# EDGAR Filing Document

**Accession Number:** 0001216583
**File Stem:** 0001752724-25-156917
**Filing Date:** 2025-6
**Character Count:** 146954
**Document Hash:** 38780f26854e9d77f171bc923ac7a774
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156917.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156917

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21293
- **FILM NUMBER:** 251075648

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

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

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

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

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

## Nport-Ex

Portfolio

of

Investments

April

30,

2025

JPC

(Unaudited)

PRINCIPAL

/

SHARES

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

157.3%

(99.4%

of

Total

Investments)

2149702608

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

.0

%

(54

.4

%

of

Total

Investments)

2149702608

AUTOMOBILES

&

COMPONENTS

-

0.9%

(0.5%

of

Total

Investments)

$

14,869,000

(a) General

Motors

Financial

Co

Inc

.750

%

N/A

$

13,839,288

8,014,000

(a) General

Motors

Financial

Co

Inc

.700

N/A

7,535,499

TOTAL

AUTOMOBILES

&

COMPONENTS

21,374,787

BANKS

-

34.6%

(21.9%

of

Total

Investments)

4,450,000

(a) Bank

of

America

Corp

.300

N/A

4,453,805

45,134,000

(a) Bank

of

America

Corp

.125

N/A

45,021,850

10,850,000

(a) Bank

of

America

Corp

.375

N/A

10,396,215

39,863,000

(a) Bank

of

America

Corp

.625

N/A

39,881,358

15,148,000

Bank

of

Montreal

.300

11/26/84

14,893,455

8,080,000

Bank

of

Montreal

.700

05/26/84

8,224,705

10,550,000

(b) Bank

of

Nova

Scotia/The

.625

10/27/82

10,907,005

9,650,000

(b) Bank

of

Nova

Scotia/The

.000

01/27/84

9,873,957

11,545,000

Canadian

Imperial

Bank

of

Commerce

.950

01/28/85

11,131,792

33,702,000

(a),(c)

Citigroup

Inc

.125

N/A

33,238,786

19,799,000

(a) Citigroup

Inc

.000

N/A

19,361,524

9,291,000

(a) Citigroup

Inc

.375

N/A

9,406,580

32,448,000

(a),(c)

Citigroup

Inc

.625

N/A

33,318,612

16,219,000

(a),(b)

Citigroup

Inc

.000

N/A

16,091,576

22,389,000

(a) Citigroup

Inc

.250

N/A

22,456,246

10,740,000

(a) Citigroup

Inc

.150

N/A

10,227,022

5,529,000

(a),(d)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.419%)

.703

N/A

5,438,098

3,976,000

(a) Citizens

Financial

Group

Inc

.650

N/A

3,946,087

9,515,000

(a) Citizens

Financial

Group

Inc

.000

N/A

8,939,147

7,000,000

(a),(d)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.265%)

.549

N/A

6,831,386

6,450,000

(a),(b),(e)

Farm

Credit

Bank

of

Texas

.200

N/A

6,304,875

3,060,000

(a),(e)

Farm

Credit

Bank

of

Texas

.700

N/A

3,031,952

1,225,000

(a) Fifth

Third

Bancorp

.500

N/A

1,209,650

16,256,000

(a),(d)

Fifth

Third

Bancorp

(TSFR3M

+

3.295%)

.594

N/A

15,916,074

18,714,000

(a),(b),(d)

First

Citizens

BancShares

Inc/NC

(TSFR3M

+

4.234%)

.533

N/A

18,995,833

25,000,000

(a) Huntington

Bancshares

Inc/OH

.450

N/A

23,802,740

20,300,000

(a) Huntington

Bancshares

Inc/OH

.625

N/A

19,968,516

3,600,000

(b) JPMorgan

Chase

&

Co

.750

09/01/30

4,241,001

59,179,000

(a),(c)

JPMorgan

Chase

&

Co

.875

N/A

60,959,999

13,830,000

(a) JPMorgan

Chase

&

Co

.650

N/A

13,398,993

29,237,000

(a),(c)

JPMorgan

Chase

&

Co

.500

N/A

29,215,182

2,800,000

(a) KeyCorp

.000

N/A

2,706,250

8,000,000

(b) KeyCorp

Capital

III

.750

07/15/29

8,384,143

5,960,000

(a) M&T

Bank

Corp

.500

N/A

5,453,622

2,395,000

(a) M&T

Bank

Corp

.125

N/A

2,319,391

6,605,000

(a) PNC

Financial

Services

Group

Inc/The

.000

N/A

6,532,729

2,923,000

(a) PNC

Financial

Services

Group

Inc/The

.000

N/A

2,879,831

9,520,000

(a) PNC

Financial

Services

Group

Inc/The

.400

N/A

8,953,476

18,235,000

(a) PNC

Financial

Services

Group

Inc/The

.200

N/A

18,222,985

34,335,000

(a),(c)

PNC

Financial

Services

Group

Inc/The

.250

N/A

33,780,321

5,855,000

(a) Regions

Financial

Corp

.750

N/A

5,832,831

32,700,000

Toronto-Dominion

Bank/The

.125

10/31/82

33,798,229

67,724,000

(a),(c)

Truist

Financial

Corp

.669

N/A

66,519,344

6,687,000

(a),(c)

Truist

Financial

Corp

.100

N/A

6,402,472

4,465,000

(a) US

Bancorp

.300

N/A

4,340,948

52,985,000

(a),(b),(c)

Wells

Fargo

&

Co

.850

N/A

53,562,962

7,295,000

(a) Wells

Fargo

&

Co

.625

N/A

7,679,556

31,027,000

(a),(b)

Wells

Fargo

&

Co

.900

N/A

30,473,609

24,770,000

(b) Wells

Fargo

&

Co

.950

11/15/29

27,778,210

20,133,000

(a) Wells

Fargo

&

Co

.875

N/A

20,040,100

TOTAL

BANKS

866,745,030

Portfolio

of

Investments

April

30,

2025

(continued)

JPC

PRINCIPAL/

SHARES

DESCRIPTION

RATE

MATURITY

VALUE

CAPITAL

GOODS

-

1.4%

(0.9%

of

Total

Investments)

$

9,254,000

(a) Air

Lease

Corp

.000

%

N/A

$

8,661,636

13,660,000

(a) Air

Lease

Corp

.650

N/A

13,229,364

4,837,000

(a) Air

Lease

Corp

.125

N/A

4,459,723

1,960,000

(e) ILFC

E-Capital

Trust

I

.117

12/21/65

1,580,815

8,474,000

(e) ILFC

E-Capital

Trust

I

.367

12/21/65

7,007,634

TOTAL

CAPITAL

GOODS

34,939,172

ENERGY

-

6.1%

(3.8%

of

Total

Investments)

22,395,000

(c) Enbridge

Inc

.750

07/15/80

21,464,094

17,110,000

Enbridge

Inc

.625

01/15/83

17,451,858

2,798,000

Enbridge

Inc

.500

07/15/77

2,676,694

38,512,000

(c) Enbridge

Inc

.500

01/15/84

41,511,700

2,550,000

(a) Energy

Transfer

LP

.625

N/A

2,448,044

18,259,000

(a) Energy

Transfer

LP

.125

N/A

17,993,485

6,615,000

(a) Energy

Transfer

LP

.500

N/A

6,569,313

4,990,000

(b) Energy

Transfer

LP

.000

05/15/54

5,179,321

7,362,000

(b),(e)

South

Bow

Canadian

Infrastructure

Holdings

Ltd

.500

03/01/55

7,236,263

3,490,000

(b) Transcanada

Trust

.875

08/15/76

3,439,159

2,468,000

Transcanada

Trust

.500

09/15/79

2,341,351

16,135,000

Transcanada

Trust

.600

03/07/82

14,887,509

9,892,000

(a),(e)

Venture

Global

LNG

Inc

.000

N/A

8,502,519

TOTAL

ENERGY

151,701,310

FINANCIAL

SERVICES

-

16.3%

(10.2%

of

Total

Investments)

22,551,000

(b) AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

.950

03/10/55

22,644,744

18,100,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

.500

01/31/56

17,576,787

12,644,000

(a) Ally

Financial

Inc

.700

N/A

11,615,983

14,240,000

(a),(b)

Ally

Financial

Inc

.700

N/A

12,049,038

8,050,000

(a),(e)

American

AgCredit

Corp

.250

N/A

7,526,750

24,688,000

(a),(c)

American

Express

Co

.550

N/A

23,622,291

22,600,000

(a),(c)

Bank

of

New

York

Mellon

Corp/The

.750

N/A

21,361,882

4,778,000

(a) Bank

of

New

York

Mellon

Corp/The

.700

N/A

4,744,425

3,015,000

(a),(e)

Capital

Farm

Credit

ACA

.000

N/A

2,924,551

17,115,000

(a),(b)

Capital

One

Financial

Corp

.950

N/A

16,256,164

41,640,000

(a),(c)

Charles

Schwab

Corp/The

.000

N/A

40,323,697

20,020,000

(a),(b)

Charles

Schwab

Corp/The

.375

N/A

19,953,674

1,350,000

(a),(e)

Compeer

Financial

ACA

.875

N/A

1,282,500

3,989,000

(b) Corebridge

Financial

Inc

.875

12/15/52

4,033,246

6,446,000

(a) Discover

Financial

Services

.125

N/A

6,434,324

1,610,000

(a) Discover

Financial

Services

.500

N/A

1,538,641

27,937,000

(a) Goldman

Sachs

Group

Inc/The

.379

N/A

27,997,232

8,120,000

(a) Goldman

Sachs

Group

Inc/The

.300

N/A

8,044,011

23,482,000

(a),(b)

Goldman

Sachs

Group

Inc/The

.850

N/A

23,159,469

25,062,000

(a) Goldman

Sachs

Group

Inc/The

.125

N/A

23,629,261

30,394,000

(a) Goldman

Sachs

Group

Inc/The

.500

N/A

30,994,677

32,355,000

(a) Goldman

Sachs

Group

Inc/The

.500

N/A

33,501,402

16,795,000

(a) State

Street

Corp

.700

N/A

16,854,286

27,956,000

(a),(c)

Voya

Financial

Inc

.758

N/A

28,348,922

TOTAL

FINANCIAL

SERVICES

406,417,957

FOOD,

BEVERAGE

&

TOBACCO

-

2.4%

(1.5%

of

Total

Investments)

10,855,000

(a),(e)

Dairy

Farmers

of

America

Inc

.125

N/A

10,203,700

30,110,000

(a),(c),(e)

Land

O'

Lakes

Inc

.000

N/A

27,701,086

16,840,000

(a),(e)

Land

O'

Lakes

Inc

.250

N/A

13,977,200

9,260,000

(a),(e)

Land

O'

Lakes

Inc

.000

N/A

7,570,050

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

59,452,036

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

(0.3%

of

Total

Investments)

6,678,000

(b) CVS

Health

Corp

.750

12/10/54

6,633,033

3,792,000

(b) CVS

Health

Corp

.000

03/10/55

3,835,792

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

10,468,825

PRINCIPAL/

SHARES

DESCRIPTION

RATE

MATURITY

VALUE

INSURANCE

-

11.8%

(7.5%

of

Total

Investments)

$

1,895,000

Aegon

Ltd

.500

%

04/11/48

$

1,880,433

9,010,000

(b) American

International

Group

Inc

.750

04/01/48

8,879,668

17,894,000

(b) Assurant

Inc

.000

03/27/48

17,807,684

14,909,000

(e) Assured

Guaranty

Municipal

Holdings

Inc

.400

12/15/66

13,720,959

3,725,000

(b) AXIS

Specialty

Finance

LLC

.900

01/15/40

3,542,736

19,473,000

(b) Corebridge

Financial

Inc

.375

09/15/54

18,760,625

14,208,000

(b) Enstar

Finance

LLC

.500

01/15/42

13,630,149

8,444,000

(e) Enstar

Group

Ltd

.500

04/01/45

8,467,390

2,670,000

(e) Fidelis

Insurance

Holdings

Ltd

.625

04/01/41

2,657,544

19,860,000

(b),(e)

Liberty

Mutual

Group

Inc

.800

03/15/37

22,235,826

2,215,000

(a) MetLife

Inc

.875

N/A

2,241,257

43,519,000

(b),(e)

MetLife

Inc

.250

04/08/38

50,454,841

3,000,000

MetLife

Inc

.750

08/01/39

3,908,232

20,900,000

(b),(e)

MetLife

Inc

.875

12/15/37

22,533,439

9,417,000

(b) MetLife

Inc

.350

03/15/55

9,354,800

10,160,000

(a) MetLife

Inc

.850

N/A

10,032,967

31,538,000

(b) Nationwide

Financial

Services

Inc

.750

05/15/37

30,420,527

13,185,000

PartnerRe

Finance

B

LLC

.500

10/01/50

12,130,207

8,238,000

Provident

Financing

Trust

I

.405

03/15/38

8,694,024

7,770,000

(b) Prudential

Financial

Inc

.500

03/15/54

7,794,391

2,890,000

Prudential

Financial

Inc

.125

03/01/52

2,716,117

3,000,000

Prudential

Financial

Inc

.000

09/01/52

2,982,459

11,975,000

(a),(e)

SBL

Holdings

Inc

.000

N/A

11,311,462

11,535,000

(a),(e)

SBL

Holdings

Inc

.500

N/A

10,094,287

TOTAL

INSURANCE

296,252,024

MEDIA

&

ENTERTAINMENT

-

0.5%

(0.3%

of

Total

Investments)

7,694,000

(a),(b),(e)

Farm

Credit

Bank

of

Texas

.750

N/A

7,972,384

4,065,000

Paramount

Global

.375

03/30/62

3,910,227

TOTAL

MEDIA

&

ENTERTAINMENT

11,882,611

TELECOMMUNICATION

SERVICES

-

2.2%

(1.4%

of

Total

Investments)

12,777,000

(b) Bell

Telephone

Co

of

Canada

or

Bell

Canada

.000

09/15/55

12,679,143

15,291,000

(b) Rogers

Communications

Inc

.125

04/15/55

15,235,561

24,020,000

Vodafone

Group

PLC

.000

04/04/79

24,679,319

2,315,000

Vodafone

Group

PLC

.125

06/04/81

2,056,663

TOTAL

TELECOMMUNICATION

SERVICES

54,650,686

UTILITIES

-

9.4%

(6.1%

of

Total

Investments)

4,975,000

(b),(e)

AES

Andes

SA

.150

06/10/55

5,069,520

5,916,000

(b) AES

Corp/The

.600

01/15/55

5,845,379

6,156,000

(b),(e)

AltaGas

Ltd

.200

10/15/54

6,012,051

8,859,000

American

Electric

Power

Co

Inc

.875

02/15/62

8,321,870

8,809,000

(b) CMS

Energy

Corp

.500

06/01/55

8,588,255

11,200,000

(b) CMS

Energy

Corp

.750

12/01/50

9,686,072

6,029,000

(b) Dominion

Energy

Inc

.000

06/01/54

6,259,633

7,773,000

(b) Duke

Energy

Corp

.450

09/01/54

7,789,339

6,470,000

(b) Edison

International

.125

06/15/53

6,160,367

4,117,000

Edison

International

.875

06/15/54

3,854,766

5,684,000

(a) Edison

International

.375

N/A

5,327,577

4,680,000

(a) Edison

International

.000

N/A

4,140,140

41,756,000

(b) Emera

Inc

.750

06/15/76

41,812,517

16,384,000

(b) Entergy

Corp

.125

12/01/54

16,473,047

10,092,000

(b) EUSHI

Finance

Inc

.625

12/15/54

10,136,980

13,706,000

(b) NextEra

Energy

Capital

Holdings

Inc

.750

06/15/54

13,845,621

6,412,000

(b) PG&E

Corp

.375

03/15/55

6,224,707

8,976,000

Sempra

.125

04/01/52

8,224,852

12,480,000

(b) Sempra

.550

04/01/55

11,364,029

13,190,000

(a) Sempra

.875

N/A

13,014,351

6,440,000

Southern

Co/The

.000

01/15/51

6,345,511

15,732,000

(a),(e)

Vistra

Corp

.875

N/A

16,553,630

1,745,000

(a),(e)

Vistra

Corp

.000

N/A

1,762,268

Portfolio

of

Investments

April

30,

2025

(continued)

JPC

PRINCIPAL/

SHARES

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

$

12,725,000

(a),(e)

Vistra

Corp

.000

%

N/A

$

13,005,688

TOTAL

UTILITIES

235,818,170

TOTAL

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

(Cost

$2,157,493,653)

2,149,702,608

SHARES

DESCRIPTION

RATE

VALUE

345345070

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

-

.8

%

(8

.7

%

of

Total

Investments)

345345070

BANKS

-

2.3%

(1.4%

of

Total

Investments)

304,913

Fifth

Third

Bancorp

.296

7,787,478

825,668

KeyCorp

.125

20,856,374

659,461

KeyCorp

.200

16,176,578

517,064

Regions

Financial

Corp

.700

11,902,813

TOTAL

BANKS

56,723,243

CAPITAL

GOODS

-

0.2%

(0.2%

of

Total

Investments)

218,500

WESCO

International

Inc

.625

5,556,455

TOTAL

CAPITAL

GOODS

5,556,455

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.2%

(0.1%

of

Total

Investments)

