# EDGAR Filing Document

**Accession Number:** 0001547994
**File Stem:** 0001547994-25-000003
**Filing Date:** 2025-9
**Character Count:** 91894
**Document Hash:** c383dee50c625bd36d03c9b0532f89d7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001547994-25-000003.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001547994-25-000003

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Preferred Securities & Income Opportunities Fund
- **CENTRAL INDEX KEY:** 0001547994

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22699
- **FILM NUMBER:** 251346195

**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 Term Fund
- **DATE OF NAME CHANGE:** 20120420

## 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 Securities & Income Opportunities Fund

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

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

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

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

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

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $405040550.00

**Total Liabilities:** $122474986.00

**Net Assets:** $282565564.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -88.20000000 | **5-Year:** -412.87000000 | **10-Year:** -3109.78000000 | **30-Year:** -106960.27000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -499.52000000 | **30-Year:** -85239.94000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 2.56%                | 1.86%                | 1.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $165494.92               | $5314343.23                                |
| Month 2  | $32148.21                | $3978990.28                                |
| Month 3  | $188772.54               | $2434913.37                                |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                      | Title                                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1755588.24   | 0.62%             | 2079-04-04      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                       | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   2529000 | PA      | $2535317.44   | 0.90%             | N/A             | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1905000 | PA      | $2022045.11   | 0.72%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4400000 | PA      | $4734606.80   | 1.68%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     49500 | NS      | $965250.00    | 0.34%             |  |  |  | No            | 1                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1981000 | PA      | $1977828.02   | 0.70%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AT1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3318952.32   | 1.17%             | N/A             | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $1034669.66   | 0.37%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     47025 | NS      | $1189732.50   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Selective Insurance Group Inc                             | Selective Insurance Group Inc                             | CUSIP: 816300503<br>LEI: 549300R3WGJWLE40R258 | Long             | EP               | CORP              | US        |     43200 | NS      | $751680.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   5802000 | PA      | $681735.00    | 0.24%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                              | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4287000 | PA      | $4467512.71   | 1.58%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     64300 | NS      | $1666656.00   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    759000 | PA      | $781481.05    | 0.28%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3684000 | PA      | $3815964.56   | 1.35%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1680175.20   | 0.59%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     79578 | NS      | $2013323.40   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1748000 | PA      | $1733498.07   | 0.61%             | N/A             | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                 | Banco Mercantil del Norte SA/Grand Cayman                 | CUSIP: 05971PAE8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   2579500 | PA      | $2640480.00   | 0.93%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2383000 | PA      | $2472636.55   | 0.88%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1949700.10   | 0.69%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    975000 | PA      | $1039363.65   | 0.37%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    985000 | PA      | $968644.37    | 0.34%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1853000 | PA      | $1925198.44   | 0.68%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4777162.50   | 1.69%             | N/A             | Fixed         | 9.51%                 | Yes           | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1358558.97   | 0.48%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1860474.30   | 0.66%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   5100000 | PA      | $5136898.50   | 1.82%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    660000 | PA      | $661266.21    | 0.23%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1060000 | PA      | $1036707.45   | 0.37%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2207380.24   | 0.78%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| AEGON NV                                                  | Aegon Ltd                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |   1505000 | PA      | $1507256.00   | 0.53%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5363000 | PA      | $5502116.22   | 1.95%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2359202.60   | 0.83%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2092000 | PA      | $2115012.00   | 0.75%             | 2085-08-24      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1266000 | PA      | $1324490.05   | 0.47%             | 2055-03-10      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040HDK8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    800000 | PA      | $791089.44    | 0.28%             | N/A             | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    395000 | PA      | $401709.08    | 0.14%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Synovus Financial Corp                                    | Synovus Financial Corp                                    | CUSIP: 87161C709<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EP               | CORP              | US        |        64 | NS      | $1678.72      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                     | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1299251.84   | 0.46%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1061183.79   | 0.38%             | N/A             | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3140000 | PA      | $3266275.10   | 1.16%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1565000 | PA      | $1558858.47   | 0.55%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   3642000 | PA      | $4040653.32   | 1.43%             | N/A             | Fixed         | 9.38%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   1653000 | PA      | $1706486.12   | 0.60%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    692000 | PA      | $718684.07    | 0.25%             | 2054-03-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4555000 | PA      | $4658662.69   | 1.65%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                        | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $538650.00    | 0.19%             | 2040-09-01      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $2104591.20   | 0.74%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   3617000 | PA      | $3718688.34   | 1.32%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2800000 | PA      | $2834199.20   | 1.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     76428 | NS      | $1955028.24   | 0.69%             |  |  |  | No            | 1                  | On Loan: No      |
| MACQUARIE BANK LONDON                                     | Macquarie Bank Ltd/London                                 | CUSIP: 556079AB7<br>LEI: 549300MPRNPO6FWNKN78 | Long             | DBT              | CORP              | AU        |   1550000 | PA      | $1565287.65   | 0.55%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6965000 | PA      | $7413915.15   | 2.62%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1290000 | PA      | $1187988.09   | 0.42%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN ELECTRIC POWER                                   | American Electric Power Co Inc                            | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    868000 | PA      | $837015.18    | 0.30%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1450799.46   | 0.51%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    655000 | PA      | $653637.21    | 0.23%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -41000000 | PA      | $-41000000.00 | -14.51%           |  |  |  | No            | N/A                | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4046000 | PA      | $4556868.19   | 1.61%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1635096.10   | 0.58%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    436000 | PA      | $433732.41    | 0.15%             | N/A             | Fixed         | 6.62%                 | 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        |   6657000 | PA      | $5646418.34   | 2.00%             | 2065-12-21      | Fixed         | 6.68%                 | Yes           | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8147000 | PA      | $8515024.43   | 3.01%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1125000 | PA      | $1126654.88   | 0.40%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Cemex SAB de CV                                           | Cemex SAB de CV                                           | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |   1419000 | PA      | $1448728.05   | 0.51%             | N/A             | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2404963.22   | 0.85%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4978945.69   | 1.76%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                    | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $644565.45    | 0.23%             | 2040-01-15      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                        | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5090000 | PA      | $5091908.75   | 1.80%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| Edison International                                      | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    443000 | PA      | $424617.18    | 0.15%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| VOYA FINANCIAL INC                                        | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1765411.50   | 0.62%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    900000 | PA      | $878024.16    | 0.31%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2093000 | PA      | $2151681.44   | 0.76%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    662000 | PA      | $638818.38    | 0.23%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corporation                         | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |   1589396 | PA      | $1589396.49   | 0.56%             |  |  |  | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1285000 | PA      | $1292153.60   | 0.46%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3644000 | PA      | $3884299.94   | 1.37%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |     45000 | NS      | $887850.00    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2641491.72   | 0.93%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   1650000 | PA      | $1604559.83   | 0.57%             | 2082-03-07      | Fixed         | 5.60%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    933000 | PA      | $942370.99    | 0.33%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     75976 | NS      | $1918394.00   | 0.68%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1360000 | PA      | $1463762.56   | 0.52%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3195000 | PA      | $3374731.53   | 1.19%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   8520000 | PA      | $1001100.00   | 0.35%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     53300 | NS      | $1328769.00   | 0.47%             |  |  |  | No            | 1                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1245000 | PA      | $1232628.81   | 0.44%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1955000 | PA      | $229712.50    | 0.08%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     16000 | NS      | $409600.00    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1640000 | PA      | $1678217.25   | 0.59%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3890000 | PA      | $4147840.87   | 1.47%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                  | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAF8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   2810000 | PA      | $2785031.46   | 0.99%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3600000 | PA      | $3774600.00   | 1.34%             | N/A             | Fixed         | 8.13%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2099000 | PA      | $2168751.87   | 0.77%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    904000 | PA      | $933572.55    | 0.33%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    495000 | PA      | $527316.04    | 0.19%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6762000 | PA      | $7408388.71   | 2.62%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                  | Capital One Financial Corp                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1755000 | PA      | $1712256.98   | 0.61%             | N/A             | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     57838 | NS      | $1438431.06   | 0.51%             |  |  |  | No            | 1                  | On Loan: No      |
| Omnis Funding Trust                                       | Omnis Funding Trust                                       | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1994000 | PA      | $2062353.10   | 0.73%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   9496000 | PA      | $1115780.00   | 0.39%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5609000 | PA      | $5605356.39   | 1.98%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    785000 | PA      | $758051.74    | 0.27%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| AES Andes SA                                              | AES Andes SA                                              | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |   1000000 | PA      | $1047032.00   | 0.37%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1106000 | PA      | $1107381.95   | 0.39%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    570000 | PA      | $556314.59    | 0.20%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 539439AU3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    874000 | PA      | $876819.52    | 0.31%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1420000 | PA      | $1504874.82   | 0.53%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5474000 | PA      | $5857015.78   | 2.07%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |    100083 | NS      | $2467045.95   | 0.87%             |  |  |  | No            | 1                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     20750 | NS      | $408982.50    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    611000 | PA      | $580988.87    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1269000 | PA      | $1279786.50   | 0.45%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| TELUS Corp                                                | TELUS Corp                                                | CUSIP: 87971MCM3<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |   1152000 | PA      | $1166304.38   | 0.41%             | 2055-10-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XQQ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1116000 | PA      | $1136925.00   | 0.40%             | N/A             | Fixed         | 7.45%                 | Yes           | 2                  | On Loan: No      |
| Dairy Farmers of America Inc                              | Dairy Farmers of America Inc                              | CUSIP: 23385H406<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | EP               | CORP              | US        |     20500 | NS      | $1968000.00   | 0.70%             |  |  |  | Yes           | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $490934.92    | 0.17%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    945000 | PA      | $955213.56    | 0.34%             | N/A             | Fixed         | 6.20%                 | No            | 2                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |   6023000 | PA      | $5017761.30   | 1.78%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   1369000 | PA      | $1389384.52   | 0.49%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     80311 | NS      | $1993319.02   | 0.71%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2897362.14   | 1.03%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     37250 | NS      | $770330.00    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     98400 | NS      | $2194320.00   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     89300 | NS      | $2222677.00   | 0.79%             |  |  |  | No            | 1                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1547994.80   | 0.55%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     62000 | NS      | $1274100.00   | 0.45%             |  |  |  | No            | 1                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $719595.33    | 0.25%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1176577.74   | 0.42%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    963000 | PA      | $945985.83    | 0.33%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $836923.20    | 0.30%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     67475 | NS      | $1607254.50   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1367076.60   | 0.48%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   5195000 | PA      | $6089594.59   | 2.16%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   4644000 | PA      | $4695873.48   | 1.66%             | N/A             | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     45900 | NS      | $1145664.00   | 0.41%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    945000 | PA      | $952855.79    | 0.34%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1158512.66   | 0.41%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     59605 | NS      | $1463302.75   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     51372 | NS      | $1306389.96   | 0.46%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4559000 | PA      | $4820417.62   | 1.71%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Julius Baer Group Ltd                                     | Julius Baer Group Ltd                                     | CUSIP: YR4111344<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $404000.00    | 0.14%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| ING GROEP NV                                              | ING Groep NV                                              | CUSIP: 456837AR4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3035000 | PA      | $3025368.43   | 1.07%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd            | South Bow Canadian Infrastructure Holdings Ltd            | CUSIP: 836720AH5<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    901000 | PA      | $936083.14    | 0.33%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     61800 | NS      | $1650678.00   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3965000 | PA      | $4351710.42   | 1.54%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267868<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     16825 | NS      | $372169.00    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1486809.38   | 0.53%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2059000 | PA      | $2122110.41   | 0.75%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nomura Holdings Inc                                       | Nomura Holdings Inc                                       | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1006000 | PA      | $1018629.32   | 0.36%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4063000 | PA      | $4164916.29   | 1.47%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     82600 | NS      | $2127776.00   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2004000 | PA      | $2022036.00   | 0.72%             | 2085-10-28      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                          | CUSIP: 064058845<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EP               | CORP              | US        |     62325 | NS      | $1609231.50   | 0.57%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     34350 | NS      | $848445.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5375516.59   | 1.90%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    827000 | PA      | $824676.63    | 0.29%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                       | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3480000 | PA      | $3724619.64   | 1.32%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    600000 | PA      | $558247.62    | 0.20%             | N/A             | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1816000 | PA      | $1804685.99   | 0.64%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| DAIRY FARMERS OF AMERICA                                  | Dairy Farmers of America Inc                              | CUSIP: 23385HAA7<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1662500.00   | 0.59%             | N/A             | Fixed         | 7.12%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1117000 | PA      | $1137851.80   | 0.40%             | N/A             | Fixed         | 7.62%                 | 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        |   1000000 | PA      | $1002307.00   | 0.35%             | N/A             | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1448207.49   | 0.51%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                        | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1479445.25   | 0.52%             | 2042-01-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2812000 | PA      | $2785764.60   | 0.99%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                         | EUSHI Finance Inc                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $1035423.56   | 0.37%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2464329.00   | 0.87%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1990000 | PA      | $2097635.12   | 0.74%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $5905360.00   | 2.09%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1611928.00   | 0.57%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1701143.40   | 0.60%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    883000 | PA      | $857153.09    | 0.30%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                               | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    623000 | PA      | $627774.05    | 0.22%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | Fixed Income Clearing Corporation                         | CUSIP: 85748R009<br>LEI: N/A                  | Long             | RA               | CORP              | US        |    700000 | PA      | $700000.00    | 0.25%             |  |  |  | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274618.33    | 0.10%             | N/A             | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| ASSURED GUARANTY MUNI                                     | Assured Guaranty Municipal Holdings Inc                   | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4240326.51   | 1.50%             | 2066-12-15      | Fixed         | 6.40%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   2740000 | PA      | $3241929.64   | 1.15%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    488000 | PA      | $477762.78    | 0.17%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   1101000 | PA      | $1161158.64   | 0.41%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    408000 | PA      | $419766.72    | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3981000 | PA      | $4388566.82   | 1.55%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5195000 | PA      | $5548395.07   | 1.96%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |    135223 | NS      | $3369757.16   | 1.19%             |  |  |  | No            | 1                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95927.49     | 0.03%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1920000 | PA      | $1900797.50   | 0.67%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    810000 | PA      | $712420.52    | 0.25%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1291022.02   | 0.46%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1352000 | PA      | $1382129.32   | 0.49%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    880000 | PA      | $880110.88    | 0.31%             | N/A             | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    695000 | PA      | $681499.97    | 0.24%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $1097746.46   | 0.39%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267876<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     15619 | NS      | $345336.09    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     15000 | NS      | $295050.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2105000 | PA      | $2116317.43   | 0.75%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                  | First Citizens BancShares Inc/NC                          | CUSIP: 31959XAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1903263.84   | 0.67%             | N/A             | Variable      | 8.55%                 | No            | 2                  | On Loan: No      |
| COMPEER FINANCIAL ACA                                     | Compeer Financial ACA                                     | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1015875.06   | 0.36%             | N/A             | Fixed         | 4.88%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3582000 | PA      | $3742581.06   | 1.32%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAF6<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |   1024000 | PA      | $1039360.01   | 0.37%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1732961.02   | 0.61%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   7914000 | PA      | $8939496.12   | 3.16%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2521000 | PA      | $2574595.40   | 0.91%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                  | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1361063.46   | 0.48%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4085000 | PA      | $4320614.63   | 1.53%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1713773.40   | 0.61%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   4285000 | PA      | $503487.50    | 0.18%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| Fifth Third Bancorp                                       | Fifth Third Bancorp                                       | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     52676 | NS      | $1346398.56   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1862097.72   | 0.66%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017356.00   | 0.71%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2064000 | PA      | $2068128.00   | 0.73%             | 2085-11-26      | Fixed         | 6.88%                 | 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        |    620000 | PA      | $628858.32    | 0.22%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2954000 | PA      | $3130773.27   | 1.11%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                   | PartnerRe Finance B LLC                                   | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1240702.54   | 0.44%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1392289.16   | 0.49%             | 2055-07-15      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| CAPITAL FARM CREDIT ACA                                   | Capital Farm Credit ACA                                   | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2400750.00   | 0.85%             | N/A             | Fixed         | 5.00%                 | Yes           | 2                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3145966.52   | 1.11%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |

### Signature

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

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting