# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001752724-23-072464
**Filing Date:** 2023-3
**Character Count:** 95232
**Document Hash:** bee0cc03d2cc21566484561dad712b1b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-072464.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001752724-23-072464

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Preferred & Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001216583
- **IRS NUMBER:** 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:** 23774970

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1289025032.00

**Total Liabilities:** $408040502.00

**Net Assets:** $880984530.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -540.33000000 | **10-Year:** -7757.99000000 | **30-Year:** -246422.14000000

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

- **3-Month:** -35.84000000 | **1-Year:** -1192.59000000 | **5-Year:** -2385.01000000 | **10-Year:** -16467.32000000 | **30-Year:** -484653.20000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.01%                | 0.04%                | 7.21%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-267171.57              | $23057723.24                               |
| Month 2  | $-628152.62              | $-5097200.55                               |
| Month 3  | $-173351.45              | $58289280.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2681000 | PA      | $2634082.50    | 0.30%             | N/A             | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                              | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1449250.00    | 0.16%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    9280000 | PA      | $8781014.40    | 1.00%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Maiden Holdings North America Ltd          | Maiden Holdings North America Ltd                        | CUSIP: 56029Q408<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     219645 | NS      | $4171036.59    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                          | Transcanada Trust                                        | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    3010000 | PA      | $2716363.87    | 0.31%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Compeer Financial ACA                      | Compeer Financial ACA                                    | CUSIP: 20453Q201<br>LEI: 54930020HTACTODKHT04 | Long             | EP               | CORP              | US        |      12600 | NS      | $12518427.60   | 1.42%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                   | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |      67764 | NS      | $1685290.68    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254BH2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2010000 | PA      | $2019708.30    | 0.23%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp                                      | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7367085.00    | 0.84%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                           | Wells Fargo & Co                                         | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      68200 | NS      | $1447886.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                             | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1614061.50    | 0.18%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                   | AT&T Inc                                                 | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      52800 | NS      | $1107744.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NAN5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1540000 | PA      | $1463293.28    | 0.17%             | 2077-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1619800.00    | 0.18%             | N/A             | Fixed         | 4.15%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                               | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $2790422.79    | 0.32%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AK2<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   28560000 | PA      | $26846400.00   | 3.05%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $7074937.50    | 0.80%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                     | Regions Financial Corp                                   | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4261201.10    | 0.48%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83367TBF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8746000 | PA      | $8702270.00    | 0.99%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings Inc                                   | CUSIP: 29452EAA9<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    7470000 | PA      | $7245033.85    | 0.82%             | N/A             | Fixed         | 4.95%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280AT6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23364000 | PA      | $23060268.00   | 2.62%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     295991 | NS      | $7565529.96    | 0.86%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2495000 | PA      | $2679006.25    | 0.30%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967HQ7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13145000 | PA      | $12931393.75   | 1.47%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     110293 | NS      | $2781589.46    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1209600.00    | 0.14%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                         | Voya Financial Inc                                       | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     204839 | NS      | $5161942.80    | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FIN CORP                            | Truist Financial Corp                                    | CUSIP: 89832QAB5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3460012.50    | 0.39%             | N/A             | Variable      | 7.87%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AX6<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    6370000 | PA      | $6178900.00    | 0.70%             | N/A             | Fixed         | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Air Lease Corp                             | Air Lease Corp                                           | CUSIP: 00912X500<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EP               | CORP              | US        |     207815 | NS      | $5110170.85    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAG6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     875000 | PA      | $649687.50     | 0.07%             | N/A             | Fixed         | 4.10%                 | No            | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST II                    | ILFC E-Capital Trust I                                   | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8474000 | PA      | $5627524.25    | 0.64%             | 2065-12-21      | Fixed         | 3.23%                 | Yes           | 2                  | On Loan: No      |
| AgriBank FCB                               | AgriBank FCB                                             | CUSIP: 00850L203<br>LEI: I0JS1G88CFNZT8P31C22 | Long             | EP               | CORP              | US        |      74600 | NS      | $7460000.00    | 0.85%             |  |  |  | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: 456837AF0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7585000 | PA      | $7414868.45    | 0.84%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAQ4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     785000 | PA      | $600525.00     | 0.07%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                       | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7905000 | PA      | $6858917.83    | 0.78%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AK4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10229000 | PA      | $8387780.00    | 0.95%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                       | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2146638.50    | 0.24%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $2498151.89    | 0.28%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2066000 | PA      | $1923871.76    | 0.22%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83370RAB4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2820000 | PA      | $2508672.00    | 0.28%             | N/A             | Fixed         | 4.75%                 | Yes           | 2                  | On Loan: No      |
| Wintrust Financial Corp                    | Wintrust Financial Corp                                  | CUSIP: 97650W504<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EP               | CORP              | US        |     160747 | NS      | $4187459.35    | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 902613AG3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3755000 | PA      | $3240703.00    | 0.37%             | N/A             | Fixed         | 3.88%                 | Yes           | 2                  | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                               | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $8905074.90    | 1.01%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                 | CoBank ACB                                               | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |      93724 | NS      | $9278676.00    | 1.05%             |  |  |  | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 22546DAB2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    8210000 | PA      | $7778975.00    | 0.88%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1850000 | PA      | $1914750.00    | 0.22%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Federal Agricultural Mortgage Corp         | Federal Agricultural Mortgage Corp                       | CUSIP: 313148876<br>LEI: 549300MS654K78GYF580 | Long             | EP               | USGSE             | US        |      70467 | NS      | $1885696.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                  | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2411444.00    | 0.27%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co               | CUSIP: 025676503<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     460300 | NS      | $11056406.00   | 1.26%             |  |  |  | No            | 1                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6644000 | PA      | $6842722.04    | 0.78%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                    | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6082000 | PA      | $5893439.45    | 0.67%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                             | CUSIP: 00105DAG0<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    4775000 | PA      | $4512375.00    | 0.51%             | 2079-10-07      | Fixed         | 6.35%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA ENERGY                              | Sempra Energy                                            | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $2630402.47    | 0.30%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746RG8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $6352087.50    | 0.72%             | N/A             | Fixed         | 5.90%                 | No            | 2                  | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                             | CUSIP: 65473PAG0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1280475.69    | 0.15%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| NuStar Energy LP                           | NuStar Energy LP                                         | CUSIP: 67058H300<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     242497 | NS      | $5635630.28    | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     229411 | NS      | $5946333.12    | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| Synovus Financial Corp                     | Synovus Financial Corp                                   | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |      91115 | NS      | $2256918.55    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 46625HJQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24555000 | PA      | $24802514.40   | 2.82%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NuStar Logistics LP                        | NuStar Logistics LP                                      | CUSIP: 67059T204<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | EP               | CORP              | US        |     163651 | NS      | $4102730.57    | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCING TR I                   | Provident Financing Trust I                              | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7488000 | PA      | $7956000.00    | 0.90%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                           | Deutsche Bank AG                                         | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   20620000 | PA      | $18715823.21   | 2.12%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp                                          | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1100446.60    | 0.12%             | 2050-06-01      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                   | CUSIP: 15189TAS6<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7999000 | PA      | $7869016.25    | 0.89%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                         | CUSIP: 989701BD8<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1087381.92    | 0.12%             | N/A             | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                    | CHS Inc                                                  | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     279909 | NS      | $7087295.88    | 0.80%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                  | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     138275 | NS      | $3599298.25    | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15780000 | PA      | $15653760.00   | 1.78%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Dairy Farmers of America Inc               | Dairy Farmers of America Inc                             | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |      23900 | NS      | $2294400.00    | 0.26%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Equitable Holdings Inc                     | Equitable Holdings Inc                                   | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     114400 | NS      | $2587728.00    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     925000 | PA      | $809814.48     | 0.09%             | N/A             | Fixed         | 3.80%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                       | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5720000 | PA      | $4717854.57    | 0.54%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                       | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3805000 | PA      | $3526690.92    | 0.40%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                         | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   14985000 | PA      | $15046275.16   | 1.71%             | N/A             | Variable      | 8.74%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBG9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10185000 | PA      | $10146806.25   | 1.15%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1576480.21    | 0.18%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $3900150.00    | 0.44%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    2420000 | PA      | $2250600.00    | 0.26%             | N/A             | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: 74737EAA2<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    9055000 | PA      | $9102301.42    | 1.03%             | 2043-11-24      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                      | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1824002.74    | 0.21%             | N/A             | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| FEDERAL RESERVE BANK OF BOSTON             | BNP Paribas SA                                           | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | FR        | -102100000 | PA      | $-102100000.00 | -11.59%           |  |  |  | No            | N/A                | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6006950.00    | 0.68%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $990000.00     | 0.11%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| American Equity Investment Life Holding Co | American Equity Investment Life Holding Co               | CUSIP: 025676602<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     226000 | NS      | $5810460.00    | 0.66%             |  |  |  | No            | 1                  | On Loan: No      |
| WESCO International Inc                    | WESCO International Inc                                  | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |      76500 | NS      | $2080800.00    | 0.24%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                       | CUSIP: 05946KAG6<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   12820000 | PA      | $12547703.20   | 1.42%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                             | CUSIP: AX2850722<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12425000 | PA      | $12192031.25   | 1.38%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6985000 | PA      | $7013987.75    | 0.80%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     745000 | PA      | $641399.32     | 0.07%             | 2050-10-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     484260 | NS      | $12319574.40   | 1.40%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                          | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $6923625.00    | 0.79%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Western Alliance Bancorp                   | Western Alliance Bancorp                                 | CUSIP: 957638406<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EP               | CORP              | US        |     141500 | NS      | $3038005.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| AEGON NV                                   | Aegon NV                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    1615000 | PA      | $1539206.39    | 0.17%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1419275.00    | 0.16%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                     | Standard Chartered PLC                                   | CUSIP: 853254CD0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    5300000 | PA      | $4538920.00    | 0.52%             | N/A             | Fixed         | 4.30%                 | Yes           | 2                  | On Loan: No      |
| SOCIETE GENERALE                           | Societe Generale SA                                      | CUSIP: 83368JFA3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    6268000 | PA      | $6346350.00    | 0.72%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Athene Holding Ltd                         | Athene Holding Ltd                                       | CUSIP: EP0572651<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     411533 | NS      | $10481745.51   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Delphi Financial Group Inc                 | Delphi Financial Group Inc                               | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |      63400 | NS      | $1442350.00    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                           | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $3709750.00    | 0.42%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                | Goldman Sachs Group Inc/The                              | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |      57993 | NS      | $1446925.35    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Enstar Group Ltd                           | Enstar Group Ltd                                         | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     319645 | NS      | $7681069.35    | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                         | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     116700 | NS      | $3108888.00    | 0.35%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                             | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1745843.43    | 0.20%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16055000 | PA      | $16159999.70   | 1.83%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AM8<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3416100.00    | 0.39%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1383140.00    | 0.16%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5560000 | PA      | $5625052.00    | 0.64%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $4223350.50    | 0.48%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                          | Transcanada Trust                                        | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    3015000 | PA      | $2698425.00    | 0.31%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                   | Banco Mercantil del Norte SA/Grand Cayman                | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    4700000 | PA      | $4521400.00    | 0.51%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                        | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11190000 | PA      | $11315887.50   | 1.28%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                     | AXIS Specialty Finance LLC                               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2093983.31    | 0.24%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                   | Dairy Farmers of America Inc                             | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1833975.00    | 0.21%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                           | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1775313.95    | 0.20%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                       | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2315000 | PA      | $1874224.00    | 0.21%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1655000 | PA      | $1487679.50    | 0.17%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2416837.50    | 0.27%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AAN3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   13810000 | PA      | $13893688.60   | 1.58%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9704000 | PA      | $9606960.00    | 1.09%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                       | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   12445000 | PA      | $12828181.55   | 1.46%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                    | Capital Farm Credit ACA                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2356900.00    | 0.27%             | N/A             | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7411000 | PA      | $7289174.05    | 0.83%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                              | CUSIP: 38144GAC5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     910000 | PA      | $824835.99     | 0.09%             | N/A             | Fixed         | 4.40%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     203611 | NS      | $5120816.65    | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| New York Community Bancorp Inc             | New York Community Bancorp Inc                           | CUSIP: 649445202<br>LEI: 529900HVXOTLY61GL030 | Long             | EP               | CORP              | US        |     337570 | NS      | $8334603.30    | 0.95%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                            | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9981000 | PA      | $9726726.94    | 1.10%             | N/A             | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                     | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     995000 | PA      | $929509.81     | 0.11%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                    | KeyCorp                                                  | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     427000 | NS      | $10944010.00   | 1.24%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                     | CUSIP: 693475AK1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   16977000 | PA      | $17019427.56   | 1.93%             | N/A             | Variable      | 3.80%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3113761.60    | 0.35%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |          1 | NC      | $12402665.94   | 1.41%             |  |  |  | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                           | SBL Holdings Inc                                         | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   10685000 | PA      | $8857079.01    | 1.01%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ILFC E-CAPITAL TRUST I                     | ILFC E-Capital Trust I                                   | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1259300.00    | 0.14%             | 2065-12-21      | Fixed         | 6.29%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2713381.70    | 0.31%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AHN6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11770000 | PA      | $11608162.50   | 1.32%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                              | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3147536.89    | 0.36%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                     | Regions Financial Corp                                   | CUSIP: 7591EP506<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     219461 | NS      | $5721348.27    | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                 | Capital One Financial Corp                               | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |      84573 | NS      | $1851302.97    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11747000 | PA      | $10829265.63   | 1.23%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                      | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2653350.00    | 0.30%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: AM9264657<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1815000 | PA      | $1767592.20    | 0.20%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| SVB FINANCIAL GROUP                        | SVB Financial Group                                      | CUSIP: 78486QAJ0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $2634035.00    | 0.30%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: MIEL0YVB2<br>LEI: 7PDDXEMZ0ZV0CEDU4D16 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1787339.36    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                   | Australia & New Zealand Banking Group Ltd/United Kingdom | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2025000 | PA      | $2042212.50    | 0.23%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $4936260.00    | 0.56%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                       | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6609000 | PA      | $5435902.50    | 0.62%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                         | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13625000 | PA      | $13559600.00   | 1.54%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Selective Insurance Group Inc              | Selective Insurance Group Inc                            | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |      46100 | NS      | $858843.00     | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1744641.03    | 0.20%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                  | Farm Credit Bank of Texas                                | CUSIP: 30767E406<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | EP               | USGSE             | US        |     165500 | NS      | $16508625.00   | 1.87%             |  |  |  | Yes           | 1                  | On Loan: No      |
| Synchrony Financial                        | Synchrony Financial                                      | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     132414 | NS      | $2623121.34    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                | BNP Paribas SA                                           | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1090000 | PA      | $1183740.00    | 0.13%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                            | CUSIP: 55261FAG9<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    6970000 | PA      | $6952456.79    | 0.79%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                         | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1994043.57    | 0.23%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    2960000 | PA      | $2915600.00    | 0.33%             | N/A             | Fixed         | 5.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     115800 | NS      | $3015432.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                               | Assurant Inc                                             | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   16404000 | PA      | $16239880.11   | 1.84%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY        | Fixed Income Clearing Corp                               | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    6169002 | PA      | $6169001.71    | 0.70%             |  |  |  | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: AT2149405<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1600000 | PA      | $1552000.00    | 0.18%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4075000 | PA      | $4201247.41    | 0.48%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                 | CUSIP: 539439AG4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   11980000 | PA      | $11891228.20   | 1.35%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc           | Reinsurance Group of America Inc                         | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     273630 | NS      | $7152688.20    | 0.81%             |  |  |  | No            | 1                  | On Loan: No      |
| AERCAP HOLDINGS NV                         | AerCap Holdings NV                                       | CUSIP: 00774YAA7<br>LEI: 549300SZYINBBLJQU475 | Long             | DBT              | CORP              | NL        |    6030000 | PA      | $5775413.40    | 0.66%             | 2079-10-10      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                           | Land O' Lakes Inc                                        | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    7435000 | PA      | $6542800.00    | 0.74%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2578000 | PA      | $2408551.95    | 0.27%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                             | Morgan Stanley                                           | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     100352 | NS      | $2564997.12    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| NuStar Energy LP                           | NuStar Energy LP                                         | CUSIP: 67058H201<br>LEI: 5493003BMLTUIEG2LG44 | Long             | EP               | CORP              | US        |     221982 | NS      | $5553989.64    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                         | CUSIP: 989701BF3<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    9666000 | PA      | $9762660.00    | 1.11%             | N/A             | Fixed         | 7.20%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                           | SBL Holdings Inc                                         | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $7433110.00    | 0.84%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                          | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   14640000 | PA      | $13400147.18   | 1.52%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16125000 | PA      | $16205012.25   | 1.84%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                  | CUSIP: 55336VAU4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2447734.10    | 0.28%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                         | Athene Holding Ltd                                       | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     236052 | NS      | $6031128.60    | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                             | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5765000 | PA      | $5455361.85    | 0.62%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                   | Liberty Mutual Group Inc                                 | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     928000 | PA      | $1033270.00    | 0.12%             | 2037-03-15      | Fixed         | 7.80%                 | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                 | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20395000 | PA      | $20196148.75   | 2.29%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                       | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $4885137.50    | 0.55%             | 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        |    1100000 | PA      | $970751.05     | 0.11%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                             | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8373262.33    | 0.95%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2509501.00    | 0.28%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3537805.20    | 0.40%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                        | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   11569000 | PA      | $11048395.00   | 1.25%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                         | Credit Agricole SA                                       | CUSIP: 225313AD7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7754000 | PA      | $7746246.00    | 0.88%             | N/A             | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| NORDEA BANK ABP                            | Nordea Bank Abp                                          | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    6985000 | PA      | $6888956.25    | 0.78%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| Assurant Inc                               | Assurant Inc                                             | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      82800 | NS      | $1897776.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                         | Voya Financial Inc                                       | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    9696000 | PA      | $9665942.40    | 1.10%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505EN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1415566.00    | 0.16%             | N/A             | Fixed         | 6.10%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                     | Discover Financial Services                              | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1289200.00    | 0.15%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| FIDELIS INSUR HLD LTD                      | Fidelis Insurance Holdings Ltd                           | CUSIP: 31575FAB2<br>LEI: 549300CDMGCAGJQ7DX03 | Long             | DBT              | CORP              | BM        |    2575000 | PA      | $2433375.00    | 0.28%             | 2041-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                              | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4558696.79    | 0.52%             | N/A             | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                          | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1812283.65    | 0.21%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: 90352JAF0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   17870000 | PA      | $17757776.40   | 2.02%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| QBE INSURANCE GROUP LTD                    | QBE Insurance Group Ltd                                  | CUSIP: EK6047337<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    7593000 | PA      | $7571192.90    | 0.86%             | 2044-12-02      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                  | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2220355.43    | 0.25%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   18750000 | PA      | $17357945.06   | 1.97%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                    | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   14735000 | PA      | $14119298.61   | 1.60%             | N/A             | Fixed         | 4.80%                 | No            | 2                  | On Loan: No      |
| UNICREDIT SPA                              | UniCredit SpA                                            | CUSIP: EK1429340<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    5500000 | PA      | $5424375.00    | 0.62%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                     | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3344506.00    | 0.38%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd               | Aspen Insurance Holdings Ltd                             | CUSIP: EP0442657<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     423677 | NS      | $10469058.67   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6440000 | PA      | $6150135.60    | 0.70%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280AS8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3415000 | PA      | $3343319.15    | 0.38%             | N/A             | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ALGONQUIN PWR & UTILITY                    | Algonquin Power & Utilities Corp                         | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    2125000 | PA      | $1795625.00    | 0.20%             | 2082-01-18      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                       | CUSIP: AX1003505<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10600000 | PA      | $10520500.00   | 1.19%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                        | American International Group Inc                         | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1524812.50    | 0.17%             | 2048-04-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| HSBC CAPITAL FUNDING USD                   | HSBC Capital Funding Dollar 1 LP                         | CUSIP: 40427LAB0<br>LEI: 213800HMY2DB765NHE46 | Long             | DBT              | CORP              | JE        |    2314000 | PA      | $2904070.00    | 0.33%             | N/A             | Fixed         | 10.18%                | Yes           | 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      | $3084993.60    | 0.35%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                             | CUSIP: 06738EBA2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17495000 | PA      | $17363262.65   | 1.97%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Energy Transfer LP                         | Energy Transfer LP                                       | CUSIP: 29273V605<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | EP               | CORP              | US        |      60200 | NS      | $1444800.00    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                  | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4445755.00    | 0.50%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                    | Farm Credit Bank of Texas                                | CUSIP: 30767EAC3<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    5835000 | PA      | $5222325.00    | 0.59%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                        | Intesa Sanpaolo SpA                                      | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    3805000 | PA      | $3591908.89    | 0.41%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| Fifth Third Bancorp                        | Fifth Third Bancorp                                      | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     221181 | NS      | $5522889.57    | 0.63%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                        | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20270000 | PA      | $19467308.00   | 2.21%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc                         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1740522.00    | 0.20%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                      | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4034686.95    | 0.46%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                               | UBS Group AG                                             | CUSIP: EK7554620<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15645000 | PA      | $15759208.50   | 1.79%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                          | American AgCredit Corp                                   | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4010175.09    | 0.46%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                | Vistra Corp                                              | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8356631.25    | 0.95%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| MACQUARIE BANK LONDON                      | Macquarie Bank Ltd/London                                | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |    3350000 | PA      | $3083764.68    | 0.35%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                      | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   14026000 | PA      | $13976909.00   | 1.59%             | N/A             | Variable      | 8.10%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd               | Aspen Insurance Holdings Ltd                             | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     107800 | NS      | $2384536.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| COMMERZBANK AG                             | Commerzbank AG                                           | CUSIP: 20259BAA9<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    1180000 | PA      | $1190814.13    | 0.14%             | 2023-09-19      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| EMERA INC                                  | Emera Inc                                                | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   11680000 | PA      | $11471315.54   | 1.30%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DANSKE BANK A/S                            | Danske Bank A/S                                          | CUSIP: BP5040772<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    1840000 | PA      | $1616900.00    | 0.18%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LEGAL & GENERAL GROUP                      | Legal & General Group PLC                                | CUSIP: AM7838908<br>LEI: 213800JH9QQWHLO99821 | Long             | DBT              | CORP              | GB        |    1485000 | PA      | $1432282.50    | 0.16%             | 2047-03-21      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AERCAP GLOBAL AVIATION T                   | AerCap Global Aviation Trust                             | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   15493000 | PA      | $15149520.19   | 1.72%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA ENERGY                              | Sempra Energy                                            | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4560000.00    | 0.52%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| AES ANDES SA                               | AES Andes SA                                             | CUSIP: 00105DAF2<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    2200000 | PA      | $2130150.00    | 0.24%             | 2079-03-26      | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                     | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $5396776.30    | 0.61%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                 | CoBank ACB                                               | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3121740.31    | 0.35%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY MUNI                      | Assured Guaranty Municipal Holdings Inc                  | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |   11519000 | PA      | $10914252.50   | 1.24%             | 2066-12-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                       | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     630000 | PA      | $575505.00     | 0.07%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| CREDIT SUISSE GROUP AG                     | Credit Suisse Group AG                                   | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    8090000 | PA      | $6552900.00    | 0.74%             | N/A             | Fixed         | 6.38%                 | Yes           | 2                  | On Loan: No      |
| MARKEL CORP                                | Markel Corp                                              | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    8710000 | PA      | $8688225.00    | 0.99%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** E. Scott Wickerham

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

**Title:** Vice President and Funds Controller