | 1.94%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                      | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8880000 | PA      | $9329061.60    | 0.30%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                                          | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |         60 | NS      | $4476.00       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   67326000 | PA      | $70135850.61   | 2.25%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                              | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8462000 | PA      | $8713355.25    | 0.28%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                   | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    9850000 | PA      | $10803657.30   | 0.35%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                            | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8575669.21    | 0.28%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33976000 | PA      | $35507740.01   | 1.14%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                   | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $7525867.76    | 0.24%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                     | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   70914000 | PA      | $78294232.72   | 2.51%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                                          | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   10231000 | PA      | $10422636.86   | 0.33%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                                          | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   17941000 | PA      | $18469864.80   | 0.59%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                             | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    7694000 | PA      | $7993536.11    | 0.26%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38257000 | PA      | $38817005.97   | 1.25%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                   | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   15131000 | PA      | $15844033.24   | 0.51%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                              | AES Andes SA                                                          | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    5975000 | PA      | $6281786.91    | 0.20%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   23817000 | PA      | $24663002.70   | 0.79%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                      | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   56669000 | PA      | $58946980.46   | 1.89%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                                        | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     856975 | NS      | $21904281.00   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18072000 | PA      | $18772777.94   | 0.60%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                    | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   61000000 | PA      | $66249599.00   | 2.13%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                      | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   24483000 | PA      | $25793256.71   | 0.83%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| CPS Auto Receivables Trust 2024-C                         | CPS Auto Receivables Trust                                            | CUSIP: 223920AA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | ABS-O            | CORP              | US        |   48000000 | PA      | $106038.72     | 0.00%             | 2028-07-01      | Fixed         | 2.36%                 | Yes           | 2                  | On Loan: No      |
| Standard Life PLC                                         | Standard Life PLC                                                     | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   13209000 | PA      | $14084717.07   | 0.45%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                      | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7824000 | PA      | $8174131.82    | 0.26%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                        | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   12749000 | PA      | $13221541.69   | 0.42%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                     | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   36345000 | PA      | $37235416.16   | 1.19%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                     | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   67864000 | PA      | $70280840.63   | 2.25%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                              | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   21454000 | PA      | $21332797.77   | 0.68%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                             | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    7074000 | PA      | $7276012.22    | 0.23%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                                           | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    6779000 | PA      | $7042953.92    | 0.23%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| Sumisho Air Lease Corp                                    | Sumisho Air Lease Corp                                                | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   18086000 | PA      | $17520040.23   | 0.56%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                       | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    9865000 | PA      | $9962051.87    | 0.32%             | N/A             | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27992000 | PA      | $28201044.26   | 0.90%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                    | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   39041000 | PA      | $39430160.69   | 1.27%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                              | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25437000 | PA      | $26169051.42   | 0.84%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                                | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   24210000 | PA      | $23944723.77   | 0.77%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                 | Banco Mercantil del Norte SA/Grand Cayman                             | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   26519800 | PA      | $28667506.00   | 0.92%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                                   | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5393000 | PA      | $5515674.57    | 0.18%             | 2055-05-15      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                                     | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   26710000 | PA      | $27719290.77   | 0.89%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                                | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13818000 | PA      | $13959966.13   | 0.45%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                                          | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     432175 | NS      | $10679044.25   | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                            | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   17078000 | PA      | $17469786.40   | 0.56%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   21630000 | PA      | $22052455.53   | 0.71%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                       | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7397000 | PA      | $7663484.32    | 0.25%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                                       | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4357572.66    | 0.14%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                                          | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   14881000 | PA      | $14517132.76   | 0.47%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                                    | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   13800000 | PA      | $14606058.00   | 0.47%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group, Inc                                          | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     484425 | NS      | $12008895.75   | 0.39%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                           | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26003000 | PA      | $26788836.66   | 0.86%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                         | EUSHI Finance Inc                                                     | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11083000 | PA      | $11474246.08   | 0.37%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33300000 | PA      | $34184282.17   | 1.10%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                             | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   16931000 | PA      | $17466197.88   | 0.56%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                | Bell Telephone Co of Canada or Bell Canada                            | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   14146000 | PA      | $14680025.65   | 0.47%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                                          | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11522000 | PA      | $12135546.50   | 0.39%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                                       | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   15754000 | PA      | $16141170.30   | 0.52%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                     | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13942000 | PA      | $14243565.46   | 0.46%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                                      | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2029180.00    | 0.07%             | 2055-09-15      | Fixed         | 6.65%                 | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                                 | CUSIP: YR4111344<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |   10200000 | PA      | $10534843.66   | 0.34%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $12924764.60   | 0.41%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp                                          | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     644550 | NS      | $16455361.50   | 0.53%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                           | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10425000 | PA      | $10671665.93   | 0.34%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                                      | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    9348000 | PA      | $9677292.65    | 0.31%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust             | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   20900000 | PA      | $21276367.20   | 0.68%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                  | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   44725000 | PA      | $46127754.90   | 1.48%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                            | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2383911.03    | 0.08%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Omnis Funding Trust                                       | Omnis Funding Trust                                                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   20525000 | PA      | $21051466.87   | 0.68%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                  | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   21448000 | PA      | $21827415.12   | 0.70%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                           | Cemex SAB de CV                                                       | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   14568000 | PA      | $15085309.68   | 0.48%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                        | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   16286000 | PA      | $16871074.55   | 0.54%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                            | CUSIP: 87971MCM3<br>LEI: 894500TX134IMF6NW757 | Long             | DBT              | CORP              | CA        |   11859000 | PA      | $12266095.75   | 0.39%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                                   | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10116000 | PA      | $10423202.69   | 0.33%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   19585000 | PA      | $20096893.15   | 0.64%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                             | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   10567000 | PA      | $10791052.10   | 0.35%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13084000 | PA      | $13284211.37   | 0.43%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                      | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   21308000 | PA      | $21805009.10   | 0.70%             | 2085-11-26      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                                  | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22872000 | PA      | $23116067.11   | 0.74%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                                          | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7781000 | PA      | $7918389.12    | 0.25%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd            | South Bow Canadian Infrastructure Holdings Ltd                        | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    8263000 | PA      | $8735928.67    | 0.28%             | 2055-03-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                                    | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   21310000 | PA      | $21463133.66   | 0.69%             | 2056-02-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                                           | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   16663000 | PA      | $16283563.49   | 0.52%             | 2055-12-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                                | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $9583128.70    | 0.31%             | 2056-04-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                                          | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   55681000 | PA      | $57584622.03   | 1.85%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                                    | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   44807000 | PA      | $46439498.24   | 1.49%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                                       | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   23618000 | PA      | $24067828.43   | 0.77%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| Sunoco LP                                                 | Sunoco LP                                                             | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |   15985000 | PA      | $16553362.66   | 0.53%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Huntington Bancshares Inc/OH                              | Huntington Bancshares Inc/OH                                          | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   21012000 | PA      | $21042152.22   | 0.68%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                             | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   17919000 | PA      | $18039469.44   | 0.58%             | 2085-10-31      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                               | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   15800000 | PA      | $15988219.08   | 0.51%             | 2085-10-27      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                              | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   15073000 | PA      | $15503560.25   | 0.50%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| First Citizens BancShares Inc/NC                          | First Citizens BancShares Inc/NC                                      | CUSIP: 31959XAG8<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   12521000 | PA      | $12583667.61   | 0.40%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Compeer Financial ACA                                     | Compeer Financial ACA                                                 | CUSIP: 20453QAC6<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   15890000 | PA      | $16128355.08   | 0.52%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| RLGH Finance Bermuda Ltd                                  | RLGH Finance Bermuda Ltd                                              | CUSIP: DA3569161<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |   20587000 | PA      | $20622525.96   | 0.66%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                         | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17115000 | PA      | $17324775.99   | 0.56%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT Jun26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        132 | NC      | $15184125.00   | 0.49%             |  |  |  | No            | 1                  | On Loan: No      |
| Pinnacle Financial Partners Inc                           | Pinnacle Financial Partners, Inc                                      | CUSIP: 72348N307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      35902 | NS      | $940632.40     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                    | CUSIP: 13607QUM2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10329000 | PA      | $10297081.32   | 0.33%             | 2086-07-28      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                                   | CUSIP: 83370RAF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   31029000 | PA      | $30709602.99   | 0.99%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                                  | CUSIP: 780082BA0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   20754000 | PA      | $20550976.07   | 0.66%             | 2086-05-24      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)Jun26                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1364 | NC      | $150849875.00  | 4.84%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                                           | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    7689000 | PA      | $7584965.52    | 0.24%             | 2056-03-15      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                             | UniCredit SpA                                                         | CUSIP: DC9376302<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   13000000 | PA      | $14909828.67   | 0.48%             | N/A             | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| First Horizon Corp                                        | First Horizon Corp                                                    | CUSIP: 320517840<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EP               | CORP              | US        |     559500 | NS      | $14015475.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                                      | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   36292000 | PA      | $36417788.07   | 1.17%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                                     | CUSIP: 404280FH7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   18939000 | PA      | $19182476.19   | 0.62%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Emera US Finance LLC                                      | Emera US Finance LLC                                                  | CUSIP: 29103HAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2824422.66    | 0.09%             | 2056-10-01      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| Puget Energy Inc                                          | Puget Energy Inc                                                      | CUSIP: 745310AT9<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    8135000 | PA      | $8180726.84    | 0.26%             | 2056-09-15      | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                                        | CUSIP: 05602XQS0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   22660000 | PA      | $22792923.56   | 0.73%             | N/A             | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Charles Schwab Corp/The                                   | Charles Schwab Corp/The                                               | CUSIP: 808513CM5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   16579000 | PA      | $16586351.29   | 0.53%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                        | Ally Financial Inc                                                    | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   14718000 | PA      | $14706413.99   | 0.47%             | N/A             | Fixed         | 7.10%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                                   | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16531000 | PA      | $16487190.04   | 0.53%             | N/A             | Variable      | 6.99%                 | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                             | Morgan Stanley                                                        | CUSIP: 286045109<br>LEI: IGJSJL3JD5P30I6NJZ34 | Short            | EC               | CORP              | US        |   90000000 | NS      | $198822.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corp (FICC)                                     | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    1141461 | PA      | $1141461.20    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corp (FICC)                                     | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   20175000 | PA      | $20175000.00   | 0.65%             |  |  |  | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting