# EDGAR Filing Document

**Accession Number:** 0001590402
**File Stem:** 0001410368-25-032593
**Filing Date:** 2025-11
**Character Count:** 97086
**Document Hash:** b49d61ed9aa4abfbe648248d8b9eac4a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-032593.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001410368-25-032593

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Cohen & Steers ETF Trust
- **CENTRAL INDEX KEY:** 0001590402

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22913
- **FILM NUMBER:** 251530606

**BUSINESS ADDRESS:**
- **STREET 1:** 1166 AVENUE OF THE AMERICAS
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036
- **BUSINESS PHONE:** 212-832-3232

**MAIL ADDRESS:**
- **STREET 1:** 1166 AVENUE OF THE AMERICAS
- **STREET 2:** 30TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10036

## Series and Classes Contracts Data

### Cohen & Steers Preferred and Income Opportunities Active ETF (Series ID: S000044020)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000136637 | Cohen & Steers Preferred and Income Opportunities Active ETF | CSPF            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Cohen & Steers ETF Trust

- **b. Investment Company Act file number:** 811-22913

- **c. CIK number of Registrant:** 0001590402

- **d. LEI of Registrant:** 636700B6IK0UI96RYW03

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

  - **Street Address 1:** 1166 AVENUE OF THE AMERICAS,

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10036

  - **Telephone number:** 212-832-3232

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

- **a. Name of Series:** Cohen & Steers Preferred and Income Opportunities Active ETF

- **b. EDGAR series identifier (if any):** S000044020

- **c. LEI of Series:** 6367006M2PVGB1SX0676

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-09-30

**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:** $61584165.25

**Total Liabilities:** $726600.17

**Net Assets:** $60857565.08

**Delayed Delivery Securities:** $200000.00

**Cash Not Reported:** $14989.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -68.37000000 | **1-Year:** -1893.75000000 | **5-Year:** -7598.36000000 | **10-Year:** -5292.53000000 | **30-Year:** -2112.17000000

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

- **3-Month:** -47.52000000 | **1-Year:** -1661.62000000 | **5-Year:** -6763.51000000 | **10-Year:** -2987.37000000 | **30-Year:** -1208.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136637 | 1.19%                | 0.80%                | 1.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $39199.73                | $-203280.31                                |
| Month 2  | $67559.58                | $416599.87                                 |
| Month 3  | $184593.56               | $292538.35                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PHILLIPS 66 CO                                               | Phillips 66 Co                                               | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1033728.60   | 1.70%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                    | Sunoco LP                                                    | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274415.85    | 0.45%             | 2030-09-18      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                             | Deutsche Bank AG                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $513550.89    | 0.84%             | 2029-10-30      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ATHORA NETHERLANDS                                           | Athora Netherlands NV                                        | CUSIP: 000000000<br>LEI: 724500MKKXKEVWMN9E13 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $364420.65    | 0.60%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                   | TELUS Corp                                                   | CUSIP: 87971MCM3<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    575000 | PA      | $606948.15    | 1.00%             | 2055-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                     | CUSIP: 00206R706<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      6000 | NS      | $119520.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                 | CUSIP: 06738ECN3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $227414.40    | 0.37%             | 2029-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $129907.00    | 0.21%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD GBP                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-18626.18    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSUR                                          | Sumitomo Life Insurance Co                                   | CUSIP: 86564CAF7<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203755.20    | 0.33%             | 2055-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                       | AXA SA                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $506807.78    | 0.83%             | 2033-07-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                          | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    105000 | PA      | $110735.31    | 0.18%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                             | Societe Generale SA                                          | CUSIP: 83367TBU2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    480000 | PA      | $483973.92    | 0.80%             | 2028-04-06      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZURICH FINANCE IRELAND 2                                     | Zurich Finance Ireland II DAC                                | CUSIP: 000000000<br>LEI: 213800KA6D8H8QF8PN62 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $212776.73    | 0.35%             | 2055-11-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                           | CUSIP: 05971KAH2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $393514.37    | 0.65%             | 2026-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                          | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $377904.84    | 0.62%             | 2030-11-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    185000 | PA      | $196151.99    | 0.32%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                         | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71245.58     | 0.12%             | 2027-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116997.65    | 0.19%             | 2034-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74390.02     | 0.12%             | 2026-02-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                        | Huntington Bancshares Inc/OH                                 | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169730.72    | 0.28%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                           | CUSIP: 000000000<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $253185.90    | 0.42%             | 2028-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                               | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      2000 | NS      | $51000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                           | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99921.25     | 0.16%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                              | CMS Energy Corp                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    455000 | PA      | $420733.77    | 0.69%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $285293.52    | 0.47%             | 2028-03-27      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE ASSRNCES                                     | Credit Agricole Assurances SA                                | CUSIP: 000000000<br>LEI: 969500K2MUPSI57XK083 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $123251.84    | 0.20%             | 2035-06-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GYU2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73851.82     | 0.12%             | 2026-11-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $515598.93    | 0.85%             | 2030-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                 | Enbridge Inc                                                 | CUSIP: 29250NAW5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $252887.50    | 0.42%             | 2078-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                         | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $495591.47    | 0.81%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                          | JPMorgan Chase & Co                                          | CUSIP: 48128B549<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EP               | CORP              | US        |      5200 | NS      | $105404.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                              | CMS Energy Corp                                              | CUSIP: 125896852<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EP               | CORP              | US        |     15000 | NS      | $356700.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    287000 | PA      | $304385.18    | 0.50%             | 2055-04-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                          | Charles Schwab Corp/The                                      | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $310095.32    | 0.51%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                           | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    235000 | PA      | $251298.90    | 0.41%             | 2054-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                     | Corebridge Financial Inc                                     | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    450000 | PA      | $461586.28    | 0.76%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ABANCA CORP BANCARIA SA                                      | Abanca Corp Bancaria SA                                      | CUSIP: 000000000<br>LEI: 54930056IRBXK0Q1FP96 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $236238.00    | 0.39%             | 2031-09-19      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MetLife Capital Trust IV                                     | MetLife Capital Trust IV                                     | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $1030520.52   | 1.69%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                            | Barclays Bank PLC                                            | CUSIP: 06738C828<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $84800.00     | 0.14%             | 2034-12-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                       | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359399.33    | 0.59%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                   | CUSIP: 0778FPAP4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $212949.90    | 0.35%             | 2055-09-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                | DTE Energy Co                                                | CUSIP: 233331792<br>LEI: 549300IX8SD6XXD71I78 | Long             | EP               | CORP              | US        |     18097 | NS      | $459482.83    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ERSTE GROUP BANK AG                                          | Erste Group Bank AG                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $488847.11    | 0.80%             | 2032-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101367.66    | 0.17%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                        | CUSIP: 534187BR9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    175000 | PA      | $188445.08    | 0.31%             | 2027-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                           | CUSIP: 05964HBH7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $220663.20    | 0.36%             | 2034-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                             | ABN AMRO Bank NV                                             | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $256560.36    | 0.42%             | 2031-09-22      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                       | Volkswagen International Finance NV                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $135651.67    | 0.22%             | 2032-09-06      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                     | Enterprise Products Operating LLC                            | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60048.01     | 0.10%             | 2077-08-16      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                               | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $209506.60    | 0.34%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RWE AG                                                       | RWE AG                                                       | CUSIP: 000000000<br>LEI: 529900GB7KCA94ACC940 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $476673.96    | 0.78%             | 2055-06-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06053U601<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4400 | NS      | $100584.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                             | CUSIP: 94988U151<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7000 | NS      | $138180.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                          | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    315000 | PA      | $317352.35    | 0.52%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                               | Phillips 66 Co                                               | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1022764.25   | 1.68%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                         | Royal Bank of Canada                                         | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $464673.38    | 0.76%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                            | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $271416.85    | 0.45%             | 2035-09-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                            | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62487.54     | 0.10%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06055H202<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      4900 | NS      | $104468.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                      | Algonquin Power & Utilities Corp                             | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $117184.77    | 0.19%             | 2082-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                               | Commerzbank AG                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $210350.25    | 0.35%             | 2030-10-09      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                       | EDP SA                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $124502.65    | 0.20%             | 2083-04-23      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                           | Voya Financial Inc                                           | CUSIP: 929089AG5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    350000 | PA      | $372312.15    | 0.61%             | 2028-09-15      | Fixed         | 7.76%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                              | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315432.88    | 0.52%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PIRAEUS FINANCIAL HLDGS                                      | Piraeus Financial Holdings SA                                | CUSIP: 000000000<br>LEI: M6AD1Y1KW32H8THQ6F76 | Long             | DBT              | CORP              | GR        |    200000 | PA      | $246169.35    | 0.40%             | 2030-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                  | Swedbank AB                                                  | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $215352.00    | 0.35%             | 2030-03-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                       | EDP SA                                                       | CUSIP: 000000000<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |    100000 | PA      | $118974.36    | 0.20%             | 2055-05-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                 | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124569.72    | 0.20%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State Street Institutional U.S. Government Money Market Fund | State Street Institutional U.S. Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    932000 | NS      | $932000.00    | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO DE SABADELL SA                                         | Banco de Sabadell SA                                         | CUSIP: 000000000<br>LEI: SI5RG2M0WQQLZCXKRM20 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $496690.47    | 0.82%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                             | SBL Holdings Inc                                             | CUSIP: 78397DAA6<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156681.15    | 0.26%             | 2030-05-13      | Fixed         | 9.51%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                            | State Street Corp                                            | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44978.56     | 0.07%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Treasury Plus Money Market Fund   | State Street Institutional Treasury Plus Money Market Fund   | CUSIP: 857492862<br>LEI: 549300PNASLVKQG64331 | Long             | STIV             | RF                | US        |    931912 | NS      | $931911.71    | 1.53%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    638000 | PA      | $656059.87    | 1.08%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                               | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449548.20    | 0.74%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                | CUSIP: 55261F864<br>LEI: 549300WYXDDBYRASEG81 | Long             | EP               | CORP              | US        |       992 | NS      | $26496.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                               | CUSIP: 05602XDJ4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $431462.00    | 0.71%             | 2031-08-22      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06055H806<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      9500 | NS      | $171665.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| JULIUS BAER GROUP LTD                                        | Julius Baer Group Ltd                                        | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $202443.36    | 0.33%             | 2027-06-09      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                         | Telefonica Europe BV                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $128965.93    | 0.21%             | 2028-08-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $239374.30    | 0.39%             | 2031-08-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                       | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    185000 | PA      | $191943.98    | 0.32%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                 | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $97423.18     | 0.16%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    154000 | PA      | $152686.92    | 0.25%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                    | Orange SA                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $251903.83    | 0.41%             | 2030-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $283573.40    | 0.47%             | 2027-09-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                           | CUSIP: 29273VAJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294841.88    | 0.48%             | 2028-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                 | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $204091.80    | 0.34%             | 2035-02-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103995.80    | 0.17%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                      | Reinsurance Group of America Inc                             | CUSIP: 759351802<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EP               | CORP              | US        |      5500 | NS      | $136730.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN TRUST CORP                                          | Northern Trust Corp                                          | CUSIP: 665859856<br>LEI: 549300GLF98S992BC502 | Long             | EP               | CORP              | US        |      6663 | NS      | $135325.53    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                    | Orange SA                                                    | CUSIP: 000000000<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $119795.50    | 0.20%             | 2026-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                            | NatWest Group PLC                                            | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225471.00    | 0.37%             | 2033-11-10      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                           | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $244688.23    | 0.40%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                           | Ally Financial Inc                                           | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195098.52    | 0.32%             | 2026-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                      | ILFC E-Capital Trust II                                      | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | SN               | CORP              | US        |    200000 | PA      | $171792.42    | 0.28%             | 2065-12-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                  | Southern Co/The                                              | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74813.54     | 0.12%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                      | Unibail-Rodamco-Westfield SE                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    400000 | PA      | $482555.29    | 0.79%             | 2030-07-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $352361.22    | 0.58%             | 2029-03-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                            | HSBC Holdings PLC                                            | CUSIP: 404280EH8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $208096.00    | 0.34%             | 2029-09-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                           | CUSIP: 05971KAJ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $233688.91    | 0.38%             | 2027-11-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| REPSOL EUROPE FINANCE                                        | Repsol Europe Finance Sarl                                   | CUSIP: 000000000<br>LEI: 222100TAWUOMRM7NNG09 | Long             | DBT              | CORP              | LU        |    300000 | PA      | $361391.95    | 0.59%             | 2031-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                      | Sierra Pacific Power Co                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100188.90    | 0.16%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                       | AXA SA                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $490996.91    | 0.81%             | 2030-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                       | Brookfield Finance Inc                                       | CUSIP: 11271LAN2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $248252.00    | 0.41%             | 2055-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                       | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    400000 | PA      | $409282.00    | 0.67%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                       | Volkswagen International Finance NV                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $230293.01    | 0.38%             | 2029-06-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                           | Credit Agricole SA                                           | CUSIP: 225313AT2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $511063.50    | 0.84%             | 2035-09-23      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                     | Svenska Handelsbanken AB                                     | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $190802.21    | 0.31%             | 2031-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD EUR                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-84402.46    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                               | CUSIP: 05565ASK0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $182882.40    | 0.30%             | 2031-02-25      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                     | Cooperatieve Rabobank UA                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $232462.03    | 0.38%             | 2026-12-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031647.00   | 1.70%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                 | AES Corp/The                                                 | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196775.02    | 0.32%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                   | Evergy Inc                                                   | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359059.75    | 0.59%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                           | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179448.50    | 0.29%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                           | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $118461.29    | 0.19%             | 2081-06-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                          | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $314783.10    | 0.52%             | 2029-11-21      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                     | Electricite de France SA                                     | CUSIP: 000000000<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $493579.89    | 0.81%             | 2032-06-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW CAN INFRA HOLD                                     | South Bow Canadian Infrastructure Holdings Ltd               | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $595972.05    | 0.98%             | 2055-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD BRP HOLDINGS                                      | Brookfield BRP Holdings Canada Inc                           | CUSIP: 11259P208<br>LEI: 549300NSPD7QJ50GZW26 | Long             | EP               | CORP              | CA        |      2200 | NS      | $35970.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                     | Apollo Global Management Inc                                 | CUSIP: 03769M205<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |      5220 | NS      | $136972.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                          | Alliant Energy Corp                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170385.22    | 0.28%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 172967PC9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    260000 | PA      | $271781.12    | 0.45%             | 2028-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                             | Deutsche Bank AG                                             | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $253240.97    | 0.42%             | 2031-10-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                     | Rogers Communications Inc                                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $109620.11    | 0.18%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                            | Iberdrola International BV                                   | CUSIP: 000000000<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $112306.13    | 0.18%             | 2029-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                       | AXA SA                                                       | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    150000 | PA      | $181300.84    | 0.30%             | 2043-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                                   | Allianz SE                                                   | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $206662.00    | 0.34%             | 2033-10-30      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                             | TotalEnergies SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $235875.58    | 0.39%             | 2026-10-06      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                                | PURCHASED USD / SOLD EUR                                     | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | US        |         1 | NC      | $-295.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                 | Enbridge Inc                                                 | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249060.00    | 0.41%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                               | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $213940.40    | 0.35%             | 2028-08-14      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                          | Intesa Sanpaolo SpA                                          | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $510608.02    | 0.84%             | 2032-05-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                             | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75027.75     | 0.12%             | 2028-09-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                           | Energy Transfer LP                                           | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310563.60    | 0.51%             | 2030-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                        | Truist Financial Corp                                        | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704034.10    | 1.16%             | 2026-03-01      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                            | Transcanada Trust                                            | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200867.60    | 0.33%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                     | AT&T Inc                                                     | CUSIP: 00206R508<br>LEI: 549300Z40J86GGSTL398 | Long             | EP               | CORP              | US        |      1800 | NS      | $37710.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                     | F&G Annuities & Life Inc                                     | CUSIP: 30190A203<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      6835 | NS      | $179487.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                                     | FMC Corp                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264192.25    | 0.43%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                 | Enbridge Inc                                                 | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $531009.00    | 0.87%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                             | TotalEnergies SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108998.04    | 0.18%             | 2030-06-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                     | Enel SpA                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $265257.42    | 0.44%             | 2031-04-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                     | Aspen Insurance Holdings Ltd                                 | CUSIP: 000000000<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EP               | CORP              | BM        |     18000 | NS      | $453780.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                       | BP Capital Markets PLC                                       | CUSIP: 000000000<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $352865.56    | 0.58%             | 2026-03-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                       | Canadian Imperial Bank of Commerce                           | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $205635.00    | 0.34%             | 2085-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                               | Morgan Stanley                                               | CUSIP: 61762V838<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      7176 | NS      | $185930.16    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                          | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98752.09     | 0.16%             | 2027-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                         | M&T Bank Corp                                                | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77284.88     | 0.13%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 53944YAV5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $216592.20    | 0.36%             | 2029-09-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                 | Entergy Corp                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78502.80     | 0.13%             | 2054-12-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                                      | Nationwide Building Society                                  | CUSIP: 000000000<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $278979.09    | 0.46%             | 2031-12-20      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ENEL SPA                                                     | Enel SpA                                                     | CUSIP: 000000000<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $315285.67    | 0.52%             | 2028-04-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                         | Bank of America Corp                                         | CUSIP: 06055H871<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EP               | CORP              | US        |      7000 | NS      | $143290.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AIB GROUP PLC                                                | AIB Group PLC                                                | CUSIP: 000000000<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $252177.28    | 0.41%             | 2029-10-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                      | American Electric Power Co Inc                               | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170664.06    | 0.28%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                | Citigroup Inc                                                | CUSIP: 172967PE5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    290000 | PA      | $304867.14    | 0.50%             | 2028-11-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                 | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $212152.80    | 0.35%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                        | Lincoln National Corp                                        | CUSIP: 534187885<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EP               | CORP              | US        |      1193 | NS      | $31817.31     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                       | Global Atlantic Fin Co                                       | CUSIP: 37959GAG2<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74182.43     | 0.12%             | 2054-10-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                 | CaixaBank SA                                                 | CUSIP: 000000000<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $264174.43    | 0.43%             | 2029-03-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                             | CUSIP: 95002Y202<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2000 | NS      | $36380.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                     | Svenska Handelsbanken AB                                     | CUSIP: 000000000<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $197024.18    | 0.32%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                        | Nippon Life Insurance Co                                     | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $215538.40    | 0.35%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                   | TELUS Corp                                                   | CUSIP: 87971MCL5<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $308937.12    | 0.51%             | 2055-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $291385.92    | 0.48%             | 2028-09-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UNIBAIL-RODAMCO-WESTFLD                                      | Unibail-Rodamco-Westfield SE                                 | CUSIP: 000000000<br>LEI: 969500SHQITWXSIS7N89 | Long             | DBT              |  | FR        |    300000 | PA      | $358046.88    | 0.59%             | 2031-06-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                           | Banco Santander SA                                           | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $235422.46    | 0.39%             | 2026-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                       | NextEra Energy Capital Holdings Inc                          | CUSIP: 65339K837<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | EP               | CORP              | US        |      6800 | NS      | $175100.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38148BAE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70778.19     | 0.12%             | 2026-02-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                 | CUSIP: 456837BT9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1135222.68   | 1.87%             | 2032-11-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | PA      | $475674.75    | 0.78%             | 2029-05-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                       | Venture Global LNG Inc                                       | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    384000 | PA      | $380843.37    | 0.63%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO                                              | Ares Finance Co III LLC                                      | CUSIP: 04018VAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $221716.13    | 0.36%             | 2051-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ALTAGAS LTD                                                  | AltaGas Ltd                                                  | CUSIP: 021361AD2<br>LEI: 2549008X5V70MOS4HM10 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $284920.08    | 0.47%             | 2054-10-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                       | Volkswagen International Finance NV                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $364358.49    | 0.60%             | 2030-11-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                               | Public Storage                                               | CUSIP: 74460W537<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |      7700 | NS      | $134981.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OMV AG                                                       | OMV AG                                                       | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | DBT              | CORP              | AT        |    400000 | PA      | $480150.71    | 0.79%             | 2030-10-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ROTHESAY LIFE                                                | Rothesay Life PLC                                            | CUSIP: 000000000<br>LEI: MFQO711J5UPYBWXSPG12 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195581.62    | 0.32%             | 2027-04-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                           | Athene Holding Ltd                                           | CUSIP: 04686J408<br>LEI: 549300H316CT32FQXI76 | Long             | EP               | CORP              | US        |      3000 | NS      | $54540.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                  | BNP Paribas SA                                               | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $212350.40    | 0.35%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                 | ING Groep NV                                                 | CUSIP: 000000000<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $208078.08    | 0.34%             | 2028-05-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                      | American National Group Inc                                  | CUSIP: 025676AR8<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92855.07     | 0.15%             | 2055-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                         | CUSIP: 693475BD6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226968.98    | 0.37%             | 2027-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                 | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $206988.60    | 0.34%             | 2029-09-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $233797.30    | 0.38%             | 2029-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Emera Inc                                                    | Emera Inc                                                    | CUSIP: 290876AD3<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $75482.63     | 0.12%             | 2076-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                 | CUSIP: 902613BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $432368.00    | 0.71%             | 2031-04-12      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                  | Bell Telephone Co of Canada or Bell Canada                   | CUSIP: 0778FPAQ2<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    265000 | PA      | $277227.37    | 0.46%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                             | Bank of Montreal                                             | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $638318.40    | 1.05%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                      | Brookfield Finance I UK Plc                                  | CUSIP: 11272B103<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | EP               | CORP              | GB        |     11610 | NS      | $181696.50    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERALI                                                     | Generali                                                     | CUSIP: 000000000<br>LEI: 549300X5UKJVE386ZB61 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $123492.71    | 0.20%             | 2047-10-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                | UniCredit SpA                                                | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $463964.86    | 0.76%             | 2027-06-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                     | Cooperatieve Rabobank UA                                     | CUSIP: 000000000<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     94000 | PA      | $127218.10    | 0.21%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                          | Dominion Energy Inc                                          | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    220000 | PA      | $230389.52    | 0.38%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                              | CMS Energy Corp                                              | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93274.11     | 0.15%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                      | Goldman Sachs Group Inc/The                                  | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74200.04     | 0.12%             | 2026-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                      | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    210000 | PA      | $223464.57    | 0.37%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                       | Sempra                                                       | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    210000 | PA      | $204849.29    | 0.34%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                             | Societe Generale SA                                          | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    300000 | PA      | $353739.29    | 0.58%             | 2032-03-17      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                          | Bank of Nova Scotia/The                                      | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199903.82    | 0.33%             | 2085-10-27      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                       | PNC Financial Services Group Inc/The                         | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157242.84    | 0.26%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                 | Barclays PLC                                                 | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $496339.59    | 0.82%             | 2031-09-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                    | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501772.50    | 0.82%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                      | Algonquin Power & Utilities Corp                             | CUSIP: 015857808<br>LEI: 549300K5VIUTJXQL7X75 | Long             | EP               | CORP              | CA        |      8900 | NS      | $226950.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                     | Lloyds Banking Group PLC                                     | CUSIP: 000000000<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $283313.83    | 0.47%             | 2029-06-27      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                | Allstate Corp/The                                            | CUSIP: 020002838<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EP               | CORP              | US        |      2200 | NS      | $48928.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcanada Trust                                            | Transcanada Trust                                            | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249465.18    | 0.41%             | 2077-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES SE                                             | TotalEnergies SE                                             | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206862.46    | 0.34%             | 2032-07-25      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                           | Vodafone Group PLC                                           | CUSIP: 000000000<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $128283.50    | 0.21%             | 2084-08-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                         | Telefonica Europe BV                                         | CUSIP: 000000000<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $131390.94    | 0.22%             | 2031-06-07      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                        | Wells Fargo & Co                                             | CUSIP: 94988U128<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      2600 | NS      | $50934.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL ATLANTIC                                              | Global Atlantic Fin Co                                       | CUSIP: 37959GAC1<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246315.17    | 0.40%             | 2051-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK AG                                               | Commerzbank AG                                               | CUSIP: 000000000<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $247660.12    | 0.41%             | 2032-10-09      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RCI BANQUE SA                                                | RCI Banque SA                                                | CUSIP: 000000000<br>LEI: 96950001WI712W7PQG45 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $939496.47    | 1.54%             | 2030-09-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ERSTE GROUP BANK AG                                          | Erste Group Bank AG                                          | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $255012.02    | 0.42%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                             | SBL Holdings Inc                                             | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78183.38     | 0.13%             | 2026-11-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                              | CVS Health Corp                                              | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112689.11    | 0.19%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE                                               | Public Storage                                               | CUSIP: 74460W552<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EP               |  | US        |     10900 | NS      | $213967.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| COVENTRY BLDG SOCIETY                                        | Coventry Building Society                                    | CUSIP: 000000000<br>LEI: 2138004G59FXEAZ6IO10 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $286838.81    | 0.47%             | 2029-06-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                 | UBS Group AG                                                 | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    400000 | PA      | $442277.60    | 0.73%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INTL FIN NV                                       | Volkswagen International Finance NV                          | CUSIP: 000000000<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $385474.39    | 0.63%             | 2028-09-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                          | Nomura Holdings Inc                                          | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $621831.60    | 1.02%             | 2030-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                        | Toronto-Dominion Bank/The                                    | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    275000 | PA      | $291032.71    | 0.48%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-27

**Name of Applicant:** Cohen & Steers ETF Trust

**Signature:** Albert Laskaj

**Name of Signer:** Albert Laskaj

**Title:** Treasurer and Chief Financial Officer