85,181

Prologis

Inc

.540

4,602,329

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

4,602,329

FINANCIAL

SERVICES

-

4.8%

(3.0%

of

Total

Investments)

582,225

Bank

of

New

York

Mellon

Corp/The

.150

14,625,492

146,670

Capital

One

Financial

Corp

.000

2,741,262

102,771

Equitable

Holdings

Inc

.300

1,689,555

381,058

Equitable

Holdings

Inc

.250

7,621,160

116,785

Morgan

Stanley

.375

2,835,540

631,349

Morgan

Stanley

.125

15,909,995

842,201

Morgan

Stanley

.850

19,117,963

774,375

Morgan

Stanley

.625

19,467,787

79,400

Morgan

Stanley

.500

1,992,146

746,004

Morgan

Stanley

.875

18,724,700

144,314

Synchrony

Financial

.625

2,625,072

494,554

Voya

Financial

Inc

.350

12,002,826

TOTAL

FINANCIAL

SERVICES

119,353,498

FOOD,

BEVERAGE

&

TOBACCO

-

1.6%

(1.0%

of

Total

Investments)

117,770

CHS

Inc

.875

3,097,351

577,198

CHS

Inc

.100

14,574,250

711,041

CHS

Inc

.750

17,399,173

56,400

(e) Dairy

Farmers

of

America

Inc

.875

5,372,100

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

40,442,874

INSURANCE

-

4.1%

(2.6%

of

Total

Investments)

437,400

American

National

Group

Inc

.375

10,900,008

434,249

American

National

Group

Inc

.625

10,925,705

124,080

Aspen

Insurance

Holdings

Ltd

.625

2,294,239

319,325

Aspen

Insurance

Holdings

Ltd

.125

7,529,684

96,786

Assurant

Inc

.250

1,887,327

621,947

Athene

Holding

Ltd

.375

15,579,772

206,658

Athene

Holding

Ltd

.750

5,189,182

876,205

Athene

Holding

Ltd

.350

20,538,245

80,000

Axis

Capital

Holdings

Ltd

.500

1,628,800

63,400

Delphi

Financial

Group

Inc

.775

1,529,525

342,645

Enstar

Group

Ltd

.000

7,305,192

90,695

Maiden

Holdings

North

America

Ltd

.750

1,578,093

335,932

Reinsurance

Group

of

America

Inc

.750

8,314,317

207,319

Reinsurance

Group

of

America

Inc

.125

5,323,952

88,536

Selective

Insurance

Group

Inc

.600

1,517,507

TOTAL

INSURANCE

102,041,548

TELECOMMUNICATION

SERVICES

-

0.5%

(0.3%

of

Total

Investments)

686,314

(b) AT&T

Inc

.750

13,081,145

TOTAL

TELECOMMUNICATION

SERVICES

13,081,145

SHARES

DESCRIPTION

RATE

VALUE

UTILITIES

-

0.1%

(0.1%

of

Total

Investments)

154,489

NextEra

Energy

Capital

Holdings

Inc

.650

%

$

3,543,978

TOTAL

UTILITIES

3,543,978

TOTAL

$25

PAR

(OR

SIMILAR)

RETAIL

PREFERRED

(Cost

$363,048,854)

345,345,070

SHARES

DESCRIPTION

VALUE

3,492

COMMON

STOCKS

-

.0

%

(0

.0

%

of

Total

Investments)

3,492

MATERIALS

-

0.0%

(0.0%

of

Total

Investments)

LyondellBasell

Industries

NV,

Class

A

3,492

TOTAL

MATERIALS

3,492

TOTAL

COMMON

STOCKS

(Cost

$0)

3,492

SHARES

DESCRIPTION

RATE

VALUE

20728536

CONVERTIBLE

PREFERRED

SECURITIES

-

.8

%

(0

.5

%

of

Total

Investments)

20728536

BANKS

-

0.8%

(0.5%

of

Total

Investments)

5,849

Bank

of

America

Corp

.250

6,843,798

11,949

Wells

Fargo

&

Co

.500

13,884,738

TOTAL

BANKS

20,728,536

TOTAL

CONVERTIBLE

PREFERRED

SECURITIES

(Cost

$24,885,225)

20,728,536

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

1363866192

CORPORATE

BONDS

-

.6

%

(34

.5

%

of

Total

Investments)

1363866192

BANKS

-

45.2%

(28.5%

of

Total

Investments)

$

4,825,000

(a),(c),(e),(f)

Australia

&

New

Zealand

Banking

Group

Ltd/United

Kingdom

.750

N/A

4,878,519

12,400,000

(a),(b),(f)

Banco

Bilbao

Vizcaya

Argentaria

SA

.750

N/A

12,135,155

34,227,000

(a),(f)

Banco

Bilbao

Vizcaya

Argentaria

SA

.375

N/A

36,862,582

17,520,000

(a),(b),(f)

Banco

Bilbao

Vizcaya

Argentaria

SA

.125

N/A

16,838,992

23,940,300

(a),(e),(f)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.750

N/A

23,871,888

5,440,000

(a),(e),(f)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.500

N/A

5,316,503

3,120,000

(a),(e),(f)

Banco

Mercantil

del

Norte

SA/Grand

Cayman

.625

N/A

3,087,327

33,600,000

(a),(f)

Banco

Santander

SA

.000

N/A

34,331,951

44,600,000

(a),(f)

Banco

Santander

SA

.625

N/A

50,384,219

9,505,000

(a),(f)

Banco

Santander

SA

.750

N/A

8,966,718

10,405,000

(a),(b),(f)

Barclays

PLC

.625

N/A

9,953,919

74,337,000

(a),(b),(f)

Barclays

PLC

.625

N/A

81,150,729

27,554,000

(a),(f)

Barclays

PLC

.000

N/A

28,149,688

10,317,000

(a),(f)

Barclays

PLC

.125

N/A

10,256,747

47,851,000

(a),(e),(f)

BNP

Paribas

SA

.750

N/A

49,185,517

7,595,000

(a),(e),(f)

BNP

Paribas

SA

.000

N/A

7,596,344

33,437,000

(a),(e),(f)

BNP

Paribas

SA

.500

N/A

34,850,817

10,656,000

(a),(e),(f)

BNP

Paribas

SA

.375

N/A

10,531,842

28,795,000

(a),(b),(e),(f)

BNP

Paribas

SA

.250

N/A

30,296,400

38,609,000

(a),(e),(f)

BNP

Paribas

SA

.000

N/A

39,864,140

4,466,000

(a),(f)

Credit

Agricole

SA,

Reg

S

.125

N/A

4,521,119

37,831,000

(a),(e),(f)

Credit

Agricole

SA

.700

N/A

35,822,840

45,870,000

(a),(b),(e),(f)

Credit

Agricole

SA

.125

N/A

46,436,127

33,320,000

(a),(b),(f)

HSBC

Holdings

PLC

.000

N/A

32,891,378

10,713,000

(a),(f)

HSBC

Holdings

PLC

.500

N/A

10,638,397

12,590,000

(a),(f)

HSBC

Holdings

PLC

.950

N/A

12,326,944

20,269,000

(a),(f)

HSBC

Holdings

PLC

.875

N/A

20,101,108

42,501,000

(a),(b),(f)

HSBC

Holdings

PLC

.950

N/A

41,437,021

33,211,000

(a),(f)

HSBC

Holdings

PLC

.000

N/A

34,493,144

37,748,000

(a),(f)

ING

Groep

NV,

Reg

S

.500

N/A

38,219,850

30,760,000

(a),(f)

ING

Groep

NV

.750

N/A

30,257,209

32,590,000

(a),(e),(f)

Intesa

Sanpaolo

SpA

.700

N/A

32,691,428

21,165,000

(a),(f)

Lloyds

Banking

Group

PLC

.500

N/A

21,099,899

44,473,000

(a),(f)

Lloyds

Banking

Group

PLC

.000

N/A

45,591,941

8,293,000

(a),(f)

Lloyds

Banking

Group

PLC

.750

N/A

7,769,539

Portfolio

of

Investments

April

30,

2025

(continued)

JPC

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

BANKS

(continued)

$

9,005,000

(a),(e),(f)

Macquarie

Bank

Ltd/London

.125

%

N/A

$

8,961,064

34,286,000

(a),(b),(f)

NatWest

Group

PLC

.125

N/A

35,408,489

14,570,000

(a),(f)

NatWest

Group

PLC

.300

N/A

14,008,785

23,805,000

(a),(c),(f)

NatWest

Group

PLC

.000

N/A

23,867,988

10,450,000

(a),(f)

NatWest

Group

PLC

.000

N/A

10,385,630

12,501,000

(a),(e),(f)

Nordea

Bank

Abp

.625

N/A

12,504,225

17,000,000

(a),(e),(f)

Nordea

Bank

Abp

.300

N/A

16,194,674

8,430,000

(a),(e),(f)

Societe

Generale

SA

.500

N/A

8,506,443

33,667,000

(a),(e),(f)

Societe

Generale

SA

.000

N/A

36,202,563

14,545,000

(a),(e),(f)

Societe

Generale

SA

.375

N/A

15,214,590

7,585,000

(a),(e),(f)

Standard

Chartered

PLC

.750

N/A

7,716,812

3,046,000

(a),(e),(f)

Standard

Chartered

PLC

.000

N/A

3,039,702

24,100,000

(a),(c),(e)

Standard

Chartered

PLC

.014

N/A

24,358,834

TOTAL

BANKS

1,129,177,740

ENERGY

-

0.1%

(0.1%

of

Total

Investments)

1,900,000

Enbridge

Inc

.250

01/15/84

1,971,206

TOTAL

ENERGY

1,971,206

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.6%

(0.4%

of

Total

Investments)

16,100,000

(b),(e)

Scentre

Group

Trust

.125

09/24/80

15,722,123

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

15,722,123

FINANCIAL

SERVICES

-

7.8%

(4.9%

of

Total

Investments)

18,750,000

(g) Credit

Suisse

Group

AG

.000

01/17/72

2,109,375

9,090,000

(g) Credit

Suisse

Group

AG

.380

02/21/72

1,022,625

10,229,000

(g) Credit

Suisse

Group

AG

.250

03/12/72

1,150,763

13,505,000

(g) Credit

Suisse

Group

AG

.500

06/11/72

1,519,313

8,455,000

(g) Credit

Suisse

Group

AG

.500

01/17/72

951,188

30,215,000

(a),(f)

Deutsche

Bank

AG

.000

N/A

29,590,670

9,400,000

(a),(f)

Deutsche

Bank

AG,

Reg

S

.789

N/A

9,306,000

18,000,000

(a),(b),(e),(f)

UBS

Group

AG

.875

N/A

17,209,564

46,572,000

(a),(e),(f)

UBS

Group

AG

.250

N/A

52,057,716

23,385,000

(a),(e),(f)

UBS

Group

AG

.250

N/A

25,267,305

13,310,000

(a),(e),(f)

UBS

Group

AG

.750

N/A

13,616,689

41,023,000

(a),(f)

UBS

Group

AG,

Reg

S

.875

N/A

41,023,000

TOTAL

FINANCIAL

SERVICES

194,824,208

INSURANCE

-

0.9%

(0.6%

of

Total

Investments)

6,150,000

(b),(e)

Liberty

Mutual

Insurance

Co

.697

10/15/97

6,855,561

10,126,000

(a),(f)

Phoenix

Group

Holdings

PLC,

Reg

S

.500

N/A

10,312,410

5,000,000

QBE

Insurance

Group

Ltd,

Reg

S

.875

06/17/46

5,002,944

TOTAL

INSURANCE

22,170,915

TOTAL

CORPORATE

BONDS

(Cost

$1,402,590,738)

1,363,866,192

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

50771552

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

.1

%

(1

.3

%

of

Total

Investments)

50771552

15,425,000

(b) CoBank

ACB

.125

01/01/74

15,725,217

14,700,000

(b) CoBank

ACB

.450

01/01/74

14,622,900

4,883,000

CoBank

ACB

.250

07/01/73

4,886,291

15,688,000

CoBank

ACB

.250

10/01/73

15,537,144

TOTAL

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

(Cost

$50,855,597)

50,771,552

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$3,998,874,067)

3,930,417,450

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

Investments

in

Derivatives

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

1.0%(0.6%

of

Total

Investments)

25342638

REPURCHASE

AGREEMENTS

-

.0

%

(0

.6

%

of

Total

Investments)

25342638

$

24,575,000

(h) Fixed

Income

Clearing

Corporation

.320

%

05/01/25

$

24,575,000

767,638

(i) Fixed

Income

Clearing

Corporation

.360

05/01/25

767,638

TOTAL

REPURCHASE

AGREEMENTS

(Cost

$25,342,638)

25,342,638

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$25,342,638)

25,342,638

TOTAL

INVESTMENTS

-

.3

%

(Cost

$

4,024,216,705)

3,955,760,088

BORROWINGS

-

(24.0)%

(j),(k)

(599,000,000)

REVERSE

REPURCHASE

AGREEMENTS,

INCLUDING

ACCRUED

INTEREST

-

(24.9)%(l)

(622,695,765)

TFP

SHARES,

NET

-

(16.7)%(m)

(418,589,422)

OTHER

ASSETS

&

LIABILITIES,

NET

- 7.3%

183,569,376

NET

ASSETS

APPLICABLE

TO

COMMON

SHARES

-

100%

$

2,499,044,277

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Perpetual

security.

Maturity

date

is

not

applicable.

(b) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$920,313,880

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(c) Investment,

or

portion

of

investment,

is

hypothecated.

The

total

value

of

investments

hypothecated

as

of

the

end

of

the

reporting

period

was

$512,869,563.

(d) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(e) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$889,930,841

or

22.5%

of

Total

Investments.

(f) Contingent

Capital

Securities

("CoCos")

are

debt

or

preferred

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer,

for

example

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer's

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer's

capital

ratio

falling

below

a

specified

level.

As

of

the

end

of

the

reporting

period,

the

Fund's

total

investment

in

CoCos

was

32.9%

of

Total

Investments.

(g) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (h) Agreement

with

Fixed

Income

Clearing

Corporation,

4.320%

dated

4/30/25

to

be

repurchased

at

$24,577,949

on

5/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

8/15/39,

valued

at

$25,066,509.

(i) Agreement

with

Fixed

Income

Clearing

Corporation,

1.360%

dated

4/30/25

to

be

repurchased

at

$767,667

on

5/1/25,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

2.125%

and

maturity

date

1/15/35,

valued

at

$783,067.

(j) Borrowings

as

a

percentage

of

Total

Investments

is

15.1%.

(k) The

Fund

may

pledge

up

to

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$1,407,706,671

have

been

pledged

as

collateral

for

borrowings.

(l) Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

15.7%.

(m) TFP

Shares,

Net

as

a

percentage

of

Total

Investments

is

10.6%.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

1,617

6/25

$

175,936,414

$

181,457,719

$

5,521,305

U.S.

Treasury

Ultra

Bond

6/25

16,567,355

16,823,344

255,989

Total

$192,503,769

$198,281,063

$5,777,294

Interest

Rate

Swaps

-

OTC

Uncleared

Portfolio

of

Investments

April

30,

2025

(continued)

JPC

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Counterparty

Fund

Pay/Receive

Floating

Rate

Floating

Rate

Index

Fixed

Rate

(Annualized)

Fixed

Rate

Payment

Frequency

Effective

Date

(a) Optional

Termination

Date

Maturity

Date

Notional

Amount

(b) Value

Unrealized

Appreciation

(Depreciation)

Morgan

Stanley

Capital

Services,

LLC

Receive

1-Month

LIBOR

1.994%

Monthly

6/01/18

7/01/25

7/01/27

$

798,500,000

$

4,917,971

$

4,917,971

Morgan

Stanley

Capital

Services,

LLC

Receive

1-Month

LIBOR

2.364%

Monthly

7/01/19

7/01/26

7/01/28

138,000,000

1,896,248

1,896,248

Total

$

6,814,219

(a) Effective

date

represents

the

date

on

which

both

the

Fund

and

counterparty

commence

interest

payment

accruals

on

each

contract.

(b) The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

JPC

Level

Level

Level

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

2,149,702,608

$

–

$

2,149,702,608

$25

Par

(or

similar)

Retail

Preferred

345,345,070

–

–

345,345,070

Common

Stocks

3,492

–

–

3,492

Convertible

Preferred

Securities

20,728,536

–

–

20,728,536

Corporate

Bonds

–

1,357,112,928

6,753,264

1,363,866,192

U.S.

Government

and

Agency

Obligations

–

50,771,552

–

50,771,552

Short-Term

Investments:

Repurchase

Agreements

–

25,342,638

–

25,342,638

Investments

in

Derivatives:

Futures

Contracts\*

5,777,294

–

–

5,777,294

Interest

Rate

Swaps\*

–

6,814,219

–

6,814,219

Total

$

371,854,392

$

3,589,743,945

$

6,753,264

$

3,968,351,601

\*

Represents

net

unrealized

appreciation

(depreciation).

## 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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3549142742.00

**Total Liabilities:** $1050099355.00

**Net Assets:** $2499043387.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1207.74000000 | **5-Year:** -11201.36000000 | **10-Year:** -75611.35000000 | **30-Year:** -1349550.29000000

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

- **3-Month:** -46.57000000 | **1-Year:** -447.52000000 | **5-Year:** -2235.34000000 | **10-Year:** -27347.82000000 | **30-Year:** -974262.31000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.33%                | -0.54%               | -1.43%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $125472.99               | $15235330.16                               |
| Month 2  | $2278584.52              | $-32479556.48                              |
| Month 3  | $-755008.39              | $-47805836.32                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    3046000 | PA      | $3039701.79    | 0.12%             | N/A             | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1762267.42    | 0.07%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30394000 | PA      | $30994676.62   | 1.24%             | 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        |   30760000 | PA      | $30257209.34   | 1.21%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                      | CUSIP: 902RRF008<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        | -150853000 | PA      | $-150853000.00 | -6.04%            |  |  |  | No            | N/A                | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   46572000 | PA      | $52057715.88   | 2.08%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Maiden Holdings North America Ltd                         | Maiden Holdings North America Ltd                         | CUSIP: 56029Q408<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      90695 | NS      | $1578093.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    2468000 | PA      | $2341350.63    | 0.09%             | 2079-09-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Regions Financial Corp                                    | Regions Financial Corp                                    | CUSIP: 7591EP704<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EP               | CORP              | US        |     517064 | NS      | $11902813.28   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Prologis Inc                                              | Prologis Inc                                              | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               | CORP              | US        |      85181 | NS      | $4602329.43    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LUX008<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   18750000 | PA      | $2109375.00    | 0.08%             | 2172-01-17      | Fixed         | 0.00%                 | No            | 3                  | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                   | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   20020000 | PA      | $19953673.74   | 0.80%             | N/A             | Fixed         | 5.38%                 | 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        |   18100000 | PA      | $17576787.10   | 0.70%             | 2056-01-31      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| State Street Corp                                         | State Street Corp                                         | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   16795000 | PA      | $16854286.35   | 0.67%             | N/A             | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AQ8<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5529000 | PA      | $5438097.71    | 0.22%             | N/A             | Variable      | 7.70%                 | No            | 2                  | On Loan: No      |
| AT&T Inc                                                  | AT&T Inc                                                  | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |     686314 | NS      | $13081144.84   | 0.52%             |  |  |  | No            | 1                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAF9<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4886291.14    | 0.20%             | N/A             | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Air Lease Corp                                            | Air Lease Corp                                            | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    9254000 | PA      | $8661635.73    | 0.35%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10740000 | PA      | $10227021.73   | 0.41%             | 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        |   17115000 | PA      | $16256164.17   | 0.65%             | 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        |   30110000 | PA      | $27701085.58   | 1.11%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| SCENTRE GROUP TRUST 2                                     | Scentre Group Trust 2                                     | CUSIP: 76025LAB0<br>LEI: 549300VRF0U0JH8TBJ74 | Long             | DBT              | CORP              | AU        |   16100000 | PA      | $15722123.34   | 0.63%             | 2080-09-24      | Fixed         | 5.12%                 | Yes           | 2                  | On Loan: No      |
| REGIONS FINANCIAL CORP                                    | Regions Financial Corp                                    | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5832830.63    | 0.23%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902MMW908<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    8455000 | PA      | $951187.50     | 0.04%             | 2172-01-17      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| AES Corp/The                                              | AES Corp/The                                              | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    5916000 | PA      | $5845378.93    | 0.23%             | 2055-01-15      | Fixed         | 7.60%                 | No            | 2                  | On Loan: No      |
| KEYCORP CAPITAL III                                       | KeyCorp Capital III                                       | CUSIP: 49326QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8384143.04    | 0.34%             | 2029-07-15      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   13706000 | PA      | $13845620.83   | 0.55%             | 2054-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R506<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     577198 | NS      | $14574249.50   | 0.58%             |  |  |  | No            | 1                  | On Loan: No      |
| SOCIETE GENERALE                                          | Societe Generale SA                                       | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   14545000 | PA      | $15214590.42   | 0.61%             | N/A             | Fixed         | 9.38%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61763E207<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     746004 | NS      | $18724700.40   | 0.75%             |  |  |  | No            | 1                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                             | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    5960000 | PA      | $5453622.31    | 0.22%             | N/A             | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: JV6342804<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    4466000 | PA      | $4521119.37    | 0.18%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Voya Financial Inc                                        | Voya Financial Inc                                        | CUSIP: 929089209<br>LEI: 549300T065Z4KJ686G75 | Long             | EP               | CORP              | US        |     494554 | NS      | $12002825.58   | 0.48%             |  |  |  | No            | 1                  | On Loan: No      |
| Farm Credit Bank of Texas                                 | Farm Credit Bank of Texas                                 | CUSIP: 30767EAE9<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    7694000 | PA      | $7972384.31    | 0.32%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Prudential Financial Inc                                  | Prudential Financial Inc                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $7794390.96    | 0.31%             | 2054-03-15      | Fixed         | 6.50%                 | 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      | $7007634.47    | 0.28%             | 2065-12-21      | Fixed         | 6.37%                 | Yes           | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      11949 | NS      | $13884738.00   | 0.56%             |  |  |  | No            | 1                  | On Loan: No      |
| BANCO SANTANDER SA                                        | Banco Santander SA                                        | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9505000 | PA      | $8966717.59    | 0.36%             | N/A             | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                    | Venture Global LNG Inc                                    | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    9892000 | PA      | $8502519.23    | 0.34%             | N/A             | Fixed         | 9.00%                 | Yes           | 2                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2448044.37    | 0.10%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2879831.38    | 0.12%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   38609000 | PA      | $39864139.98   | 1.60%             | N/A             | Fixed         | 8.00%                 | Yes           | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280DT3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   33211000 | PA      | $34493143.87   | 1.38%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10405000 | PA      | $9953919.32    | 0.40%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAE2<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14622899.97   | 0.59%             | N/A             | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AP0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6831386.10    | 0.27%             | N/A             | Variable      | 7.55%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   47851000 | PA      | $49185516.54   | 1.97%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| KEYCORP                                                   | KeyCorp                                                   | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2706250.40    | 0.11%             | N/A             | Fixed         | 5.00%                 | 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        |     767638 | PA      | $767638.41     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $4241000.95    | 0.17%             | 2030-09-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   24020000 | PA      | $24679318.98   | 0.99%             | 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        |    6687000 | PA      | $6402471.89    | 0.26%             | N/A             | Fixed         | 5.10%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8976000 | PA      | $8224851.52    | 0.33%             | 2052-04-01      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| CMS ENERGY CORP                                           | CMS Energy Corp                                           | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $14010211.98   | 0.56%             | 2050-12-01      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R308<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     117770 | NS      | $3097351.00    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| CMS Energy Corp                                           | CMS Energy Corp                                           | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    8809000 | PA      | $8588255.27    | 0.34%             | 2055-06-01      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Corebridge Financial Inc                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   19473000 | PA      | $18760625.08   | 0.75%             | 2054-09-15      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     774375 | NS      | $19467787.50   | 0.78%             |  |  |  | No            | 1                  | On Loan: No      |
| PROVIDENT FINANCING TR I                                  | Provident Financing Trust I                               | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8238000 | PA      | $8694024.21    | 0.35%             | 2038-03-15      | Fixed         | 7.41%                 | No            | 2                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3976000 | PA      | $3946086.96    | 0.16%             | N/A             | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWC002<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   13505000 | PA      | $1519312.50    | 0.06%             | 2172-06-11      | Fixed         | 7.50%                 | No            | 3                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: 251525AX9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   30215000 | PA      | $29590670.48   | 1.18%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254AB6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   24100000 | PA      | $24358834.00   | 0.97%             | N/A             | Fixed         | 7.01%                 | Yes           | 2                  | On Loan: No      |
| CHS Inc                                                   | CHS Inc                                                   | CUSIP: 12542R704<br>LEI: XEIEFTLYDQ1MZ6TZV015 | Long             | EP               | CORP              | US        |     711041 | NS      | $17399173.27   | 0.70%             |  |  |  | No            | 1                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676859<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     437400 | NS      | $10900008.00   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     825668 | NS      | $20856373.68   | 0.83%             |  |  |  | No            | 1                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23482000 | PA      | $23159468.62   | 0.93%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EJ4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   42501000 | PA      | $41437021.47   | 1.66%             | N/A             | Fixed         | 6.95%                 | 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        |   24575000 | PA      | $24575000.00   | 0.98%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                              | CUSIP: UV4180070<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   41023000 | PA      | $41023000.00   | 1.64%             | 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        |      56400 | NS      | $5372100.00    | 0.21%             |  |  |  | Yes           | 1                  | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   22600000 | PA      | $21361881.60   | 0.85%             | N/A             | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E200<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     381058 | NS      | $7621160.00    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $4459722.71    | 0.18%             | N/A             | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| ENSTAR FINANCE LLC                                        | Enstar Finance LLC                                        | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14208000 | PA      | $13630149.27   | 0.55%             | 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        |   17520000 | PA      | $16838991.82   | 0.67%             | 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        |   18714000 | PA      | $18995832.84   | 0.76%             | N/A             | Variable      | 8.53%                 | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED PLC                                    | Standard Chartered PLC                                    | CUSIP: 853254CM0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    7585000 | PA      | $7716812.13    | 0.31%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   39863000 | PA      | $39881357.71   | 1.60%             | N/A             | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| EUSHI Finance Inc                                         | EUSHI Finance Inc                                         | CUSIP: 29882DAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10092000 | PA      | $10136980.04   | 0.41%             | 2054-12-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   24770000 | PA      | $27778209.99   | 1.11%             | 2029-11-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   33437000 | PA      | $34850816.67   | 1.39%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| JPMORGAN CHASE & CO                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13830000 | PA      | $13398992.75   | 0.54%             | N/A             | Fixed         | 3.65%                 | No            | 2                  | On Loan: No      |
| Credit Agricole SA                                        | Credit Agricole SA                                        | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   37831000 | PA      | $35822839.73   | 1.43%             | N/A             | Fixed         | 6.70%                 | Yes           | 2                  | On Loan: No      |
| FARM CREDIT BK OF TEXAS                                   | Farm Credit Bank of Texas                                 | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | USGSE             | US        |    3060000 | PA      | $3031952.04    | 0.12%             | N/A             | Fixed         | 5.70%                 | Yes           | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1209650.02    | 0.05%             | N/A             | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| ING Groep NV                                              | ING Groep NV                                              | CUSIP: ZM9188925<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   37748000 | PA      | $38219850.00   | 1.53%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    7595000 | PA      | $7596344.32    | 0.30%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| Bank of America Corp                                      | Bank of America Corp                                      | CUSIP: 060505682<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |       5849 | NS      | $6843797.92    | 0.27%             |  |  |  | No            | 1                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    3490000 | PA      | $3439159.08    | 0.14%             | 2076-08-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| WESCO International Inc                                   | WESCO International Inc                                   | CUSIP: 95082P303<br>LEI: 529900TXOGREY3WNJ434 | Long             | EP               | CORP              | US        |     218500 | NS      | $5556455.00    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                          | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7773000 | PA      | $7789338.85    | 0.31%             | 2054-09-01      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBX2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   27554000 | PA      | $28149687.72   | 1.13%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| American National Group Inc                               | American National Group Inc                               | CUSIP: 025676867<br>LEI: 549300RK5RZQ740FPL83 | Long             | EP               | CORP              | US        |     434249 | NS      | $10925704.84   | 0.44%             |  |  |  | No            | 1                  | On Loan: No      |
| Sempra                                                    | Sempra                                                    | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   12480000 | PA      | $11364029.54   | 0.45%             | 2055-04-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   34335000 | PA      | $33780321.51   | 1.35%             | N/A             | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V200<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     631349 | NS      | $15909994.80   | 0.64%             |  |  |  | No            | 1                  | On Loan: No      |
| GENERAL MOTORS FINL CO                                    | General Motors Financial Co Inc                           | CUSIP: 37045XDB9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8014000 | PA      | $7535499.29    | 0.30%             | N/A             | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| AEGON NV                                                  | Aegon Ltd                                                 | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    1895000 | PA      | $1880433.51    | 0.08%             | 2048-04-11      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15148000 | PA      | $14893454.52   | 0.60%             | 2084-11-26      | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBT4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2241256.61    | 0.09%             | N/A             | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 06055HAB9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45134000 | PA      | $45021849.68   | 1.80%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6160366.76    | 0.25%             | 2053-06-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J861<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     876205 | NS      | $20538245.20   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   12400000 | PA      | $12135154.60   | 0.49%             | N/A             | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Delphi Financial Group Inc                                | Delphi Financial Group Inc                                | CUSIP: 247131303<br>LEI: 5493001NGT0EEYMZG011 | Long             | EP               | CORP              | US        |      63400 | NS      | $1529525.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                            | CUSIP: 00912XBJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   13660000 | PA      | $13229364.40   | 0.53%             | N/A             | Fixed         | 4.65%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16219000 | PA      | $16091575.91   | 0.64%             | N/A             | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| US BANCORP                                                | US Bancorp                                                | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4340948.46    | 0.17%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359U109<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EP               | CORP              | BM        |     342645 | NS      | $7305191.40    | 0.29%             |  |  |  | No            | 1                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351885<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     207319 | NS      | $5323951.92    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                  | Citizens Financial Group Inc                              | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    9515000 | PA      | $8939147.44    | 0.36%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967KM2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   22389000 | PA      | $22456246.03   | 0.90%             | 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        |   16840000 | PA      | $13977200.00   | 0.56%             | N/A             | Fixed         | 7.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4453804.75    | 0.18%             | N/A             | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| Bank of Nova Scotia/The                                   | Bank of Nova Scotia/The                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    9650000 | PA      | $9873957.20    | 0.40%             | 2084-01-27      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83371GAA9<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   33667000 | PA      | $36202562.77   | 1.45%             | N/A             | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6605000 | PA      | $6532728.75    | 0.26%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967MU2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19799000 | PA      | $19361524.07   | 0.77%             | N/A             | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| TRANSCANADA TRUST                                         | Transcanada Trust                                         | CUSIP: 89356BAG3<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |   16135000 | PA      | $14887509.57   | 0.60%             | 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        |    5440000 | PA      | $5316503.30    | 0.21%             | 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        |   23805000 | PA      | $23867988.03   | 0.96%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Dominion Energy Inc                                       | Dominion Energy Inc                                       | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6029000 | PA      | $6259633.37    | 0.25%             | 2054-06-01      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| AXIS SPECIALTY FINANCE                                    | AXIS Specialty Finance LLC                                | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3542735.71    | 0.14%             | 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        |   10855000 | PA      | $10203700.00   | 0.41%             | 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        |    8859000 | PA      | $8321869.97    | 0.33%             | 2062-02-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: MIEL0YVB2<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DIR              | CORP              | US        |          1 | NC      | $1896247.87    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3792000 | PA      | $3835791.57    | 0.15%             | 2055-03-10      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| VODAFONE GROUP PLC                                        | Vodafone Group PLC                                        | CUSIP: 92857WBW9<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2315000 | PA      | $2056662.60    | 0.08%             | 2081-06-04      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                               | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25062000 | PA      | $23629260.60   | 0.95%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| UBS GROUP AG                                              | UBS Group AG                                              | CUSIP: 902613AJ7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   18000000 | PA      | $17209564.20   | 0.69%             | 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        |    9520000 | PA      | $8953476.22    | 0.36%             | N/A             | Fixed         | 3.40%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   27937000 | PA      | $27997232.17   | 1.12%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CREDIT AGRICOLE SA                                        | Credit Agricole SA                                        | CUSIP: 225313AJ4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   45870000 | PA      | $46436127.54   | 1.86%             | 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        |    3015000 | PA      | $2924551.21    | 0.12%             | 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        |    8120000 | PA      | $8044011.42    | 0.32%             | N/A             | Fixed         | 5.30%                 | No            | 2                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   33702000 | PA      | $33238786.23   | 1.33%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| PG&E Corp                                                 | PG&E Corp                                                 | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    6412000 | PA      | $6224706.63    | 0.25%             | 2055-03-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                               | Vistra Corp                                               | CUSIP: 92840MAD4<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   15732000 | PA      | $16553630.29   | 0.66%             | N/A             | Fixed         | 8.88%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     842201 | NS      | $19117962.70   | 0.77%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                             | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9291000 | PA      | $9406580.04    | 0.38%             | N/A             | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| CVS Health Corp                                           | CVS Health Corp                                           | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6678000 | PA      | $6633033.15    | 0.27%             | 2054-12-10      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                  | Nationwide Financial Services Inc                         | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |   31538000 | PA      | $30420526.66   | 1.22%             | 2037-05-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AS6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5684000 | PA      | $5327576.82    | 0.21%             | N/A             | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| KeyCorp                                                   | KeyCorp                                                   | CUSIP: 493267843<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     659461 | NS      | $16176578.33   | 0.65%             |  |  |  | No            | 1                  | On Loan: No      |
| ENERGY TRANSFER LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6569313.50    | 0.26%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10713000 | PA      | $10638396.81   | 0.43%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWA907<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   10229000 | PA      | $1150762.50    | 0.05%             | 2172-03-12      | Fixed         | 7.25%                 | No            | 3                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   11975000 | PA      | $11311461.66   | 0.45%             | 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      | $1580815.07    | 0.06%             | 2065-12-21      | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| PARAMOUNT GLOBAL                                          | Paramount Global                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $3910227.16    | 0.16%             | 2062-03-30      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                               | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    6446000 | PA      | $6434323.72    | 0.26%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| FIFTH THIRD BANCORP                                       | Fifth Third Bancorp                                       | CUSIP: 316773CM0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   16256000 | PA      | $15916074.04   | 0.64%             | N/A             | Variable      | 7.59%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                | Capital One Financial Corp                                | CUSIP: 14040H824<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EP               | CORP              | US        |     146670 | NS      | $2741262.30    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   38512000 | PA      | $41511699.68   | 1.66%             | 2084-01-15      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Edison International                                      | Edison International                                      | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4117000 | PA      | $3854765.63    | 0.15%             | 2054-06-15      | Fixed         | 7.88%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31027000 | PA      | $30473608.63   | 1.22%             | N/A             | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Credit Suisse Group AG                                    | Credit Suisse Group AG                                    | CUSIP: 902LWB004<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    9090000 | PA      | $1022625.00    | 0.04%             | 2172-02-21      | Fixed         | 6.38%                 | No            | 3                  | On Loan: No      |
| Axis Capital Holdings Ltd                                 | Axis Capital Holdings Ltd                                 | CUSIP: 05461T305<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EP               | CORP              | BM        |      80000 | NS      | $1628800.00    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Equitable Holdings Inc                                    | Equitable Holdings Inc                                    | CUSIP: 29452E408<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EP               | CORP              | US        |     102771 | NS      | $1689555.24    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0607309<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     319325 | NS      | $7529683.50    | 0.30%             |  |  |  | No            | 1                  | On Loan: No      |
| AUST & NZ BANKING GRP/UK                                  | Australia & New Zealand Banking Group Ltd/United Kingdom  | CUSIP: 05254HAA2<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    4825000 | PA      | $4878518.90    | 0.20%             | N/A             | Fixed         | 6.75%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL INSURANCE                                  | Liberty Mutual Insurance Co                               | CUSIP: 53079QAD9<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6855560.84    | 0.27%             | 2097-10-15      | Fixed         | 7.70%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   43519000 | PA      | $50454840.63   | 2.02%             | 2038-04-08      | Fixed         | 9.25%                 | Yes           | 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        |     582225 | NS      | $14625492.00   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                        | Banco Bilbao Vizcaya Argentaria SA                        | CUSIP: 05946KAM3<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   34227000 | PA      | $36862581.68   | 1.48%             | N/A             | Fixed         | 9.38%                 | No            | 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        |   23940300 | PA      | $23871888.20   | 0.96%             | N/A             | Fixed         | 8.75%                 | Yes           | 2                  | On Loan: No      |
| ALLY FINANCIAL INC                                        | Ally Financial Inc                                        | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   12644000 | PA      | $11615983.37   | 0.46%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                | Bell Telephone Co of Canada or Bell Canada                | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |   12777000 | PA      | $12679143.51   | 0.51%             | 2055-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20133000 | PA      | $20040100.30   | 0.80%             | 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        |      88536 | NS      | $1517507.04    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   10656000 | PA      | $10531841.62   | 0.42%             | N/A             | Fixed         | 7.38%                 | Yes           | 2                  | On Loan: No      |
| HUNTINGTON BANCSHARES                                     | Huntington Bancshares Inc/OH                              | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23802740.00   | 0.95%             | N/A             | Fixed         | 4.45%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20269000 | PA      | $20101107.82   | 0.80%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| M&T BANK CORPORATION                                      | M&T Bank Corp                                             | CUSIP: 55261FAH7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2319390.57    | 0.09%             | N/A             | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3908232.00    | 0.16%             | 2039-08-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Synchrony Financial                                       | Synchrony Financial                                       | CUSIP: 87165B202<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EP               | CORP              | US        |     144314 | NS      | $2625071.66    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Chicago Board of Trade                                    | US 10YR NOTE (CBT)Jun25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       1617 | NC      | $181457718.75  | 7.26%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS                                               | BNP Paribas SA                                            | CUSIP: 05565AS20<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   28795000 | PA      | $30296400.10   | 1.21%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                          | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4778000 | PA      | $4744424.99    | 0.19%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   34286000 | PA      | $35408489.35   | 1.42%             | N/A             | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      79400 | NS      | $1992146.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| ASSURANT INC                                              | Assurant Inc                                              | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   17894000 | PA      | $17807684.18   | 0.71%             | 2048-03-27      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                       | Societe Generale SA                                       | CUSIP: 83370RAD0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    8430000 | PA      | $8506443.24    | 0.34%             | N/A             | Fixed         | 8.50%                 | Yes           | 2                  | On Loan: No      |
| AltaGas Ltd                                               | AltaGas Ltd                                               | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    6156000 | PA      | $6012050.56    | 0.24%             | 2054-10-15      | Fixed         | 7.20%                 | Yes           | 2                  | On Loan: No      |
| AES Andes SA                                              | AES Andes SA                                              | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    4975000 | PA      | $5069520.03    | 0.20%             | 2055-06-10      | Fixed         | 8.15%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   17110000 | PA      | $17451857.80   | 0.70%             | 2083-01-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J507<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | BM        |     206658 | NS      | $5189182.38    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                             | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32448000 | PA      | $33318612.29   | 1.33%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Reinsurance Group of America Inc                          | Reinsurance Group of America Inc                          | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |     335932 | NS      | $8314317.00    | 0.33%             |  |  |  | No            | 1                  | On Loan: No      |
| LAND O'LAKES INC                                          | Land O' Lakes Inc                                         | CUSIP: 514666AN6<br>LEI: 4ONCJWH5BBCYSJIJYX61 | Long             | DBT              | CORP              | US        |    9260000 | PA      | $7570050.00    | 0.30%             | N/A             | Fixed         | 7.00%                 | Yes           | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2798000 | PA      | $2676694.39    | 0.11%             | 2077-07-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: 61761J406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     116785 | NS      | $2835539.80    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| MetLife Inc                                               | MetLife Inc                                               | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    9417000 | PA      | $9354800.34    | 0.37%             | 2055-03-15      | Fixed         | 6.35%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley                                            | Morgan Stanley                                            | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DIR              | CORP              | US        |          1 | NC      | $4917970.81    | 0.20%             |  |  |  | No            | 2                  | On Loan: No      |
| Energy Transfer LP                                        | Energy Transfer LP                                        | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $5179320.60    | 0.21%             | 2054-05-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| HSBC Holdings PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280EV7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12590000 | PA      | $12326944.04   | 0.49%             | N/A             | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| SBL HOLDINGS INC                                          | SBL Holdings Inc                                          | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   11535000 | PA      | $10094286.57   | 0.40%             | 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        |   14869000 | PA      | $13839287.55   | 0.55%             | N/A             | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Lloyds Banking Group PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YBB8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8293000 | PA      | $7769539.21    | 0.31%             | N/A             | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| NatWest Group PLC                                         | NatWest Group PLC                                         | CUSIP: 639057AT5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   14570000 | PA      | $14008785.46   | 0.56%             | N/A             | Fixed         | 7.30%                 | No            | 2                  | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                          | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8080000 | PA      | $8224704.72    | 0.33%             | 2084-05-26      | Fixed         | 7.70%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK AG                                          | Deutsche Bank AG                                          | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9400000 | PA      | $9306000.00    | 0.37%             | N/A             | Fixed         | 4.79%                 | No            | 2                  | On Loan: No      |
| Athene Holding Ltd                                        | Athene Holding Ltd                                        | CUSIP: 04686J309<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |     621947 | NS      | $15579772.35   | 0.62%             |  |  |  | No            | 1                  | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                  | Prudential Financial Inc                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2982459.00    | 0.12%             | 2052-09-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| ENBRIDGE INC                                              | Enbridge Inc                                              | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   22395000 | PA      | $21464093.60   | 0.86%             | 2080-07-15      | Fixed         | 5.75%                 | No            | 2                  | On Loan: No      |
| Enstar Group Ltd                                          | Enstar Group Ltd                                          | CUSIP: 29359UAD1<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    8444000 | PA      | $8467389.88    | 0.34%             | 2045-04-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                  | Liberty Mutual Group Inc                                  | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   19860000 | PA      | $22235826.18   | 0.89%             | 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        |   21165000 | PA      | $21099898.58   | 0.84%             | 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        |   14240000 | PA      | $12049037.87   | 0.48%             | N/A             | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO & COMPANY                                     | Wells Fargo & Co                                          | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $7679555.93    | 0.31%             | N/A             | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                        | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   11545000 | PA      | $11131791.75   | 0.45%             | 2085-01-28      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| COMPEER FINANCIAL ACA                                     | Compeer Financial ACA                                     | CUSIP: 20453QAA0<br>LEI: 54930020HTACTODKHT04 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1282500.00    | 0.05%             | 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        |   20300000 | PA      | $19968515.62   | 0.80%             | 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        |    2890000 | PA      | $2716116.79    | 0.11%             | 2052-03-01      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| NATWEST GROUP PLC                                         | NatWest Group PLC                                         | CUSIP: 780097BQ3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10450000 | PA      | $10385630.09   | 0.42%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| NORDEA BANK ABP                                           | Nordea Bank Abp                                           | CUSIP: 65559CAA9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   12501000 | PA      | $12504225.26   | 0.50%             | N/A             | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| QBE Insurance Group Ltd                                   | QBE Insurance Group Ltd                                   | CUSIP: LW3771158<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $5002944.50    | 0.20%             | 2046-06-17      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Assurant Inc                                              | Assurant Inc                                              | CUSIP: 04621X306<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EP               | CORP              | US        |      96786 | NS      | $1887327.00    | 0.08%             |  |  |  | No            | 1                  | On Loan: No      |
| VOYA FINANCIAL INC                                        | Voya Financial Inc                                        | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   27956000 | PA      | $28348921.58   | 1.13%             | N/A             | Fixed         | 7.76%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   33600000 | PA      | $34331950.80   | 1.37%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   59179000 | PA      | $60959998.51   | 2.44%             | N/A             | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Nordea Bank Abp                                           | Nordea Bank Abp                                           | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   17000000 | PA      | $16194674.30   | 0.65%             | N/A             | Fixed         | 6.30%                 | Yes           | 2                  | On Loan: No      |
| DISCOVER FINANCIAL SVS                                    | Discover Financial Services                               | CUSIP: 254709AN8<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1538641.26    | 0.06%             | 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        |    2670000 | PA      | $2657543.78    | 0.11%             | 2041-04-01      | Fixed         | 6.62%                 | Yes           | 2                  | On Loan: No      |
| METLIFE INC                                               | MetLife Inc                                               | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10160000 | PA      | $10032967.49   | 0.40%             | N/A             | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                       | CUSIP: 65339K860<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |     154489 | NS      | $3543977.66    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| SOUTHERN CO                                               | Southern Co/The                                           | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6345511.03    | 0.25%             | 2051-01-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Enbridge Inc                                              | Enbridge Inc                                              | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1900000 | PA      | $1971206.30    | 0.08%             | 2084-01-15      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| PARTNERRE FINANCE B LLC                                   | PartnerRe Finance B LLC                                   | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |   13185000 | PA      | $12130206.59   | 0.49%             | 2050-10-01      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Phoenix Group Holdings PLC                                | Phoenix Group Holdings PLC                                | CUSIP: YX5563508<br>LEI: 2138001P49OLAEU33T68 | Long             | DBT              | CORP              | GB        |   10126000 | PA      | $10312409.53   | 0.41%             | N/A             | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | Truist Financial Corp                                     | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   67724000 | PA      | $66519344.45   | 2.66%             | N/A             | Fixed         | 6.67%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                      | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $10396215.03   | 0.42%             | N/A             | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                               | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   32355000 | PA      | $33501402.36   | 1.34%             | N/A             | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| BARCLAYS PLC                                              | Barclays PLC                                              | CUSIP: 06738EBN4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10317000 | PA      | $10256746.76   | 0.41%             | N/A             | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| AMERICAN INTL GROUP                                       | American International Group Inc                          | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $8879668.55    | 0.36%             | 2048-04-01      | Fixed         | 5.75%                 | 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        |   22551000 | PA      | $22644744.51   | 0.91%             | 2055-03-10      | Fixed         | 6.95%                 | 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        |    7362000 | PA      | $7236262.93    | 0.29%             | 2055-03-01      | Fixed         | 7.50%                 | Yes           | 2                  | On Loan: No      |
| CoBank ACB                                                | CoBank ACB                                                | CUSIP: 19075QAG7<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15425000 | PA      | $15725216.78   | 0.63%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Rogers Communications Inc                                 | Rogers Communications Inc                                 | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   15291000 | PA      | $15235561.10   | 0.61%             | 2055-04-15      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| Chicago Board of Trade                                    | US ULTRA BOND CBT Jun25                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        139 | NC      | $16823343.75   | 0.67%             |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO-DOMINION BANK                                     | Toronto-Dominion Bank/The                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   32700000 | PA      | $33798229.50   | 1.35%             | 2082-10-31      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                  | Banco Mercantil del Norte SA/Grand Cayman                 | CUSIP: 05962GAJ8<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |    3120000 | PA      | $3087326.74    | 0.12%             | N/A             | Fixed         | 7.62%                 | Yes           | 2                  | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                   | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   41640000 | PA      | $40323697.14   | 1.61%             | 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        |    6450000 | PA      | $6304875.00    | 0.25%             | N/A             | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   23385000 | PA      | $25267305.42   | 1.01%             | N/A             | Fixed         | 9.25%                 | Yes           | 2                  | On Loan: No      |
| INTESA SANPAOLO SPA                                       | Intesa Sanpaolo SpA                                       | CUSIP: 46115HAU1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   32590000 | PA      | $32691427.90   | 1.31%             | 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        |     304913 | NS      | $7787478.02    | 0.31%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC Holdings PLC                                         | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   33320000 | PA      | $32891378.18   | 1.32%             | N/A             | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | Lloyds Banking Group PLC                                  | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   44473000 | PA      | $45591940.68   | 1.82%             | N/A             | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| PNC FINANCIAL SERVICES                                    | PNC Financial Services Group Inc/The                      | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   18235000 | PA      | $18222984.96   | 0.73%             | 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        |   24688000 | PA      | $23622290.39   | 0.95%             | N/A             | Fixed         | 3.55%                 | No            | 2                  | On Loan: No      |
| LyondellBasell Industries NV                              | LyondellBasell Industries NV                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |         60 | NS      | $3492.60       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                  | Corebridge Financial Inc                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $4033245.91    | 0.16%             | 2052-12-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                        | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   44600000 | PA      | $50384218.60   | 2.02%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| Wells Fargo & Co                                          | Wells Fargo & Co                                          | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   52985000 | PA      | $53562962.50   | 2.14%             | N/A             | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| AMER AGCREDIT ACA                                         | American AgCredit Corp                                    | CUSIP: 02369GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7526750.00    | 0.30%             | N/A             | Fixed         | 5.25%                 | Yes           | 2                  | On Loan: No      |
| VISTRA CORP                                               | Vistra Corp                                               | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   12725000 | PA      | $13005688.05   | 0.52%             | 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        |    9005000 | PA      | $8961063.70    | 0.36%             | N/A             | Fixed         | 6.12%                 | Yes           | 2                  | On Loan: No      |
| Aspen Insurance Holdings Ltd                              | Aspen Insurance Holdings Ltd                              | CUSIP: EP0515015<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     124080 | NS      | $2294239.20    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| EMERA INC                                                 | Emera Inc                                                 | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |   41756000 | PA      | $41812517.16   | 1.67%             | 2076-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Entergy Corp                                              | Entergy Corp                                              | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   16384000 | PA      | $16473047.04   | 0.66%             | 2054-12-01      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| SEMPRA                                                    | Sempra                                                    | CUSIP: 816851BK4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13190000 | PA      | $13014351.41   | 0.52%             | N/A             | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| UBS Group AG                                              | UBS Group AG                                              | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   13310000 | PA      | $13616689.02   | 0.54%             | N/A             | Fixed         | 7.75%                 | Yes           | 2                  | On Loan: No      |
| EDISON INTERNATIONAL                                      | Edison International                                      | CUSIP: 281020AT4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4140140.10    | 0.17%             | N/A             | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| COBANK ACB                                                | CoBank ACB                                                | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   15688000 | PA      | $15537144.19   | 0.62%             | 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        |   14909000 | PA      | $13720959.19   | 0.55%             | 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        |   18259000 | PA      | $17993484.93   | 0.72%             | N/A             | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                  | MetLife Inc                                               | CUSIP: 591560AA5<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $22533439.50   | 0.90%             | 2037-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| BNP Paribas SA                                            | BNP Paribas SA                                            | CUSIP: 913ZLW006<br>LEI: R0MUWSFPU8MPRO8K5P83 | Short            | RA               | CORP              | US        | -319000000 | PA      | $-319000000.00 | -12.76%           |  |  |  | No            | N/A                | On Loan: No      |
| BANK OF NOVA SCOTIA                                       | Bank of Nova Scotia/The                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10550000 | PA      | $10907004.62   | 0.44%             | 2082-10-27      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                              | Barclays PLC                                              | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   74337000 | PA      | $81150729.42   | 3.25%             | N/A             | Fixed         | 9.62%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                       | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29237000 | PA      | $29215181.89   | 1.17%             | N/A             | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-04-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting